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

Performance

GXLV.L vs. IHCU.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 iShares S&P 500 Health Care Sector UCITS ETF USD (Acc) (IHCU.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 IHCU.L is traded in GBp. To make them comparable, the IHCU.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 4.49% return, which is significantly lower than IHCU.L's 5.35% return. Over the past 10 years, GXLV.L has underperformed IHCU.L with an annualized return of 6.42%, while IHCU.L has yielded a comparatively higher 9.50% annualized return.


GXLV.L

1D
0.00%
1M
5.91%
6M
3.34%
YTD
4.49%
1Y
22.45%
3Y*
7.25%
5Y*
-0.06%
10Y*
6.42%

IHCU.L

1D
0.83%
1M
6.67%
6M
4.07%
YTD
5.35%
1Y
23.48%
3Y*
7.53%
5Y*
6.73%
10Y*
9.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
GXLV.L
SPDR S&P US Health Care Select Sector UCITS ETF
4.49%7.08%3.73%-3.91%-18.87%25.58%12.96%20.28%6.01%21.41%
IHCU.L
iShares S&P 500 Health Care Sector UCITS ETF USD (Acc)
5.35%6.77%3.96%-3.89%8.99%29.15%8.09%16.89%10.43%11.31%

Correlation

The correlation between GXLV.L and IHCU.L is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.97

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

0.97

Correlation (5Y)
Calculated over the trailing 5-year period

0.92

Correlation (10Y)
Calculated over the trailing 10-year period

0.72

Correlation (All Time)
Calculated using the full available price history since Nov 20, 2015

0.70

Over the past year, GXLV.L and IHCU.L have become more correlated (0.97) than their long-term average of 0.70, meaning their price movements have been converging.

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Return for Risk

GXLV.L vs. IHCU.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: 5151
Overall Rank
GXLV.L Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
GXLV.L Sortino Ratio Rank: 6262
Sortino Ratio Rank
GXLV.L Omega Ratio Rank: 5151
Omega Ratio Rank
GXLV.L Calmar Ratio Rank: 4949
Calmar Ratio Rank
GXLV.L Martin Ratio Rank: 3939
Martin Ratio Rank

IHCU.L
IHCU.L Risk / Return Rank: 5656
Overall Rank
IHCU.L Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
IHCU.L Sortino Ratio Rank: 6666
Sortino Ratio Rank
IHCU.L Omega Ratio Rank: 5555
Omega Ratio Rank
IHCU.L Calmar Ratio Rank: 5353
Calmar Ratio Rank
IHCU.L Martin Ratio Rank: 4242
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. IHCU.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 iShares S&P 500 Health Care Sector UCITS ETF USD (Acc) (IHCU.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.

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.


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

-0.06

Sortino ratioReturn per unit of downside risk

-0.05

Omega ratioGain probability vs. loss probability

1.25

1.26

-0.01

Calmar ratioReturn relative to maximum drawdown

1.96

2.03

-0.07

Martin ratioReturn relative to average drawdown

4.85

5.06

-0.21

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

The current GXLV.L Sharpe Ratio is 1.47, which is comparable to the IHCU.L Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of GXLV.L and IHCU.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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Drawdowns

GXLV.L vs. IHCU.L - Drawdown Comparison

The maximum GXLV.L drawdown since its inception was -31.32%, smaller than the maximum IHCU.L drawdown of -38.44%. Use the drawdown chart below to compare losses from any high point for GXLV.L and IHCU.L.


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Drawdown Indicators


GXLV.LIHCU.LDifference

Max Drawdown

Largest peak-to-trough decline

-31.32%

-38.44%

+7.12%

Max Drawdown (1Y)

Largest decline over 1 year

-11.51%

-11.54%

+0.03%

Max Drawdown (3Y)

Largest decline over 3 years

-19.59%

-23.98%

+4.39%

Max Drawdown (5Y)

Largest decline over 5 years

-31.32%

-23.98%

-7.34%

Max Drawdown (10Y)

Largest decline over 10 years

-31.32%

-23.98%

-7.34%

Current Drawdown

Current decline from peak

-9.88%

-2.26%

-7.62%

Average Drawdown

Average peak-to-trough decline

-10.51%

-9.78%

-0.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.64%

4.63%

+0.01%

Volatility

GXLV.L vs. IHCU.L - Volatility Comparison

SPDR S&P US Health Care Select Sector UCITS ETF (GXLV.L) and iShares S&P 500 Health Care Sector UCITS ETF USD (Acc) (IHCU.L) have volatilities of 5.69% and 5.51%, 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


GXLV.LIHCU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.69%

5.51%

+0.18%

Volatility (6M)

Calculated over the trailing 6-month period

11.26%

11.29%

-0.03%

Volatility (1Y)

Calculated over the trailing 1-year period

15.37%

15.29%

+0.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.80%

20.32%

-2.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.96%

18.56%

-0.60%

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

Both GXLV.L and IHCU.L have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

GXLV.L vs. IHCU.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.97, GXLV.L and IHCU.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Both ETFs have the same 0.15% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

GXLV.L and IHCU.L have the same expense ratio: 0.15% per year.

GXLV.L tracks MSCI World/Health Care NR USD, while IHCU.L tracks S&P 500 Capped 35/20 Health Care Index NTR (USD). They also come from different issuers: State Street and iShares.

Portfolio Optimizer

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