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WBIO.L vs. XLVP.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WBIO.L vs. XLVP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in WisdomTree BioRevolution UCITS ETF USD Acc (WBIO.L) and Invesco US Health Care Sector UCITS ETF (XLVP.L). The values are adjusted to include any dividend payments, if applicable.

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WBIO.L vs. XLVP.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
WBIO.L
WisdomTree BioRevolution UCITS ETF USD Acc
6.20%13.58%-14.08%-5.86%-18.74%-1.39%
XLVP.L
Invesco US Health Care Sector UCITS ETF
-3.67%6.91%3.77%-3.87%8.97%3.23%

Returns By Period

In the year-to-date period, WBIO.L achieves a 6.20% return, which is significantly higher than XLVP.L's -3.67% return.


WBIO.L

1D
2.24%
1M
-1.78%
YTD
6.20%
6M
13.76%
1Y
40.66%
3Y*
0.37%
5Y*
10Y*

XLVP.L

1D
0.90%
1M
-5.88%
YTD
-3.67%
6M
6.09%
1Y
0.37%
3Y*
3.51%
5Y*
6.99%
10Y*
10.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WBIO.L vs. XLVP.L - Expense Ratio Comparison

WBIO.L has a 0.45% expense ratio, which is higher than XLVP.L's 0.14% expense ratio.


Return for Risk

WBIO.L vs. XLVP.L — Risk / Return Rank

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

WBIO.L
WBIO.L Risk / Return Rank: 7575
Overall Rank
WBIO.L Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
WBIO.L Sortino Ratio Rank: 7373
Sortino Ratio Rank
WBIO.L Omega Ratio Rank: 6262
Omega Ratio Rank
WBIO.L Calmar Ratio Rank: 9292
Calmar Ratio Rank
WBIO.L Martin Ratio Rank: 7373
Martin Ratio Rank

XLVP.L
XLVP.L Risk / Return Rank: 1212
Overall Rank
XLVP.L Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
XLVP.L Sortino Ratio Rank: 1111
Sortino Ratio Rank
XLVP.L Omega Ratio Rank: 1111
Omega Ratio Rank
XLVP.L Calmar Ratio Rank: 1414
Calmar Ratio Rank
XLVP.L Martin Ratio Rank: 1313
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.

WBIO.L vs. XLVP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree BioRevolution UCITS ETF USD Acc (WBIO.L) and Invesco US Health Care Sector UCITS ETF (XLVP.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.


WBIO.LXLVP.LDifference

Sharpe ratio

Return per unit of total volatility

1.39

0.02

+1.37

Sortino ratio

Return per unit of downside risk

1.95

0.15

+1.81

Omega ratio

Gain probability vs. loss probability

1.24

1.02

+0.22

Calmar ratio

Return relative to maximum drawdown

3.61

0.11

+3.49

Martin ratio

Return relative to average drawdown

8.49

0.22

+8.26

WBIO.L vs. XLVP.L - Sharpe Ratio Comparison

The current WBIO.L Sharpe Ratio is 1.39, which is higher than the XLVP.L Sharpe Ratio of 0.02. The chart below compares the historical Sharpe Ratios of WBIO.L and XLVP.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.


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Sharpe Ratios by Period


WBIO.LXLVP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.39

0.02

+1.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.23

0.71

-0.94

Correlation

The correlation between WBIO.L and XLVP.L is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

WBIO.L vs. XLVP.L - Dividend Comparison

Neither WBIO.L nor XLVP.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

WBIO.L vs. XLVP.L - Drawdown Comparison

The maximum WBIO.L drawdown since its inception was -51.13%, which is greater than XLVP.L's maximum drawdown of -19.67%. Use the drawdown chart below to compare losses from any high point for WBIO.L and XLVP.L.


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Drawdown Indicators


WBIO.LXLVP.LDifference

Max Drawdown

Largest peak-to-trough decline

-51.13%

-19.67%

-31.46%

Max Drawdown (1Y)

Largest decline over 1 year

-11.52%

-13.75%

+2.23%

Max Drawdown (5Y)

Largest decline over 5 years

-19.67%

Max Drawdown (10Y)

Largest decline over 10 years

-19.67%

Current Drawdown

Current decline from peak

-21.86%

-6.74%

-15.12%

Average Drawdown

Average peak-to-trough decline

-26.52%

-4.57%

-21.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.89%

6.44%

-1.55%

Volatility

WBIO.L vs. XLVP.L - Volatility Comparison

WisdomTree BioRevolution UCITS ETF USD Acc (WBIO.L) has a higher volatility of 7.91% compared to Invesco US Health Care Sector UCITS ETF (XLVP.L) at 4.24%. This indicates that WBIO.L's price experiences larger fluctuations and is considered to be riskier than XLVP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WBIO.LXLVP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.91%

4.24%

+3.67%

Volatility (6M)

Calculated over the trailing 6-month period

20.28%

9.70%

+10.58%

Volatility (1Y)

Calculated over the trailing 1-year period

29.02%

16.76%

+12.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.78%

14.10%

+9.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.78%

15.83%

+7.95%