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DRDR.L vs. XLV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


DRDR.LXLV
YTD Return1.37%7.67%
1Y Return-1.66%13.78%
3Y Return (Ann)-4.88%7.55%
5Y Return (Ann)4.39%12.53%
Sharpe Ratio-0.161.28
Daily Std Dev13.82%10.57%
Max Drawdown-38.49%-39.18%
Current Drawdown-26.27%-0.96%

Correlation

-0.50.00.51.00.5

The correlation between DRDR.L and XLV is 0.46, 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.

Performance

DRDR.L vs. XLV - Performance Comparison

In the year-to-date period, DRDR.L achieves a 1.37% return, which is significantly lower than XLV's 7.67% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


40.00%60.00%80.00%100.00%120.00%140.00%December2024FebruaryMarchAprilMay
54.26%
129.33%
DRDR.L
XLV

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


iShares Healthcare Innovation UCITS ETF USD (Acc)

Health Care Select Sector SPDR Fund

DRDR.L vs. XLV - Expense Ratio Comparison

DRDR.L has a 0.40% expense ratio, which is higher than XLV's 0.12% expense ratio.


DRDR.L
iShares Healthcare Innovation UCITS ETF USD (Acc)
Expense ratio chart for DRDR.L: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%
Expense ratio chart for XLV: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%

Risk-Adjusted Performance

DRDR.L vs. XLV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Healthcare Innovation UCITS ETF USD (Acc) (DRDR.L) and Health Care Select Sector SPDR Fund (XLV). 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.L
Sharpe ratio
The chart of Sharpe ratio for DRDR.L, currently valued at 0.17, compared to the broader market0.002.004.000.17
Sortino ratio
The chart of Sortino ratio for DRDR.L, currently valued at 0.37, compared to the broader market0.005.0010.000.37
Omega ratio
The chart of Omega ratio for DRDR.L, currently valued at 1.04, compared to the broader market0.501.001.502.002.503.001.04
Calmar ratio
The chart of Calmar ratio for DRDR.L, currently valued at 0.06, compared to the broader market0.005.0010.0015.000.06
Martin ratio
The chart of Martin ratio for DRDR.L, currently valued at 0.30, compared to the broader market0.0020.0040.0060.0080.00100.000.30
XLV
Sharpe ratio
The chart of Sharpe ratio for XLV, currently valued at 1.57, compared to the broader market0.002.004.001.57
Sortino ratio
The chart of Sortino ratio for XLV, currently valued at 2.29, compared to the broader market0.005.0010.002.29
Omega ratio
The chart of Omega ratio for XLV, currently valued at 1.28, compared to the broader market0.501.001.502.002.503.001.28
Calmar ratio
The chart of Calmar ratio for XLV, currently valued at 1.40, compared to the broader market0.005.0010.0015.001.40
Martin ratio
The chart of Martin ratio for XLV, currently valued at 5.20, compared to the broader market0.0020.0040.0060.0080.00100.005.20

DRDR.L vs. XLV - Sharpe Ratio Comparison

The current DRDR.L Sharpe Ratio is -0.16, which is lower than the XLV Sharpe Ratio of 1.28. The chart below compares the 12-month rolling Sharpe Ratio of DRDR.L and XLV.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.00December2024FebruaryMarchAprilMay
0.17
1.57
DRDR.L
XLV

Dividends

DRDR.L vs. XLV - Dividend Comparison

DRDR.L has not paid dividends to shareholders, while XLV's dividend yield for the trailing twelve months is around 1.51%.


TTM20232022202120202019201820172016201520142013
DRDR.L
iShares Healthcare Innovation UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XLV
Health Care Select Sector SPDR Fund
1.51%1.59%1.47%1.33%1.49%2.16%1.56%1.46%1.59%1.43%1.34%1.51%

Drawdowns

DRDR.L vs. XLV - Drawdown Comparison

The maximum DRDR.L drawdown since its inception was -38.49%, roughly equal to the maximum XLV drawdown of -39.18%. Use the drawdown chart below to compare losses from any high point for DRDR.L and XLV. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%December2024FebruaryMarchAprilMay
-32.80%
-0.96%
DRDR.L
XLV

Volatility

DRDR.L vs. XLV - Volatility Comparison

iShares Healthcare Innovation UCITS ETF USD (Acc) (DRDR.L) has a higher volatility of 4.30% compared to Health Care Select Sector SPDR Fund (XLV) at 2.38%. This indicates that DRDR.L's price experiences larger fluctuations and is considered to be riskier than XLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%December2024FebruaryMarchAprilMay
4.30%
2.38%
DRDR.L
XLV