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MVOL.L vs. WHCS.AS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MVOL.L vs. WHCS.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Edge MSCI World Minimum Volatility UCITS (MVOL.L) and iShares MSCI World Health Care Sector UCITS ETF USD Inc (WHCS.AS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MVOL.L achieves a 0.67% return, which is significantly higher than WHCS.AS's -3.10% return.


MVOL.L

1D
0.04%
1M
0.76%
YTD
0.67%
6M
1.44%
1Y
1.44%
3Y*
9.30%
5Y*
5.18%
10Y*
7.05%

WHCS.AS

1D
2.89%
1M
3.09%
YTD
-3.10%
6M
-1.69%
1Y
9.26%
3Y*
3.43%
5Y*
3.72%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MVOL.L vs. WHCS.AS - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
MVOL.L
iShares Edge MSCI World Minimum Volatility UCITS
0.67%11.02%11.08%7.28%-9.62%14.65%2.56%1.91%
WHCS.AS
iShares MSCI World Health Care Sector UCITS ETF USD Inc
-3.10%15.82%-5.39%3.78%-3.40%20.66%13.10%11.49%

Correlation

The correlation between MVOL.L and WHCS.AS is 0.62, 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

0.62

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

0.69

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

0.75

Correlation (All Time)
Calculated using the full available price history since Oct 22, 2019

0.76

The correlation between MVOL.L and WHCS.AS shifts across timeframes, from 0.62 (1 year) to 0.76 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

MVOL.L vs. WHCS.AS — Risk / Return Rank

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

MVOL.L
MVOL.L Risk / Return Rank: 1212
Overall Rank
MVOL.L Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
MVOL.L Sortino Ratio Rank: 1111
Sortino Ratio Rank
MVOL.L Omega Ratio Rank: 1111
Omega Ratio Rank
MVOL.L Calmar Ratio Rank: 1212
Calmar Ratio Rank
MVOL.L Martin Ratio Rank: 1212
Martin Ratio Rank

WHCS.AS
WHCS.AS Risk / Return Rank: 2020
Overall Rank
WHCS.AS Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
WHCS.AS Sortino Ratio Rank: 2121
Sortino Ratio Rank
WHCS.AS Omega Ratio Rank: 1919
Omega Ratio Rank
WHCS.AS Calmar Ratio Rank: 2020
Calmar Ratio Rank
WHCS.AS Martin Ratio Rank: 1919
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.

MVOL.L vs. WHCS.AS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI World Minimum Volatility UCITS (MVOL.L) and iShares MSCI World Health Care Sector UCITS ETF USD Inc (WHCS.AS). 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.


MVOL.LWHCS.ASDifference
Sharpe ratioReturn per unit of total volatility

-0.45

Sortino ratioReturn per unit of downside risk

-0.74

Omega ratioGain probability vs. loss probability

1.04

1.12

-0.08

Calmar ratioReturn relative to maximum drawdown

0.25

0.86

-0.62

Martin ratioReturn relative to average drawdown

0.61

2.06

-1.45

MVOL.L vs. WHCS.AS - Sharpe Ratio Comparison

The current MVOL.L Sharpe Ratio is 0.19, which is lower than the WHCS.AS Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of MVOL.L and WHCS.AS, 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


MVOL.LWHCS.ASDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.19

0.63

-0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.25

+0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

0.73

0.47

+0.26

Drawdowns

MVOL.L vs. WHCS.AS - Drawdown Comparison

The maximum MVOL.L drawdown since its inception was -28.82%, which is greater than WHCS.AS's maximum drawdown of -26.37%. Use the drawdown chart below to compare losses from any high point for MVOL.L and WHCS.AS.


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Drawdown Indicators


MVOL.LWHCS.ASDifference

Max Drawdown

Largest peak-to-trough decline

-28.82%

-26.37%

-2.45%

Max Drawdown (1Y)

Largest decline over 1 year

-5.78%

-10.59%

+4.81%

Max Drawdown (3Y)

Largest decline over 3 years

-8.14%

-19.71%

+11.57%

Max Drawdown (5Y)

Largest decline over 5 years

-18.52%

-19.71%

+1.19%

Max Drawdown (10Y)

Largest decline over 10 years

-28.82%

Current Drawdown

Current decline from peak

-3.86%

-5.71%

+1.85%

Average Drawdown

Average peak-to-trough decline

-3.34%

-5.57%

+2.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.36%

4.47%

-2.11%

Volatility

MVOL.L vs. WHCS.AS - Volatility Comparison

The current volatility for iShares Edge MSCI World Minimum Volatility UCITS (MVOL.L) is 2.01%, while iShares MSCI World Health Care Sector UCITS ETF USD Inc (WHCS.AS) has a volatility of 4.88%. This indicates that MVOL.L experiences smaller price fluctuations and is considered to be less risky than WHCS.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MVOL.LWHCS.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.01%

4.88%

-2.87%

Volatility (6M)

Calculated over the trailing 6-month period

5.58%

10.53%

-4.95%

Volatility (1Y)

Calculated over the trailing 1-year period

7.74%

14.50%

-6.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.64%

14.44%

-3.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.65%

16.38%

-4.73%

MVOL.L vs. WHCS.AS - Expense Ratio Comparison

MVOL.L has a 0.35% expense ratio, which is lower than WHCS.AS's 1.00% expense ratio.


Dividends

MVOL.L vs. WHCS.AS - Dividend Comparison

MVOL.L has not paid dividends to shareholders, while WHCS.AS's dividend yield for the trailing twelve months is around 1.08%.


PositionTTM2025202420232022202120202019
MVOL.L
iShares Edge MSCI World Minimum Volatility UCITS
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
WHCS.AS
iShares MSCI World Health Care Sector UCITS ETF USD Inc
1.08%1.05%1.04%1.15%1.08%1.08%1.20%0.10%

Frequently Asked Questions


MVOL.L and WHCS.AS have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, MVOL.L is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MVOL.L is cheaper with a 0.35% expense ratio, compared with 1.00% for WHCS.AS.

MVOL.L is categorized as Global Equities, while WHCS.AS is Health & Biotech Equities. MVOL.L tracks MSCI ACWI NR USD, while WHCS.AS tracks MSCI World/Health Care NR USD. Their fees differ too: 0.35% for MVOL.L and 1.00% for WHCS.AS.

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