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HLTW.L vs. HEAL.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HLTW.L vs. HEAL.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lyxor UCITS MSCI World Health Care TR C-USD (HLTW.L) and iShares Healthcare Innovation UCITS ETF USD (Acc) (HEAL.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HLTW.L achieves a -3.12% return, which is significantly lower than HEAL.L's 0.64% 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%

HEAL.L

1D
3.48%
1M
3.54%
YTD
0.64%
6M
-0.03%
1Y
20.01%
3Y*
6.08%
5Y*
-1.96%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HLTW.L vs. HEAL.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
HEAL.L
iShares Healthcare Innovation UCITS ETF USD (Acc)
0.64%18.42%0.96%3.11%-24.00%-6.52%54.05%12.43%-3.45%35.92%

Correlation

The correlation between HLTW.L and HEAL.L is 0.79, 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

0.79

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

0.75

Correlation (5Y)
Calculated over the trailing 5-year period

0.75

Correlation (All Time)
Calculated using the full available price history since Sep 13, 2016

0.75

The correlation between HLTW.L and HEAL.L has been stable across timeframes, ranging from 0.75 to 0.79 - a consistent structural relationship.

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Return for Risk

HLTW.L vs. HEAL.L — Risk / Return Rank

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

HLTW.L
HLTW.L Risk / Return Rank: 2424
Overall Rank
HLTW.L Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
HLTW.L Sortino Ratio Rank: 2525
Sortino Ratio Rank
HLTW.L Omega Ratio Rank: 2222
Omega Ratio Rank
HLTW.L Calmar Ratio Rank: 2424
Calmar Ratio Rank
HLTW.L Martin Ratio Rank: 2323
Martin Ratio Rank

HEAL.L
HEAL.L Risk / Return Rank: 3232
Overall Rank
HEAL.L Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
HEAL.L Sortino Ratio Rank: 3434
Sortino Ratio Rank
HEAL.L Omega Ratio Rank: 3131
Omega Ratio Rank
HEAL.L Calmar Ratio Rank: 3333
Calmar Ratio Rank
HEAL.L Martin Ratio Rank: 2828
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.

HLTW.L vs. HEAL.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 iShares Healthcare Innovation UCITS ETF USD (Acc) (HEAL.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.LHEAL.LDifference
Sharpe ratioReturn per unit of total volatility

-0.37

Sortino ratioReturn per unit of downside risk

-0.50

Omega ratioGain probability vs. loss probability

1.15

1.20

-0.06

Calmar ratioReturn relative to maximum drawdown

1.14

1.61

-0.47

Martin ratioReturn relative to average drawdown

2.84

3.96

-1.12

HLTW.L vs. HEAL.L - Sharpe Ratio Comparison

The current HLTW.L Sharpe Ratio is 0.79, which is lower than the HEAL.L Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of HLTW.L and HEAL.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


HLTW.LHEAL.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.79

1.16

-0.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

-0.10

+0.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.75

0.33

+0.43

Drawdowns

HLTW.L vs. HEAL.L - Drawdown Comparison

The maximum HLTW.L drawdown since its inception was -26.58%, smaller than the maximum HEAL.L drawdown of -46.43%. Use the drawdown chart below to compare losses from any high point for HLTW.L and HEAL.L.


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Drawdown Indicators


HLTW.LHEAL.LDifference

Max Drawdown

Largest peak-to-trough decline

-26.58%

-46.43%

+19.85%

Max Drawdown (1Y)

Largest decline over 1 year

-10.12%

-12.59%

+2.47%

Max Drawdown (3Y)

Largest decline over 3 years

-19.19%

-21.46%

+2.27%

Max Drawdown (5Y)

Largest decline over 5 years

-19.19%

-43.70%

+24.51%

Max Drawdown (10Y)

Largest decline over 10 years

-26.58%

Current Drawdown

Current decline from peak

-5.90%

-20.00%

+14.10%

Average Drawdown

Average peak-to-trough decline

-5.20%

-18.60%

+13.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.06%

5.12%

-1.06%

Volatility

HLTW.L vs. HEAL.L - Volatility Comparison

The current volatility for Lyxor UCITS MSCI World Health Care TR C-USD (HLTW.L) is 4.82%, while iShares Healthcare Innovation UCITS ETF USD (Acc) (HEAL.L) has a volatility of 5.13%. This indicates that HLTW.L experiences smaller price fluctuations and is considered to be less risky than HEAL.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.LHEAL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.82%

5.13%

-0.31%

Volatility (6M)

Calculated over the trailing 6-month period

10.63%

13.28%

-2.65%

Volatility (1Y)

Calculated over the trailing 1-year period

14.52%

17.48%

-2.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.16%

19.87%

-5.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.85%

19.91%

-5.06%

HLTW.L vs. HEAL.L - Expense Ratio Comparison

HLTW.L has a 0.30% expense ratio, which is lower than HEAL.L's 0.40% expense ratio.


Dividends

HLTW.L vs. HEAL.L - Dividend Comparison

Neither HLTW.L nor HEAL.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


HLTW.L and HEAL.L have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, HLTW.L is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

HLTW.L is cheaper with a 0.30% expense ratio, compared with 0.40% for HEAL.L.

Both ETFs track MSCI World/Health Care NR USD. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.30% for HLTW.L and 0.40% for HEAL.L.

Portfolio Optimizer

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