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WHCE.L vs. HEAW.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WHCE.L vs. HEAW.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 SPDR MSCI World Health Care UCITS ETF (HEAW.L). The values are adjusted to include any dividend payments, if applicable.

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WHCE.L vs. HEAW.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%
HEAW.L
SPDR MSCI World Health Care UCITS ETF
-5.39%15.56%0.81%1.23%
Different Trading Currencies

WHCE.L is traded in USD, while HEAW.L is traded in GBP. To make them comparable, the HEAW.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, WHCE.L achieves a -6.06% return, which is significantly lower than HEAW.L's -5.39% return.


WHCE.L

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

HEAW.L

1D
1.28%
1M
-8.12%
YTD
-5.39%
6M
6.46%
1Y
4.18%
3Y*
5.29%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

WHCE.L has a 0.18% expense ratio, which is lower than HEAW.L's 0.30% expense ratio.


Return for Risk

WHCE.L vs. HEAW.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

HEAW.L
HEAW.L Risk / Return Rank: 1414
Overall Rank
HEAW.L Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
HEAW.L Sortino Ratio Rank: 1414
Sortino Ratio Rank
HEAW.L Omega Ratio Rank: 1414
Omega Ratio Rank
HEAW.L Calmar Ratio Rank: 1515
Calmar Ratio Rank
HEAW.L Martin Ratio Rank: 1414
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. HEAW.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 SPDR MSCI World Health Care UCITS ETF (HEAW.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.LHEAW.LDifference

Sharpe ratio

Return per unit of total volatility

0.18

0.25

-0.07

Sortino ratio

Return per unit of downside risk

0.37

0.45

-0.08

Omega ratio

Gain probability vs. loss probability

1.05

1.06

-0.01

Calmar ratio

Return relative to maximum drawdown

0.26

0.43

-0.17

Martin ratio

Return relative to average drawdown

0.62

1.14

-0.51

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

The current WHCE.L Sharpe Ratio is 0.18, which is comparable to the HEAW.L Sharpe Ratio of 0.25. The chart below compares the historical Sharpe Ratios of WHCE.L and HEAW.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.


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Sharpe Ratios by Period


WHCE.LHEAW.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.18

0.25

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.19

+0.14

Correlation

The correlation between WHCE.L and HEAW.L is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

WHCE.L vs. HEAW.L - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

WHCE.L vs. HEAW.L - Drawdown Comparison

The maximum WHCE.L drawdown since its inception was -20.11%, which is greater than HEAW.L's maximum drawdown of -19.14%. Use the drawdown chart below to compare losses from any high point for WHCE.L and HEAW.L.


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Drawdown Indicators


WHCE.LHEAW.LDifference

Max Drawdown

Largest peak-to-trough decline

-20.11%

-18.85%

-1.26%

Max Drawdown (1Y)

Largest decline over 1 year

-11.39%

-11.19%

-0.20%

Current Drawdown

Current decline from peak

-9.02%

-7.03%

-1.99%

Average Drawdown

Average peak-to-trough decline

-5.95%

-5.49%

-0.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.29%

5.32%

-1.03%

Volatility

WHCE.L vs. HEAW.L - Volatility Comparison

Invesco S&P World Health Care ESG UCITS ETF Acc (WHCE.L) and SPDR MSCI World Health Care UCITS ETF (HEAW.L) have volatilities of 4.98% and 4.79%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WHCE.LHEAW.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.98%

4.79%

+0.19%

Volatility (6M)

Calculated over the trailing 6-month period

9.76%

9.17%

+0.59%

Volatility (1Y)

Calculated over the trailing 1-year period

17.45%

16.50%

+0.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.59%

14.09%

-0.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.59%

14.09%

-0.50%