EXV4.DE vs. CH5.L
Compare and contrast key facts about iShares STOXX Europe 600 Health Care UCITS ETF (DE) (EXV4.DE) and Amundi ETF MSCI Europe Healthcare UCITS ETF (CH5.L).
EXV4.DE and CH5.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EXV4.DE is a passively managed fund by iShares that tracks the performance of the STOXX® Europe 600 Health Care. It was launched on Apr 25, 2001. CH5.L is a passively managed fund by Amundi that tracks the performance of the MSCI World/Health Care NR USD. It was launched on Dec 4, 2008. Both EXV4.DE and CH5.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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EXV4.DE or CH5.L.
Key characteristics
| EXV4.DE | CH5.L | |
|---|---|---|
| YTD Return | 8.55% | -61.66% |
| 1Y Return | 12.60% | -60.41% |
| 3Y Return (Ann) | 3.58% | -25.81% |
| 5Y Return (Ann) | 6.93% | -12.45% |
| 10Y Return (Ann) | 6.98% | -2.97% |
| Sharpe Ratio | 1.10 | -0.95 |
| Sortino Ratio | 1.58 | -0.89 |
| Omega Ratio | 1.19 | 0.58 |
| Calmar Ratio | 1.14 | -0.92 |
| Martin Ratio | 4.03 | -1.43 |
| Ulcer Index | 3.31% | 42.23% |
| Daily Std Dev | 12.03% | 63.53% |
| Max Drawdown | -44.54% | -65.59% |
| Current Drawdown | -11.58% | -65.55% |
Correlation
The correlation between EXV4.DE and CH5.L is 0.89, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
EXV4.DE vs. CH5.L - Performance Comparison
In the year-to-date period, EXV4.DE achieves a 8.55% return, which is significantly higher than CH5.L's -61.66% return. Over the past 10 years, EXV4.DE has outperformed CH5.L with an annualized return of 6.98%, while CH5.L has yielded a comparatively lower -2.97% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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EXV4.DE vs. CH5.L - Expense Ratio Comparison
EXV4.DE has a 0.46% expense ratio, which is higher than CH5.L's 0.25% expense ratio.
Risk-Adjusted Performance
EXV4.DE vs. CH5.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe 600 Health Care UCITS ETF (DE) (EXV4.DE) and Amundi ETF MSCI Europe Healthcare UCITS ETF (CH5.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.
Dividends
EXV4.DE vs. CH5.L - Dividend Comparison
EXV4.DE's dividend yield for the trailing twelve months is around 1.39%, while CH5.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXV4.DE iShares STOXX Europe 600 Health Care UCITS ETF (DE) | 1.39% | 1.60% | 1.59% | 1.47% | 1.24% | 1.79% | 1.85% | 2.64% | 2.90% | 2.60% | 2.36% | 2.39% |
CH5.L Amundi ETF MSCI Europe Healthcare 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% |
Drawdowns
EXV4.DE vs. CH5.L - Drawdown Comparison
The maximum EXV4.DE drawdown since its inception was -44.54%, smaller than the maximum CH5.L drawdown of -65.59%. Use the drawdown chart below to compare losses from any high point for EXV4.DE and CH5.L. For additional features, visit the drawdowns tool.
Volatility
EXV4.DE vs. CH5.L - Volatility Comparison
The current volatility for iShares STOXX Europe 600 Health Care UCITS ETF (DE) (EXV4.DE) is 3.74%, while Amundi ETF MSCI Europe Healthcare UCITS ETF (CH5.L) has a volatility of 3.97%. This indicates that EXV4.DE experiences smaller price fluctuations and is considered to be less risky than CH5.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.