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

Performance

HEAW.L vs. IHCU.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 S&P 500 Health Care Sector UCITS ETF USD (Acc) (IHCU.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 IHCU.L is traded in GBp. To make them comparable, the IHCU.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 IHCU.L's 3.10% return. Over the past 10 years, HEAW.L has underperformed IHCU.L with an annualized return of 4.94%, while IHCU.L has yielded a comparatively higher 9.36% annualized 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%

IHCU.L

1D
0.45%
1M
4.09%
6M
1.95%
YTD
3.10%
1Y
20.87%
3Y*
7.15%
5Y*
6.27%
10Y*
9.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HEAW.L vs. IHCU.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%19.69%
IHCU.L
iShares S&P 500 Health Care Sector UCITS ETF USD (Acc)
3.10%6.77%3.96%-3.89%8.99%29.15%8.09%16.89%10.43%11.31%

Correlation

The correlation between HEAW.L and IHCU.L is 0.95, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.95

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

0.94

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

0.89

Correlation (10Y)
Calculated over the trailing 10-year period

0.73

Correlation (All Time)
Calculated using the full available price history since Nov 20, 2015

0.71

Over the past year, HEAW.L and IHCU.L have become more correlated (0.95) than their long-term average of 0.71, meaning their price movements have been converging.

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Return for Risk

HEAW.L vs. IHCU.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

IHCU.L
IHCU.L Risk / Return Rank: 4444
Overall Rank
IHCU.L Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
IHCU.L Sortino Ratio Rank: 5151
Sortino Ratio Rank
IHCU.L Omega Ratio Rank: 4343
Omega Ratio Rank
IHCU.L Calmar Ratio Rank: 4343
Calmar Ratio Rank
IHCU.L Martin Ratio Rank: 3636
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. IHCU.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 S&P 500 Health Care Sector UCITS ETF USD (Acc) (IHCU.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.LIHCU.LDifference
Sharpe ratioReturn per unit of total volatility

-0.20

Sortino ratioReturn per unit of downside risk

-0.25

Omega ratioGain probability vs. loss probability

1.21

1.23

-0.03

Calmar ratioReturn relative to maximum drawdown

1.55

1.79

-0.24

Martin ratioReturn relative to average drawdown

3.95

4.47

-0.52

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

The current HEAW.L Sharpe Ratio is 1.17, which is comparable to the IHCU.L Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of HEAW.L and IHCU.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. IHCU.L - Drawdown Comparison

The maximum HEAW.L drawdown since its inception was -32.15%, smaller than the maximum IHCU.L drawdown of -38.44%. Use the drawdown chart below to compare losses from any high point for HEAW.L and IHCU.L.


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Drawdown Indicators


HEAW.LIHCU.LDifference

Max Drawdown

Largest peak-to-trough decline

-32.15%

-38.44%

+6.29%

Max Drawdown (1Y)

Largest decline over 1 year

-10.71%

-11.54%

+0.83%

Max Drawdown (3Y)

Largest decline over 3 years

-18.85%

-23.98%

+5.13%

Max Drawdown (5Y)

Largest decline over 5 years

-32.15%

-23.98%

-8.17%

Max Drawdown (10Y)

Largest decline over 10 years

-32.15%

-23.98%

-8.17%

Current Drawdown

Current decline from peak

-14.72%

-4.34%

-10.38%

Average Drawdown

Average peak-to-trough decline

-8.85%

-9.78%

+0.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.18%

4.63%

-0.45%

Volatility

HEAW.L vs. IHCU.L - Volatility Comparison

SPDR MSCI World Health Care UCITS ETF (HEAW.L) and iShares S&P 500 Health Care Sector UCITS ETF USD (Acc) (IHCU.L) have volatilities of 5.29% and 5.45%, 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


HEAW.LIHCU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.29%

5.45%

-0.16%

Volatility (6M)

Calculated over the trailing 6-month period

10.65%

11.14%

-0.49%

Volatility (1Y)

Calculated over the trailing 1-year period

14.26%

15.18%

-0.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.87%

20.31%

-3.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.99%

18.55%

-2.56%

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

HEAW.L has a 0.30% expense ratio, which is higher than IHCU.L's 0.15% expense ratio.


Dividends

HEAW.L vs. IHCU.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.95, HEAW.L and IHCU.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, IHCU.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IHCU.L is cheaper with a 0.15% expense ratio, compared with 0.30% for HEAW.L.

HEAW.L tracks MSCI World/Health Care NR USD, while IHCU.L tracks iShares S&P 500 Health Care Sector UCITS ETF USD (Acc). They also come from different issuers: State Street and iShares. Their fees differ too: 0.30% for HEAW.L and 0.15% for IHCU.L.

Portfolio Optimizer

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