PortfoliosLab logoPortfoliosLab logo
EDOC.L vs. KURE.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EDOC.L vs. KURE.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Telemedicine & Digital Health UCITS ETF Acc USD (EDOC.L) and KraneShares MSCI All China Health Care Index UCITS ETF USD (KURE.L). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

EDOC.L vs. KURE.L - Yearly Performance Comparison


Returns By Period

In the year-to-date period, EDOC.L achieves a -12.32% return, which is significantly lower than KURE.L's 0.18% return.


EDOC.L

1D
3.12%
1M
-6.08%
YTD
-12.32%
6M
-18.14%
1Y
1.07%
3Y*
-6.64%
5Y*
-13.41%
10Y*

KURE.L

1D
1.67%
1M
-1.56%
YTD
0.18%
6M
-18.71%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


EDOC.L vs. KURE.L - Expense Ratio Comparison

EDOC.L has a 0.68% expense ratio, which is higher than KURE.L's 0.65% expense ratio.


Return for Risk

EDOC.L vs. KURE.L — Risk / Return Rank

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

EDOC.L
EDOC.L Risk / Return Rank: 1212
Overall Rank
EDOC.L Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
EDOC.L Sortino Ratio Rank: 1313
Sortino Ratio Rank
EDOC.L Omega Ratio Rank: 1212
Omega Ratio Rank
EDOC.L Calmar Ratio Rank: 1212
Calmar Ratio Rank
EDOC.L Martin Ratio Rank: 1212
Martin Ratio Rank

KURE.L
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.

EDOC.L vs. KURE.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Telemedicine & Digital Health UCITS ETF Acc USD (EDOC.L) and KraneShares MSCI All China Health Care Index UCITS ETF USD (KURE.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.


EDOC.LKURE.LDifference

Sharpe ratio

Return per unit of total volatility

0.05

Sortino ratio

Return per unit of downside risk

0.23

Omega ratio

Gain probability vs. loss probability

1.03

Calmar ratio

Return relative to maximum drawdown

0.04

Martin ratio

Return relative to average drawdown

0.10

EDOC.L vs. KURE.L - Sharpe Ratio Comparison


Loading graphics...

Sharpe Ratios by Period


EDOC.LKURE.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.49

0.48

-0.97

Correlation

The correlation between EDOC.L and KURE.L is 0.22, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

EDOC.L vs. KURE.L - Dividend Comparison

Neither EDOC.L nor KURE.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

EDOC.L vs. KURE.L - Drawdown Comparison

The maximum EDOC.L drawdown since its inception was -64.69%, which is greater than KURE.L's maximum drawdown of -25.69%. Use the drawdown chart below to compare losses from any high point for EDOC.L and KURE.L.


Loading graphics...

Drawdown Indicators


EDOC.LKURE.LDifference

Max Drawdown

Largest peak-to-trough decline

-64.69%

-25.69%

-39.00%

Max Drawdown (1Y)

Largest decline over 1 year

-23.06%

Max Drawdown (5Y)

Largest decline over 5 years

-60.23%

Current Drawdown

Current decline from peak

-58.22%

-21.84%

-36.38%

Average Drawdown

Average peak-to-trough decline

-44.78%

-9.53%

-35.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.05%

Volatility

EDOC.L vs. KURE.L - Volatility Comparison


Loading graphics...

Volatility by Period


EDOC.LKURE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.86%

Volatility (6M)

Calculated over the trailing 6-month period

15.00%

Volatility (1Y)

Calculated over the trailing 1-year period

22.85%

26.80%

-3.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.51%

26.80%

+0.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.64%

26.80%

+0.84%