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WH2E.DE vs. 6PSE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WH2E.DE vs. 6PSE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco S&P World Health Care ESG UCITS ETF Acc (WH2E.DE) and Invesco MSCI USA UCITS ETF Dist (6PSE.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, WH2E.DE achieves a -3.24% return, which is significantly lower than 6PSE.DE's 11.33% return.


WH2E.DE

1D
2.76%
1M
4.70%
YTD
-3.24%
6M
-2.41%
1Y
10.18%
3Y*
3.13%
5Y*
10Y*

6PSE.DE

1D
-0.18%
1M
5.37%
YTD
11.33%
6M
11.30%
1Y
25.21%
3Y*
19.18%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

WH2E.DE vs. 6PSE.DE - Yearly Performance Comparison


2026 (YTD)202520242023
WH2E.DE
Invesco S&P World Health Care ESG UCITS ETF Acc
-3.24%2.78%7.94%1.68%
6PSE.DE
Invesco MSCI USA UCITS ETF Dist
11.33%4.78%32.52%16.39%

Correlation

The correlation between WH2E.DE and 6PSE.DE is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.27

Correlation (3Y)
Calculated over the trailing 3-year period

0.44

Correlation (All Time)
Calculated using the full available price history since Apr 18, 2023

0.44

The correlation between WH2E.DE and 6PSE.DE shifts across timeframes, from 0.27 (1 year) to 0.44 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

WH2E.DE vs. 6PSE.DE — Risk / Return Rank

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

WH2E.DE
WH2E.DE Risk / Return Rank: 2121
Overall Rank
WH2E.DE Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
WH2E.DE Sortino Ratio Rank: 2222
Sortino Ratio Rank
WH2E.DE Omega Ratio Rank: 2020
Omega Ratio Rank
WH2E.DE Calmar Ratio Rank: 2020
Calmar Ratio Rank
WH2E.DE Martin Ratio Rank: 2020
Martin Ratio Rank

6PSE.DE
6PSE.DE Risk / Return Rank: 6767
Overall Rank
6PSE.DE Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
6PSE.DE Sortino Ratio Rank: 6464
Sortino Ratio Rank
6PSE.DE Omega Ratio Rank: 6868
Omega Ratio Rank
6PSE.DE Calmar Ratio Rank: 7070
Calmar Ratio Rank
6PSE.DE Martin Ratio Rank: 6666
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.

WH2E.DE vs. 6PSE.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 Invesco MSCI USA UCITS ETF Dist (6PSE.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.DE6PSE.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.47

Sortino ratioReturn per unit of downside risk

-1.80

Omega ratioGain probability vs. loss probability

1.13

1.40

-0.27

Calmar ratioReturn relative to maximum drawdown

0.83

3.44

-2.61

Martin ratioReturn relative to average drawdown

2.15

11.99

-9.84

WH2E.DE vs. 6PSE.DE - Sharpe Ratio Comparison

The current WH2E.DE Sharpe Ratio is 0.68, which is lower than the 6PSE.DE Sharpe Ratio of 2.15. The chart below compares the historical Sharpe Ratios of WH2E.DE and 6PSE.DE, 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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Sharpe Ratios by Period


WH2E.DE6PSE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.68

2.15

-1.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.93

-0.73

Drawdowns

WH2E.DE vs. 6PSE.DE - Drawdown Comparison

The maximum WH2E.DE drawdown since its inception was -22.19%, smaller than the maximum 6PSE.DE drawdown of -23.70%. Use the drawdown chart below to compare losses from any high point for WH2E.DE and 6PSE.DE.


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Drawdown Indicators


WH2E.DE6PSE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-22.19%

-23.70%

+1.51%

Max Drawdown (1Y)

Largest decline over 1 year

-12.23%

-7.31%

-4.92%

Max Drawdown (3Y)

Largest decline over 3 years

-22.19%

-23.70%

+1.51%

Current Drawdown

Current decline from peak

-10.45%

-0.41%

-10.04%

Average Drawdown

Average peak-to-trough decline

-6.94%

-4.83%

-2.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.73%

2.10%

+2.63%

Volatility

WH2E.DE vs. 6PSE.DE - Volatility Comparison

Invesco S&P World Health Care ESG UCITS ETF Acc (WH2E.DE) has a higher volatility of 5.21% compared to Invesco MSCI USA UCITS ETF Dist (6PSE.DE) at 2.73%. This indicates that WH2E.DE's price experiences larger fluctuations and is considered to be riskier than 6PSE.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.DE6PSE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.21%

2.73%

+2.48%

Volatility (6M)

Calculated over the trailing 6-month period

10.46%

7.68%

+2.78%

Volatility (1Y)

Calculated over the trailing 1-year period

14.86%

11.65%

+3.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.91%

15.41%

-1.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.91%

15.41%

-1.50%

WH2E.DE vs. 6PSE.DE - Expense Ratio Comparison

WH2E.DE has a 0.18% expense ratio, which is higher than 6PSE.DE's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

WH2E.DE vs. 6PSE.DE - Dividend Comparison

WH2E.DE has not paid dividends to shareholders, while 6PSE.DE's dividend yield for the trailing twelve months is around 1.05%.


PositionTTM2025202420232022
6PSE.DE
Invesco MSCI USA UCITS ETF Dist
1.05%1.16%1.26%1.51%1.69%
WH2E.DE
Invesco S&P World Health Care ESG UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


WH2E.DE and 6PSE.DE have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, 6PSE.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

6PSE.DE is cheaper with a 0.05% expense ratio, compared with 0.18% for WH2E.DE.

WH2E.DE is categorized as Health & Biotech Equities, while 6PSE.DE is Large Cap Blend Equities. WH2E.DE tracks S&P Developed Ex-Korea LargeMidCap ESG Enhanced Health Care, while 6PSE.DE tracks MSCI USA. Their fees differ too: 0.18% for WH2E.DE and 0.05% for 6PSE.DE.

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