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EXV4.DE vs. WH2E.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EXV4.DE vs. WH2E.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares STOXX Europe 600 Health Care UCITS ETF (DE) (EXV4.DE) and Invesco S&P World Health Care ESG UCITS ETF Acc (WH2E.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EXV4.DE achieves a -2.60% return, which is significantly higher than WH2E.DE's -3.24% return.


EXV4.DE

1D
2.82%
1M
0.11%
YTD
-2.60%
6M
-1.19%
1Y
4.38%
3Y*
2.32%
5Y*
4.98%
10Y*
5.78%

WH2E.DE

1D
2.76%
1M
4.00%
YTD
-3.24%
6M
-2.44%
1Y
10.44%
3Y*
3.13%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EXV4.DE vs. WH2E.DE - Yearly Performance Comparison


2026 (YTD)202520242023
EXV4.DE
iShares STOXX Europe 600 Health Care UCITS ETF (DE)
-2.60%7.23%3.85%-1.69%
WH2E.DE
Invesco S&P World Health Care ESG UCITS ETF Acc
-3.24%2.78%7.94%1.68%

Correlation

The correlation between EXV4.DE and WH2E.DE 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

0.72

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

0.72

The correlation between EXV4.DE and WH2E.DE has been stable across timeframes, ranging from 0.72 to 0.73 - a consistent structural relationship.

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Return for Risk

EXV4.DE vs. WH2E.DE — Risk / Return Rank

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

EXV4.DE
EXV4.DE Risk / Return Rank: 1313
Overall Rank
EXV4.DE Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
EXV4.DE Sortino Ratio Rank: 1414
Sortino Ratio Rank
EXV4.DE Omega Ratio Rank: 1313
Omega Ratio Rank
EXV4.DE Calmar Ratio Rank: 1414
Calmar Ratio Rank
EXV4.DE Martin Ratio Rank: 1313
Martin Ratio Rank

WH2E.DE
WH2E.DE Risk / Return Rank: 2121
Overall Rank
WH2E.DE Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
WH2E.DE Sortino Ratio Rank: 2222
Sortino Ratio Rank
WH2E.DE Omega Ratio Rank: 2020
Omega Ratio Rank
WH2E.DE Calmar Ratio Rank: 2020
Calmar Ratio Rank
WH2E.DE Martin Ratio Rank: 2020
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.

EXV4.DE vs. WH2E.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe 600 Health Care UCITS ETF (DE) (EXV4.DE) and Invesco S&P World Health Care ESG UCITS ETF Acc (WH2E.DE). 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.


EXV4.DEWH2E.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.39

Sortino ratioReturn per unit of downside risk

-0.60

Omega ratioGain probability vs. loss probability

1.06

1.13

-0.06

Calmar ratioReturn relative to maximum drawdown

0.38

0.83

-0.45

Martin ratioReturn relative to average drawdown

0.84

2.15

-1.31

EXV4.DE vs. WH2E.DE - Sharpe Ratio Comparison

The current EXV4.DE Sharpe Ratio is 0.29, which is lower than the WH2E.DE Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of EXV4.DE and WH2E.DE, 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


EXV4.DEWH2E.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.29

0.68

-0.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.20

+0.12

Drawdowns

EXV4.DE vs. WH2E.DE - Drawdown Comparison

The maximum EXV4.DE drawdown since its inception was -44.54%, which is greater than WH2E.DE's maximum drawdown of -22.19%. Use the drawdown chart below to compare losses from any high point for EXV4.DE and WH2E.DE.


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Drawdown Indicators


EXV4.DEWH2E.DEDifference

Max Drawdown

Largest peak-to-trough decline

-44.54%

-22.19%

-22.35%

Max Drawdown (1Y)

Largest decline over 1 year

-12.57%

-12.23%

-0.34%

Max Drawdown (3Y)

Largest decline over 3 years

-26.55%

-22.19%

-4.36%

Max Drawdown (5Y)

Largest decline over 5 years

-26.55%

Max Drawdown (10Y)

Largest decline over 10 years

-26.55%

Current Drawdown

Current decline from peak

-11.65%

-10.45%

-1.20%

Average Drawdown

Average peak-to-trough decline

-11.17%

-6.94%

-4.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.72%

4.73%

+0.99%

Volatility

EXV4.DE vs. WH2E.DE - Volatility Comparison

iShares STOXX Europe 600 Health Care UCITS ETF (DE) (EXV4.DE) has a higher volatility of 5.58% compared to Invesco S&P World Health Care ESG UCITS ETF Acc (WH2E.DE) at 5.21%. This indicates that EXV4.DE's price experiences larger fluctuations and is considered to be riskier than WH2E.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EXV4.DEWH2E.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.58%

5.21%

+0.37%

Volatility (6M)

Calculated over the trailing 6-month period

11.86%

10.46%

+1.40%

Volatility (1Y)

Calculated over the trailing 1-year period

16.68%

14.86%

+1.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.55%

13.91%

+1.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.74%

13.91%

+1.83%

EXV4.DE vs. WH2E.DE - Expense Ratio Comparison

EXV4.DE has a 0.46% expense ratio, which is higher than WH2E.DE's 0.18% expense ratio.


Dividends

EXV4.DE vs. WH2E.DE - Dividend Comparison

EXV4.DE's dividend yield for the trailing twelve months is around 1.61%, while WH2E.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
EXV4.DE
iShares STOXX Europe 600 Health Care UCITS ETF (DE)
1.61%1.58%1.45%1.60%1.59%1.47%1.24%1.79%1.85%2.64%2.90%2.60%
WH2E.DE
Invesco S&P World Health Care ESG UCITS ETF 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%

Frequently Asked Questions


EXV4.DE and WH2E.DE 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, WH2E.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

WH2E.DE is cheaper with a 0.18% expense ratio, compared with 0.46% for EXV4.DE.

EXV4.DE tracks STOXX® Europe 600 Health Care, while WH2E.DE tracks S&P Developed Ex-Korea LargeMidCap ESG Enhanced Health Care. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.46% for EXV4.DE and 0.18% for WH2E.DE.

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