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GSKH vs. EDOC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GSKH vs. EDOC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GSK plc ADRhedged ETF (GSKH) and Global X Telemedicine & Digital Health ETF (EDOC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GSKH achieves a 9.01% return, which is significantly higher than EDOC's -3.68% return.


GSKH

1D
2.90%
1M
0.43%
6M
7.97%
YTD
9.01%
1Y
40.22%
3Y*
5Y*
10Y*

EDOC

1D
-0.71%
1M
7.90%
6M
-9.14%
YTD
-3.68%
1Y
-10.11%
3Y*
-7.95%
5Y*
-12.37%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GSKH vs. EDOC - Yearly Performance Comparison


2026 (YTD)2025
GSKH
GSK plc ADRhedged ETF
9.01%36.51%
EDOC
Global X Telemedicine & Digital Health ETF
-3.68%-4.20%

Correlation

The correlation between GSKH and EDOC is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.17

Correlation (All Time)
Calculated using the full available price history since Jan 7, 2025

0.14

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Return for Risk

GSKH vs. EDOC — Risk / Return Rank

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

GSKH
GSKH Risk / Return Rank: 5454
Overall Rank
GSKH Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
GSKH Sortino Ratio Rank: 6161
Sortino Ratio Rank
GSKH Omega Ratio Rank: 5757
Omega Ratio Rank
GSKH Calmar Ratio Rank: 5454
Calmar Ratio Rank
GSKH Martin Ratio Rank: 4141
Martin Ratio Rank

EDOC
EDOC Risk / Return Rank: 66
Overall Rank
EDOC Sharpe Ratio Rank: 55
Sharpe Ratio Rank
EDOC Sortino Ratio Rank: 55
Sortino Ratio Rank
EDOC Omega Ratio Rank: 66
Omega Ratio Rank
EDOC Calmar Ratio Rank: 66
Calmar Ratio Rank
EDOC Martin Ratio Rank: 66
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.

GSKH vs. EDOC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GSK plc ADRhedged ETF (GSKH) and Global X Telemedicine & Digital Health ETF (EDOC). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


GSKHEDOCDifference
Sharpe ratioReturn per unit of total volatility

+1.97

Sortino ratioReturn per unit of downside risk

+2.82

Omega ratioGain probability vs. loss probability

1.28

0.94

+0.34

Calmar ratioReturn relative to maximum drawdown

2.18

-0.33

+2.51

Martin ratioReturn relative to average drawdown

5.29

-0.62

+5.91

GSKH vs. EDOC - Sharpe Ratio Comparison

The current GSKH Sharpe Ratio is 1.52, which is higher than the EDOC Sharpe Ratio of -0.45. The chart below compares the historical Sharpe Ratios of GSKH and EDOC, 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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Drawdowns

GSKH vs. EDOC - Drawdown Comparison

The maximum GSKH drawdown since its inception was -18.54%, smaller than the maximum EDOC drawdown of -65.76%. Use the drawdown chart below to compare losses from any high point for GSKH and EDOC.


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Drawdown Indicators


GSKHEDOCDifference

Max Drawdown

Largest peak-to-trough decline

-18.54%

-65.76%

+47.22%

Max Drawdown (1Y)

Largest decline over 1 year

-18.54%

-30.71%

+12.17%

Max Drawdown (3Y)

Largest decline over 3 years

-35.54%

Max Drawdown (5Y)

Largest decline over 5 years

-59.14%

Current Drawdown

Current decline from peak

-12.34%

-58.42%

+46.08%

Average Drawdown

Average peak-to-trough decline

-6.12%

-43.36%

+37.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.65%

16.40%

-8.75%

Volatility

GSKH vs. EDOC - Volatility Comparison

GSK plc ADRhedged ETF (GSKH) and Global X Telemedicine & Digital Health ETF (EDOC) have volatilities of 7.36% and 7.34%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GSKHEDOCDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.36%

7.34%

+0.02%

Volatility (6M)

Calculated over the trailing 6-month period

19.15%

17.11%

+2.04%

Volatility (1Y)

Calculated over the trailing 1-year period

26.55%

22.57%

+3.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.88%

26.59%

+0.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.88%

26.27%

+0.61%

GSKH vs. EDOC - Expense Ratio Comparison

GSKH has a 0.19% expense ratio, which is lower than EDOC's 0.68% expense ratio.


Dividends

GSKH vs. EDOC - Dividend Comparison

GSKH's dividend yield for the trailing twelve months is around 2.84%, more than EDOC's 0.26% yield.


PositionTTM202520242023202220212020
EDOC
Global X Telemedicine & Digital Health ETF
0.26%0.33%0.00%0.00%0.00%0.00%0.03%
GSKH
GSK plc ADRhedged ETF
2.84%1.15%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


GSKH and EDOC have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GSKH has higher volatility (7.36%) compared to EDOC (7.34%). In terms of maximum drawdown, GSKH dropped -18.54% vs EDOC's -65.76%.

On 1-year performance, GSKH leads with 40.22% vs -10.11% for EDOC. On fees, GSKH is cheaper at 0.19% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, GSKH has performed better with a 40.22% return vs -10.11%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GSKH is cheaper with a 0.19% expense ratio, compared with 0.68% for EDOC.

GSKH has the higher dividend yield at 2.84%, compared with 0.26% for EDOC.

GSKH tracks GSK plc Local Shares Total Return, while EDOC tracks Solactive Telemedicine & Digital Health Index- TR Net. They also come from different issuers: ADRhedged and Global X. Their fees differ too: 0.19% for GSKH and 0.68% for EDOC.

GSKH currently has the higher Sharpe Ratio (1.52 vs -0.45), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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