WFSPX vs. XDWH.L
WFSPX (iShares S&P 500 Index Fund) and XDWH.L (Xtrackers MSCI World Health Care UCITS ETF 1C) are both funds - WFSPX is a S&P 500 fund tracking the S&P 500 Index, while XDWH.L is a Health & Biotech Equities fund tracking the MSCI World/Health Care NR USD. Both are passively managed. Over the past 10 years, WFSPX returned 15.32%/yr vs 8.41%/yr for XDWH.L. A 0.52 correlation means they provide meaningful diversification when combined. WFSPX charges 0.03%/yr vs 0.25%/yr for XDWH.L.
Performance
WFSPX vs. XDWH.L - Performance Comparison
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Returns By Period
In the year-to-date period, WFSPX achieves a 8.57% return, which is significantly higher than XDWH.L's -1.63% return. Over the past 10 years, WFSPX has outperformed XDWH.L with an annualized return of 15.32%, while XDWH.L has yielded a comparatively lower 8.41% annualized return.
WFSPX
- 1D
- 1.75%
- 1M
- -0.09%
- YTD
- 8.57%
- 6M
- 8.91%
- 1Y
- 25.13%
- 3Y*
- 21.02%
- 5Y*
- 13.30%
- 10Y*
- 15.32%
XDWH.L
- 1D
- 0.16%
- 1M
- 4.45%
- YTD
- -1.63%
- 6M
- -0.33%
- 1Y
- 10.61%
- 3Y*
- 5.82%
- 5Y*
- 4.30%
- 10Y*
- 8.41%
WFSPX vs. XDWH.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WFSPX iShares S&P 500 Index Fund | 8.57% | 17.83% | 24.94% | 26.25% | -18.14% | 28.63% | 18.43% | 31.45% | -4.83% | 21.27% |
XDWH.L Xtrackers MSCI World Health Care UCITS ETF 1C | -1.63% | 15.25% | 0.75% | 3.81% | -5.42% | 20.56% | 12.88% | 22.95% | 2.11% | 19.53% |
Correlation
The correlation between WFSPX and XDWH.L is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.33 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since Nov 22, 2010 | 0.52 |
Over the past year, the correlation between WFSPX and XDWH.L has dropped to 0.24 - well below their long-term average of 0.52, suggesting their price drivers have been diverging.
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Return for Risk
WFSPX vs. XDWH.L — Risk / Return Rank
WFSPX
XDWH.L
WFSPX vs. XDWH.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Index Fund (WFSPX) and Xtrackers MSCI World Health Care UCITS ETF 1C (XDWH.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.
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.
| WFSPX | XDWH.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.26 | ||
| Sortino ratioReturn per unit of downside risk | +1.50 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.13 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 2.73 | 0.99 | +1.74 |
| Martin ratioReturn relative to average drawdown | 12.42 | 2.48 | +9.93 |
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Drawdowns
WFSPX vs. XDWH.L - Drawdown Comparison
The maximum WFSPX drawdown since its inception was -58.21%, which is greater than XDWH.L's maximum drawdown of -26.24%. Use the drawdown chart below to compare losses from any high point for WFSPX and XDWH.L.
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Drawdown Indicators
| WFSPX | XDWH.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.21% | -26.24% | -31.97% |
Max Drawdown (1Y)Largest decline over 1 year | -8.90% | -10.39% | +1.49% |
Max Drawdown (3Y)Largest decline over 3 years | -18.74% | -19.27% | +0.53% |
Max Drawdown (5Y)Largest decline over 5 years | -24.51% | -19.27% | -5.24% |
Max Drawdown (10Y)Largest decline over 10 years | -33.74% | -26.24% | -7.50% |
Current DrawdownCurrent decline from peak | -2.79% | -4.75% | +1.96% |
Average DrawdownAverage peak-to-trough decline | -12.76% | -4.80% | -7.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.95% | 4.15% | -2.20% |
Volatility
WFSPX vs. XDWH.L - Volatility Comparison
iShares S&P 500 Index Fund (WFSPX) and Xtrackers MSCI World Health Care UCITS ETF 1C (XDWH.L) have volatilities of 4.43% and 4.64%, 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
| WFSPX | XDWH.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.43% | 4.64% | -0.21% |
Volatility (6M)Calculated over the trailing 6-month period | 9.70% | 10.77% | -1.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.36% | 14.59% | -2.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.95% | 14.16% | +2.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.05% | 14.97% | +3.08% |
WFSPX vs. XDWH.L - Expense Ratio Comparison
WFSPX has a 0.03% expense ratio, which is lower than XDWH.L's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
WFSPX vs. XDWH.L - Dividend Comparison
WFSPX's dividend yield for the trailing twelve months is around 1.61%, while XDWH.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WFSPX iShares S&P 500 Index Fund | 1.61% | 1.72% | 1.41% | 1.50% | 2.02% | 1.82% | 1.66% | 1.99% | 2.00% | 1.62% | 2.37% | 2.49% |
XDWH.L Xtrackers MSCI World Health Care UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
WFSPX and XDWH.L have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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