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IMID.L vs. GXLV.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IMID.L vs. GXLV.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR MSCI ACWI IMI UCITS ETF (IMID.L) and SPDR S&P US Health Care Select Sector UCITS ETF (GXLV.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IMID.L is traded in USD, while GXLV.L is traded in GBP. To make them comparable, the GXLV.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, IMID.L achieves a -95.51% return, which is significantly lower than GXLV.L's 5.27% return. Over the past 10 years, IMID.L has underperformed GXLV.L with an annualized return of -18.50%, while GXLV.L has yielded a comparatively higher 6.98% annualized return.


IMID.L

1D
0.38%
1M
1.62%
6M
-95.56%
YTD
-95.51%
1Y
-95.00%
3Y*
-58.96%
5Y*
-41.77%
10Y*
-18.50%

GXLV.L

1D
0.00%
1M
6.06%
6M
6.31%
YTD
5.27%
1Y
22.18%
3Y*
9.44%
5Y*
-0.46%
10Y*
6.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IMID.L vs. GXLV.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IMID.L
SPDR MSCI ACWI IMI UCITS ETF
-95.51%22.16%16.31%21.65%-17.64%17.85%16.14%25.35%-9.83%22.56%
GXLV.L
SPDR S&P US Health Care Select Sector UCITS ETF
5.27%15.16%2.00%1.16%-27.54%24.44%16.42%25.10%0.01%32.96%

Correlation

The correlation between IMID.L and GXLV.L is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.19

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

0.31

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

0.42

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

0.42

Correlation (All Time)
Calculated using the full available price history since Jul 7, 2015

0.43

Over the past year, the correlation between IMID.L and GXLV.L has dropped to 0.19 - well below their long-term average of 0.43, suggesting their price drivers have been diverging.

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Return for Risk

IMID.L vs. GXLV.L — Risk / Return Rank

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

IMID.L
IMID.L Risk / Return Rank: 11
Overall Rank
IMID.L Sharpe Ratio Rank: 22
Sharpe Ratio Rank
IMID.L Sortino Ratio Rank: 44
Sortino Ratio Rank
IMID.L Omega Ratio Rank: 00
Omega Ratio Rank
IMID.L Calmar Ratio Rank: 00
Calmar Ratio Rank
IMID.L Martin Ratio Rank: 11
Martin Ratio Rank

GXLV.L
GXLV.L Risk / Return Rank: 5454
Overall Rank
GXLV.L Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
GXLV.L Sortino Ratio Rank: 6666
Sortino Ratio Rank
GXLV.L Omega Ratio Rank: 5353
Omega Ratio Rank
GXLV.L Calmar Ratio Rank: 5252
Calmar Ratio Rank
GXLV.L Martin Ratio Rank: 4040
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.

IMID.L vs. GXLV.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI ACWI IMI UCITS ETF (IMID.L) and SPDR S&P US Health Care Select Sector UCITS ETF (GXLV.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.


IMID.LGXLV.LDifference
Sharpe ratioReturn per unit of total volatility

-2.44

Sortino ratioReturn per unit of downside risk

-3.03

Omega ratioGain probability vs. loss probability

0.55

1.26

-0.70

Calmar ratioReturn relative to maximum drawdown

-0.99

2.13

-3.12

Martin ratioReturn relative to average drawdown

-1.49

5.18

-6.66

IMID.L vs. GXLV.L - Sharpe Ratio Comparison

The current IMID.L Sharpe Ratio is -0.98, which is lower than the GXLV.L Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of IMID.L and GXLV.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

IMID.L vs. GXLV.L - Drawdown Comparison

The maximum IMID.L drawdown since its inception was -96.27%, which is greater than GXLV.L's maximum drawdown of -37.17%. Use the drawdown chart below to compare losses from any high point for IMID.L and GXLV.L.


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Drawdown Indicators


IMID.LGXLV.LDifference

Max Drawdown

Largest peak-to-trough decline

-96.27%

-37.17%

-59.10%

Max Drawdown (1Y)

Largest decline over 1 year

-96.27%

-10.45%

-85.82%

Max Drawdown (3Y)

Largest decline over 3 years

-96.27%

-17.58%

-78.69%

Max Drawdown (5Y)

Largest decline over 5 years

-96.27%

-37.17%

-59.10%

Max Drawdown (10Y)

Largest decline over 10 years

-96.27%

-37.17%

-59.10%

Current Drawdown

Current decline from peak

-95.62%

-9.51%

-86.11%

Average Drawdown

Average peak-to-trough decline

-7.71%

-15.58%

+7.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

63.93%

4.30%

+59.63%

Volatility

IMID.L vs. GXLV.L - Volatility Comparison

The current volatility for SPDR MSCI ACWI IMI UCITS ETF (IMID.L) is 3.92%, while SPDR S&P US Health Care Select Sector UCITS ETF (GXLV.L) has a volatility of 4.96%. This indicates that IMID.L experiences smaller price fluctuations and is considered to be less risky than GXLV.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IMID.LGXLV.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.92%

4.96%

-1.04%

Volatility (6M)

Calculated over the trailing 6-month period

321.60%

11.34%

+310.26%

Volatility (1Y)

Calculated over the trailing 1-year period

96.96%

15.27%

+81.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

45.77%

18.31%

+27.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.13%

19.86%

+16.27%

IMID.L vs. GXLV.L - Expense Ratio Comparison

IMID.L has a 0.17% expense ratio, which is higher than GXLV.L's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

IMID.L vs. GXLV.L - Dividend Comparison

Neither IMID.L nor GXLV.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


IMID.L and GXLV.L have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

GXLV.L is cheaper with a 0.15% expense ratio, compared with 0.17% for IMID.L.

IMID.L is categorized as Global Equities, while GXLV.L is Health & Biotech Equities. IMID.L tracks MSCI ACWI Investable Market Index, while GXLV.L tracks MSCI World/Health Care NR USD. Their fees differ too: 0.17% for IMID.L and 0.15% for GXLV.L.

Portfolio Optimizer

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