PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
HEAL.L vs. LLY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

HEAL.L vs. LLY

Last updated Jun 5, 2026

HEAL.L (iShares Healthcare Innovation UCITS ETF USD (Acc)) is Health & Biotech Equities fund tracking the MSCI World/Health Care NR USD, while LLY (Eli Lilly and Company) is a stock. Over the past 5 years, HEAL.L returned -1.96%/yr vs 42.32%/yr for LLY. At a 0.20 correlation, their price movements are largely independent.

Performance

HEAL.L vs. LLY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Healthcare Innovation UCITS ETF USD (Acc) (HEAL.L) and Eli Lilly and Company (LLY). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, HEAL.L achieves a 0.64% return, which is significantly lower than LLY's 5.06% return.

HEAL.L

1D
3.48%
1M
4.82%
YTD
0.64%
6M
-0.41%
1Y
20.32%
3Y*
6.08%
5Y*
-1.96%
10Y*
—

LLY

1D
4.31%
1M
13.99%
YTD
5.06%
6M
11.30%
1Y
47.97%
3Y*
37.29%
5Y*
42.32%
10Y*
33.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HEAL.L vs. LLY - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
HEAL.L
iShares Healthcare Innovation UCITS ETF USD (Acc)		0.64%18.42%0.96%3.11%-24.00%-6.52%54.05%12.43%-3.45%35.92%
LLY
Eli Lilly and Company		5.06%40.25%33.30%60.91%34.26%66.08%31.04%16.14%40.45%17.83%

Correlation

The correlation between HEAL.L and LLY is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.31

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

0.19

Correlation (5Y)
Calculated over the trailing 5-year period

0.19

Correlation (All Time)
Calculated using the full available price history since Sep 13, 2016

0.20

The correlation between HEAL.L and LLY shifts across timeframes, from 0.19 (5 years) to 0.31 (1 year), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares Healthcare Innovation UCITS ETF USD (Acc)

Eli Lilly and Company

Often compared with HEAL.L:
HEAL.L vs. IUHC.LHEAL.L vs. UKRE.LHEAL.L vs. WHCS.ASHEAL.L vs. BRK-BHEAL.L vs. VOOHEAL.L vs. QQQHEAL.L vs. SPY
Often compared with LLY:
LLY vs. NVOLLY vs. UNHLLY vs. ABBVLLY vs. VOOLLY vs. XLVLLY vs. VRTXLLY vs. ISRG

Return for Risk

HEAL.L vs. LLY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
HEAL.L
HEAL.L Risk / Return Rank: 3232
Overall Rank
HEAL.L Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
HEAL.L Sortino Ratio Rank: 3434
Sortino Ratio Rank
HEAL.L Omega Ratio Rank: 3131
Omega Ratio Rank
HEAL.L Calmar Ratio Rank: 3333
Calmar Ratio Rank
HEAL.L Martin Ratio Rank: 2828
Martin Ratio Rank
LLY
LLY Risk / Return Rank: 7575
Overall Rank
LLY Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
LLY Sortino Ratio Rank: 7272
Sortino Ratio Rank
LLY Omega Ratio Rank: 7373
Omega Ratio Rank
LLY Calmar Ratio Rank: 7575
Calmar Ratio Rank
LLY Martin Ratio Rank: 7676
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.

HEAL.L vs. LLY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Healthcare Innovation UCITS ETF USD (Acc) (HEAL.L) and Eli Lilly and Company (LLY). 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.

HEAL.LLLYDifference
Sharpe ratioReturn per unit of total volatility
1.16
1.27

-0.11

Sortino ratioReturn per unit of downside risk
1.80
1.84

-0.04

Omega ratioGain probability vs. loss probability

1.20

1.25

-0.04

Calmar ratioReturn relative to maximum drawdown

1.61

2.04

-0.43

Martin ratioReturn relative to average drawdown

3.96

5.07

-1.11

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

HEAL.L vs. LLY - Sharpe Ratio Comparison

The current HEAL.L Sharpe Ratio is 1.16, which is comparable to the LLY Sharpe Ratio of 1.27. The chart below compares the historical Sharpe Ratios of HEAL.L and LLY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Loading charts...

Sharpe Ratios by Period

HEAL.LLLYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.16

1.27

-0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.10

1.30

-1.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

1.11

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.58

-0.25

Drawdowns

HEAL.L vs. LLY - Drawdown Comparison

The maximum HEAL.L drawdown since its inception was -46.43%, smaller than the maximum LLY drawdown of -68.24%. Use the drawdown chart below to compare losses from any high point for HEAL.L and LLY.

Loading charts...

Drawdown Indicators

HEAL.LLLYDifference

Max Drawdown

Largest peak-to-trough decline

-46.43%

-68.24%

+21.81%

Max Drawdown (1Y)

Largest decline over 1 year

-12.59%

-23.64%

+11.05%

Max Drawdown (3Y)

Largest decline over 3 years

-21.46%

-34.48%

+13.02%

Max Drawdown (5Y)

Largest decline over 5 years

-43.70%

-34.48%

-9.22%

Max Drawdown (10Y)

Largest decline over 10 years

—

-34.48%

—

Current Drawdown

Current decline from peak

-20.00%

-0.14%

-19.86%

Average Drawdown

Average peak-to-trough decline

-18.60%

-19.22%

+0.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.12%

9.49%

-4.37%

Volatility

HEAL.L vs. LLY - Volatility Comparison

The current volatility for iShares Healthcare Innovation UCITS ETF USD (Acc) (HEAL.L) is 5.13%, while Eli Lilly and Company (LLY) has a volatility of 9.76%. This indicates that HEAL.L experiences smaller price fluctuations and is considered to be less risky than LLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

HEAL.LLLYDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.13%

9.76%

-4.63%

Volatility (6M)

Calculated over the trailing 6-month period

13.28%

27.11%

-13.83%

Volatility (1Y)

Calculated over the trailing 1-year period

17.48%

38.11%

-20.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.87%

32.84%

-12.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.91%

30.17%

-10.26%

Dividends

HEAL.L vs. LLY - Dividend Comparison

HEAL.L has not paid dividends to shareholders, while LLY's dividend yield for the trailing twelve months is around 0.57%.

PositionTTM20252024202320222021202020192018201720162015
HEAL.L
iShares Healthcare Innovation UCITS ETF USD (Acc)		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LLY
Eli Lilly and Company		0.57%0.56%0.67%0.78%1.07%1.23%1.75%1.96%1.94%2.46%2.77%2.37%

Frequently Asked Questions

HEAL.L and LLY have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for HEAL.L and LLY

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer