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DOCT.L vs. WBIO.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DOCT.L vs. WBIO.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in L&G Healthcare Breakthrough UCITS ETF (DOCT.L) and WisdomTree BioRevolution UCITS ETF USD Acc (WBIO.L). The values are adjusted to include any dividend payments, if applicable.

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DOCT.L vs. WBIO.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
DOCT.L
L&G Healthcare Breakthrough UCITS ETF
-6.39%24.88%1.98%-1.20%-33.86%0.65%
WBIO.L
WisdomTree BioRevolution UCITS ETF USD Acc
5.01%22.15%-15.51%-0.89%-27.26%0.71%
Different Trading Currencies

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

Returns By Period

In the year-to-date period, DOCT.L achieves a -6.39% return, which is significantly lower than WBIO.L's 5.01% return.


DOCT.L

1D
3.54%
1M
-4.85%
YTD
-6.39%
6M
7.90%
1Y
24.06%
3Y*
4.40%
5Y*
-5.16%
10Y*

WBIO.L

1D
2.91%
1M
-2.51%
YTD
5.01%
6M
12.31%
1Y
44.81%
3Y*
2.95%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DOCT.L vs. WBIO.L - Expense Ratio Comparison

DOCT.L has a 0.49% expense ratio, which is higher than WBIO.L's 0.45% expense ratio.


Return for Risk

DOCT.L vs. WBIO.L — Risk / Return Rank

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

DOCT.L
DOCT.L Risk / Return Rank: 5252
Overall Rank
DOCT.L Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
DOCT.L Sortino Ratio Rank: 6060
Sortino Ratio Rank
DOCT.L Omega Ratio Rank: 4949
Omega Ratio Rank
DOCT.L Calmar Ratio Rank: 4949
Calmar Ratio Rank
DOCT.L Martin Ratio Rank: 4545
Martin Ratio Rank

WBIO.L
WBIO.L Risk / Return Rank: 7575
Overall Rank
WBIO.L Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
WBIO.L Sortino Ratio Rank: 7373
Sortino Ratio Rank
WBIO.L Omega Ratio Rank: 6262
Omega Ratio Rank
WBIO.L Calmar Ratio Rank: 9292
Calmar Ratio Rank
WBIO.L Martin Ratio Rank: 7373
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.

DOCT.L vs. WBIO.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for L&G Healthcare Breakthrough UCITS ETF (DOCT.L) and WisdomTree BioRevolution UCITS ETF USD Acc (WBIO.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.


DOCT.LWBIO.LDifference

Sharpe ratio

Return per unit of total volatility

1.09

1.48

-0.39

Sortino ratio

Return per unit of downside risk

1.64

2.05

-0.41

Omega ratio

Gain probability vs. loss probability

1.20

1.26

-0.06

Calmar ratio

Return relative to maximum drawdown

1.44

3.49

-2.05

Martin ratio

Return relative to average drawdown

4.78

8.51

-3.73

DOCT.L vs. WBIO.L - Sharpe Ratio Comparison

The current DOCT.L Sharpe Ratio is 1.09, which is comparable to the WBIO.L Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of DOCT.L and WBIO.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


DOCT.LWBIO.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.09

1.48

-0.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

-0.21

+0.41

Correlation

The correlation between DOCT.L and WBIO.L is 0.83, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

DOCT.L vs. WBIO.L - Dividend Comparison

Neither DOCT.L nor WBIO.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

DOCT.L vs. WBIO.L - Drawdown Comparison

The maximum DOCT.L drawdown since its inception was -57.55%, which is greater than WBIO.L's maximum drawdown of -53.23%. Use the drawdown chart below to compare losses from any high point for DOCT.L and WBIO.L.


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Drawdown Indicators


DOCT.LWBIO.LDifference

Max Drawdown

Largest peak-to-trough decline

-57.55%

-51.13%

-6.42%

Max Drawdown (1Y)

Largest decline over 1 year

-17.02%

-11.52%

-5.50%

Max Drawdown (5Y)

Largest decline over 5 years

-55.82%

Current Drawdown

Current decline from peak

-34.50%

-21.86%

-12.64%

Average Drawdown

Average peak-to-trough decline

-28.94%

-26.52%

-2.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.12%

4.89%

+0.23%

Volatility

DOCT.L vs. WBIO.L - Volatility Comparison

The current volatility for L&G Healthcare Breakthrough UCITS ETF (DOCT.L) is 7.64%, while WisdomTree BioRevolution UCITS ETF USD Acc (WBIO.L) has a volatility of 8.71%. This indicates that DOCT.L experiences smaller price fluctuations and is considered to be less risky than WBIO.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DOCT.LWBIO.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.64%

8.71%

-1.07%

Volatility (6M)

Calculated over the trailing 6-month period

14.62%

21.16%

-6.54%

Volatility (1Y)

Calculated over the trailing 1-year period

21.92%

30.07%

-8.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.89%

25.50%

-1.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.72%

25.50%

-0.78%