HEAW.L vs. HTGC
Compare and contrast key facts about SPDR MSCI World Health Care UCITS ETF (HEAW.L) and Hercules Capital, Inc. (HTGC).
HEAW.L is a passively managed fund by State Street that tracks the performance of the MSCI World/Health Care NR USD. It was launched on Apr 29, 2016.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HEAW.L or HTGC.
Performance
HEAW.L vs. HTGC - Performance Comparison
Returns By Period
In the year-to-date period, HEAW.L achieves a 4.46% return, which is significantly lower than HTGC's 23.45% return.
HEAW.L
4.46%
-5.74%
-2.71%
9.14%
N/A
N/A
HTGC
23.45%
-4.31%
1.94%
32.00%
18.05%
12.97%
Key characteristics
| HEAW.L | HTGC | |
|---|---|---|
| Sharpe Ratio | 0.87 | 1.36 |
| Sortino Ratio | 1.28 | 1.69 |
| Omega Ratio | 1.15 | 1.29 |
| Calmar Ratio | 1.02 | 1.62 |
| Martin Ratio | 3.54 | 5.41 |
| Ulcer Index | 2.44% | 5.48% |
| Daily Std Dev | 9.88% | 21.75% |
| Max Drawdown | -11.85% | -68.29% |
| Current Drawdown | -8.37% | -8.93% |
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Correlation
The correlation between HEAW.L and HTGC is 0.32, 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.
Risk-Adjusted Performance
HEAW.L vs. HTGC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI World Health Care UCITS ETF (HEAW.L) and Hercules Capital, Inc. (HTGC). 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
HEAW.L vs. HTGC - Dividend Comparison
HEAW.L has not paid dividends to shareholders, while HTGC's dividend yield for the trailing twelve months is around 8.46%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HEAW.L SPDR MSCI World Health Care UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
HTGC Hercules Capital, Inc. | 8.46% | 11.40% | 14.90% | 9.34% | 9.57% | 9.49% | 11.40% | 9.45% | 8.79% | 10.17% | 8.33% | 6.77% |
Drawdowns
HEAW.L vs. HTGC - Drawdown Comparison
The maximum HEAW.L drawdown since its inception was -11.85%, smaller than the maximum HTGC drawdown of -68.29%. Use the drawdown chart below to compare losses from any high point for HEAW.L and HTGC. For additional features, visit the drawdowns tool.
Volatility
HEAW.L vs. HTGC - Volatility Comparison
The current volatility for SPDR MSCI World Health Care UCITS ETF (HEAW.L) is 3.80%, while Hercules Capital, Inc. (HTGC) has a volatility of 5.49%. This indicates that HEAW.L experiences smaller price fluctuations and is considered to be less risky than HTGC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.