PCGH.L vs. XDWH.L
Compare and contrast key facts about Polar Capital Global Healthcare Trust plc (PCGH.L) and Xtrackers MSCI World Health Care UCITS ETF 1C (XDWH.L).
XDWH.L is a passively managed fund by Xtrackers that tracks the performance of the MSCI World/Health Care NR USD. It was launched on Mar 4, 2016.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PCGH.L or XDWH.L.
Key characteristics
| PCGH.L | XDWH.L | |
|---|---|---|
| YTD Return | 16.53% | 8.05% |
| 1Y Return | 29.04% | 17.09% |
| 3Y Return (Ann) | 8.57% | 3.15% |
| 5Y Return (Ann) | 12.73% | 9.13% |
| Sharpe Ratio | 2.38 | 0.45 |
| Sortino Ratio | 3.65 | 0.95 |
| Omega Ratio | 1.44 | 1.28 |
| Calmar Ratio | 2.08 | 0.71 |
| Martin Ratio | 10.52 | 4.52 |
| Ulcer Index | 2.76% | 3.54% |
| Daily Std Dev | 12.17% | 35.73% |
| Max Drawdown | -33.84% | -26.24% |
| Current Drawdown | -4.26% | -7.80% |
Correlation
The correlation between PCGH.L and XDWH.L is 0.48, 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. XDWH.L - Performance Comparison
In the year-to-date period, PCGH.L achieves a 16.53% return, which is significantly higher than XDWH.L's 8.05% 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. XDWH.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 Xtrackers MSCI World Health Care UCITS ETF 1C (XDWH.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. XDWH.L - Dividend Comparison
PCGH.L's dividend yield for the trailing twelve months is around 0.63%, while XDWH.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 | 0.63% | 0.64% | 0.60% | 0.65% | 0.86% | 0.84% | 0.50% | 0.01% | 0.02% | 0.02% | 0.02% | 2.40% |
XDWH.L Xtrackers MSCI World Health Care UCITS ETF 1C | 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. XDWH.L - Drawdown Comparison
The maximum PCGH.L drawdown since its inception was -33.84%, which is greater than XDWH.L's maximum drawdown of -26.24%. Use the drawdown chart below to compare losses from any high point for PCGH.L and XDWH.L. For additional features, visit the drawdowns tool.
Volatility
PCGH.L vs. XDWH.L - Volatility Comparison
Polar Capital Global Healthcare Trust plc (PCGH.L) has a higher volatility of 3.90% compared to Xtrackers MSCI World Health Care UCITS ETF 1C (XDWH.L) at 2.27%. This indicates that PCGH.L's price experiences larger fluctuations and is considered to be riskier than XDWH.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.