PortfoliosLab logoPortfoliosLab logo
WHCE.L vs. EDOC.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WHCE.L vs. EDOC.L - 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 (WHCE.L) and Global X Telemedicine & Digital Health UCITS ETF Acc USD (EDOC.L). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

WHCE.L vs. EDOC.L - Yearly Performance Comparison


2026 (YTD)202520242023
WHCE.L
Invesco S&P World Health Care ESG UCITS ETF Acc
-6.06%15.94%1.55%2.96%
EDOC.L
Global X Telemedicine & Digital Health UCITS ETF Acc USD
-14.97%9.53%-3.40%-13.64%

Returns By Period

In the year-to-date period, WHCE.L achieves a -6.06% return, which is significantly higher than EDOC.L's -14.97% return.


WHCE.L

1D
1.17%
1M
-9.02%
YTD
-6.06%
6M
6.86%
1Y
3.20%
3Y*
5Y*
10Y*

EDOC.L

1D
-0.09%
1M
-11.30%
YTD
-14.97%
6M
-20.06%
1Y
-0.38%
3Y*
-7.59%
5Y*
-13.94%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


WHCE.L vs. EDOC.L - Expense Ratio Comparison

WHCE.L has a 0.18% expense ratio, which is lower than EDOC.L's 0.68% expense ratio.


Return for Risk

WHCE.L vs. EDOC.L — Risk / Return Rank

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

WHCE.L
WHCE.L Risk / Return Rank: 1616
Overall Rank
WHCE.L Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
WHCE.L Sortino Ratio Rank: 1515
Sortino Ratio Rank
WHCE.L Omega Ratio Rank: 1515
Omega Ratio Rank
WHCE.L Calmar Ratio Rank: 1717
Calmar Ratio Rank
WHCE.L Martin Ratio Rank: 1616
Martin Ratio Rank

EDOC.L
EDOC.L Risk / Return Rank: 1111
Overall Rank
EDOC.L Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
EDOC.L Sortino Ratio Rank: 1212
Sortino Ratio Rank
EDOC.L Omega Ratio Rank: 1111
Omega Ratio Rank
EDOC.L Calmar Ratio Rank: 1010
Calmar Ratio Rank
EDOC.L Martin Ratio Rank: 1010
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.

WHCE.L vs. EDOC.L - 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 (WHCE.L) and Global X Telemedicine & Digital Health UCITS ETF Acc USD (EDOC.L). 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.


WHCE.LEDOC.LDifference

Sharpe ratio

Return per unit of total volatility

0.18

-0.02

+0.20

Sortino ratio

Return per unit of downside risk

0.37

0.14

+0.23

Omega ratio

Gain probability vs. loss probability

1.05

1.02

+0.03

Calmar ratio

Return relative to maximum drawdown

0.26

-0.09

+0.34

Martin ratio

Return relative to average drawdown

0.62

-0.25

+0.87

WHCE.L vs. EDOC.L - Sharpe Ratio Comparison

The current WHCE.L Sharpe Ratio is 0.18, which is higher than the EDOC.L Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of WHCE.L and EDOC.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


WHCE.LEDOC.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.18

-0.02

+0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

-0.51

+0.84

Correlation

The correlation between WHCE.L and EDOC.L 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

WHCE.L vs. EDOC.L - Dividend Comparison

Neither WHCE.L nor EDOC.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

WHCE.L vs. EDOC.L - Drawdown Comparison

The maximum WHCE.L drawdown since its inception was -20.11%, smaller than the maximum EDOC.L drawdown of -64.69%. Use the drawdown chart below to compare losses from any high point for WHCE.L and EDOC.L.


Loading graphics...

Drawdown Indicators


WHCE.LEDOC.LDifference

Max Drawdown

Largest peak-to-trough decline

-20.11%

-64.69%

+44.58%

Max Drawdown (1Y)

Largest decline over 1 year

-11.39%

-23.06%

+11.67%

Max Drawdown (5Y)

Largest decline over 5 years

-60.23%

Current Drawdown

Current decline from peak

-9.02%

-59.48%

+50.46%

Average Drawdown

Average peak-to-trough decline

-5.95%

-44.77%

+38.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.29%

8.03%

-3.74%

Volatility

WHCE.L vs. EDOC.L - Volatility Comparison

The current volatility for Invesco S&P World Health Care ESG UCITS ETF Acc (WHCE.L) is 4.98%, while Global X Telemedicine & Digital Health UCITS ETF Acc USD (EDOC.L) has a volatility of 5.98%. This indicates that WHCE.L experiences smaller price fluctuations and is considered to be less risky than EDOC.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


WHCE.LEDOC.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.98%

5.98%

-1.00%

Volatility (6M)

Calculated over the trailing 6-month period

9.76%

14.69%

-4.93%

Volatility (1Y)

Calculated over the trailing 1-year period

17.45%

22.68%

-5.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.59%

27.49%

-13.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.59%

27.61%

-14.02%