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

Performance

HEAE.L vs. SUES.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 iShares MSCI EM SRI UCITS ETF (SUES.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 SUES.L is traded in GBp. To make them comparable, the SUES.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 SUES.L's 16.30% return.


HEAE.L

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

SUES.L

1D
-1.52%
1M
3.02%
YTD
16.30%
6M
18.19%
1Y
39.85%
3Y*
14.44%
5Y*
5.18%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022
HEAE.L
SPDR MSCI Europe Health Care UCITS ETF
-2.42%13.38%-1.21%5.53%-5.60%
SUES.L
iShares MSCI EM SRI UCITS ETF
16.30%22.98%6.49%-4.42%-8.03%

Correlation

The correlation between HEAE.L and SUES.L is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.24

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

0.23

Correlation (All Time)
Calculated using the full available price history since Apr 11, 2022

0.22

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Return for Risk

HEAE.L vs. SUES.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

SUES.L
SUES.L Risk / Return Rank: 7676
Overall Rank
SUES.L Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
SUES.L Sortino Ratio Rank: 7676
Sortino Ratio Rank
SUES.L Omega Ratio Rank: 7676
Omega Ratio Rank
SUES.L Calmar Ratio Rank: 7676
Calmar Ratio Rank
SUES.L Martin Ratio Rank: 7373
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. SUES.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 iShares MSCI EM SRI UCITS ETF (SUES.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.LSUES.LDifference
Sharpe ratioReturn per unit of total volatility

-1.97

Sortino ratioReturn per unit of downside risk

-2.47

Omega ratioGain probability vs. loss probability

1.11

1.44

-0.33

Calmar ratioReturn relative to maximum drawdown

0.66

3.79

-3.13

Martin ratioReturn relative to average drawdown

1.57

13.42

-11.86

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

The current HEAE.L Sharpe Ratio is 0.54, which is lower than the SUES.L Sharpe Ratio of 2.51. The chart below compares the historical Sharpe Ratios of HEAE.L and SUES.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.LSUES.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.54

2.51

-1.97

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.14

0.43

-0.29

Drawdowns

HEAE.L vs. SUES.L - Drawdown Comparison

The maximum HEAE.L drawdown since its inception was -24.51%, smaller than the maximum SUES.L drawdown of -30.11%. Use the drawdown chart below to compare losses from any high point for HEAE.L and SUES.L.


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Drawdown Indicators


HEAE.LSUES.LDifference

Max Drawdown

Largest peak-to-trough decline

-24.51%

-30.11%

+5.60%

Max Drawdown (1Y)

Largest decline over 1 year

-13.73%

-10.48%

-3.25%

Max Drawdown (3Y)

Largest decline over 3 years

-24.51%

-17.77%

-6.74%

Max Drawdown (5Y)

Largest decline over 5 years

-24.78%

Current Drawdown

Current decline from peak

-10.88%

-2.59%

-8.29%

Average Drawdown

Average peak-to-trough decline

-7.69%

-9.15%

+1.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.78%

2.96%

+2.82%

Volatility

HEAE.L vs. SUES.L - Volatility Comparison

SPDR MSCI Europe Health Care UCITS ETF (HEAE.L) and iShares MSCI EM SRI UCITS ETF (SUES.L) have volatilities of 5.60% and 5.89%, 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.LSUES.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.60%

5.89%

-0.29%

Volatility (6M)

Calculated over the trailing 6-month period

12.12%

12.99%

-0.87%

Volatility (1Y)

Calculated over the trailing 1-year period

16.79%

15.81%

+0.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.28%

16.41%

-0.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.28%

17.94%

-1.66%

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

HEAE.L has a 0.18% expense ratio, which is lower than SUES.L's 0.25% 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%.


Dividends

HEAE.L vs. SUES.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


HEAE.L and SUES.L have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, HEAE.L is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

HEAE.L is cheaper with a 0.18% expense ratio, compared with 0.25% for SUES.L.

HEAE.L is categorized as Health & Biotech Equities, while SUES.L is Emerging Markets Equities. HEAE.L tracks MSCI World/Health Care NR USD, while SUES.L tracks MSCI EM NR USD. They also come from different issuers: State Street and iShares. Their fees differ too: 0.18% for HEAE.L and 0.25% for SUES.L.

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