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WH2E.DE vs. EHLT.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WH2E.DE vs. EHLT.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 Lyxor STOXX Europe 600 Healthcare UCITS ETF Dist (EHLT.DE). The values are adjusted to include any dividend payments, if applicable.

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WH2E.DE vs. EHLT.DE - Yearly Performance Comparison


2026 (YTD)202520242023
WH2E.DE
Invesco S&P World Health Care ESG UCITS ETF Acc
-3.21%2.78%7.94%1.68%
EHLT.DE
Lyxor STOXX Europe 600 Healthcare UCITS ETF Dist
-0.26%7.09%4.20%-3.66%

Returns By Period

In the year-to-date period, WH2E.DE achieves a -3.21% return, which is significantly lower than EHLT.DE's -0.26% return.


WH2E.DE

1D
-0.07%
1M
-4.35%
YTD
-3.21%
6M
4.08%
1Y
-0.98%
3Y*
5Y*
10Y*

EHLT.DE

1D
0.30%
1M
-2.25%
YTD
-0.26%
6M
4.75%
1Y
6.90%
3Y*
4.19%
5Y*
6.33%
10Y*
6.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WH2E.DE vs. EHLT.DE - Expense Ratio Comparison

WH2E.DE has a 0.18% expense ratio, which is lower than EHLT.DE's 0.30% expense ratio.


Return for Risk

WH2E.DE vs. EHLT.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: 1111
Overall Rank
WH2E.DE Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
WH2E.DE Sortino Ratio Rank: 1010
Sortino Ratio Rank
WH2E.DE Omega Ratio Rank: 1010
Omega Ratio Rank
WH2E.DE Calmar Ratio Rank: 1212
Calmar Ratio Rank
WH2E.DE Martin Ratio Rank: 1111
Martin Ratio Rank

EHLT.DE
EHLT.DE Risk / Return Rank: 1919
Overall Rank
EHLT.DE Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
EHLT.DE Sortino Ratio Rank: 2121
Sortino Ratio Rank
EHLT.DE Omega Ratio Rank: 2020
Omega Ratio Rank
EHLT.DE Calmar Ratio Rank: 1616
Calmar Ratio Rank
EHLT.DE Martin Ratio Rank: 1616
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. EHLT.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 Lyxor STOXX Europe 600 Healthcare UCITS ETF Dist (EHLT.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.DEEHLT.DEDifference

Sharpe ratio

Return per unit of total volatility

-0.06

0.36

-0.42

Sortino ratio

Return per unit of downside risk

0.04

0.62

-0.58

Omega ratio

Gain probability vs. loss probability

1.01

1.08

-0.08

Calmar ratio

Return relative to maximum drawdown

0.09

0.32

-0.24

Martin ratio

Return relative to average drawdown

0.18

0.89

-0.71

WH2E.DE vs. EHLT.DE - Sharpe Ratio Comparison

The current WH2E.DE Sharpe Ratio is -0.06, which is lower than the EHLT.DE Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of WH2E.DE and EHLT.DE, 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


WH2E.DEEHLT.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.06

0.36

-0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

0.57

-0.36

Correlation

The correlation between WH2E.DE and EHLT.DE is 0.67, 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. EHLT.DE - Dividend Comparison

WH2E.DE has not paid dividends to shareholders, while EHLT.DE's dividend yield for the trailing twelve months is around 1.30%.


TTM202520242023202220212020201920182017
WH2E.DE
Invesco S&P World Health Care ESG UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EHLT.DE
Lyxor STOXX Europe 600 Healthcare UCITS ETF Dist
1.30%1.30%1.78%0.00%2.28%1.89%2.32%1.88%2.32%0.49%

Drawdowns

WH2E.DE vs. EHLT.DE - Drawdown Comparison

The maximum WH2E.DE drawdown since its inception was -22.19%, smaller than the maximum EHLT.DE drawdown of -26.14%. Use the drawdown chart below to compare losses from any high point for WH2E.DE and EHLT.DE.


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Drawdown Indicators


WH2E.DEEHLT.DEDifference

Max Drawdown

Largest peak-to-trough decline

-22.19%

-26.14%

+3.95%

Max Drawdown (1Y)

Largest decline over 1 year

-12.44%

-12.46%

+0.02%

Max Drawdown (5Y)

Largest decline over 5 years

-26.14%

Max Drawdown (10Y)

Largest decline over 10 years

-26.14%

Current Drawdown

Current decline from peak

-10.42%

-9.55%

-0.87%

Average Drawdown

Average peak-to-trough decline

-6.60%

-6.86%

+0.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.65%

4.63%

+0.02%

Volatility

WH2E.DE vs. EHLT.DE - Volatility Comparison

The current volatility for Invesco S&P World Health Care ESG UCITS ETF Acc (WH2E.DE) is 4.14%, while Lyxor STOXX Europe 600 Healthcare UCITS ETF Dist (EHLT.DE) has a volatility of 4.99%. This indicates that WH2E.DE experiences smaller price fluctuations and is considered to be less risky than EHLT.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.DEEHLT.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.14%

4.99%

-0.85%

Volatility (6M)

Calculated over the trailing 6-month period

9.11%

9.94%

-0.83%

Volatility (1Y)

Calculated over the trailing 1-year period

17.43%

19.37%

-1.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.68%

16.30%

-2.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.68%

16.14%

-2.46%