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HLTH.L vs. GXLV.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HLTH.L vs. GXLV.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR® MSCI Europe Health Care UCITS ETF (HLTH.L) and SPDR S&P US Health Care Select Sector UCITS ETF (GXLV.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

HLTH.L is traded in EUR, while GXLV.L is traded in GBP. To make them comparable, the GXLV.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, HLTH.L achieves a -1.46% return, which is significantly lower than GXLV.L's -0.97% return.


HLTH.L

1D
3.12%
1M
1.53%
YTD
-1.46%
6M
-0.41%
1Y
6.14%
3Y*
2.79%
5Y*
5.77%
10Y*
6.14%

GXLV.L

1D
2.88%
1M
5.47%
YTD
-0.97%
6M
-1.12%
1Y
13.09%
3Y*
3.62%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HLTH.L vs. GXLV.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
HLTH.L
SPDR® MSCI Europe Health Care UCITS ETF
-1.46%7.01%4.14%7.61%-8.06%
GXLV.L
SPDR S&P US Health Care Select Sector UCITS ETF
-0.97%1.33%8.77%-1.90%1.58%

Correlation

The correlation between HLTH.L and GXLV.L is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.39

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

0.29

Correlation (All Time)
Calculated using the full available price history since Apr 6, 2022

0.30

The correlation between HLTH.L and GXLV.L shifts across timeframes, from 0.29 (3 years) to 0.39 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

HLTH.L vs. GXLV.L — Risk / Return Rank

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

HLTH.L
HLTH.L Risk / Return Rank: 1515
Overall Rank
HLTH.L Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
HLTH.L Sortino Ratio Rank: 1515
Sortino Ratio Rank
HLTH.L Omega Ratio Rank: 1515
Omega Ratio Rank
HLTH.L Calmar Ratio Rank: 1515
Calmar Ratio Rank
HLTH.L Martin Ratio Rank: 1414
Martin Ratio Rank

GXLV.L
GXLV.L Risk / Return Rank: 3838
Overall Rank
GXLV.L Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
GXLV.L Sortino Ratio Rank: 4141
Sortino Ratio Rank
GXLV.L Omega Ratio Rank: 3737
Omega Ratio Rank
GXLV.L Calmar Ratio Rank: 4444
Calmar Ratio Rank
GXLV.L Martin Ratio Rank: 3232
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.

HLTH.L vs. GXLV.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR® MSCI Europe Health Care UCITS ETF (HLTH.L) and SPDR S&P US Health Care Select Sector UCITS ETF (GXLV.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.


HLTH.LGXLV.LDifference
Sharpe ratioReturn per unit of total volatility

-0.73

Sortino ratioReturn per unit of downside risk

-1.07

Omega ratioGain probability vs. loss probability

1.08

1.20

-0.13

Calmar ratioReturn relative to maximum drawdown

0.49

1.84

-1.35

Martin ratioReturn relative to average drawdown

1.07

4.03

-2.95

HLTH.L vs. GXLV.L - Sharpe Ratio Comparison

The current HLTH.L Sharpe Ratio is 0.37, which is lower than the GXLV.L Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of HLTH.L and GXLV.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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Sharpe Ratios by Period


HLTH.LGXLV.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.37

1.09

-0.73

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.22

+0.14

Drawdowns

HLTH.L vs. GXLV.L - Drawdown Comparison

The maximum HLTH.L drawdown since its inception was -26.57%, which is greater than GXLV.L's maximum drawdown of -22.60%. Use the drawdown chart below to compare losses from any high point for HLTH.L and GXLV.L.


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Drawdown Indicators


HLTH.LGXLV.LDifference

Max Drawdown

Largest peak-to-trough decline

-26.57%

-22.60%

-3.97%

Max Drawdown (1Y)

Largest decline over 1 year

-12.57%

-10.89%

-1.68%

Max Drawdown (3Y)

Largest decline over 3 years

-26.57%

-22.60%

-3.97%

Max Drawdown (5Y)

Largest decline over 5 years

-26.57%

Max Drawdown (10Y)

Largest decline over 10 years

-26.57%

Current Drawdown

Current decline from peak

-10.88%

-7.11%

-3.77%

Average Drawdown

Average peak-to-trough decline

-9.38%

-7.03%

-2.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.71%

11.14%

-5.43%

Volatility

HLTH.L vs. GXLV.L - Volatility Comparison

SPDR® MSCI Europe Health Care UCITS ETF (HLTH.L) has a higher volatility of 5.58% compared to SPDR S&P US Health Care Select Sector UCITS ETF (GXLV.L) at 5.25%. This indicates that HLTH.L's price experiences larger fluctuations and is considered to be riskier than GXLV.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HLTH.LGXLV.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.58%

5.25%

+0.33%

Volatility (6M)

Calculated over the trailing 6-month period

11.64%

12.08%

-0.44%

Volatility (1Y)

Calculated over the trailing 1-year period

16.68%

18.36%

-1.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.59%

20.79%

-5.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.69%

20.79%

-5.10%

HLTH.L vs. GXLV.L - Expense Ratio Comparison

HLTH.L has a 0.18% expense ratio, which is higher than GXLV.L's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

HLTH.L vs. GXLV.L - Dividend Comparison

Neither HLTH.L nor GXLV.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


HLTH.L and GXLV.L have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

GXLV.L is cheaper with a 0.15% expense ratio, compared with 0.18% for HLTH.L.

Both ETFs track MSCI World/Health Care NR USD. Their fees differ too: 0.18% for HLTH.L and 0.15% for GXLV.L.

Portfolio Optimizer

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