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WFSPX vs. XDWH.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WFSPX vs. XDWH.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares S&P 500 Index Fund (WFSPX) and Xtrackers MSCI World Health Care UCITS ETF 1C (XDWH.L). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WFSPX vs. XDWH.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

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

WFSPX
WFSPX Risk / Return Rank: 7272
Overall Rank
WFSPX Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
WFSPX Sortino Ratio Rank: 6767
Sortino Ratio Rank
WFSPX Omega Ratio Rank: 6868
Omega Ratio Rank
WFSPX Calmar Ratio Rank: 7373
Calmar Ratio Rank
WFSPX Martin Ratio Rank: 8383
Martin Ratio Rank

XDWH.L
XDWH.L Risk / Return Rank: 2323
Overall Rank
XDWH.L Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
XDWH.L Sortino Ratio Rank: 2323
Sortino Ratio Rank
XDWH.L Omega Ratio Rank: 2222
Omega Ratio Rank
XDWH.L Calmar Ratio Rank: 2424
Calmar Ratio Rank
XDWH.L Martin Ratio Rank: 2222
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.

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.


WFSPXXDWH.LDifference
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

WFSPX vs. XDWH.L - Sharpe Ratio Comparison

The current WFSPX Sharpe Ratio is 1.97, which is higher than the XDWH.L Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of WFSPX and XDWH.L, 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

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


WFSPXXDWH.LDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-2.79%

-4.75%

+1.96%

Average Drawdown

Average peak-to-trough decline

-12.76%

-4.80%

-7.96%

Ulcer Index

Depth 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


WFSPXXDWH.LDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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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