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DOCG.L vs. WHCE.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DOCG.L vs. WHCE.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in L&G Healthcare Breakthrough UCITS ETF (DOCG.L) and Invesco S&P World Health Care ESG UCITS ETF Acc (WHCE.L). The values are adjusted to include any dividend payments, if applicable.

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DOCG.L vs. WHCE.L - Yearly Performance Comparison


2026 (YTD)202520242023
DOCG.L
L&G Healthcare Breakthrough UCITS ETF
-5.52%16.50%3.57%-9.86%
WHCE.L
Invesco S&P World Health Care ESG UCITS ETF Acc
-2.70%7.68%3.32%0.10%
Different Trading Currencies

DOCG.L is traded in GBp, while WHCE.L is traded in USD. To make them comparable, the WHCE.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, DOCG.L achieves a -5.52% return, which is significantly lower than WHCE.L's -2.70% return.


DOCG.L

1D
2.82%
1M
-4.55%
YTD
-5.52%
6M
9.15%
1Y
20.30%
3Y*
1.87%
5Y*
-4.46%
10Y*

WHCE.L

1D
1.66%
1M
-5.32%
YTD
-2.70%
6M
5.53%
1Y
1.99%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DOCG.L vs. WHCE.L - Expense Ratio Comparison

DOCG.L has a 0.49% expense ratio, which is higher than WHCE.L's 0.18% expense ratio.


Return for Risk

DOCG.L vs. WHCE.L — Risk / Return Rank

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

DOCG.L
DOCG.L Risk / Return Rank: 4646
Overall Rank
DOCG.L Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
DOCG.L Sortino Ratio Rank: 5151
Sortino Ratio Rank
DOCG.L Omega Ratio Rank: 4141
Omega Ratio Rank
DOCG.L Calmar Ratio Rank: 4646
Calmar Ratio Rank
DOCG.L Martin Ratio Rank: 4141
Martin Ratio Rank

WHCE.L
WHCE.L Risk / Return Rank: 1919
Overall Rank
WHCE.L Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
WHCE.L Sortino Ratio Rank: 1818
Sortino Ratio Rank
WHCE.L Omega Ratio Rank: 1717
Omega Ratio Rank
WHCE.L Calmar Ratio Rank: 2222
Calmar Ratio Rank
WHCE.L Martin Ratio Rank: 2020
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.

DOCG.L vs. WHCE.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for L&G Healthcare Breakthrough UCITS ETF (DOCG.L) and Invesco S&P World Health Care ESG UCITS ETF Acc (WHCE.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.


DOCG.LWHCE.LDifference

Sharpe ratio

Return per unit of total volatility

0.94

0.12

+0.83

Sortino ratio

Return per unit of downside risk

1.43

0.28

+1.15

Omega ratio

Gain probability vs. loss probability

1.17

1.04

+0.14

Calmar ratio

Return relative to maximum drawdown

1.34

0.35

+1.00

Martin ratio

Return relative to average drawdown

4.28

0.69

+3.59

DOCG.L vs. WHCE.L - Sharpe Ratio Comparison

The current DOCG.L Sharpe Ratio is 0.94, which is higher than the WHCE.L Sharpe Ratio of 0.12. The chart below compares the historical Sharpe Ratios of DOCG.L and WHCE.L, 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


DOCG.LWHCE.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.94

0.12

+0.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

0.20

-0.01

Correlation

The correlation between DOCG.L and WHCE.L is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

DOCG.L vs. WHCE.L - Dividend Comparison

Neither DOCG.L nor WHCE.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

DOCG.L vs. WHCE.L - Drawdown Comparison

The maximum DOCG.L drawdown since its inception was -51.45%, which is greater than WHCE.L's maximum drawdown of -20.65%. Use the drawdown chart below to compare losses from any high point for DOCG.L and WHCE.L.


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Drawdown Indicators


DOCG.LWHCE.LDifference

Max Drawdown

Largest peak-to-trough decline

-51.45%

-20.11%

-31.34%

Max Drawdown (1Y)

Largest decline over 1 year

-15.66%

-10.36%

-5.30%

Max Drawdown (5Y)

Largest decline over 5 years

-49.65%

Current Drawdown

Current decline from peak

-31.80%

-7.30%

-24.50%

Average Drawdown

Average peak-to-trough decline

-26.99%

-5.96%

-21.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.92%

4.32%

+0.60%

Volatility

DOCG.L vs. WHCE.L - Volatility Comparison

L&G Healthcare Breakthrough UCITS ETF (DOCG.L) has a higher volatility of 6.90% compared to Invesco S&P World Health Care ESG UCITS ETF Acc (WHCE.L) at 5.19%. This indicates that DOCG.L's price experiences larger fluctuations and is considered to be riskier than WHCE.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DOCG.LWHCE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.90%

5.19%

+1.71%

Volatility (6M)

Calculated over the trailing 6-month period

14.26%

10.12%

+4.14%

Volatility (1Y)

Calculated over the trailing 1-year period

21.47%

17.02%

+4.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.95%

13.63%

+8.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.42%

13.63%

+9.79%