SPY5.DE vs. WHCS.AS
SPY5.DE (SPDR S&P 500 UCITS ETF) and WHCS.AS (iShares MSCI World Health Care Sector UCITS ETF USD Inc) are both exchange-traded funds - SPY5.DE is a S&P 500 fund tracking the S&P 500 Index, while WHCS.AS is a Health & Biotech Equities fund tracking the MSCI World/Health Care NR USD. Both are passively managed. Over the past 5 years, SPY5.DE returned 14.76%/yr vs 4.69%/yr for WHCS.AS. A 0.62 correlation means they provide meaningful diversification when combined. SPY5.DE charges 0.03%/yr vs 1.00%/yr for WHCS.AS.
Performance
SPY5.DE vs. WHCS.AS - Performance Comparison
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Different Trading Currencies
SPY5.DE is traded in EUR, while WHCS.AS is traded in USD. To make them comparable, the WHCS.AS values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, SPY5.DE achieves a 11.39% return, which is significantly higher than WHCS.AS's -1.99% return.
SPY5.DE
- 1D
- -0.13%
- 1M
- 4.37%
- YTD
- 11.39%
- 6M
- 10.88%
- 1Y
- 25.57%
- 3Y*
- 18.89%
- 5Y*
- 14.76%
- 10Y*
- 15.13%
WHCS.AS
- 1D
- 2.75%
- 1M
- 3.72%
- YTD
- -1.99%
- 6M
- -1.33%
- 1Y
- 7.73%
- 3Y*
- 0.68%
- 5Y*
- 4.69%
- 10Y*
- —
SPY5.DE vs. WHCS.AS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
SPY5.DE SPDR S&P 500 UCITS ETF | 11.39% | 4.75% | 32.36% | 22.42% | -14.24% | 40.60% | 6.73% | 7.74% |
WHCS.AS iShares MSCI World Health Care Sector UCITS ETF USD Inc | -1.99% | 2.08% | 1.08% | 0.44% | 2.58% | 29.69% | 3.78% | 10.91% |
Correlation
The correlation between SPY5.DE and WHCS.AS is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.30 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.47 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.56 |
Correlation (All Time) Calculated using the full available price history since Oct 22, 2019 | 0.62 |
Over the past year, the correlation between SPY5.DE and WHCS.AS has dropped to 0.30 - well below their long-term average of 0.62, suggesting their price drivers have been diverging.
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Return for Risk
SPY5.DE vs. WHCS.AS — Risk / Return Rank
SPY5.DE
WHCS.AS
SPY5.DE vs. WHCS.AS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P 500 UCITS ETF (SPY5.DE) 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.
| SPY5.DE | WHCS.AS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.71 | ||
| Sortino ratioReturn per unit of downside risk | +2.17 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.10 | +0.31 |
| Calmar ratioReturn relative to maximum drawdown | 3.57 | 0.69 | +2.88 |
| Martin ratioReturn relative to average drawdown | 12.77 | 1.60 | +11.17 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SPY5.DE | WHCS.AS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.22 | 0.51 | +1.71 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.96 | 0.33 | +0.63 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.93 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.97 | 0.43 | +0.54 |
Drawdowns
SPY5.DE vs. WHCS.AS - Drawdown Comparison
The maximum SPY5.DE drawdown since its inception was -33.86%, which is greater than WHCS.AS's maximum drawdown of -25.69%. Use the drawdown chart below to compare losses from any high point for SPY5.DE and WHCS.AS.
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Drawdown Indicators
| SPY5.DE | WHCS.AS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.86% | -25.69% | -8.17% |
Max Drawdown (1Y)Largest decline over 1 year | -7.15% | -10.69% | +3.54% |
Max Drawdown (3Y)Largest decline over 3 years | -23.34% | -22.29% | -1.05% |
Max Drawdown (5Y)Largest decline over 5 years | -23.34% | -22.29% | -1.05% |
Max Drawdown (10Y)Largest decline over 10 years | -33.86% | — | — |
Current DrawdownCurrent decline from peak | -0.44% | -9.51% | +9.07% |
Average DrawdownAverage peak-to-trough decline | -3.95% | -5.76% | +1.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.00% | 4.63% | -2.63% |
Volatility
SPY5.DE vs. WHCS.AS - Volatility Comparison
The current volatility for SPDR S&P 500 UCITS ETF (SPY5.DE) is 2.66%, while iShares MSCI World Health Care Sector UCITS ETF USD Inc (WHCS.AS) has a volatility of 5.07%. This indicates that SPY5.DE 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
| SPY5.DE | WHCS.AS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.66% | 5.07% | -2.41% |
Volatility (6M)Calculated over the trailing 6-month period | 7.54% | 10.30% | -2.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.51% | 14.52% | -3.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.18% | 14.07% | +1.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.07% | 16.22% | -0.15% |
SPY5.DE vs. WHCS.AS - Expense Ratio Comparison
SPY5.DE has a 0.03% expense ratio, which is lower than WHCS.AS's 1.00% expense ratio.
Dividends
SPY5.DE vs. WHCS.AS - Dividend Comparison
SPY5.DE's dividend yield for the trailing twelve months is around 0.89%, less than WHCS.AS's 1.08% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPY5.DE SPDR S&P 500 UCITS ETF | 0.89% | 0.99% | 1.03% | 1.22% | 1.42% | 0.95% | 1.37% | 1.74% | 3.30% | 1.59% | 1.57% | 1.69% |
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% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SPY5.DE and WHCS.AS have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SPY5.DE is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SPY5.DE is cheaper with a 0.03% expense ratio, compared with 1.00% for WHCS.AS.
SPY5.DE is categorized as S&P 500, while WHCS.AS is Health & Biotech Equities. SPY5.DE tracks S&P 500 Index, while WHCS.AS tracks MSCI World/Health Care NR USD. They also come from different issuers: State Street and iShares. Their fees differ too: 0.03% for SPY5.DE and 1.00% for WHCS.AS.
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