HLTW.L vs. MEUD.L
HLTW.L (Lyxor UCITS MSCI World Health Care TR C-USD) and MEUD.L (Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc) are both exchange-traded funds - HLTW.L is a Health & Biotech Equities fund tracking the MSCI World/Health Care NR USD, while MEUD.L is a Europe Equities fund tracking the MSCI Europe NR EUR. Both are passively managed. Over the past 10 years, HLTW.L returned 7.69%/yr vs 9.48%/yr for MEUD.L. A 0.65 correlation means they provide meaningful diversification when combined. HLTW.L charges 0.30%/yr vs 0.15%/yr for MEUD.L.
Performance
HLTW.L vs. MEUD.L - Performance Comparison
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Different Trading Currencies
HLTW.L is traded in USD, while MEUD.L is traded in GBp. To make them comparable, the MEUD.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 -3.12% return, which is significantly lower than MEUD.L's 6.32% return. Over the past 10 years, HLTW.L has underperformed MEUD.L with an annualized return of 7.69%, while MEUD.L has yielded a comparatively higher 9.48% 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%
MEUD.L
- 1D
- 0.63%
- 1M
- 2.38%
- YTD
- 6.32%
- 6M
- 9.73%
- 1Y
- 18.40%
- 3Y*
- 16.99%
- 5Y*
- 8.73%
- 10Y*
- 9.48%
HLTW.L vs. MEUD.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% |
MEUD.L Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc | 6.33% | 36.05% | 1.93% | 19.47% | -15.19% | 16.00% | 7.03% | 25.23% | -14.71% | 26.41% |
Correlation
The correlation between HLTW.L and MEUD.L is 0.51, 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 | 0.51 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.54 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.61 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.64 |
Correlation (All Time) Calculated using the full available price history since Sep 17, 2013 | 0.65 |
The correlation between HLTW.L and MEUD.L shifts across timeframes, from 0.51 (1 year) to 0.65 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
HLTW.L vs. MEUD.L — Risk / Return Rank
HLTW.L
MEUD.L
HLTW.L vs. MEUD.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 Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc (MEUD.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 | MEUD.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.47 | ||
| Sortino ratioReturn per unit of downside risk | -0.55 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.23 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 1.14 | 1.59 | -0.45 |
| Martin ratioReturn relative to average drawdown | 2.84 | 5.66 | -2.82 |
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 | MEUD.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.79 | 1.26 | -0.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.30 | 0.50 | -0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.53 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.75 | 0.43 | +0.32 |
Drawdowns
HLTW.L vs. MEUD.L - Drawdown Comparison
The maximum HLTW.L drawdown since its inception was -26.58%, smaller than the maximum MEUD.L drawdown of -36.06%. Use the drawdown chart below to compare losses from any high point for HLTW.L and MEUD.L.
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Drawdown Indicators
| HLTW.L | MEUD.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.58% | -36.06% | +9.48% |
Max Drawdown (1Y)Largest decline over 1 year | -10.12% | -11.53% | +1.41% |
Max Drawdown (3Y)Largest decline over 3 years | -19.19% | -14.53% | -4.66% |
Max Drawdown (5Y)Largest decline over 5 years | -19.19% | -32.40% | +13.21% |
Max Drawdown (10Y)Largest decline over 10 years | -26.58% | -36.06% | +9.48% |
Current DrawdownCurrent decline from peak | -5.90% | -1.75% | -4.15% |
Average DrawdownAverage peak-to-trough decline | -5.20% | -7.67% | +2.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.06% | 3.24% | +0.82% |
Volatility
HLTW.L vs. MEUD.L - Volatility Comparison
Lyxor UCITS MSCI World Health Care TR C-USD (HLTW.L) and Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc (MEUD.L) have volatilities of 4.82% and 4.95%, 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
| HLTW.L | MEUD.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.82% | 4.95% | -0.13% |
Volatility (6M)Calculated over the trailing 6-month period | 10.63% | 11.96% | -1.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.52% | 14.53% | -0.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.16% | 17.51% | -3.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.85% | 17.71% | -2.86% |
HLTW.L vs. MEUD.L - Expense Ratio Comparison
HLTW.L has a 0.30% expense ratio, which is higher than MEUD.L's 0.15% expense ratio.
Dividends
HLTW.L vs. MEUD.L - Dividend Comparison
Neither HLTW.L nor MEUD.L has paid dividends to shareholders.
Frequently Asked Questions
HLTW.L and MEUD.L have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, MEUD.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
MEUD.L is cheaper with a 0.15% expense ratio, compared with 0.30% for HLTW.L.
HLTW.L is categorized as Health & Biotech Equities, while MEUD.L is Europe Equities. HLTW.L tracks MSCI World/Health Care NR USD, while MEUD.L tracks MSCI Europe NR EUR. Their fees differ too: 0.30% for HLTW.L and 0.15% for MEUD.L.
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