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SPYH.DE vs. LHTC.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPYH.DE vs. LHTC.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in State Street SPDR MSCI Europe Health Care UCITS ETF (SPYH.DE) and Lyxor STOXX Europe 600 Healthcare UCITS ETF Acc (LHTC.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SPYH.DE achieves a 3.28% return, which is significantly higher than LHTC.DE's 2.57% return. Both investments have delivered pretty close results over the past 10 years, with SPYH.DE having a 7.26% annualized return and LHTC.DE not far behind at 7.00%.


SPYH.DE

1D
1.55%
1M
4.04%
YTD
3.28%
6M
3.42%
1Y
16.39%
3Y*
5.66%
5Y*
5.89%
10Y*
7.26%

LHTC.DE

1D
1.38%
1M
3.86%
YTD
2.57%
6M
2.71%
1Y
14.83%
3Y*
5.16%
5Y*
5.12%
10Y*
7.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPYH.DE vs. LHTC.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPYH.DE
State Street SPDR MSCI Europe Health Care UCITS ETF
3.28%7.82%3.98%7.88%-4.55%25.71%-2.51%33.07%-1.21%2.94%
LHTC.DE
Lyxor STOXX Europe 600 Healthcare UCITS ETF Acc
2.57%7.11%3.92%7.59%-6.20%25.48%-1.95%32.41%-0.83%4.14%

Correlation

The correlation between SPYH.DE and LHTC.DE is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.99

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

0.99

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

0.99

Correlation (10Y)
Calculated over the trailing 10-year period

0.99

Correlation (All Time)
Calculated using the full available price history since Nov 30, 2010

0.97

The correlation between SPYH.DE and LHTC.DE has been stable across timeframes, ranging from 0.97 to 0.99 - a consistent structural relationship.

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Return for Risk

SPYH.DE vs. LHTC.DE — Risk / Return Rank

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

SPYH.DE
SPYH.DE Risk / Return Rank: 2828
Overall Rank
SPYH.DE Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
SPYH.DE Sortino Ratio Rank: 3030
Sortino Ratio Rank
SPYH.DE Omega Ratio Rank: 2727
Omega Ratio Rank
SPYH.DE Calmar Ratio Rank: 2929
Calmar Ratio Rank
SPYH.DE Martin Ratio Rank: 2424
Martin Ratio Rank

LHTC.DE
LHTC.DE Risk / Return Rank: 2525
Overall Rank
LHTC.DE Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
LHTC.DE Sortino Ratio Rank: 2626
Sortino Ratio Rank
LHTC.DE Omega Ratio Rank: 2525
Omega Ratio Rank
LHTC.DE Calmar Ratio Rank: 2626
Calmar Ratio Rank
LHTC.DE Martin Ratio Rank: 2323
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.

SPYH.DE vs. LHTC.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street SPDR MSCI Europe Health Care UCITS ETF (SPYH.DE) and Lyxor STOXX Europe 600 Healthcare UCITS ETF Acc (LHTC.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.

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.


SPYH.DELHTC.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.07

Sortino ratioReturn per unit of downside risk

+0.10

Omega ratioGain probability vs. loss probability

1.18

1.17

+0.01

Calmar ratioReturn relative to maximum drawdown

1.30

1.19

+0.11

Martin ratioReturn relative to average drawdown

2.95

2.73

+0.22

SPYH.DE vs. LHTC.DE - Sharpe Ratio Comparison

The current SPYH.DE Sharpe Ratio is 0.95, which is comparable to the LHTC.DE Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of SPYH.DE and LHTC.DE, 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

SPYH.DE vs. LHTC.DE - Drawdown Comparison

The maximum SPYH.DE drawdown since its inception was -26.62%, smaller than the maximum LHTC.DE drawdown of -33.02%. Use the drawdown chart below to compare losses from any high point for SPYH.DE and LHTC.DE.


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Drawdown Indicators


SPYH.DELHTC.DEDifference

Max Drawdown

Largest peak-to-trough decline

-26.62%

-33.02%

+6.40%

Max Drawdown (1Y)

Largest decline over 1 year

-12.58%

-12.43%

-0.15%

Max Drawdown (3Y)

Largest decline over 3 years

-26.62%

-26.48%

-0.14%

Max Drawdown (5Y)

Largest decline over 5 years

-26.62%

-26.48%

-0.14%

Max Drawdown (10Y)

Largest decline over 10 years

-26.62%

-26.48%

-0.14%

Current Drawdown

Current decline from peak

-5.94%

-6.95%

+1.01%

Average Drawdown

Average peak-to-trough decline

-7.67%

-8.32%

+0.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.54%

5.42%

+0.12%

Volatility

SPYH.DE vs. LHTC.DE - Volatility Comparison

State Street SPDR MSCI Europe Health Care UCITS ETF (SPYH.DE) and Lyxor STOXX Europe 600 Healthcare UCITS ETF Acc (LHTC.DE) have volatilities of 6.37% and 6.12%, 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.


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Volatility by Period


SPYH.DELHTC.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.37%

6.12%

+0.25%

Volatility (6M)

Calculated over the trailing 6-month period

12.59%

12.27%

+0.32%

Volatility (1Y)

Calculated over the trailing 1-year period

17.23%

16.80%

+0.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.82%

15.50%

+0.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.83%

15.55%

+0.28%

SPYH.DE vs. LHTC.DE - Expense Ratio Comparison

SPYH.DE has a 0.18% expense ratio, which is lower than LHTC.DE's 0.30% expense ratio.


Dividends

SPYH.DE vs. LHTC.DE - Dividend Comparison

Neither SPYH.DE nor LHTC.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.99, SPYH.DE and LHTC.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, SPYH.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPYH.DE is cheaper with a 0.18% expense ratio, compared with 0.30% for LHTC.DE.

SPYH.DE tracks MSCI Europe Health Care 35/20 Capped Index, while LHTC.DE tracks STOXX® Europe 600 Health Care. They also come from different issuers: State Street and Amundi. Their fees differ too: 0.18% for SPYH.DE and 0.30% for LHTC.DE.

Portfolio Optimizer

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