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HEAE.L vs. EUNL.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HEAE.L vs. EUNL.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in SPDR MSCI Europe Health Care UCITS ETF (HEAE.L) and iShares Core MSCI World UCITS ETF USD (Acc) (EUNL.DE). The values are adjusted to include any dividend payments, if applicable.

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HEAE.L vs. EUNL.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
HEAE.L
SPDR MSCI Europe Health Care UCITS ETF
0.21%13.38%-1.21%5.53%-5.60%
EUNL.DE
iShares Core MSCI World UCITS ETF USD (Acc)
-0.98%13.52%20.44%17.73%-5.99%
Different Trading Currencies

HEAE.L is traded in GBP, while EUNL.DE is traded in EUR. To make them comparable, the EUNL.DE values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, HEAE.L achieves a 0.21% return, which is significantly higher than EUNL.DE's -0.98% return.


HEAE.L

1D
1.41%
1M
-4.98%
YTD
0.21%
6M
5.73%
1Y
9.78%
3Y*
4.85%
5Y*
10Y*

EUNL.DE

1D
2.27%
1M
-2.85%
YTD
-0.98%
6M
2.67%
1Y
17.55%
3Y*
14.91%
5Y*
11.44%
10Y*
12.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HEAE.L vs. EUNL.DE - Expense Ratio Comparison

HEAE.L has a 0.18% expense ratio, which is lower than EUNL.DE's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

HEAE.L vs. EUNL.DE — Risk / Return Rank

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

HEAE.L
HEAE.L Risk / Return Rank: 2727
Overall Rank
HEAE.L Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
HEAE.L Sortino Ratio Rank: 2727
Sortino Ratio Rank
HEAE.L Omega Ratio Rank: 2525
Omega Ratio Rank
HEAE.L Calmar Ratio Rank: 2929
Calmar Ratio Rank
HEAE.L Martin Ratio Rank: 2828
Martin Ratio Rank

EUNL.DE
EUNL.DE Risk / Return Rank: 4545
Overall Rank
EUNL.DE Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
EUNL.DE Sortino Ratio Rank: 3636
Sortino Ratio Rank
EUNL.DE Omega Ratio Rank: 4040
Omega Ratio Rank
EUNL.DE Calmar Ratio Rank: 5252
Calmar Ratio Rank
EUNL.DE Martin Ratio Rank: 6060
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.

HEAE.L vs. EUNL.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI Europe Health Care UCITS ETF (HEAE.L) and iShares Core MSCI World UCITS ETF USD (Acc) (EUNL.DE). 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.


HEAE.LEUNL.DEDifference

Sharpe ratio

Return per unit of total volatility

0.53

1.14

-0.62

Sortino ratio

Return per unit of downside risk

0.85

1.61

-0.76

Omega ratio

Gain probability vs. loss probability

1.11

1.25

-0.14

Calmar ratio

Return relative to maximum drawdown

0.77

2.30

-1.53

Martin ratio

Return relative to average drawdown

2.42

9.73

-7.31

HEAE.L vs. EUNL.DE - Sharpe Ratio Comparison

The current HEAE.L Sharpe Ratio is 0.53, which is lower than the EUNL.DE Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of HEAE.L and EUNL.DE, 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


HEAE.LEUNL.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.53

1.14

-0.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.82

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.86

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.77

-0.57

Correlation

The correlation between HEAE.L and EUNL.DE is 0.32, 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

HEAE.L vs. EUNL.DE - Dividend Comparison

Neither HEAE.L nor EUNL.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

HEAE.L vs. EUNL.DE - Drawdown Comparison

The maximum HEAE.L drawdown since its inception was -24.51%, smaller than the maximum EUNL.DE drawdown of -26.21%. Use the drawdown chart below to compare losses from any high point for HEAE.L and EUNL.DE.


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Drawdown Indicators


HEAE.LEUNL.DEDifference

Max Drawdown

Largest peak-to-trough decline

-24.51%

-33.63%

+9.12%

Max Drawdown (1Y)

Largest decline over 1 year

-13.73%

-13.30%

-0.43%

Max Drawdown (5Y)

Largest decline over 5 years

-21.73%

Max Drawdown (10Y)

Largest decline over 10 years

-33.63%

Current Drawdown

Current decline from peak

-8.48%

-4.00%

-4.48%

Average Drawdown

Average peak-to-trough decline

-7.56%

-4.29%

-3.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.39%

1.98%

+2.41%

Volatility

HEAE.L vs. EUNL.DE - Volatility Comparison

SPDR MSCI Europe Health Care UCITS ETF (HEAE.L) has a higher volatility of 5.19% compared to iShares Core MSCI World UCITS ETF USD (Acc) (EUNL.DE) at 4.49%. This indicates that HEAE.L's price experiences larger fluctuations and is considered to be riskier than EUNL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HEAE.LEUNL.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.19%

4.49%

+0.70%

Volatility (6M)

Calculated over the trailing 6-month period

10.81%

8.48%

+2.33%

Volatility (1Y)

Calculated over the trailing 1-year period

18.64%

15.31%

+3.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.15%

13.80%

+2.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.15%

14.99%

+1.16%