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IHCU.L vs. WHEA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IHCU.L vs. WHEA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares S&P 500 Health Care Sector UCITS ETF USD (Acc) (IHCU.L) and State Street SPDR MSCI World Health Care UCITS ETF (WHEA.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IHCU.L is traded in GBp, while WHEA.L is traded in USD. To make them comparable, the WHEA.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, IHCU.L achieves a 3.10% return, which is significantly higher than WHEA.L's 0.55% return. Over the past 10 years, IHCU.L has outperformed WHEA.L with an annualized return of 9.36%, while WHEA.L has yielded a comparatively lower 7.87% annualized return.


IHCU.L

1D
0.45%
1M
4.09%
6M
1.95%
YTD
3.10%
1Y
20.87%
3Y*
7.15%
5Y*
6.27%
10Y*
9.36%

WHEA.L

1D
0.00%
1M
2.46%
6M
-1.37%
YTD
0.55%
1Y
16.04%
3Y*
5.64%
5Y*
4.69%
10Y*
7.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
IHCU.L
iShares S&P 500 Health Care Sector UCITS ETF USD (Acc)
3.10%6.77%3.96%-3.89%8.99%29.15%8.09%16.89%10.43%11.31%
WHEA.L
State Street SPDR MSCI World Health Care UCITS ETF
0.55%7.03%2.81%-1.63%5.68%21.55%9.62%18.49%7.50%9.87%

Correlation

The correlation between IHCU.L and WHEA.L is 0.91, 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

0.91

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

0.89

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

0.88

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

0.89

Correlation (All Time)
Calculated using the full available price history since Nov 20, 2015

0.88

The correlation between IHCU.L and WHEA.L has been stable across timeframes, ranging from 0.88 to 0.91 - a consistent structural relationship.

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Return for Risk

IHCU.L vs. WHEA.L — Risk / Return Rank

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

IHCU.L
IHCU.L Risk / Return Rank: 4444
Overall Rank
IHCU.L Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
IHCU.L Sortino Ratio Rank: 5151
Sortino Ratio Rank
IHCU.L Omega Ratio Rank: 4343
Omega Ratio Rank
IHCU.L Calmar Ratio Rank: 4343
Calmar Ratio Rank
IHCU.L Martin Ratio Rank: 3636
Martin Ratio Rank

WHEA.L
WHEA.L Risk / Return Rank: 3737
Overall Rank
WHEA.L Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
WHEA.L Sortino Ratio Rank: 4141
Sortino Ratio Rank
WHEA.L Omega Ratio Rank: 3636
Omega Ratio Rank
WHEA.L Calmar Ratio Rank: 3838
Calmar Ratio Rank
WHEA.L Martin Ratio Rank: 3333
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.

IHCU.L vs. WHEA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Health Care Sector UCITS ETF USD (Acc) (IHCU.L) and State Street SPDR MSCI World Health Care UCITS ETF (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.


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

+0.35

Sortino ratioReturn per unit of downside risk

+0.51

Omega ratioGain probability vs. loss probability

1.23

1.18

+0.05

Calmar ratioReturn relative to maximum drawdown

1.79

1.46

+0.33

Martin ratioReturn relative to average drawdown

4.47

3.75

+0.72

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

The current IHCU.L Sharpe Ratio is 1.36, which is higher than the WHEA.L Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of IHCU.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.


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Drawdowns

IHCU.L vs. WHEA.L - Drawdown Comparison

The maximum IHCU.L drawdown since its inception was -38.44%, which is greater than WHEA.L's maximum drawdown of -19.01%. Use the drawdown chart below to compare losses from any high point for IHCU.L and WHEA.L.


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Drawdown Indicators


IHCU.LWHEA.LDifference

Max Drawdown

Largest peak-to-trough decline

-38.44%

-19.01%

-19.43%

Max Drawdown (1Y)

Largest decline over 1 year

-11.54%

-10.53%

-1.01%

Max Drawdown (3Y)

Largest decline over 3 years

-23.98%

-19.01%

-4.97%

Max Drawdown (5Y)

Largest decline over 5 years

-23.98%

-19.01%

-4.97%

Max Drawdown (10Y)

Largest decline over 10 years

-23.98%

-19.01%

-4.97%

Current Drawdown

Current decline from peak

-4.34%

-4.94%

+0.60%

Average Drawdown

Average peak-to-trough decline

-9.78%

-4.30%

-5.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.63%

4.12%

+0.51%

Volatility

IHCU.L vs. WHEA.L - Volatility Comparison

The current volatility for iShares S&P 500 Health Care Sector UCITS ETF USD (Acc) (IHCU.L) is 5.45%, while State Street SPDR MSCI World Health Care UCITS ETF (WHEA.L) has a volatility of 5.81%. This indicates that IHCU.L experiences smaller price fluctuations and is considered to be less risky than WHEA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IHCU.LWHEA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.45%

5.81%

-0.36%

Volatility (6M)

Calculated over the trailing 6-month period

11.14%

11.66%

-0.52%

Volatility (1Y)

Calculated over the trailing 1-year period

15.18%

15.27%

-0.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.31%

14.10%

+6.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.55%

15.16%

+3.39%

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

IHCU.L has a 0.15% expense ratio, which is lower than WHEA.L's 0.30% expense ratio.


Dividends

IHCU.L vs. WHEA.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.91, IHCU.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.

On fees, IHCU.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IHCU.L is cheaper with a 0.15% expense ratio, compared with 0.30% for WHEA.L.

IHCU.L tracks iShares S&P 500 Health Care Sector UCITS ETF USD (Acc), while WHEA.L tracks State Street SPDR MSCI World Health Care UCITS ETF. They also come from different issuers: iShares and State Street. Their fees differ too: 0.15% for IHCU.L and 0.30% for WHEA.L.

Portfolio Optimizer

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