HLTW.L vs. HEAE.L
Compare and contrast key facts about Lyxor UCITS MSCI World Health Care TR C-USD (HLTW.L) and SPDR MSCI Europe Health Care UCITS ETF (HEAE.L).
HLTW.L and HEAE.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. HLTW.L is a passively managed fund by Amundi that tracks the performance of the MSCI World/Health Care NR USD. It was launched on Aug 19, 2010. HEAE.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 Dec 5, 2014. Both HLTW.L and HEAE.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
HLTW.L vs. HEAE.L - Performance Comparison
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HLTW.L vs. HEAE.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
HLTW.L Lyxor UCITS MSCI World Health Care TR C-USD | -3.57% | 15.73% | 0.39% | 3.08% | -5.84% |
HEAE.L SPDR MSCI Europe Health Care UCITS ETF | -0.92% | 21.57% | -2.56% | 11.10% | -12.47% |
Different Trading Currencies
HLTW.L is traded in USD, while HEAE.L is traded in GBP. To make them comparable, the HEAE.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, HLTW.L achieves a -3.57% return, which is significantly lower than HEAE.L's -0.92% return.
HLTW.L
- 1D
- 2.11%
- 1M
- -5.28%
- YTD
- -3.57%
- 6M
- 4.47%
- 1Y
- 6.17%
- 3Y*
- 5.72%
- 5Y*
- 5.28%
- 10Y*
- 8.33%
HEAE.L
- 1D
- 2.08%
- 1M
- -5.69%
- YTD
- -0.92%
- 6M
- 4.39%
- 1Y
- 13.02%
- 3Y*
- 7.54%
- 5Y*
- —
- 10Y*
- —
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HLTW.L vs. HEAE.L - Expense Ratio Comparison
HLTW.L has a 0.30% expense ratio, which is higher than HEAE.L's 0.18% expense ratio.
Return for Risk
HLTW.L vs. HEAE.L — Risk / Return Rank
HLTW.L
HEAE.L
HLTW.L vs. HEAE.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 SPDR MSCI Europe Health Care UCITS ETF (HEAE.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 | HEAE.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.37 | 0.62 | -0.25 |
Sortino ratioReturn per unit of downside risk | 0.62 | 0.98 | -0.36 |
Omega ratioGain probability vs. loss probability | 1.08 | 1.13 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 0.76 | 0.95 | -0.19 |
Martin ratioReturn relative to average drawdown | 2.07 | 2.85 | -0.78 |
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 | HEAE.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.37 | 0.62 | -0.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.38 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.76 | 0.20 | +0.56 |
Correlation
The correlation between HLTW.L and HEAE.L is 0.65, 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.
Dividends
HLTW.L vs. HEAE.L - Dividend Comparison
Neither HLTW.L nor HEAE.L has paid dividends to shareholders.
Drawdowns
HLTW.L vs. HEAE.L - Drawdown Comparison
The maximum HLTW.L drawdown since its inception was -26.58%, smaller than the maximum HEAE.L drawdown of -28.11%. Use the drawdown chart below to compare losses from any high point for HLTW.L and HEAE.L.
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Drawdown Indicators
| HLTW.L | HEAE.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.58% | -24.51% | -2.07% |
Max Drawdown (1Y)Largest decline over 1 year | -9.73% | -13.73% | +4.00% |
Max Drawdown (5Y)Largest decline over 5 years | -19.19% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -26.58% | — | — |
Current DrawdownCurrent decline from peak | -6.33% | -8.48% | +2.15% |
Average DrawdownAverage peak-to-trough decline | -5.17% | -7.56% | +2.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.55% | 4.39% | -0.84% |
Volatility
HLTW.L vs. HEAE.L - Volatility Comparison
The current volatility for Lyxor UCITS MSCI World Health Care TR C-USD (HLTW.L) is 4.82%, while SPDR MSCI Europe Health Care UCITS ETF (HEAE.L) has a volatility of 5.62%. This indicates that HLTW.L experiences smaller price fluctuations and is considered to be less risky than HEAE.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 | HEAE.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.82% | 5.62% | -0.80% |
Volatility (6M)Calculated over the trailing 6-month period | 9.27% | 11.73% | -2.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.47% | 21.13% | -4.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.94% | 18.72% | -4.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.77% | 18.72% | -3.95% |