WH2E.DE vs. 2B77.DE
Compare and contrast key facts about Invesco S&P World Health Care ESG UCITS ETF Acc (WH2E.DE) and iShares Ageing Population UCITS ETF (2B77.DE).
WH2E.DE and 2B77.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. WH2E.DE is a passively managed fund by Invesco that tracks the performance of the S&P Developed Ex-Korea LargeMidCap ESG Enhanced Health Care. It was launched on Apr 12, 2023. 2B77.DE is a passively managed fund by iShares that tracks the performance of the iSTOXX® FactSet Ageing Population. It was launched on Sep 8, 2016. Both WH2E.DE and 2B77.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
WH2E.DE vs. 2B77.DE - Performance Comparison
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WH2E.DE vs. 2B77.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
WH2E.DE Invesco S&P World Health Care ESG UCITS ETF Acc | -3.21% | 2.78% | 7.94% | 1.68% |
2B77.DE iShares Ageing Population UCITS ETF | -1.25% | 13.27% | 14.30% | 4.41% |
Returns By Period
In the year-to-date period, WH2E.DE achieves a -3.21% return, which is significantly lower than 2B77.DE's -1.25% return.
WH2E.DE
- 1D
- -0.07%
- 1M
- -4.35%
- YTD
- -3.21%
- 6M
- 4.08%
- 1Y
- -0.98%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
2B77.DE
- 1D
- -0.33%
- 1M
- -1.08%
- YTD
- -1.25%
- 6M
- 4.31%
- 1Y
- 11.75%
- 3Y*
- 11.01%
- 5Y*
- 4.57%
- 10Y*
- —
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WH2E.DE vs. 2B77.DE - Expense Ratio Comparison
WH2E.DE has a 0.18% expense ratio, which is lower than 2B77.DE's 0.40% expense ratio.
Return for Risk
WH2E.DE vs. 2B77.DE — Risk / Return Rank
WH2E.DE
2B77.DE
WH2E.DE vs. 2B77.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P World Health Care ESG UCITS ETF Acc (WH2E.DE) and iShares Ageing Population UCITS ETF (2B77.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.
| WH2E.DE | 2B77.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.06 | 0.72 | -0.77 |
Sortino ratioReturn per unit of downside risk | 0.04 | 1.03 | -0.99 |
Omega ratioGain probability vs. loss probability | 1.01 | 1.15 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | 0.09 | 2.38 | -2.29 |
Martin ratioReturn relative to average drawdown | 0.18 | 8.26 | -8.08 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| WH2E.DE | 2B77.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.06 | 0.72 | -0.77 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.30 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.22 | 0.40 | -0.19 |
Correlation
The correlation between WH2E.DE and 2B77.DE is 0.54, 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
WH2E.DE vs. 2B77.DE - Dividend Comparison
Neither WH2E.DE nor 2B77.DE has paid dividends to shareholders.
Drawdowns
WH2E.DE vs. 2B77.DE - Drawdown Comparison
The maximum WH2E.DE drawdown since its inception was -22.19%, smaller than the maximum 2B77.DE drawdown of -38.47%. Use the drawdown chart below to compare losses from any high point for WH2E.DE and 2B77.DE.
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Drawdown Indicators
| WH2E.DE | 2B77.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.19% | -38.47% | +16.28% |
Max Drawdown (1Y)Largest decline over 1 year | -12.44% | -10.43% | -2.01% |
Max Drawdown (5Y)Largest decline over 5 years | — | -20.07% | — |
Current DrawdownCurrent decline from peak | -10.42% | -4.14% | -6.28% |
Average DrawdownAverage peak-to-trough decline | -6.60% | -5.54% | -1.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.65% | 1.96% | +2.69% |
Volatility
WH2E.DE vs. 2B77.DE - Volatility Comparison
The current volatility for Invesco S&P World Health Care ESG UCITS ETF Acc (WH2E.DE) is 4.14%, while iShares Ageing Population UCITS ETF (2B77.DE) has a volatility of 5.55%. This indicates that WH2E.DE experiences smaller price fluctuations and is considered to be less risky than 2B77.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WH2E.DE | 2B77.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.14% | 5.55% | -1.41% |
Volatility (6M)Calculated over the trailing 6-month period | 9.11% | 8.76% | +0.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.43% | 16.37% | +1.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.68% | 15.09% | -1.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.68% | 16.58% | -2.90% |