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QDVG.DE vs. HEAL.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QDVG.DE vs. HEAL.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 (Acc) (QDVG.DE) and iShares Healthcare Innovation UCITS ETF USD (Acc) (HEAL.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

QDVG.DE is traded in EUR, while HEAL.L is traded in USD. To make them comparable, the HEAL.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, QDVG.DE achieves a 4.43% return, which is significantly lower than HEAL.L's 7.47% return.


QDVG.DE

1D
1.65%
1M
7.57%
YTD
4.43%
6M
4.92%
1Y
21.23%
3Y*
6.01%
5Y*
6.92%
10Y*
9.80%

HEAL.L

1D
1.56%
1M
9.20%
YTD
7.47%
6M
6.93%
1Y
28.26%
3Y*
6.60%
5Y*
-1.45%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

QDVG.DE vs. HEAL.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
QDVG.DE
iShares S&P 500 Health Care Sector UCITS ETF (Acc)
4.43%1.63%8.52%-1.74%3.27%37.79%1.62%24.91%8.84%7.33%
HEAL.L
iShares Healthcare Innovation UCITS ETF USD (Acc)
7.47%4.46%7.59%0.02%-19.29%0.47%41.35%15.02%0.96%19.31%

Correlation

The correlation between QDVG.DE and HEAL.L is 0.67, 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

0.67

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

0.60

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

0.59

Correlation (All Time)
Calculated using the full available price history since Sep 8, 2016

0.63

The correlation between QDVG.DE and HEAL.L has been stable across timeframes, ranging from 0.59 to 0.67 - a consistent structural relationship.

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Return for Risk

QDVG.DE vs. HEAL.L — Risk / Return Rank

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

QDVG.DE
QDVG.DE Risk / Return Rank: 4444
Overall Rank
QDVG.DE Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
QDVG.DE Sortino Ratio Rank: 4949
Sortino Ratio Rank
QDVG.DE Omega Ratio Rank: 4242
Omega Ratio Rank
QDVG.DE Calmar Ratio Rank: 4747
Calmar Ratio Rank
QDVG.DE Martin Ratio Rank: 3737
Martin Ratio Rank

HEAL.L
HEAL.L Risk / Return Rank: 4343
Overall Rank
HEAL.L Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
HEAL.L Sortino Ratio Rank: 4848
Sortino Ratio Rank
HEAL.L Omega Ratio Rank: 4141
Omega Ratio Rank
HEAL.L Calmar Ratio Rank: 4545
Calmar Ratio Rank
HEAL.L Martin Ratio Rank: 3434
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.

QDVG.DE vs. HEAL.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 (Acc) (QDVG.DE) and iShares Healthcare Innovation UCITS ETF USD (Acc) (HEAL.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.


QDVG.DEHEAL.LDifference
Sharpe ratioReturn per unit of total volatility

-0.21

Sortino ratioReturn per unit of downside risk

-0.21

Omega ratioGain probability vs. loss probability

1.24

1.28

-0.03

Calmar ratioReturn relative to maximum drawdown

2.06

2.35

-0.29

Martin ratioReturn relative to average drawdown

5.14

5.69

-0.55

QDVG.DE vs. HEAL.L - Sharpe Ratio Comparison

The current QDVG.DE Sharpe Ratio is 1.40, which is comparable to the HEAL.L Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of QDVG.DE and HEAL.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

QDVG.DE vs. HEAL.L - Drawdown Comparison

The maximum QDVG.DE drawdown since its inception was -26.79%, smaller than the maximum HEAL.L drawdown of -38.75%. Use the drawdown chart below to compare losses from any high point for QDVG.DE and HEAL.L.


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Drawdown Indicators


QDVG.DEHEAL.LDifference

Max Drawdown

Largest peak-to-trough decline

-26.79%

-38.75%

+11.96%

Max Drawdown (1Y)

Largest decline over 1 year

-10.26%

-11.97%

+1.71%

Max Drawdown (3Y)

Largest decline over 3 years

-22.68%

-25.23%

+2.55%

Max Drawdown (5Y)

Largest decline over 5 years

-22.68%

-37.01%

+14.33%

Max Drawdown (10Y)

Largest decline over 10 years

-26.79%

Current Drawdown

Current decline from peak

-2.21%

-11.75%

+9.54%

Average Drawdown

Average peak-to-trough decline

-6.35%

-14.38%

+8.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.12%

4.95%

-0.83%

Volatility

QDVG.DE vs. HEAL.L - Volatility Comparison

The current volatility for iShares S&P 500 Health Care Sector UCITS ETF (Acc) (QDVG.DE) is 5.33%, while iShares Healthcare Innovation UCITS ETF USD (Acc) (HEAL.L) has a volatility of 5.99%. This indicates that QDVG.DE experiences smaller price fluctuations and is considered to be less risky than HEAL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QDVG.DEHEAL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.33%

5.99%

-0.66%

Volatility (6M)

Calculated over the trailing 6-month period

10.60%

13.16%

-2.56%

Volatility (1Y)

Calculated over the trailing 1-year period

15.07%

17.49%

-2.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.55%

19.01%

-4.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.66%

19.66%

-3.00%

QDVG.DE vs. HEAL.L - Expense Ratio Comparison

QDVG.DE has a 0.15% expense ratio, which is lower than HEAL.L's 0.40% expense ratio.


Dividends

QDVG.DE vs. HEAL.L - Dividend Comparison

Neither QDVG.DE nor HEAL.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


QDVG.DE and HEAL.L have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

QDVG.DE is cheaper with a 0.15% expense ratio, compared with 0.40% for HEAL.L.

QDVG.DE tracks S&P 500 Capped 35/20 Health Care, while HEAL.L tracks MSCI World/Health Care NR USD. Their fees differ too: 0.15% for QDVG.DE and 0.40% for HEAL.L.

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