PCGH.L vs. GXLV.L
Compare and contrast key facts about Polar Capital Global Healthcare Trust plc (PCGH.L) and SPDR S&P US Health Care Select Sector UCITS ETF (GXLV.L).
GXLV.L is a passively managed fund by State Street that tracks the performance of the MSCI World/Health Care NR USD. It was launched on Jul 7, 2015.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PCGH.L or GXLV.L.
Key characteristics
| PCGH.L | GXLV.L | |
|---|---|---|
| YTD Return | 17.44% | 9.96% |
| 1Y Return | 30.93% | 15.46% |
| Sharpe Ratio | 2.47 | 1.39 |
| Sortino Ratio | 3.78 | 2.09 |
| Omega Ratio | 1.46 | 1.24 |
| Calmar Ratio | 2.16 | 1.30 |
| Martin Ratio | 10.94 | 6.17 |
| Ulcer Index | 2.75% | 2.36% |
| Daily Std Dev | 12.16% | 10.53% |
| Max Drawdown | -33.84% | -14.34% |
| Current Drawdown | -3.51% | -2.77% |
Correlation
The correlation between PCGH.L and GXLV.L is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
PCGH.L vs. GXLV.L - Performance Comparison
In the year-to-date period, PCGH.L achieves a 17.44% return, which is significantly higher than GXLV.L's 9.96% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
PCGH.L vs. GXLV.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Polar Capital Global Healthcare Trust plc (PCGH.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.
Dividends
PCGH.L vs. GXLV.L - Dividend Comparison
PCGH.L's dividend yield for the trailing twelve months is around 0.62%, while GXLV.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PCGH.L Polar Capital Global Healthcare Trust plc | 0.62% | 0.64% | 0.60% | 0.65% | 0.86% | 0.84% | 0.50% | 0.01% | 0.02% | 0.02% | 0.02% | 2.40% |
GXLV.L SPDR S&P US Health Care Select Sector UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
PCGH.L vs. GXLV.L - Drawdown Comparison
The maximum PCGH.L drawdown since its inception was -33.84%, which is greater than GXLV.L's maximum drawdown of -14.34%. Use the drawdown chart below to compare losses from any high point for PCGH.L and GXLV.L. For additional features, visit the drawdowns tool.
Volatility
PCGH.L vs. GXLV.L - Volatility Comparison
Polar Capital Global Healthcare Trust plc (PCGH.L) has a higher volatility of 3.48% compared to SPDR S&P US Health Care Select Sector UCITS ETF (GXLV.L) at 2.79%. This indicates that PCGH.L's price experiences larger fluctuations and is considered to be riskier than GXLV.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.