HEAW.L vs. VOO
Compare and contrast key facts about SPDR MSCI World Health Care UCITS ETF (HEAW.L) and Vanguard S&P 500 ETF (VOO).
HEAW.L and VOO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010. Both HEAW.L and VOO 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: HEAW.L or VOO.
Performance
HEAW.L vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, HEAW.L achieves a 4.11% return, which is significantly lower than VOO's 24.51% return.
HEAW.L
4.11%
-5.73%
-3.04%
8.27%
N/A
N/A
VOO
24.51%
0.61%
11.38%
32.00%
15.30%
13.12%
Key characteristics
| HEAW.L | VOO | |
|---|---|---|
| Sharpe Ratio | 0.86 | 2.64 |
| Sortino Ratio | 1.27 | 3.53 |
| Omega Ratio | 1.15 | 1.49 |
| Calmar Ratio | 0.98 | 3.81 |
| Martin Ratio | 3.42 | 17.34 |
| Ulcer Index | 2.50% | 1.86% |
| Daily Std Dev | 9.89% | 12.20% |
| Max Drawdown | -11.85% | -33.99% |
| Current Drawdown | -8.68% | -2.16% |
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HEAW.L vs. VOO - Expense Ratio Comparison
HEAW.L has a 0.30% expense ratio, which is higher than VOO's 0.03% expense ratio.
Correlation
The correlation between HEAW.L and VOO is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
HEAW.L vs. VOO - 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 Vanguard S&P 500 ETF (VOO). 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. VOO - Dividend Comparison
HEAW.L has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.26%.
| 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% |
VOO Vanguard S&P 500 ETF | 1.26% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
HEAW.L vs. VOO - Drawdown Comparison
The maximum HEAW.L drawdown since its inception was -11.85%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for HEAW.L and VOO. For additional features, visit the drawdowns tool.
Volatility
HEAW.L vs. VOO - Volatility Comparison
The current volatility for SPDR MSCI World Health Care UCITS ETF (HEAW.L) is 3.78%, while Vanguard S&P 500 ETF (VOO) has a volatility of 4.07%. This indicates that HEAW.L experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.