GXLV.L vs. PCGH.L
Compare and contrast key facts about SPDR S&P US Health Care Select Sector UCITS ETF (GXLV.L) and Polar Capital Global Healthcare Trust plc (PCGH.L).
GXLV.L is a passively managed fund by State Street that tracks the performance of the MSCI World/Health Care NR USD. It was launched on Jul 7, 2015.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GXLV.L or PCGH.L.
Key characteristics
| GXLV.L | PCGH.L | |
|---|---|---|
| YTD Return | 9.15% | 15.31% |
| 1Y Return | 13.76% | 27.69% |
| Sharpe Ratio | 1.35 | 2.33 |
| Sortino Ratio | 2.04 | 3.58 |
| Omega Ratio | 1.23 | 1.43 |
| Calmar Ratio | 1.27 | 2.14 |
| Martin Ratio | 5.97 | 10.27 |
| Ulcer Index | 2.38% | 2.78% |
| Daily Std Dev | 10.50% | 12.21% |
| Max Drawdown | -14.34% | -33.84% |
| Current Drawdown | -3.49% | -5.26% |
Correlation
The correlation between GXLV.L and PCGH.L is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
GXLV.L vs. PCGH.L - Performance Comparison
In the year-to-date period, GXLV.L achieves a 9.15% return, which is significantly lower than PCGH.L's 15.31% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
GXLV.L vs. PCGH.L - Risk-Adjusted Performance 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 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.
Dividends
GXLV.L vs. PCGH.L - Dividend Comparison
GXLV.L has not paid dividends to shareholders, while PCGH.L's dividend yield for the trailing twelve months is around 0.63%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GXLV.L SPDR S&P US Health Care 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 | 0.63% | 0.64% | 0.60% | 0.65% | 0.86% | 0.84% | 0.50% | 0.01% | 0.02% | 0.02% | 0.02% | 2.40% |
Drawdowns
GXLV.L vs. PCGH.L - Drawdown Comparison
The maximum GXLV.L drawdown since its inception was -14.34%, smaller than the maximum PCGH.L drawdown of -33.84%. Use the drawdown chart below to compare losses from any high point for GXLV.L and PCGH.L. For additional features, visit the drawdowns tool.
Volatility
GXLV.L vs. PCGH.L - Volatility Comparison
The current volatility for SPDR S&P US Health Care Select Sector UCITS ETF (GXLV.L) is 3.03%, while Polar Capital Global Healthcare Trust plc (PCGH.L) has a volatility of 4.07%. This indicates that GXLV.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.