HEAE.L vs. HLTW.L
Compare and contrast key facts about SPDR MSCI Europe Health Care UCITS ETF (HEAE.L) and Lyxor UCITS MSCI World Health Care TR C-USD (HLTW.L).
HEAE.L and HLTW.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. HEAE.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 Dec 5, 2014. HLTW.L is a passively managed fund by Amundi that tracks the performance of the MSCI World/Health Care NR USD. It was launched on Aug 19, 2010. Both HEAE.L and HLTW.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
HEAE.L vs. HLTW.L - Performance Comparison
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HEAE.L vs. HLTW.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
HEAE.L SPDR MSCI Europe Health Care UCITS ETF | 0.21% | 13.38% | -1.21% | 5.53% | -5.60% |
HLTW.L Lyxor UCITS MSCI World Health Care TR C-USD | -1.98% | 7.49% | 2.14% | -2.07% | 1.47% |
Different Trading Currencies
HEAE.L is traded in GBP, while HLTW.L is traded in USD. To make them comparable, the HLTW.L 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 HLTW.L's -1.98% return.
HEAE.L
- 1D
- 1.41%
- 1M
- -4.98%
- YTD
- 0.21%
- 6M
- 5.73%
- 1Y
- 9.78%
- 3Y*
- 4.85%
- 5Y*
- —
- 10Y*
- —
HLTW.L
- 1D
- 1.87%
- 1M
- -4.21%
- YTD
- -1.98%
- 6M
- 6.23%
- 1Y
- 3.50%
- 3Y*
- 3.22%
- 5Y*
- 6.18%
- 10Y*
- 9.10%
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HEAE.L vs. HLTW.L - Expense Ratio Comparison
HEAE.L has a 0.18% expense ratio, which is lower than HLTW.L's 0.30% expense ratio.
Return for Risk
HEAE.L vs. HLTW.L — Risk / Return Rank
HEAE.L
HLTW.L
HEAE.L vs. HLTW.L - 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 Lyxor UCITS MSCI World Health Care TR C-USD (HLTW.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.
| HEAE.L | HLTW.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.53 | 0.22 | +0.31 |
Sortino ratioReturn per unit of downside risk | 0.85 | 0.41 | +0.44 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.05 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 0.77 | 0.55 | +0.22 |
Martin ratioReturn relative to average drawdown | 2.42 | 1.12 | +1.30 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| HEAE.L | HLTW.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.53 | 0.22 | +0.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.45 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.59 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.20 | 0.82 | -0.62 |
Correlation
The correlation between HEAE.L and HLTW.L is 0.58, 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.
Dividends
HEAE.L vs. HLTW.L - Dividend Comparison
Neither HEAE.L nor HLTW.L has paid dividends to shareholders.
Drawdowns
HEAE.L vs. HLTW.L - Drawdown Comparison
The maximum HEAE.L drawdown since its inception was -24.51%, which is greater than HLTW.L's maximum drawdown of -18.93%. Use the drawdown chart below to compare losses from any high point for HEAE.L and HLTW.L.
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Drawdown Indicators
| HEAE.L | HLTW.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.51% | -26.58% | +2.07% |
Max Drawdown (1Y)Largest decline over 1 year | -13.73% | -9.73% | -4.00% |
Max Drawdown (5Y)Largest decline over 5 years | — | -19.19% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -26.58% | — |
Current DrawdownCurrent decline from peak | -8.48% | -6.33% | -2.15% |
Average DrawdownAverage peak-to-trough decline | -7.56% | -5.17% | -2.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.39% | 3.55% | +0.84% |
Volatility
HEAE.L vs. HLTW.L - Volatility Comparison
SPDR MSCI Europe Health Care UCITS ETF (HEAE.L) and Lyxor UCITS MSCI World Health Care TR C-USD (HLTW.L) have volatilities of 5.19% and 5.07%, 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
| HEAE.L | HLTW.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.19% | 5.07% | +0.12% |
Volatility (6M)Calculated over the trailing 6-month period | 10.81% | 9.74% | +1.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.64% | 16.10% | +2.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.15% | 13.79% | +2.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.15% | 15.32% | +0.83% |