HEAL.L vs. VTV
Compare and contrast key facts about iShares Healthcare Innovation UCITS ETF USD (Acc) (HEAL.L) and Vanguard Value ETF (VTV).
HEAL.L and VTV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. HEAL.L is a passively managed fund by iShares that tracks the performance of the MSCI World/Health Care NR USD. It was launched on Sep 8, 2016. VTV is a passively managed fund by Vanguard that tracks the performance of the MSCI US Prime Market Value Index. It was launched on Jan 26, 2004. Both HEAL.L and VTV are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HEAL.L or VTV.
Key characteristics
| HEAL.L | VTV | |
|---|---|---|
| YTD Return | 4.97% | 21.21% |
| 1Y Return | 21.12% | 30.33% |
| 3Y Return (Ann) | -7.37% | 9.77% |
| 5Y Return (Ann) | 5.06% | 11.68% |
| Sharpe Ratio | 1.31 | 3.18 |
| Sortino Ratio | 2.01 | 4.47 |
| Omega Ratio | 1.23 | 1.59 |
| Calmar Ratio | 0.46 | 6.42 |
| Martin Ratio | 5.90 | 20.69 |
| Ulcer Index | 3.31% | 1.58% |
| Daily Std Dev | 15.33% | 10.27% |
| Max Drawdown | -46.43% | -59.27% |
| Current Drawdown | -30.20% | -0.65% |
Correlation
The correlation between HEAL.L and VTV is 0.39, 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.
Performance
HEAL.L vs. VTV - Performance Comparison
In the year-to-date period, HEAL.L achieves a 4.97% return, which is significantly lower than VTV's 21.21% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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HEAL.L vs. VTV - Expense Ratio Comparison
HEAL.L has a 0.40% expense ratio, which is higher than VTV's 0.04% expense ratio.
Risk-Adjusted Performance
HEAL.L vs. VTV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Healthcare Innovation UCITS ETF USD (Acc) (HEAL.L) and Vanguard Value ETF (VTV). 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.
Dividends
HEAL.L vs. VTV - Dividend Comparison
HEAL.L has not paid dividends to shareholders, while VTV's dividend yield for the trailing twelve months is around 2.23%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VTV Vanguard Value ETF | 2.23% | 2.46% | 2.52% | 2.15% | 2.56% | 2.50% | 2.73% | 2.29% | 2.44% | 2.60% | 2.22% | 2.21% |
Drawdowns
HEAL.L vs. VTV - Drawdown Comparison
The maximum HEAL.L drawdown since its inception was -46.43%, smaller than the maximum VTV drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for HEAL.L and VTV. For additional features, visit the drawdowns tool.
Volatility
HEAL.L vs. VTV - Volatility Comparison
iShares Healthcare Innovation UCITS ETF USD (Acc) (HEAL.L) has a higher volatility of 4.19% compared to Vanguard Value ETF (VTV) at 3.65%. This indicates that HEAL.L's price experiences larger fluctuations and is considered to be riskier than VTV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.