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ENGW.L vs. PPH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ENGW.L and PPH is 0.26, 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.


-0.50.00.51.0
Correlation: 0.3

Performance

ENGW.L vs. PPH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR MSCI World Energy UCITS ETF (ENGW.L) and VanEck Vectors Pharmaceutical ETF (PPH). The values are adjusted to include any dividend payments, if applicable.

10.00%15.00%20.00%25.00%30.00%December2025FebruaryMarchAprilMay
16.38%
15.18%
ENGW.L
PPH

Key characteristics

Sharpe Ratio

ENGW.L:

-0.60

PPH:

0.13

Sortino Ratio

ENGW.L:

-0.67

PPH:

0.27

Omega Ratio

ENGW.L:

0.91

PPH:

1.04

Calmar Ratio

ENGW.L:

-0.58

PPH:

0.11

Martin Ratio

ENGW.L:

-1.55

PPH:

0.25

Ulcer Index

ENGW.L:

7.95%

PPH:

7.56%

Daily Std Dev

ENGW.L:

20.71%

PPH:

15.12%

Max Drawdown

ENGW.L:

-21.65%

PPH:

-46.49%

Current Drawdown

ENGW.L:

-16.85%

PPH:

-11.04%

Returns By Period

In the year-to-date period, ENGW.L achieves a -6.01% return, which is significantly lower than PPH's 1.61% return.


ENGW.L

YTD

-6.01%

1M

-12.83%

6M

-6.95%

1Y

-11.97%

5Y*

N/A

10Y*

N/A

PPH

YTD

1.61%

1M

-1.77%

6M

-3.54%

1Y

0.96%

5Y*

10.00%

10Y*

3.91%

*Annualized

Compare stocks, funds, or ETFs

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ENGW.L vs. PPH - Expense Ratio Comparison

ENGW.L has a 0.30% expense ratio, which is lower than PPH's 0.36% expense ratio.


Expense ratio chart for PPH: current value is 0.36%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PPH: 0.36%
Expense ratio chart for ENGW.L: current value is 0.30%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
ENGW.L: 0.30%

Risk-Adjusted Performance

ENGW.L vs. PPH — Risk-Adjusted Performance Rank

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

ENGW.L
The Risk-Adjusted Performance Rank of ENGW.L is 33
Overall Rank
The Sharpe Ratio Rank of ENGW.L is 33
Sharpe Ratio Rank
The Sortino Ratio Rank of ENGW.L is 44
Sortino Ratio Rank
The Omega Ratio Rank of ENGW.L is 33
Omega Ratio Rank
The Calmar Ratio Rank of ENGW.L is 11
Calmar Ratio Rank
The Martin Ratio Rank of ENGW.L is 11
Martin Ratio Rank

PPH
The Risk-Adjusted Performance Rank of PPH is 2626
Overall Rank
The Sharpe Ratio Rank of PPH is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of PPH is 2525
Sortino Ratio Rank
The Omega Ratio Rank of PPH is 2525
Omega Ratio Rank
The Calmar Ratio Rank of PPH is 2828
Calmar Ratio Rank
The Martin Ratio Rank of PPH is 2424
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ENGW.L vs. PPH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI World Energy UCITS ETF (ENGW.L) and VanEck Vectors Pharmaceutical ETF (PPH). 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.


The chart of Sharpe ratio for ENGW.L, currently valued at -0.38, compared to the broader market-1.000.001.002.003.004.00
ENGW.L: -0.38
PPH: 0.02
The chart of Sortino ratio for ENGW.L, currently valued at -0.36, compared to the broader market-2.000.002.004.006.008.00
ENGW.L: -0.36
PPH: 0.12
The chart of Omega ratio for ENGW.L, currently valued at 0.95, compared to the broader market0.501.001.502.002.50
ENGW.L: 0.95
PPH: 1.02
The chart of Calmar ratio for ENGW.L, currently valued at -0.42, compared to the broader market0.002.004.006.008.0010.00
ENGW.L: -0.42
PPH: 0.02
The chart of Martin ratio for ENGW.L, currently valued at -1.32, compared to the broader market0.0020.0040.0060.00
ENGW.L: -1.32
PPH: 0.04

The current ENGW.L Sharpe Ratio is -0.60, which is lower than the PPH Sharpe Ratio of 0.13. The chart below compares the historical Sharpe Ratios of ENGW.L and PPH, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.50December2025FebruaryMarchAprilMay
-0.38
0.02
ENGW.L
PPH

Dividends

ENGW.L vs. PPH - Dividend Comparison

ENGW.L has not paid dividends to shareholders, while PPH's dividend yield for the trailing twelve months is around 1.95%.


TTM20242023202220212020201920182017201620152014
ENGW.L
SPDR MSCI World Energy UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PPH
VanEck Vectors Pharmaceutical ETF
1.95%1.98%2.09%1.55%1.62%1.66%1.77%1.97%1.92%2.43%1.93%1.71%

Drawdowns

ENGW.L vs. PPH - Drawdown Comparison

The maximum ENGW.L drawdown since its inception was -21.65%, smaller than the maximum PPH drawdown of -46.49%. Use the drawdown chart below to compare losses from any high point for ENGW.L and PPH. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-11.36%
-11.04%
ENGW.L
PPH

Volatility

ENGW.L vs. PPH - Volatility Comparison

SPDR MSCI World Energy UCITS ETF (ENGW.L) has a higher volatility of 13.07% compared to VanEck Vectors Pharmaceutical ETF (PPH) at 9.76%. This indicates that ENGW.L's price experiences larger fluctuations and is considered to be riskier than PPH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
13.07%
9.76%
ENGW.L
PPH