SPYH.DE vs. EXV4.DE
Compare and contrast key facts about SPDR MSCI Europe Health Care UCITS ETF (SPYH.DE) and iShares STOXX Europe 600 Health Care UCITS ETF (DE) (EXV4.DE).
SPYH.DE and EXV4.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SPYH.DE is a passively managed fund by State Street that tracks the performance of the MSCI Europe Health Care 20/35 Capped. It was launched on Dec 5, 2014. EXV4.DE is a passively managed fund by iShares that tracks the performance of the STOXX® Europe 600 Health Care. It was launched on Apr 25, 2001. Both SPYH.DE and EXV4.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SPYH.DE or EXV4.DE.
Key characteristics
| SPYH.DE | EXV4.DE | |
|---|---|---|
| YTD Return | 10.54% | 10.59% |
| 1Y Return | 15.65% | 15.83% |
| 3Y Return (Ann) | 5.04% | 4.21% |
| 5Y Return (Ann) | 7.76% | 7.20% |
| 10Y Return (Ann) | 6.99% | 7.18% |
| Sharpe Ratio | 1.26 | 1.31 |
| Sortino Ratio | 1.79 | 1.85 |
| Omega Ratio | 1.22 | 1.23 |
| Calmar Ratio | 1.30 | 1.33 |
| Martin Ratio | 4.64 | 4.82 |
| Ulcer Index | 3.34% | 3.22% |
| Daily Std Dev | 12.23% | 11.91% |
| Max Drawdown | -25.71% | -44.54% |
| Current Drawdown | -10.20% | -9.93% |
Correlation
The correlation between SPYH.DE and EXV4.DE is 0.98, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
SPYH.DE vs. EXV4.DE - Performance Comparison
The year-to-date returns for both investments are quite close, with SPYH.DE having a 10.54% return and EXV4.DE slightly higher at 10.59%. Both investments have delivered pretty close results over the past 10 years, with SPYH.DE having a 6.99% annualized return and EXV4.DE not far ahead at 7.18%. 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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SPYH.DE vs. EXV4.DE - Expense Ratio Comparison
SPYH.DE has a 0.18% expense ratio, which is lower than EXV4.DE's 0.46% expense ratio.
Risk-Adjusted Performance
SPYH.DE vs. EXV4.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI Europe Health Care UCITS ETF (SPYH.DE) and iShares STOXX Europe 600 Health Care UCITS ETF (DE) (EXV4.DE). 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
SPYH.DE vs. EXV4.DE - Dividend Comparison
SPYH.DE has not paid dividends to shareholders, while EXV4.DE's dividend yield for the trailing twelve months is around 1.36%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPYH.DE SPDR MSCI Europe Health Care 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% |
EXV4.DE iShares STOXX Europe 600 Health Care UCITS ETF (DE) | 1.36% | 1.60% | 1.59% | 1.47% | 1.24% | 1.79% | 1.85% | 2.64% | 2.90% | 2.60% | 2.36% | 2.39% |
Drawdowns
SPYH.DE vs. EXV4.DE - Drawdown Comparison
The maximum SPYH.DE drawdown since its inception was -25.71%, smaller than the maximum EXV4.DE drawdown of -44.54%. Use the drawdown chart below to compare losses from any high point for SPYH.DE and EXV4.DE. For additional features, visit the drawdowns tool.
Volatility
SPYH.DE vs. EXV4.DE - Volatility Comparison
SPDR MSCI Europe Health Care UCITS ETF (SPYH.DE) and iShares STOXX Europe 600 Health Care UCITS ETF (DE) (EXV4.DE) have volatilities of 3.28% and 3.37%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.