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

Performance

GXLV.L vs. HEAW.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 SPDR MSCI World Health Care UCITS ETF (HEAW.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GXLV.L achieves a -1.77% return, which is significantly higher than HEAW.L's -2.73% return.


GXLV.L

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

HEAW.L

1D
3.01%
1M
3.62%
YTD
-2.73%
6M
-2.29%
1Y
12.89%
3Y*
2.71%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GXLV.L vs. HEAW.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%
HEAW.L
SPDR MSCI World Health Care UCITS ETF
-2.73%7.46%2.52%-2.05%5.10%

Correlation

The correlation between GXLV.L and HEAW.L is 0.69, 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

0.69

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

0.53

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

0.51

The correlation between GXLV.L and HEAW.L shifts across timeframes, from 0.51 (all time) to 0.69 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

GXLV.L vs. HEAW.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

HEAW.L
HEAW.L Risk / Return Rank: 2525
Overall Rank
HEAW.L Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
HEAW.L Sortino Ratio Rank: 2727
Sortino Ratio Rank
HEAW.L Omega Ratio Rank: 2525
Omega Ratio Rank
HEAW.L Calmar Ratio Rank: 2525
Calmar Ratio Rank
HEAW.L Martin Ratio Rank: 2424
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. HEAW.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 SPDR MSCI World Health Care UCITS ETF (HEAW.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.LHEAW.LDifference
Sharpe ratioReturn per unit of total volatility

+0.41

Sortino ratioReturn per unit of downside risk

+0.59

Omega ratioGain probability vs. loss probability

1.24

1.17

+0.08

Calmar ratioReturn relative to maximum drawdown

2.16

1.18

+0.98

Martin ratioReturn relative to average drawdown

4.76

3.10

+1.66

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

The current GXLV.L Sharpe Ratio is 1.34, which is higher than the HEAW.L Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of GXLV.L and HEAW.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.LHEAW.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.34

0.92

+0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.20

+0.12

Drawdowns

GXLV.L vs. HEAW.L - Drawdown Comparison

The maximum GXLV.L drawdown since its inception was -19.59%, roughly equal to the maximum HEAW.L drawdown of -18.85%. Use the drawdown chart below to compare losses from any high point for GXLV.L and HEAW.L.


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Drawdown Indicators


GXLV.LHEAW.LDifference

Max Drawdown

Largest peak-to-trough decline

-19.59%

-18.85%

-0.74%

Max Drawdown (1Y)

Largest decline over 1 year

-11.51%

-10.71%

-0.80%

Max Drawdown (3Y)

Largest decline over 3 years

-19.59%

-18.85%

-0.74%

Current Drawdown

Current decline from peak

-5.07%

-6.00%

+0.93%

Average Drawdown

Average peak-to-trough decline

-6.15%

-5.60%

-0.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.07%

4.08%

+4.99%

Volatility

GXLV.L vs. HEAW.L - Volatility Comparison

SPDR S&P US Health Care Select Sector UCITS ETF (GXLV.L) has a higher volatility of 5.53% compared to SPDR MSCI World Health Care UCITS ETF (HEAW.L) at 5.19%. This indicates that GXLV.L's price experiences larger fluctuations and is considered to be riskier than HEAW.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.LHEAW.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.53%

5.19%

+0.34%

Volatility (6M)

Calculated over the trailing 6-month period

12.37%

9.96%

+2.41%

Volatility (1Y)

Calculated over the trailing 1-year period

18.62%

13.70%

+4.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.60%

13.11%

+7.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.60%

13.11%

+7.49%

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

GXLV.L has a 0.15% expense ratio, which is lower than HEAW.L's 0.30% expense ratio.


Dividends

GXLV.L vs. HEAW.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


GXLV.L and HEAW.L have a correlation of 0.69, 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 0.30% for HEAW.L.

Both ETFs track MSCI World/Health Care NR USD. Their fees differ too: 0.15% for GXLV.L and 0.30% for HEAW.L.

Portfolio Optimizer

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