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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 9.90% return, which is significantly higher than EDOC's -10.37% return.


GSKH

1D
2.87%
1M
2.94%
YTD
9.90%
6M
10.56%
1Y
42.66%
3Y*
5Y*
10Y*

EDOC

1D
1.49%
1M
5.54%
YTD
-10.37%
6M
-12.67%
1Y
-16.13%
3Y*
-8.12%
5Y*
-14.64%
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
9.90%36.51%
EDOC
Global X Telemedicine & Digital Health ETF
-10.37%-4.20%

Correlation

The correlation between GSKH and EDOC is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.21

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: 5151
Overall Rank
GSKH Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
GSKH Sortino Ratio Rank: 5656
Sortino Ratio Rank
GSKH Omega Ratio Rank: 5454
Omega Ratio Rank
GSKH Calmar Ratio Rank: 5151
Calmar Ratio Rank
GSKH Martin Ratio Rank: 4141
Martin Ratio Rank

EDOC
EDOC Risk / Return Rank: 44
Overall Rank
EDOC Sharpe Ratio Rank: 33
Sharpe Ratio Rank
EDOC Sortino Ratio Rank: 33
Sortino Ratio Rank
EDOC Omega Ratio Rank: 44
Omega Ratio Rank
EDOC Calmar Ratio Rank: 55
Calmar Ratio Rank
EDOC Martin Ratio Rank: 44
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

+2.37

Sortino ratioReturn per unit of downside risk

+3.37

Omega ratioGain probability vs. loss probability

1.30

0.90

+0.41

Calmar ratioReturn relative to maximum drawdown

2.31

-0.53

+2.84

Martin ratioReturn relative to average drawdown

6.06

-1.01

+7.07

GSKH vs. EDOC - Sharpe Ratio Comparison

The current GSKH Sharpe Ratio is 1.64, which is higher than the EDOC Sharpe Ratio of -0.73. 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

-35.78%

Max Drawdown (5Y)

Largest decline over 5 years

-60.36%

Current Drawdown

Current decline from peak

-11.62%

-61.31%

+49.69%

Average Drawdown

Average peak-to-trough decline

-5.86%

-43.20%

+37.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.06%

15.98%

-8.92%

Volatility

GSKH vs. EDOC - Volatility Comparison

The current volatility for GSK plc ADRhedged ETF (GSKH) is 6.89%, while Global X Telemedicine & Digital Health ETF (EDOC) has a volatility of 7.26%. This indicates that GSKH experiences smaller price fluctuations and is considered to be less risky than EDOC based on this measure. 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

6.89%

7.26%

-0.37%

Volatility (6M)

Calculated over the trailing 6-month period

18.67%

16.63%

+2.04%

Volatility (1Y)

Calculated over the trailing 1-year period

26.14%

22.43%

+3.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.95%

26.46%

+0.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.95%

26.28%

+0.67%

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 2.82%, more than EDOC's 0.37% yield.


PositionTTM202520242023202220212020
EDOC
Global X Telemedicine & Digital Health ETF
0.37%0.33%0.00%0.00%0.00%0.00%0.03%
GSKH
GSK plc ADRhedged ETF
2.82%1.15%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


GSKH and EDOC have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EDOC has higher volatility (7.26%) compared to GSKH (6.89%). In terms of maximum drawdown, GSKH dropped -18.54% vs EDOC's -65.76%.

On 1-year performance, GSKH leads with 42.66% vs -16.13% for EDOC. On fees, GSKH is cheaper at 0.19% per year. On volatility, GSKH has been the lower-risk option at 6.89%. 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 42.66% return vs -16.13%. 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 2.82%, compared with 0.37% 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 (1.64 vs -0.73), 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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