HLTW.L vs. CH5.L
HLTW.L (Lyxor UCITS MSCI World Health Care TR C-USD) and CH5.L (Amundi ETF MSCI Europe Healthcare UCITS ETF) are both Health & Biotech Equities funds from Amundi tracking the MSCI World/Health Care NR USD. Both are passively managed. Over the past 10 years, HLTW.L returned 7.69%/yr vs -3.87%/yr for CH5.L. A 0.73 correlation means they provide meaningful diversification when combined. HLTW.L charges 0.30%/yr vs 0.25%/yr for CH5.L.
Performance
HLTW.L vs. CH5.L - Performance Comparison
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Different Trading Currencies
HLTW.L is traded in USD, while CH5.L is traded in GBp. To make them comparable, the CH5.L values have been converted to USD using the latest available exchange rates.
Returns By Period
The year-to-date returns for both stocks are quite close, with HLTW.L having a -3.12% return and CH5.L slightly lower at -3.25%. Over the past 10 years, HLTW.L has outperformed CH5.L with an annualized return of 7.69%, while CH5.L has yielded a comparatively lower -3.87% annualized return.
HLTW.L
- 1D
- 3.02%
- 1M
- 1.93%
- YTD
- -3.12%
- 6M
- -1.75%
- 1Y
- 11.48%
- 3Y*
- 5.29%
- 5Y*
- 4.29%
- 10Y*
- 7.69%
CH5.L
- 1D
- 3.26%
- 1M
- 0.74%
- YTD
- -3.25%
- 6M
- -0.88%
- 1Y
- 7.02%
- 3Y*
- -24.60%
- 5Y*
- -14.34%
- 10Y*
- -3.87%
HLTW.L vs. CH5.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HLTW.L Lyxor UCITS MSCI World Health Care TR C-USD | -3.12% | 15.73% | 0.39% | 3.08% | -5.66% | 20.58% | 12.94% | 22.85% | 1.54% | 20.11% |
CH5.L Amundi ETF MSCI Europe Healthcare UCITS ETF | -3.25% | 20.29% | -63.85% | 10.94% | -9.23% | 15.97% | 6.75% | 29.76% | -5.62% | 17.04% |
Correlation
The correlation between HLTW.L and CH5.L is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.77 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.72 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.73 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.74 |
Correlation (All Time) Calculated using the full available price history since Jan 22, 2013 | 0.73 |
The correlation between HLTW.L and CH5.L has been stable across timeframes, ranging from 0.72 to 0.77 - a consistent structural relationship.
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Return for Risk
HLTW.L vs. CH5.L — Risk / Return Rank
HLTW.L
CH5.L
HLTW.L vs. CH5.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyxor UCITS MSCI World Health Care TR C-USD (HLTW.L) and Amundi ETF MSCI Europe Healthcare UCITS ETF (CH5.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.
| HLTW.L | CH5.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.40 | ||
| Sortino ratioReturn per unit of downside risk | +0.60 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.08 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 1.14 | 0.49 | +0.65 |
| Martin ratioReturn relative to average drawdown | 2.84 | 1.12 | +1.72 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| HLTW.L | CH5.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.79 | 0.39 | +0.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.30 | -0.44 | +0.74 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | -0.15 | +0.67 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.75 | -0.03 | +0.79 |
Drawdowns
HLTW.L vs. CH5.L - Drawdown Comparison
The maximum HLTW.L drawdown since its inception was -26.58%, smaller than the maximum CH5.L drawdown of -69.78%. Use the drawdown chart below to compare losses from any high point for HLTW.L and CH5.L.
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Drawdown Indicators
| HLTW.L | CH5.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.58% | -69.78% | +43.20% |
Max Drawdown (1Y)Largest decline over 1 year | -10.12% | -14.33% | +4.21% |
Max Drawdown (3Y)Largest decline over 3 years | -19.19% | -69.78% | +50.59% |
Max Drawdown (5Y)Largest decline over 5 years | -19.19% | -69.78% | +50.59% |
Max Drawdown (10Y)Largest decline over 10 years | -26.58% | -69.78% | +43.20% |
Current DrawdownCurrent decline from peak | -5.90% | -62.13% | +56.23% |
Average DrawdownAverage peak-to-trough decline | -5.20% | -15.51% | +10.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.06% | 6.27% | -2.21% |
Volatility
HLTW.L vs. CH5.L - Volatility Comparison
The current volatility for Lyxor UCITS MSCI World Health Care TR C-USD (HLTW.L) is 4.82%, while Amundi ETF MSCI Europe Healthcare UCITS ETF (CH5.L) has a volatility of 5.67%. This indicates that HLTW.L experiences smaller price fluctuations and is considered to be less risky than CH5.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HLTW.L | CH5.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.82% | 5.67% | -0.85% |
Volatility (6M)Calculated over the trailing 6-month period | 10.63% | 12.87% | -2.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.52% | 17.85% | -3.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.16% | 32.84% | -18.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.85% | 25.98% | -11.13% |
HLTW.L vs. CH5.L - Expense Ratio Comparison
HLTW.L has a 0.30% expense ratio, which is higher than CH5.L's 0.25% expense ratio.
Dividends
HLTW.L vs. CH5.L - Dividend Comparison
Neither HLTW.L nor CH5.L has paid dividends to shareholders.
Frequently Asked Questions
HLTW.L and CH5.L have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, CH5.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
CH5.L is cheaper with a 0.25% expense ratio, compared with 0.30% for HLTW.L.
Both ETFs track MSCI World/Health Care NR USD. Their fees differ too: 0.30% for HLTW.L and 0.25% for CH5.L.
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