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DDOC.DE vs. EHLT.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DDOC.DE vs. EHLT.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Global X Telemedicine & Digital Health UCITS ETF Acc USD (DDOC.DE) and Lyxor STOXX Europe 600 Healthcare UCITS ETF Dist (EHLT.DE). The values are adjusted to include any dividend payments, if applicable.

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DDOC.DE vs. EHLT.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
DDOC.DE
Global X Telemedicine & Digital Health UCITS ETF Acc USD
-11.50%-2.99%3.18%-14.12%-25.03%-20.13%
EHLT.DE
Lyxor STOXX Europe 600 Healthcare UCITS ETF Dist
-0.56%7.09%4.20%4.76%-4.33%20.90%

Returns By Period

In the year-to-date period, DDOC.DE achieves a -11.50% return, which is significantly lower than EHLT.DE's -0.56% return.


DDOC.DE

1D
2.45%
1M
-5.48%
YTD
-11.50%
6M
-17.15%
1Y
-5.85%
3Y*
-8.65%
5Y*
-13.16%
10Y*

EHLT.DE

1D
1.57%
1M
-4.51%
YTD
-0.56%
6M
4.74%
1Y
3.81%
3Y*
4.04%
5Y*
6.26%
10Y*
6.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DDOC.DE vs. EHLT.DE - Expense Ratio Comparison

DDOC.DE has a 0.68% expense ratio, which is higher than EHLT.DE's 0.30% expense ratio.


Return for Risk

DDOC.DE vs. EHLT.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DDOC.DE
DDOC.DE Risk / Return Rank: 77
Overall Rank
DDOC.DE Sharpe Ratio Rank: 88
Sharpe Ratio Rank
DDOC.DE Sortino Ratio Rank: 77
Sortino Ratio Rank
DDOC.DE Omega Ratio Rank: 88
Omega Ratio Rank
DDOC.DE Calmar Ratio Rank: 88
Calmar Ratio Rank
DDOC.DE Martin Ratio Rank: 77
Martin Ratio Rank

EHLT.DE
EHLT.DE Risk / Return Rank: 1717
Overall Rank
EHLT.DE Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
EHLT.DE Sortino Ratio Rank: 1616
Sortino Ratio Rank
EHLT.DE Omega Ratio Rank: 1616
Omega Ratio Rank
EHLT.DE Calmar Ratio Rank: 1818
Calmar Ratio Rank
EHLT.DE Martin Ratio Rank: 1818
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DDOC.DE vs. EHLT.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Telemedicine & Digital Health UCITS ETF Acc USD (DDOC.DE) and Lyxor STOXX Europe 600 Healthcare UCITS ETF Dist (EHLT.DE). 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.


DDOC.DEEHLT.DEDifference

Sharpe ratio

Return per unit of total volatility

-0.25

0.20

-0.44

Sortino ratio

Return per unit of downside risk

-0.19

0.40

-0.59

Omega ratio

Gain probability vs. loss probability

0.98

1.05

-0.08

Calmar ratio

Return relative to maximum drawdown

-0.26

0.36

-0.62

Martin ratio

Return relative to average drawdown

-0.68

1.03

-1.71

DDOC.DE vs. EHLT.DE - Sharpe Ratio Comparison

The current DDOC.DE Sharpe Ratio is -0.25, which is lower than the EHLT.DE Sharpe Ratio of 0.20. The chart below compares the historical Sharpe Ratios of DDOC.DE and EHLT.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DDOC.DEEHLT.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.25

0.20

-0.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.54

0.40

-0.94

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.58

0.57

-1.15

Correlation

The correlation between DDOC.DE and EHLT.DE is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

DDOC.DE vs. EHLT.DE - Dividend Comparison

DDOC.DE has not paid dividends to shareholders, while EHLT.DE's dividend yield for the trailing twelve months is around 1.31%.


TTM202520242023202220212020201920182017
DDOC.DE
Global X Telemedicine & Digital Health UCITS ETF Acc USD
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EHLT.DE
Lyxor STOXX Europe 600 Healthcare UCITS ETF Dist
1.31%1.30%1.78%0.00%2.28%1.89%2.32%1.88%2.32%0.49%

Drawdowns

DDOC.DE vs. EHLT.DE - Drawdown Comparison

The maximum DDOC.DE drawdown since its inception was -59.88%, which is greater than EHLT.DE's maximum drawdown of -26.14%. Use the drawdown chart below to compare losses from any high point for DDOC.DE and EHLT.DE.


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Drawdown Indicators


DDOC.DEEHLT.DEDifference

Max Drawdown

Largest peak-to-trough decline

-59.88%

-26.14%

-33.74%

Max Drawdown (1Y)

Largest decline over 1 year

-22.33%

-12.70%

-9.63%

Max Drawdown (5Y)

Largest decline over 5 years

-55.08%

-26.14%

-28.94%

Max Drawdown (10Y)

Largest decline over 10 years

-26.14%

Current Drawdown

Current decline from peak

-56.24%

-9.83%

-46.41%

Average Drawdown

Average peak-to-trough decline

-41.38%

-6.86%

-34.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.39%

5.31%

+3.08%

Volatility

DDOC.DE vs. EHLT.DE - Volatility Comparison

Global X Telemedicine & Digital Health UCITS ETF Acc USD (DDOC.DE) has a higher volatility of 6.04% compared to Lyxor STOXX Europe 600 Healthcare UCITS ETF Dist (EHLT.DE) at 5.12%. This indicates that DDOC.DE's price experiences larger fluctuations and is considered to be riskier than EHLT.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DDOC.DEEHLT.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.04%

5.12%

+0.92%

Volatility (6M)

Calculated over the trailing 6-month period

14.49%

11.32%

+3.17%

Volatility (1Y)

Calculated over the trailing 1-year period

23.74%

19.43%

+4.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.10%

16.31%

+7.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.33%

16.14%

+8.19%