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WH2E.DE vs. GN0M.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WH2E.DE vs. GN0M.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 Global X Genomics & Biotechnology UCITS ETF (GN0M.DE). The values are adjusted to include any dividend payments, if applicable.

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WH2E.DE vs. GN0M.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%
GN0M.DE
Global X Genomics & Biotechnology UCITS ETF
-1.91%5.67%-12.40%-8.07%

Returns By Period

In the year-to-date period, WH2E.DE achieves a -3.21% return, which is significantly lower than GN0M.DE's -1.91% return.


WH2E.DE

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

GN0M.DE

1D
-0.80%
1M
-2.32%
YTD
-1.91%
6M
13.11%
1Y
31.83%
3Y*
-4.64%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WH2E.DE vs. GN0M.DE - Expense Ratio Comparison

WH2E.DE has a 0.18% expense ratio, which is lower than GN0M.DE's 0.50% expense ratio.


Return for Risk

WH2E.DE vs. GN0M.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

GN0M.DE
GN0M.DE Risk / Return Rank: 5757
Overall Rank
GN0M.DE Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
GN0M.DE Sortino Ratio Rank: 5656
Sortino Ratio Rank
GN0M.DE Omega Ratio Rank: 4747
Omega Ratio Rank
GN0M.DE Calmar Ratio Rank: 7171
Calmar Ratio Rank
GN0M.DE Martin Ratio Rank: 5555
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. GN0M.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 Global X Genomics & Biotechnology UCITS ETF (GN0M.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.DEGN0M.DEDifference

Sharpe ratio

Return per unit of total volatility

-0.06

1.03

-1.09

Sortino ratio

Return per unit of downside risk

0.04

1.55

-1.51

Omega ratio

Gain probability vs. loss probability

1.01

1.19

-0.19

Calmar ratio

Return relative to maximum drawdown

0.09

2.34

-2.25

Martin ratio

Return relative to average drawdown

0.18

6.84

-6.67

WH2E.DE vs. GN0M.DE - Sharpe Ratio Comparison

The current WH2E.DE Sharpe Ratio is -0.06, which is lower than the GN0M.DE Sharpe Ratio of 1.03. The chart below compares the historical Sharpe Ratios of WH2E.DE and GN0M.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.DEGN0M.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.06

1.03

-1.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

-0.44

+0.66

Correlation

The correlation between WH2E.DE and GN0M.DE is 0.42, 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. GN0M.DE - Dividend Comparison

Neither WH2E.DE nor GN0M.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

WH2E.DE vs. GN0M.DE - Drawdown Comparison

The maximum WH2E.DE drawdown since its inception was -22.19%, smaller than the maximum GN0M.DE drawdown of -67.19%. Use the drawdown chart below to compare losses from any high point for WH2E.DE and GN0M.DE.


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Drawdown Indicators


WH2E.DEGN0M.DEDifference

Max Drawdown

Largest peak-to-trough decline

-22.19%

-67.19%

+45.00%

Max Drawdown (1Y)

Largest decline over 1 year

-12.44%

-16.68%

+4.24%

Current Drawdown

Current decline from peak

-10.42%

-48.81%

+38.39%

Average Drawdown

Average peak-to-trough decline

-6.60%

-42.98%

+36.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.65%

5.70%

-1.05%

Volatility

WH2E.DE vs. GN0M.DE - Volatility Comparison

The current volatility for Invesco S&P World Health Care ESG UCITS ETF Acc (WH2E.DE) is 4.14%, while Global X Genomics & Biotechnology UCITS ETF (GN0M.DE) has a volatility of 9.00%. This indicates that WH2E.DE experiences smaller price fluctuations and is considered to be less risky than GN0M.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.DEGN0M.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.14%

9.00%

-4.86%

Volatility (6M)

Calculated over the trailing 6-month period

9.11%

21.02%

-11.91%

Volatility (1Y)

Calculated over the trailing 1-year period

17.43%

30.79%

-13.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.68%

31.56%

-17.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.68%

31.56%

-17.88%