PortfoliosLab logoPortfoliosLab logo
HLTW.L vs. WHEA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HLTW.L vs. WHEA.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 State Street SPDR MSCI World Health Care UCITS ETF USD (Acc) (WHEA.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, HLTW.L achieves a 2.77% return, which is significantly lower than WHEA.L's 3.00% return. Both investments have delivered pretty close results over the past 10 years, with HLTW.L having a 8.21% annualized return and WHEA.L not far ahead at 8.36%.


HLTW.L

1D
0.45%
1M
5.55%
6M
1.72%
YTD
2.77%
1Y
19.26%
3Y*
7.05%
5Y*
4.60%
10Y*
8.21%

WHEA.L

1D
0.50%
1M
5.67%
6M
1.81%
YTD
3.00%
1Y
19.31%
3Y*
7.18%
5Y*
4.75%
10Y*
8.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
HLTW.L
Lyxor UCITS MSCI World Health Care TR C-USD
2.77%15.73%0.39%3.08%-5.66%20.58%12.94%22.85%2.03%19.53%
WHEA.L
State Street SPDR MSCI World Health Care UCITS ETF USD (Acc)
3.00%15.24%1.05%3.54%-5.55%20.41%12.93%23.18%1.48%20.27%

Correlation

The correlation between HLTW.L and WHEA.L is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.93

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

0.96

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

0.97

Correlation (10Y)
Calculated over the trailing 10-year period

0.96

Correlation (All Time)
Calculated using the full available price history since Aug 19, 2010

0.89

The correlation between HLTW.L and WHEA.L has been stable across timeframes, ranging from 0.89 to 0.97 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

HLTW.L vs. WHEA.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: 3737
Overall Rank
HLTW.L Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
HLTW.L Sortino Ratio Rank: 3434
Sortino Ratio Rank
HLTW.L Omega Ratio Rank: 9595
Omega Ratio Rank
HLTW.L Calmar Ratio Rank: 1515
Calmar Ratio Rank
HLTW.L Martin Ratio Rank: 3131
Martin Ratio Rank

WHEA.L
WHEA.L Risk / Return Rank: 4747
Overall Rank
WHEA.L Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
WHEA.L Sortino Ratio Rank: 5353
Sortino Ratio Rank
WHEA.L Omega Ratio Rank: 4646
Omega Ratio Rank
WHEA.L Calmar Ratio Rank: 4747
Calmar Ratio Rank
WHEA.L Martin Ratio Rank: 3838
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. WHEA.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 State Street SPDR MSCI World Health Care UCITS ETF USD (Acc) (WHEA.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


HLTW.LWHEA.LDifference
Sharpe ratioReturn per unit of total volatility

-1.12

Sortino ratioReturn per unit of downside risk

-0.51

Omega ratioGain probability vs. loss probability

1.57

1.23

+0.34

Calmar ratioReturn relative to maximum drawdown

0.35

1.86

-1.51

Martin ratioReturn relative to average drawdown

3.49

4.51

-1.03

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

The current HLTW.L Sharpe Ratio is 0.15, which is lower than the WHEA.L Sharpe Ratio of 1.27. The chart below compares the historical Sharpe Ratios of HLTW.L and WHEA.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.


Loading charts...

Drawdowns

HLTW.L vs. WHEA.L - Drawdown Comparison

The maximum HLTW.L drawdown since its inception was -54.56%, which is greater than WHEA.L's maximum drawdown of -26.20%. Use the drawdown chart below to compare losses from any high point for HLTW.L and WHEA.L.


Loading charts...

Drawdown Indicators


HLTW.LWHEA.LDifference

Max Drawdown

Largest peak-to-trough decline

-54.56%

-26.20%

-28.36%

Max Drawdown (1Y)

Largest decline over 1 year

-54.56%

-10.35%

-44.21%

Max Drawdown (3Y)

Largest decline over 3 years

-54.56%

-19.16%

-35.40%

Max Drawdown (5Y)

Largest decline over 5 years

-54.56%

-19.16%

-35.40%

Max Drawdown (10Y)

Largest decline over 10 years

-54.56%

-26.20%

-28.36%

Current Drawdown

Current decline from peak

-1.78%

-1.77%

-0.01%

Average Drawdown

Average peak-to-trough decline

-4.84%

-4.76%

-0.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.51%

4.27%

+1.24%

Volatility

HLTW.L vs. WHEA.L - Volatility Comparison

Lyxor UCITS MSCI World Health Care TR C-USD (HLTW.L) and State Street SPDR MSCI World Health Care UCITS ETF USD (Acc) (WHEA.L) have volatilities of 5.38% and 5.38%, 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.


Loading charts...

Volatility by Period


HLTW.LWHEA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.38%

5.38%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

11.66%

11.61%

+0.05%

Volatility (1Y)

Calculated over the trailing 1-year period

131.78%

15.17%

+116.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

60.42%

14.28%

+46.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.06%

14.74%

+29.32%

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

Both HLTW.L and WHEA.L have an expense ratio of 0.30%.


Dividends

HLTW.L vs. WHEA.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.93, HLTW.L and WHEA.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Both ETFs have the same 0.30% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

HLTW.L and WHEA.L have the same expense ratio: 0.30% per year.

HLTW.L tracks MSCI World/Health Care NR USD, while WHEA.L tracks MSCI World Health Care 35/20 Capped Index. They also come from different issuers: Amundi and State Street.

Portfolio Optimizer

Find the right allocation for HLTW.L and WHEA.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer