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UKRE.L vs. HEAL.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


UKRE.LHEAL.L
YTD Return-3.58%6.07%
1Y Return4.64%25.82%
3Y Return (Ann)-6.76%-7.46%
5Y Return (Ann)-2.23%5.63%
Sharpe Ratio0.431.89
Sortino Ratio0.752.90
Omega Ratio1.081.33
Calmar Ratio0.200.65
Martin Ratio1.498.72
Ulcer Index3.57%3.29%
Daily Std Dev12.53%15.31%
Max Drawdown-31.82%-46.43%
Current Drawdown-22.19%-29.48%

Correlation

-0.50.00.51.00.4

The correlation between UKRE.L and HEAL.L is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

UKRE.L vs. HEAL.L - Performance Comparison

In the year-to-date period, UKRE.L achieves a -3.58% return, which is significantly lower than HEAL.L's 6.07% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%20.00%40.00%60.00%JuneJulyAugustSeptemberOctoberNovember
-0.49%
62.63%
UKRE.L
HEAL.L

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


UKRE.L vs. HEAL.L - Expense Ratio Comparison

Both UKRE.L and HEAL.L have an expense ratio of 0.40%.


UKRE.L
iShares MSCI Target UK Real Estate UCITS ETF
Expense ratio chart for UKRE.L: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%
Expense ratio chart for HEAL.L: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%

Risk-Adjusted Performance

UKRE.L vs. HEAL.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Target UK Real Estate UCITS ETF (UKRE.L) 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.


UKRE.L
Sharpe ratio
The chart of Sharpe ratio for UKRE.L, currently valued at 0.71, compared to the broader market-2.000.002.004.000.71
Sortino ratio
The chart of Sortino ratio for UKRE.L, currently valued at 1.23, compared to the broader market0.005.0010.001.23
Omega ratio
The chart of Omega ratio for UKRE.L, currently valued at 1.14, compared to the broader market1.001.502.002.503.001.14
Calmar ratio
The chart of Calmar ratio for UKRE.L, currently valued at 0.34, compared to the broader market0.005.0010.0015.000.34
Martin ratio
The chart of Martin ratio for UKRE.L, currently valued at 2.51, compared to the broader market0.0020.0040.0060.0080.00100.00120.002.51
HEAL.L
Sharpe ratio
The chart of Sharpe ratio for HEAL.L, currently valued at 1.89, compared to the broader market-2.000.002.004.001.89
Sortino ratio
The chart of Sortino ratio for HEAL.L, currently valued at 2.90, compared to the broader market0.005.0010.002.90
Omega ratio
The chart of Omega ratio for HEAL.L, currently valued at 1.33, compared to the broader market1.001.502.002.503.001.33
Calmar ratio
The chart of Calmar ratio for HEAL.L, currently valued at 0.65, compared to the broader market0.005.0010.0015.000.65
Martin ratio
The chart of Martin ratio for HEAL.L, currently valued at 8.72, compared to the broader market0.0020.0040.0060.0080.00100.00120.008.72

UKRE.L vs. HEAL.L - Sharpe Ratio Comparison

The current UKRE.L Sharpe Ratio is 0.43, which is lower than the HEAL.L Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of UKRE.L and HEAL.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
0.71
1.89
UKRE.L
HEAL.L

Dividends

UKRE.L vs. HEAL.L - Dividend Comparison

UKRE.L's dividend yield for the trailing twelve months is around 7.42%, while HEAL.L has not paid dividends to shareholders.


TTM202320222021202020192018201720162015
UKRE.L
iShares MSCI Target UK Real Estate UCITS ETF
7.42%5.22%1.90%0.86%1.45%2.09%2.60%2.32%1.76%0.86%
HEAL.L
iShares Healthcare Innovation UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

UKRE.L vs. HEAL.L - Drawdown Comparison

The maximum UKRE.L drawdown since its inception was -31.82%, smaller than the maximum HEAL.L drawdown of -46.43%. Use the drawdown chart below to compare losses from any high point for UKRE.L and HEAL.L. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%JuneJulyAugustSeptemberOctoberNovember
-25.70%
-29.48%
UKRE.L
HEAL.L

Volatility

UKRE.L vs. HEAL.L - Volatility Comparison

iShares MSCI Target UK Real Estate UCITS ETF (UKRE.L) has a higher volatility of 4.46% compared to iShares Healthcare Innovation UCITS ETF USD (Acc) (HEAL.L) at 3.24%. This indicates that UKRE.L's price experiences larger fluctuations and is considered to be riskier than HEAL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
4.46%
3.24%
UKRE.L
HEAL.L