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HEAE.L vs. SPYL.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HEAE.L vs. SPYL.L - 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 SPDR S&P 500 UCITS ETF USD Acc (SPYL.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

HEAE.L is traded in GBP, while SPYL.L is traded in USD. To make them comparable, the SPYL.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 -2.42% return, which is significantly lower than SPYL.L's 10.73% return.


HEAE.L

1D
3.29%
1M
1.82%
YTD
-2.42%
6M
-1.32%
1Y
9.06%
3Y*
2.88%
5Y*
10Y*

SPYL.L

1D
0.00%
1M
5.43%
YTD
10.73%
6M
10.28%
1Y
29.05%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HEAE.L vs. SPYL.L - Yearly Performance Comparison


2026 (YTD)202520242023
HEAE.L
SPDR MSCI Europe Health Care UCITS ETF
-2.42%13.38%-1.21%4.94%
SPYL.L
SPDR S&P 500 UCITS ETF USD Acc
10.80%9.03%27.52%9.22%

Correlation

The correlation between HEAE.L and SPYL.L is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.22

Correlation (All Time)
Calculated using the full available price history since Nov 1, 2023

0.25

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Return for Risk

HEAE.L vs. SPYL.L — 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: 1818
Overall Rank
HEAE.L Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
HEAE.L Sortino Ratio Rank: 1818
Sortino Ratio Rank
HEAE.L Omega Ratio Rank: 1818
Omega Ratio Rank
HEAE.L Calmar Ratio Rank: 1717
Calmar Ratio Rank
HEAE.L Martin Ratio Rank: 1717
Martin Ratio Rank

SPYL.L
SPYL.L Risk / Return Rank: 7474
Overall Rank
SPYL.L Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
SPYL.L Sortino Ratio Rank: 7979
Sortino Ratio Rank
SPYL.L Omega Ratio Rank: 7373
Omega Ratio Rank
SPYL.L Calmar Ratio Rank: 6868
Calmar Ratio Rank
SPYL.L Martin Ratio Rank: 7777
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. SPYL.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 SPDR S&P 500 UCITS ETF USD Acc (SPYL.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.LSPYL.LDifference
Sharpe ratioReturn per unit of total volatility

-1.88

Sortino ratioReturn per unit of downside risk

-2.40

Omega ratioGain probability vs. loss probability

1.11

1.45

-0.34

Calmar ratioReturn relative to maximum drawdown

0.66

3.96

-3.30

Martin ratioReturn relative to average drawdown

1.57

13.51

-11.94

HEAE.L vs. SPYL.L - Sharpe Ratio Comparison

The current HEAE.L Sharpe Ratio is 0.54, which is lower than the SPYL.L Sharpe Ratio of 2.42. The chart below compares the historical Sharpe Ratios of HEAE.L and SPYL.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


HEAE.LSPYL.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.54

2.42

-1.88

Sharpe Ratio (All Time)

Calculated using the full available price history

0.14

1.55

-1.41

Drawdowns

HEAE.L vs. SPYL.L - Drawdown Comparison

The maximum HEAE.L drawdown since its inception was -24.51%, which is greater than SPYL.L's maximum drawdown of -21.16%. Use the drawdown chart below to compare losses from any high point for HEAE.L and SPYL.L.


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Drawdown Indicators


HEAE.LSPYL.LDifference

Max Drawdown

Largest peak-to-trough decline

-24.51%

-21.16%

-3.35%

Max Drawdown (1Y)

Largest decline over 1 year

-13.73%

-7.21%

-6.52%

Max Drawdown (3Y)

Largest decline over 3 years

-24.51%

Current Drawdown

Current decline from peak

-10.88%

-0.28%

-10.60%

Average Drawdown

Average peak-to-trough decline

-7.69%

-2.95%

-4.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.78%

2.13%

+3.65%

Volatility

HEAE.L vs. SPYL.L - Volatility Comparison

SPDR MSCI Europe Health Care UCITS ETF (HEAE.L) has a higher volatility of 5.60% compared to SPDR S&P 500 UCITS ETF USD Acc (SPYL.L) at 3.48%. This indicates that HEAE.L's price experiences larger fluctuations and is considered to be riskier than SPYL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HEAE.LSPYL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.60%

3.48%

+2.12%

Volatility (6M)

Calculated over the trailing 6-month period

12.12%

8.60%

+3.52%

Volatility (1Y)

Calculated over the trailing 1-year period

16.79%

11.82%

+4.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.28%

14.13%

+2.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.28%

14.13%

+2.15%

HEAE.L vs. SPYL.L - Expense Ratio Comparison

HEAE.L has a 0.18% expense ratio, which is higher than SPYL.L's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

HEAE.L vs. SPYL.L - Dividend Comparison

Neither HEAE.L nor SPYL.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


HEAE.L and SPYL.L have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SPYL.L is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPYL.L is cheaper with a 0.03% expense ratio, compared with 0.18% for HEAE.L.

HEAE.L is categorized as Health & Biotech Equities, while SPYL.L is S&P 500. HEAE.L tracks MSCI World/Health Care NR USD, while SPYL.L tracks S&P 500. Their fees differ too: 0.18% for HEAE.L and 0.03% for SPYL.L.

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