CH5.L vs. HLTW.L
CH5.L (Amundi ETF MSCI Europe Healthcare UCITS ETF) and HLTW.L (Lyxor UCITS MSCI World Health Care TR C-USD) are both Health & Biotech Equities funds from Amundi tracking the MSCI World/Health Care NR USD. Both are passively managed. Over the past 10 years, CH5.L returned -3.17%/yr vs 8.49%/yr for HLTW.L. A 0.74 correlation means they provide meaningful diversification when combined. CH5.L charges 0.25%/yr vs 0.30%/yr for HLTW.L.
Performance
CH5.L vs. HLTW.L - Performance Comparison
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Different Trading Currencies
CH5.L is traded in GBp, while HLTW.L is traded in USD. To make them comparable, the HLTW.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 HLTW.L's -2.73% return. Over the past 10 years, CH5.L has underperformed HLTW.L with an annualized return of -3.17%, while HLTW.L has yielded a comparatively higher 8.49% annualized 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%
HLTW.L
- 1D
- 3.02%
- 1M
- 3.83%
- YTD
- -2.73%
- 6M
- -2.54%
- 1Y
- 12.62%
- 3Y*
- 2.64%
- 5Y*
- 5.42%
- 10Y*
- 8.49%
CH5.L vs. HLTW.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CH5.L Amundi ETF MSCI Europe Healthcare UCITS ETF | -3.01% | 11.85% | -63.23% | 5.38% | 1.64% | 17.03% | 3.58% | 24.30% | 0.41% | 6.87% |
HLTW.L Lyxor UCITS MSCI World Health Care TR C-USD | -2.73% | 7.49% | 2.14% | -2.07% | 5.56% | 21.73% | 9.62% | 18.18% | 7.56% | 9.73% |
Correlation
The correlation between CH5.L and HLTW.L is 0.74, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.74 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.69 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.69 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.74 |
Correlation (All Time) Calculated using the full available price history since Jan 22, 2013 | 0.74 |
The correlation between CH5.L and HLTW.L has been stable across timeframes, ranging from 0.69 to 0.74 - a consistent structural relationship.
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Return for Risk
CH5.L vs. HLTW.L — Risk / Return Rank
CH5.L
HLTW.L
CH5.L vs. HLTW.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 Lyxor UCITS MSCI World Health Care TR C-USD (HLTW.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 | HLTW.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.37 | ||
| Sortino ratioReturn per unit of downside risk | -0.51 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.16 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 0.60 | 1.20 | -0.61 |
| Martin ratioReturn relative to average drawdown | 1.43 | 3.11 | -1.67 |
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 | HLTW.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.49 | 0.86 | -0.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.42 | 0.39 | -0.81 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.13 | 0.55 | -0.68 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.02 | 0.80 | -0.78 |
Drawdowns
CH5.L vs. HLTW.L - Drawdown Comparison
The maximum CH5.L drawdown since its inception was -70.04%, which is greater than HLTW.L's maximum drawdown of -18.93%. Use the drawdown chart below to compare losses from any high point for CH5.L and HLTW.L.
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Drawdown Indicators
| CH5.L | HLTW.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.04% | -18.93% | -51.11% |
Max Drawdown (1Y)Largest decline over 1 year | -13.44% | -10.46% | -2.98% |
Max Drawdown (3Y)Largest decline over 3 years | -70.04% | -18.93% | -51.11% |
Max Drawdown (5Y)Largest decline over 5 years | -70.04% | -18.93% | -51.11% |
Max Drawdown (10Y)Largest decline over 10 years | -70.04% | -18.93% | -51.11% |
Current DrawdownCurrent decline from peak | -64.16% | -5.86% | -58.30% |
Average DrawdownAverage peak-to-trough decline | -14.80% | -4.37% | -10.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.61% | 4.06% | +1.55% |
Volatility
CH5.L vs. HLTW.L - Volatility Comparison
Amundi ETF MSCI Europe Healthcare UCITS ETF (CH5.L) has a higher volatility of 5.66% compared to Lyxor UCITS MSCI World Health Care TR C-USD (HLTW.L) at 5.30%. This indicates that CH5.L's price experiences larger fluctuations and is considered to be riskier than HLTW.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CH5.L | HLTW.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.66% | 5.30% | +0.36% |
Volatility (6M)Calculated over the trailing 6-month period | 11.79% | 10.89% | +0.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.28% | 14.60% | +1.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.85% | 14.02% | +17.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.28% | 15.37% | +9.91% |
CH5.L vs. HLTW.L - Expense Ratio Comparison
CH5.L has a 0.25% expense ratio, which is lower than HLTW.L's 0.30% expense ratio.
Dividends
CH5.L vs. HLTW.L - Dividend Comparison
Neither CH5.L nor HLTW.L has paid dividends to shareholders.
Frequently Asked Questions
CH5.L and HLTW.L have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, CH5.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
CH5.L is cheaper with a 0.25% expense ratio, compared with 0.30% for HLTW.L.
Both ETFs track MSCI World/Health Care NR USD. Their fees differ too: 0.25% for CH5.L and 0.30% for HLTW.L.
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