CH5.L vs. GXLV.L
CH5.L (Amundi ETF MSCI Europe Healthcare UCITS ETF) and GXLV.L (SPDR S&P US Health Care Select Sector UCITS ETF) are both Health & Biotech Equities funds tracking the MSCI World/Health Care NR USD, from Amundi and State Street respectively. Both are passively managed. Over the past 3 years, CH5.L returned -26.49%/yr vs 3.78%/yr for GXLV.L. At a 0.30 correlation, their price movements are largely independent. CH5.L charges 0.25%/yr vs 0.15%/yr for GXLV.L.
Performance
CH5.L vs. GXLV.L - Performance Comparison
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Different Trading Currencies
CH5.L is traded in GBp, while GXLV.L is traded in GBP. To make them comparable, the GXLV.L values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, CH5.L achieves a -3.01% return, which is significantly lower than GXLV.L's -1.77% return.
CH5.L
- 1D
- 3.21%
- 1M
- 1.61%
- YTD
- -3.01%
- 6M
- -1.61%
- 1Y
- 8.05%
- 3Y*
- -26.49%
- 5Y*
- -13.43%
- 10Y*
- -3.17%
GXLV.L
- 1D
- 2.97%
- 1M
- 5.67%
- YTD
- -1.77%
- 6M
- -2.12%
- 1Y
- 16.12%
- 3Y*
- 3.78%
- 5Y*
- —
- 10Y*
- —
CH5.L vs. GXLV.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
CH5.L Amundi ETF MSCI Europe Healthcare UCITS ETF | -3.01% | 11.85% | -63.23% | 5.38% | -2.28% |
GXLV.L SPDR S&P US Health Care Select Sector UCITS ETF | -1.77% | 6.82% | 3.59% | -3.78% | 7.82% |
Correlation
The correlation between CH5.L and GXLV.L is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.44 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Apr 6, 2022 | 0.30 |
The correlation between CH5.L and GXLV.L shifts across timeframes, from 0.30 (3 years) to 0.44 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
CH5.L vs. GXLV.L — Risk / Return Rank
CH5.L
GXLV.L
CH5.L vs. GXLV.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi ETF MSCI Europe Healthcare UCITS ETF (CH5.L) and SPDR S&P US Health Care Select Sector UCITS ETF (GXLV.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| CH5.L | GXLV.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.84 | ||
| Sortino ratioReturn per unit of downside risk | -1.21 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.24 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 0.60 | 2.16 | -1.56 |
| Martin ratioReturn relative to average drawdown | 1.43 | 4.76 | -3.33 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CH5.L | GXLV.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.49 | 1.34 | -0.84 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.42 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.13 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.02 | 0.31 | -0.29 |
Drawdowns
CH5.L vs. GXLV.L - Drawdown Comparison
The maximum CH5.L drawdown since its inception was -70.04%, which is greater than GXLV.L's maximum drawdown of -19.59%. Use the drawdown chart below to compare losses from any high point for CH5.L and GXLV.L.
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Drawdown Indicators
| CH5.L | GXLV.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.04% | -19.59% | -50.45% |
Max Drawdown (1Y)Largest decline over 1 year | -13.44% | -11.51% | -1.93% |
Max Drawdown (3Y)Largest decline over 3 years | -70.04% | -19.59% | -50.45% |
Max Drawdown (5Y)Largest decline over 5 years | -70.04% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -70.04% | — | — |
Current DrawdownCurrent decline from peak | -64.16% | -5.07% | -59.09% |
Average DrawdownAverage peak-to-trough decline | -14.80% | -6.15% | -8.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.61% | 9.07% | -3.46% |
Volatility
CH5.L vs. GXLV.L - Volatility Comparison
Amundi ETF MSCI Europe Healthcare UCITS ETF (CH5.L) and SPDR S&P US Health Care Select Sector UCITS ETF (GXLV.L) have volatilities of 5.66% and 5.53%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CH5.L | GXLV.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.66% | 5.53% | +0.13% |
Volatility (6M)Calculated over the trailing 6-month period | 11.79% | 12.37% | -0.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.28% | 18.62% | -2.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.85% | 20.60% | +11.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.28% | 20.60% | +4.68% |
CH5.L vs. GXLV.L - Expense Ratio Comparison
CH5.L has a 0.25% expense ratio, which is higher than GXLV.L's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
CH5.L vs. GXLV.L - Dividend Comparison
Neither CH5.L nor GXLV.L has paid dividends to shareholders.
Frequently Asked Questions
CH5.L and GXLV.L have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, GXLV.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
GXLV.L is cheaper with a 0.15% expense ratio, compared with 0.25% for CH5.L.
Both ETFs track MSCI World/Health Care NR USD. They also come from different issuers: Amundi and State Street. Their fees differ too: 0.25% for CH5.L and 0.15% for GXLV.L.
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