PortfoliosLab logoPortfoliosLab logo
WH2E.DE vs. EXV4.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WH2E.DE vs. EXV4.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 iShares STOXX Europe 600 Health Care UCITS ETF (DE) (EXV4.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, WH2E.DE achieves a -3.24% return, which is significantly lower than EXV4.DE's -2.60% return.


WH2E.DE

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

EXV4.DE

1D
2.82%
1M
1.35%
YTD
-2.60%
6M
-0.98%
1Y
4.83%
3Y*
2.32%
5Y*
4.98%
10Y*
5.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WH2E.DE vs. EXV4.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%
EXV4.DE
iShares STOXX Europe 600 Health Care UCITS ETF (DE)
-2.60%7.23%3.85%-1.69%

Correlation

The correlation between WH2E.DE and EXV4.DE is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.73

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

0.72

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

0.72

The correlation between WH2E.DE and EXV4.DE has been stable across timeframes, ranging from 0.72 to 0.73 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

WH2E.DE vs. EXV4.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

EXV4.DE
EXV4.DE Risk / Return Rank: 1313
Overall Rank
EXV4.DE Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
EXV4.DE Sortino Ratio Rank: 1414
Sortino Ratio Rank
EXV4.DE Omega Ratio Rank: 1313
Omega Ratio Rank
EXV4.DE Calmar Ratio Rank: 1414
Calmar Ratio Rank
EXV4.DE Martin Ratio Rank: 1313
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. EXV4.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 STOXX Europe 600 Health Care UCITS ETF (DE) (EXV4.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.DEEXV4.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.39

Sortino ratioReturn per unit of downside risk

+0.60

Omega ratioGain probability vs. loss probability

1.13

1.06

+0.06

Calmar ratioReturn relative to maximum drawdown

0.83

0.38

+0.45

Martin ratioReturn relative to average drawdown

2.15

0.84

+1.31

WH2E.DE vs. EXV4.DE - Sharpe Ratio Comparison

The current WH2E.DE Sharpe Ratio is 0.68, which is higher than the EXV4.DE Sharpe Ratio of 0.29. The chart below compares the historical Sharpe Ratios of WH2E.DE and EXV4.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.


Loading charts...

Sharpe Ratios by Period


WH2E.DEEXV4.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.68

0.29

+0.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.32

-0.12

Drawdowns

WH2E.DE vs. EXV4.DE - Drawdown Comparison

The maximum WH2E.DE drawdown since its inception was -22.19%, smaller than the maximum EXV4.DE drawdown of -44.54%. Use the drawdown chart below to compare losses from any high point for WH2E.DE and EXV4.DE.


Loading charts...

Drawdown Indicators


WH2E.DEEXV4.DEDifference

Max Drawdown

Largest peak-to-trough decline

-22.19%

-44.54%

+22.35%

Max Drawdown (1Y)

Largest decline over 1 year

-12.23%

-12.57%

+0.34%

Max Drawdown (3Y)

Largest decline over 3 years

-22.19%

-26.55%

+4.36%

Max Drawdown (5Y)

Largest decline over 5 years

-26.55%

Max Drawdown (10Y)

Largest decline over 10 years

-26.55%

Current Drawdown

Current decline from peak

-10.45%

-11.65%

+1.20%

Average Drawdown

Average peak-to-trough decline

-6.94%

-11.17%

+4.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.73%

5.72%

-0.99%

Volatility

WH2E.DE vs. EXV4.DE - Volatility Comparison

The current volatility for Invesco S&P World Health Care ESG UCITS ETF Acc (WH2E.DE) is 5.21%, while iShares STOXX Europe 600 Health Care UCITS ETF (DE) (EXV4.DE) has a volatility of 5.58%. This indicates that WH2E.DE experiences smaller price fluctuations and is considered to be less risky than EXV4.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


WH2E.DEEXV4.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.21%

5.58%

-0.37%

Volatility (6M)

Calculated over the trailing 6-month period

10.46%

11.86%

-1.40%

Volatility (1Y)

Calculated over the trailing 1-year period

14.86%

16.68%

-1.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.91%

15.55%

-1.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.91%

15.74%

-1.83%

WH2E.DE vs. EXV4.DE - Expense Ratio Comparison

WH2E.DE has a 0.18% expense ratio, which is lower than EXV4.DE's 0.46% expense ratio.


Dividends

WH2E.DE vs. EXV4.DE - Dividend Comparison

WH2E.DE has not paid dividends to shareholders, while EXV4.DE's dividend yield for the trailing twelve months is around 1.61%.


PositionTTM20252024202320222021202020192018201720162015
EXV4.DE
iShares STOXX Europe 600 Health Care UCITS ETF (DE)
1.61%1.58%1.45%1.60%1.59%1.47%1.24%1.79%1.85%2.64%2.90%2.60%
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%0.00%0.00%

Frequently Asked Questions


WH2E.DE and EXV4.DE have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, WH2E.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

WH2E.DE is cheaper with a 0.18% expense ratio, compared with 0.46% for EXV4.DE.

WH2E.DE tracks S&P Developed Ex-Korea LargeMidCap ESG Enhanced Health Care, while EXV4.DE tracks STOXX® Europe 600 Health Care. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.18% for WH2E.DE and 0.46% for EXV4.DE.

Portfolio Optimizer

Find the right allocation for WH2E.DE and EXV4.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer