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HEAW.L vs. BTEC.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HEAW.L vs. BTEC.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in SPDR MSCI World Health Care UCITS ETF (HEAW.L) and iShares Nasdaq US Biotechnology UCITS ETF USD (Acc) (BTEC.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

HEAW.L is traded in GBP, while BTEC.L is traded in USD. To make them comparable, the BTEC.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, HEAW.L achieves a 0.93% return, which is significantly lower than BTEC.L's 13.97% return.


HEAW.L

1D
0.00%
1M
3.13%
6M
-0.89%
YTD
0.93%
1Y
16.50%
3Y*
5.92%
5Y*
-1.69%
10Y*
4.94%

BTEC.L

1D
0.00%
1M
7.86%
6M
11.73%
YTD
13.97%
1Y
47.71%
3Y*
15.40%
5Y*
6.09%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HEAW.L vs. BTEC.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HEAW.L
SPDR MSCI World Health Care UCITS ETF
0.93%7.46%2.52%-2.05%-21.48%19.59%13.26%23.34%2.48%-0.62%
BTEC.L
iShares Nasdaq US Biotechnology UCITS ETF USD (Acc)
13.97%23.49%-0.33%0.91%-1.44%0.45%23.66%20.79%-5.96%-5.88%

Correlation

The correlation between HEAW.L and BTEC.L is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.67

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

0.61

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

0.59

Correlation (All Time)
Calculated using the full available price history since Oct 19, 2017

0.52

The correlation between HEAW.L and BTEC.L shifts across timeframes, from 0.52 (all time) to 0.67 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

HEAW.L vs. BTEC.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

HEAW.L
HEAW.L Risk / Return Rank: 3737
Overall Rank
HEAW.L Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
HEAW.L Sortino Ratio Rank: 4242
Sortino Ratio Rank
HEAW.L Omega Ratio Rank: 3737
Omega Ratio Rank
HEAW.L Calmar Ratio Rank: 3737
Calmar Ratio Rank
HEAW.L Martin Ratio Rank: 3333
Martin Ratio Rank

BTEC.L
BTEC.L Risk / Return Rank: 9090
Overall Rank
BTEC.L Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
BTEC.L Sortino Ratio Rank: 8989
Sortino Ratio Rank
BTEC.L Omega Ratio Rank: 8282
Omega Ratio Rank
BTEC.L Calmar Ratio Rank: 9595
Calmar Ratio Rank
BTEC.L Martin Ratio Rank: 9393
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.

HEAW.L vs. BTEC.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI World Health Care UCITS ETF (HEAW.L) and iShares Nasdaq US Biotechnology UCITS ETF USD (Acc) (BTEC.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


HEAW.LBTEC.LDifference
Sharpe ratioReturn per unit of total volatility

-1.14

Sortino ratioReturn per unit of downside risk

-1.33

Omega ratioGain probability vs. loss probability

1.21

1.37

-0.17

Calmar ratioReturn relative to maximum drawdown

1.55

6.45

-4.90

Martin ratioReturn relative to average drawdown

3.95

18.57

-14.61

HEAW.L vs. BTEC.L - Sharpe Ratio Comparison

The current HEAW.L Sharpe Ratio is 1.17, which is lower than the BTEC.L Sharpe Ratio of 2.31. The chart below compares the historical Sharpe Ratios of HEAW.L and BTEC.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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Drawdowns

HEAW.L vs. BTEC.L - Drawdown Comparison

The maximum HEAW.L drawdown since its inception was -32.15%, roughly equal to the maximum BTEC.L drawdown of -31.02%. Use the drawdown chart below to compare losses from any high point for HEAW.L and BTEC.L.


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Drawdown Indicators


HEAW.LBTEC.LDifference

Max Drawdown

Largest peak-to-trough decline

-32.15%

-31.02%

-1.13%

Max Drawdown (1Y)

Largest decline over 1 year

-10.71%

-7.31%

-3.40%

Max Drawdown (3Y)

Largest decline over 3 years

-18.85%

-26.37%

+7.52%

Max Drawdown (5Y)

Largest decline over 5 years

-32.15%

-31.02%

-1.13%

Max Drawdown (10Y)

Largest decline over 10 years

-32.15%

Current Drawdown

Current decline from peak

-14.72%

-5.72%

-9.00%

Average Drawdown

Average peak-to-trough decline

-8.85%

-9.99%

+1.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.18%

2.54%

+1.64%

Volatility

HEAW.L vs. BTEC.L - Volatility Comparison

The current volatility for SPDR MSCI World Health Care UCITS ETF (HEAW.L) is 5.29%, while iShares Nasdaq US Biotechnology UCITS ETF USD (Acc) (BTEC.L) has a volatility of 5.91%. This indicates that HEAW.L experiences smaller price fluctuations and is considered to be less risky than BTEC.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HEAW.LBTEC.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.29%

5.91%

-0.62%

Volatility (6M)

Calculated over the trailing 6-month period

10.65%

15.31%

-4.66%

Volatility (1Y)

Calculated over the trailing 1-year period

14.26%

20.42%

-6.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.87%

20.98%

-4.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.99%

22.30%

-6.31%

HEAW.L vs. BTEC.L - Expense Ratio Comparison

HEAW.L has a 0.30% expense ratio, which is lower than BTEC.L's 0.35% expense ratio.


Dividends

HEAW.L vs. BTEC.L - Dividend Comparison

Neither HEAW.L nor BTEC.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


HEAW.L and BTEC.L have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, HEAW.L is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

HEAW.L is cheaper with a 0.30% expense ratio, compared with 0.35% for BTEC.L.

HEAW.L tracks MSCI World/Health Care NR USD, while BTEC.L tracks NASDAQ Biotechnology NET Index. They also come from different issuers: State Street and iShares. Their fees differ too: 0.30% for HEAW.L and 0.35% for BTEC.L.

Portfolio Optimizer

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