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GXLK.L vs. PCGH.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GXLK.L vs. PCGH.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in SPDR S&P US Technology Select Sector UCITS ETF (GXLK.L) and Polar Capital Global Healthcare Trust plc (PCGH.L). The values are adjusted to include any dividend payments, if applicable.

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GXLK.L vs. PCGH.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
GXLK.L
SPDR S&P US Technology Select Sector UCITS ETF
-7.49%15.88%24.73%48.31%-16.12%
PCGH.L
Polar Capital Global Healthcare Trust plc
-10.72%21.81%6.15%-0.26%13.05%
Different Trading Currencies

GXLK.L is traded in GBP, while PCGH.L is traded in GBp. To make them comparable, the PCGH.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, GXLK.L achieves a -7.49% return, which is significantly higher than PCGH.L's -10.72% return.


GXLK.L

1D
2.92%
1M
-2.22%
YTD
-7.49%
6M
-5.50%
1Y
26.38%
3Y*
18.89%
5Y*
10Y*

PCGH.L

1D
2.46%
1M
-9.20%
YTD
-10.72%
6M
3.55%
1Y
12.95%
3Y*
6.43%
5Y*
9.78%
10Y*
9.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

GXLK.L vs. PCGH.L — Risk / Return Rank

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

GXLK.L
GXLK.L Risk / Return Rank: 5555
Overall Rank
GXLK.L Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
GXLK.L Sortino Ratio Rank: 6262
Sortino Ratio Rank
GXLK.L Omega Ratio Rank: 5656
Omega Ratio Rank
GXLK.L Calmar Ratio Rank: 5757
Calmar Ratio Rank
GXLK.L Martin Ratio Rank: 4141
Martin Ratio Rank

PCGH.L
PCGH.L Risk / Return Rank: 6161
Overall Rank
PCGH.L Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
PCGH.L Sortino Ratio Rank: 5858
Sortino Ratio Rank
PCGH.L Omega Ratio Rank: 5555
Omega Ratio Rank
PCGH.L Calmar Ratio Rank: 5858
Calmar Ratio Rank
PCGH.L Martin Ratio Rank: 6666
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.

GXLK.L vs. PCGH.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P US Technology Select Sector UCITS ETF (GXLK.L) and Polar Capital Global Healthcare Trust plc (PCGH.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.


GXLK.LPCGH.LDifference

Sharpe ratio

Return per unit of total volatility

1.12

0.71

+0.41

Sortino ratio

Return per unit of downside risk

1.65

1.12

+0.53

Omega ratio

Gain probability vs. loss probability

1.22

1.14

+0.08

Calmar ratio

Return relative to maximum drawdown

1.55

0.76

+0.79

Martin ratio

Return relative to average drawdown

4.11

3.02

+1.09

GXLK.L vs. PCGH.L - Sharpe Ratio Comparison

The current GXLK.L Sharpe Ratio is 1.12, which is higher than the PCGH.L Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of GXLK.L and PCGH.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GXLK.LPCGH.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.12

0.71

+0.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.58

-0.08

Correlation

The correlation between GXLK.L and PCGH.L is 0.30, 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.


Dividends

GXLK.L vs. PCGH.L - Dividend Comparison

GXLK.L has not paid dividends to shareholders, while PCGH.L's dividend yield for the trailing twelve months is around 0.59%.


TTM20252024202320222021202020192018201720162015
GXLK.L
SPDR S&P US Technology Select Sector 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%
PCGH.L
Polar Capital Global Healthcare Trust plc
0.59%0.57%0.69%0.64%0.60%0.65%0.86%0.84%0.99%1.17%2.08%2.15%

Drawdowns

GXLK.L vs. PCGH.L - Drawdown Comparison

The maximum GXLK.L drawdown since its inception was -28.24%, smaller than the maximum PCGH.L drawdown of -33.84%. Use the drawdown chart below to compare losses from any high point for GXLK.L and PCGH.L.


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Drawdown Indicators


GXLK.LPCGH.LDifference

Max Drawdown

Largest peak-to-trough decline

-28.24%

-33.84%

+5.60%

Max Drawdown (1Y)

Largest decline over 1 year

-16.67%

-18.80%

+2.13%

Max Drawdown (5Y)

Largest decline over 5 years

-23.06%

Max Drawdown (10Y)

Largest decline over 10 years

-33.84%

Current Drawdown

Current decline from peak

-13.78%

-13.99%

+0.21%

Average Drawdown

Average peak-to-trough decline

-7.83%

-4.79%

-3.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.29%

4.75%

+1.54%

Volatility

GXLK.L vs. PCGH.L - Volatility Comparison

The current volatility for SPDR S&P US Technology Select Sector UCITS ETF (GXLK.L) is 5.10%, while Polar Capital Global Healthcare Trust plc (PCGH.L) has a volatility of 8.12%. This indicates that GXLK.L experiences smaller price fluctuations and is considered to be less risky than PCGH.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GXLK.LPCGH.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.10%

8.12%

-3.02%

Volatility (6M)

Calculated over the trailing 6-month period

14.78%

12.48%

+2.30%

Volatility (1Y)

Calculated over the trailing 1-year period

23.60%

18.18%

+5.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.98%

15.49%

+11.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.98%

18.09%

+8.89%