DOCT.L vs. WHCE.L
Compare and contrast key facts about L&G Healthcare Breakthrough UCITS ETF (DOCT.L) and Invesco S&P World Health Care ESG UCITS ETF Acc (WHCE.L).
DOCT.L and WHCE.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DOCT.L is a passively managed fund by Legal & General that tracks the performance of the MSCI World/Health Care NR USD. It was launched on Jun 26, 2019. WHCE.L is a passively managed fund by Invesco that tracks the performance of the S&P World ESG Enhanced Health Care Index. It was launched on Apr 12, 2023. Both DOCT.L and WHCE.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
DOCT.L vs. WHCE.L - Performance Comparison
Loading graphics...
DOCT.L vs. WHCE.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
DOCT.L L&G Healthcare Breakthrough UCITS ETF | -9.59% | 24.88% | 1.98% | -7.38% |
WHCE.L Invesco S&P World Health Care ESG UCITS ETF Acc | -6.06% | 15.94% | 1.55% | 2.96% |
Returns By Period
In the year-to-date period, DOCT.L achieves a -9.59% return, which is significantly lower than WHCE.L's -6.06% return.
DOCT.L
- 1D
- 1.15%
- 1M
- -8.10%
- YTD
- -9.59%
- 6M
- 4.21%
- 1Y
- 19.82%
- 3Y*
- 3.20%
- 5Y*
- -5.82%
- 10Y*
- —
WHCE.L
- 1D
- 1.17%
- 1M
- -9.02%
- YTD
- -6.06%
- 6M
- 6.86%
- 1Y
- 3.20%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
DOCT.L vs. WHCE.L - Expense Ratio Comparison
DOCT.L has a 0.49% expense ratio, which is higher than WHCE.L's 0.18% expense ratio.
Return for Risk
DOCT.L vs. WHCE.L — Risk / Return Rank
DOCT.L
WHCE.L
DOCT.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 (DOCT.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.
| DOCT.L | WHCE.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.96 | 0.18 | +0.78 |
Sortino ratioReturn per unit of downside risk | 1.46 | 0.37 | +1.09 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.05 | +0.13 |
Calmar ratioReturn relative to maximum drawdown | 1.16 | 0.26 | +0.91 |
Martin ratioReturn relative to average drawdown | 3.81 | 0.62 | +3.19 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| DOCT.L | WHCE.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.96 | 0.18 | +0.78 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.24 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.17 | 0.33 | -0.16 |
Correlation
The correlation between DOCT.L and WHCE.L is 0.60, 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
DOCT.L vs. WHCE.L - Dividend Comparison
Neither DOCT.L nor WHCE.L has paid dividends to shareholders.
Drawdowns
DOCT.L vs. WHCE.L - Drawdown Comparison
The maximum DOCT.L drawdown since its inception was -57.55%, which is greater than WHCE.L's maximum drawdown of -20.11%. Use the drawdown chart below to compare losses from any high point for DOCT.L and WHCE.L.
Loading graphics...
Drawdown Indicators
| DOCT.L | WHCE.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.55% | -20.11% | -37.44% |
Max Drawdown (1Y)Largest decline over 1 year | -17.02% | -11.39% | -5.63% |
Max Drawdown (5Y)Largest decline over 5 years | -55.82% | — | — |
Current DrawdownCurrent decline from peak | -36.74% | -9.02% | -27.72% |
Average DrawdownAverage peak-to-trough decline | -28.93% | -5.95% | -22.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.20% | 4.29% | +0.91% |
Volatility
DOCT.L vs. WHCE.L - Volatility Comparison
L&G Healthcare Breakthrough UCITS ETF (DOCT.L) has a higher volatility of 6.84% compared to Invesco S&P World Health Care ESG UCITS ETF Acc (WHCE.L) at 4.98%. This indicates that DOCT.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.
Loading graphics...
Volatility by Period
| DOCT.L | WHCE.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.84% | 4.98% | +1.86% |
Volatility (6M)Calculated over the trailing 6-month period | 14.24% | 9.76% | +4.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.71% | 17.45% | +4.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.85% | 13.59% | +10.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.69% | 13.59% | +11.10% |