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GXLV.L vs. DOCG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GXLV.L vs. DOCG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in SPDR S&P US Health Care Select Sector UCITS ETF (GXLV.L) and L&G Healthcare Breakthrough UCITS ETF (DOCG.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, GXLV.L achieves a -1.77% return, which is significantly lower than DOCG.L's 0.55% return.


GXLV.L

1D
2.97%
1M
5.54%
YTD
-1.77%
6M
-1.34%
1Y
16.55%
3Y*
3.78%
5Y*
10Y*

DOCG.L

1D
5.29%
1M
7.84%
YTD
0.55%
6M
-0.55%
1Y
32.51%
3Y*
4.33%
5Y*
-2.78%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GXLV.L vs. DOCG.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
GXLV.L
SPDR S&P US Health Care Select Sector UCITS ETF
-1.77%6.82%3.59%-3.78%7.82%
DOCG.L
L&G Healthcare Breakthrough UCITS ETF
0.55%16.50%3.57%-6.64%-15.69%

Correlation

The correlation between GXLV.L and DOCG.L is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.37

Correlation (3Y)
Calculated over the trailing 3-year period

0.28

Correlation (All Time)
Calculated using the full available price history since Apr 6, 2022

0.26

The correlation between GXLV.L and DOCG.L shifts across timeframes, from 0.26 (all time) to 0.37 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

GXLV.L vs. DOCG.L — Risk / Return Rank

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

GXLV.L
GXLV.L Risk / Return Rank: 3838
Overall Rank
GXLV.L Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
GXLV.L Sortino Ratio Rank: 4141
Sortino Ratio Rank
GXLV.L Omega Ratio Rank: 3737
Omega Ratio Rank
GXLV.L Calmar Ratio Rank: 4444
Calmar Ratio Rank
GXLV.L Martin Ratio Rank: 3232
Martin Ratio Rank

DOCG.L
DOCG.L Risk / Return Rank: 4343
Overall Rank
DOCG.L Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
DOCG.L Sortino Ratio Rank: 4949
Sortino Ratio Rank
DOCG.L Omega Ratio Rank: 4444
Omega Ratio Rank
DOCG.L Calmar Ratio Rank: 4242
Calmar Ratio Rank
DOCG.L Martin Ratio Rank: 3232
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.

GXLV.L vs. DOCG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P US Health Care Select Sector UCITS ETF (GXLV.L) and L&G Healthcare Breakthrough UCITS ETF (DOCG.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.


GXLV.LDOCG.LDifference
Sharpe ratioReturn per unit of total volatility

-0.29

Sortino ratioReturn per unit of downside risk

-0.33

Omega ratioGain probability vs. loss probability

1.24

1.28

-0.04

Calmar ratioReturn relative to maximum drawdown

2.16

2.04

+0.11

Martin ratioReturn relative to average drawdown

4.76

4.71

+0.05

GXLV.L vs. DOCG.L - Sharpe Ratio Comparison

The current GXLV.L Sharpe Ratio is 1.34, which is comparable to the DOCG.L Sharpe Ratio of 1.62. The chart below compares the historical Sharpe Ratios of GXLV.L and DOCG.L, 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


GXLV.LDOCG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.34

1.62

-0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.23

+0.09

Drawdowns

GXLV.L vs. DOCG.L - Drawdown Comparison

The maximum GXLV.L drawdown since its inception was -19.59%, smaller than the maximum DOCG.L drawdown of -51.45%. Use the drawdown chart below to compare losses from any high point for GXLV.L and DOCG.L.


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Drawdown Indicators


GXLV.LDOCG.LDifference

Max Drawdown

Largest peak-to-trough decline

-19.59%

-51.45%

+31.86%

Max Drawdown (1Y)

Largest decline over 1 year

-11.51%

-15.84%

+4.33%

Max Drawdown (3Y)

Largest decline over 3 years

-19.59%

-25.52%

+5.93%

Max Drawdown (5Y)

Largest decline over 5 years

-49.65%

Current Drawdown

Current decline from peak

-5.07%

-27.42%

+22.35%

Average Drawdown

Average peak-to-trough decline

-6.15%

-27.11%

+20.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.07%

6.89%

+2.18%

Volatility

GXLV.L vs. DOCG.L - Volatility Comparison

The current volatility for SPDR S&P US Health Care Select Sector UCITS ETF (GXLV.L) is 5.53%, while L&G Healthcare Breakthrough UCITS ETF (DOCG.L) has a volatility of 6.96%. This indicates that GXLV.L experiences smaller price fluctuations and is considered to be less risky than DOCG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GXLV.LDOCG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.53%

6.96%

-1.43%

Volatility (6M)

Calculated over the trailing 6-month period

12.37%

15.16%

-2.79%

Volatility (1Y)

Calculated over the trailing 1-year period

18.62%

19.93%

-1.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.60%

21.99%

-1.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.60%

23.45%

-2.85%

GXLV.L vs. DOCG.L - Expense Ratio Comparison

GXLV.L has a 0.15% expense ratio, which is lower than DOCG.L's 0.49% expense ratio.


Dividends

GXLV.L vs. DOCG.L - Dividend Comparison

Neither GXLV.L nor DOCG.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


GXLV.L and DOCG.L have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GXLV.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GXLV.L is cheaper with a 0.15% expense ratio, compared with 0.49% for DOCG.L.

Both ETFs track MSCI World/Health Care NR USD. They also come from different issuers: State Street and Legal & General. Their fees differ too: 0.15% for GXLV.L and 0.49% for DOCG.L.

Portfolio Optimizer

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