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

Performance

DRDR.L vs. WHCE.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Healthcare Innovation UCITS ETF USD (Acc) (DRDR.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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Different Trading Currencies

DRDR.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, DRDR.L achieves a 1.01% return, which is significantly higher than WHCE.L's -3.84% return.


DRDR.L

1D
3.48%
1M
6.16%
YTD
1.01%
6M
-0.48%
1Y
21.74%
3Y*
3.43%
5Y*
-0.91%
10Y*

WHCE.L

1D
2.89%
1M
4.71%
YTD
-3.84%
6M
-3.54%
1Y
13.07%
3Y*
3.30%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023
DRDR.L
iShares Healthcare Innovation UCITS ETF USD (Acc)
1.01%10.25%2.62%-3.51%
WHCE.L
Invesco S&P World Health Care ESG UCITS ETF Acc
-3.84%7.68%3.32%0.10%

Correlation

The correlation between DRDR.L and WHCE.L is 0.73, 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

0.73

Correlation (3Y)
Calculated over the trailing 3-year period

0.66

Correlation (All Time)
Calculated using the full available price history since Apr 18, 2023

0.66

The correlation between DRDR.L and WHCE.L has been stable across timeframes, ranging from 0.66 to 0.73 - a consistent structural relationship.

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Return for Risk

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

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

DRDR.L
DRDR.L Risk / Return Rank: 3737
Overall Rank
DRDR.L Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
DRDR.L Sortino Ratio Rank: 4242
Sortino Ratio Rank
DRDR.L Omega Ratio Rank: 3737
Omega Ratio Rank
DRDR.L Calmar Ratio Rank: 3636
Calmar Ratio Rank
DRDR.L Martin Ratio Rank: 3030
Martin Ratio Rank

WHCE.L
WHCE.L Risk / Return Rank: 2222
Overall Rank
WHCE.L Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
WHCE.L Sortino Ratio Rank: 2424
Sortino Ratio Rank
WHCE.L Omega Ratio Rank: 2222
Omega Ratio Rank
WHCE.L Calmar Ratio Rank: 2222
Calmar Ratio Rank
WHCE.L Martin Ratio Rank: 2121
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares Healthcare Innovation UCITS ETF USD (Acc) (DRDR.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.


DRDR.LWHCE.LDifference
Sharpe ratioReturn per unit of total volatility

+0.56

Sortino ratioReturn per unit of downside risk

+0.74

Omega ratioGain probability vs. loss probability

1.24

1.15

+0.09

Calmar ratioReturn relative to maximum drawdown

1.73

1.03

+0.70

Martin ratioReturn relative to average drawdown

4.35

2.75

+1.60

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

The current DRDR.L Sharpe Ratio is 1.39, which is higher than the WHCE.L Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of DRDR.L and WHCE.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


DRDR.LWHCE.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.39

0.83

+0.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.16

+0.19

Drawdowns

DRDR.L vs. WHCE.L - Drawdown Comparison

The maximum DRDR.L drawdown since its inception was -38.49%, 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 DRDR.L and WHCE.L.


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Drawdown Indicators


DRDR.LWHCE.LDifference

Max Drawdown

Largest peak-to-trough decline

-38.49%

-20.65%

-17.84%

Max Drawdown (1Y)

Largest decline over 1 year

-12.51%

-12.68%

+0.17%

Max Drawdown (3Y)

Largest decline over 3 years

-22.38%

-20.65%

-1.73%

Max Drawdown (5Y)

Largest decline over 5 years

-35.81%

Current Drawdown

Current decline from peak

-16.88%

-7.71%

-9.17%

Average Drawdown

Average peak-to-trough decline

-15.17%

-6.42%

-8.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.98%

4.74%

+0.24%

Volatility

DRDR.L vs. WHCE.L - Volatility Comparison

The current volatility for iShares Healthcare Innovation UCITS ETF USD (Acc) (DRDR.L) is 4.79%, while Invesco S&P World Health Care ESG UCITS ETF Acc (WHCE.L) has a volatility of 5.80%. This indicates that DRDR.L experiences smaller price fluctuations and is considered to be less risky 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


DRDR.LWHCE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.79%

5.80%

-1.01%

Volatility (6M)

Calculated over the trailing 6-month period

11.52%

11.72%

-0.20%

Volatility (1Y)

Calculated over the trailing 1-year period

15.56%

15.61%

-0.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.52%

13.99%

+3.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.58%

13.99%

+4.59%

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

DRDR.L has a 0.40% expense ratio, which is higher than WHCE.L's 0.18% expense ratio.


Dividends

DRDR.L vs. WHCE.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


DRDR.L and WHCE.L have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, WHCE.L is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

WHCE.L is cheaper with a 0.18% expense ratio, compared with 0.40% for DRDR.L.

DRDR.L tracks MSCI World/Health Care NR USD, while WHCE.L tracks S&P World ESG Enhanced Health Care Index. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.40% for DRDR.L and 0.18% for WHCE.L.

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