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HEAW.L vs. WHCA.AS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HEAW.L vs. WHCA.AS - 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 MSCI World Health Care Sector Advanced UCITS ETF USD Accumulating (WHCA.AS). 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 WHCA.AS is traded in EUR. To make them comparable, the WHCA.AS values have been converted to GBP using the latest available exchange rates.

Returns By Period

The year-to-date returns for both stocks are quite close, with HEAW.L having a -2.73% return and WHCA.AS slightly lower at -2.83%.


HEAW.L

1D
3.01%
1M
3.62%
YTD
-2.73%
6M
-2.29%
1Y
12.89%
3Y*
2.71%
5Y*
10Y*

WHCA.AS

1D
2.90%
1M
3.77%
YTD
-2.83%
6M
-2.42%
1Y
10.47%
3Y*
0.87%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HEAW.L vs. WHCA.AS - Yearly Performance Comparison


2026 (YTD)2025202420232022
HEAW.L
SPDR MSCI World Health Care UCITS ETF
-2.73%7.46%2.52%-2.05%5.82%
WHCA.AS
iShares MSCI World Health Care Sector Advanced UCITS ETF USD Accumulating
-2.83%7.92%-3.63%-1.09%7.68%

Correlation

The correlation between HEAW.L and WHCA.AS is 0.94, 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

0.94

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

0.92

Correlation (All Time)
Calculated using the full available price history since Apr 5, 2022

0.85

The correlation between HEAW.L and WHCA.AS has been stable across timeframes, ranging from 0.85 to 0.94 - a consistent structural relationship.

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Return for Risk

HEAW.L vs. WHCA.AS — 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: 2525
Overall Rank
HEAW.L Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
HEAW.L Sortino Ratio Rank: 2727
Sortino Ratio Rank
HEAW.L Omega Ratio Rank: 2525
Omega Ratio Rank
HEAW.L Calmar Ratio Rank: 2525
Calmar Ratio Rank
HEAW.L Martin Ratio Rank: 2424
Martin Ratio Rank

WHCA.AS
WHCA.AS Risk / Return Rank: 1717
Overall Rank
WHCA.AS Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
WHCA.AS Sortino Ratio Rank: 1818
Sortino Ratio Rank
WHCA.AS Omega Ratio Rank: 1717
Omega Ratio Rank
WHCA.AS Calmar Ratio Rank: 1717
Calmar Ratio Rank
WHCA.AS Martin Ratio Rank: 1717
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. WHCA.AS - 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 MSCI World Health Care Sector Advanced UCITS ETF USD Accumulating (WHCA.AS). 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.


HEAW.LWHCA.ASDifference
Sharpe ratioReturn per unit of total volatility

+0.19

Sortino ratioReturn per unit of downside risk

+0.28

Omega ratioGain probability vs. loss probability

1.17

1.13

+0.03

Calmar ratioReturn relative to maximum drawdown

1.18

0.91

+0.27

Martin ratioReturn relative to average drawdown

3.10

2.30

+0.80

HEAW.L vs. WHCA.AS - Sharpe Ratio Comparison

The current HEAW.L Sharpe Ratio is 0.92, which is comparable to the WHCA.AS Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of HEAW.L and WHCA.AS, 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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Sharpe Ratios by Period


HEAW.LWHCA.ASDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.92

0.73

+0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.18

+0.02

Drawdowns

HEAW.L vs. WHCA.AS - Drawdown Comparison

The maximum HEAW.L drawdown since its inception was -18.85%, roughly equal to the maximum WHCA.AS drawdown of -19.82%. Use the drawdown chart below to compare losses from any high point for HEAW.L and WHCA.AS.


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Drawdown Indicators


HEAW.LWHCA.ASDifference

Max Drawdown

Largest peak-to-trough decline

-18.85%

-19.82%

+0.97%

Max Drawdown (1Y)

Largest decline over 1 year

-10.71%

-11.15%

+0.44%

Max Drawdown (3Y)

Largest decline over 3 years

-18.85%

-19.82%

+0.97%

Current Drawdown

Current decline from peak

-6.00%

-7.18%

+1.18%

Average Drawdown

Average peak-to-trough decline

-5.60%

-6.38%

+0.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.08%

4.44%

-0.36%

Volatility

HEAW.L vs. WHCA.AS - Volatility Comparison

SPDR MSCI World Health Care UCITS ETF (HEAW.L) and iShares MSCI World Health Care Sector Advanced UCITS ETF USD Accumulating (WHCA.AS) have volatilities of 5.19% and 5.19%, 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.LWHCA.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.19%

5.19%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

9.96%

10.04%

-0.08%

Volatility (1Y)

Calculated over the trailing 1-year period

13.70%

13.91%

-0.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.11%

14.66%

-1.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.11%

14.66%

-1.55%

HEAW.L vs. WHCA.AS - Expense Ratio Comparison

HEAW.L has a 0.30% expense ratio, which is higher than WHCA.AS's 0.18% expense ratio.


Dividends

HEAW.L vs. WHCA.AS - Dividend Comparison

Neither HEAW.L nor WHCA.AS has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.94, HEAW.L and WHCA.AS 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, WHCA.AS is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

WHCA.AS is cheaper with a 0.18% expense ratio, compared with 0.30% for HEAW.L.

HEAW.L tracks MSCI World/Health Care NR USD, while WHCA.AS tracks MSCI World Health Care Advanced Select 20 35 Capped. They also come from different issuers: State Street and iShares. Their fees differ too: 0.30% for HEAW.L and 0.18% for WHCA.AS.

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