WHCE.L vs. IUHC.L
Compare and contrast key facts about Invesco S&P World Health Care ESG UCITS ETF Acc (WHCE.L) and iShares S&P 500 Health Care Sector UCITS ETF USD (Acc) (IUHC.L).
WHCE.L and IUHC.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. WHCE.L is a passively managed fund by Invesco that tracks the performance of the S&P World ESG Enhanced Health Care Index. It was launched on Apr 12, 2023. IUHC.L is a passively managed fund by iShares that tracks the performance of the S&P 500 Capped 35/20 Health Care Index. It was launched on Jun 15, 2020. Both WHCE.L and IUHC.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
WHCE.L vs. IUHC.L - Performance Comparison
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WHCE.L vs. IUHC.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
WHCE.L Invesco S&P World Health Care ESG UCITS ETF Acc | -4.28% | 15.94% | 1.55% | 2.96% |
IUHC.L iShares S&P 500 Health Care Sector UCITS ETF USD (Acc) | -4.57% | 14.67% | 2.16% | 3.00% |
Returns By Period
In the year-to-date period, WHCE.L achieves a -4.28% return, which is significantly higher than IUHC.L's -4.57% return.
WHCE.L
- 1D
- 1.89%
- 1M
- -6.38%
- YTD
- -4.28%
- 6M
- 3.78%
- 1Y
- 4.62%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IUHC.L
- 1D
- 1.80%
- 1M
- -6.23%
- YTD
- -4.57%
- 6M
- 4.94%
- 1Y
- 3.52%
- 3Y*
- 6.16%
- 5Y*
- 6.23%
- 10Y*
- 9.58%
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WHCE.L vs. IUHC.L - Expense Ratio Comparison
WHCE.L has a 0.18% expense ratio, which is higher than IUHC.L's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
WHCE.L vs. IUHC.L — Risk / Return Rank
WHCE.L
IUHC.L
WHCE.L vs. IUHC.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 iShares S&P 500 Health Care Sector UCITS ETF USD (Acc) (IUHC.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.L | IUHC.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.26 | 0.20 | +0.06 |
Sortino ratioReturn per unit of downside risk | 0.48 | 0.40 | +0.08 |
Omega ratioGain probability vs. loss probability | 1.06 | 1.05 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 0.57 | 0.40 | +0.16 |
Martin ratioReturn relative to average drawdown | 1.36 | 0.87 | +0.50 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| WHCE.L | IUHC.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.26 | 0.20 | +0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.43 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.61 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.56 | -0.18 |
Correlation
The correlation between WHCE.L and IUHC.L is 0.92, 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. IUHC.L - Dividend Comparison
Neither WHCE.L nor IUHC.L has paid dividends to shareholders.
Drawdowns
WHCE.L vs. IUHC.L - Drawdown Comparison
The maximum WHCE.L drawdown since its inception was -20.11%, smaller than the maximum IUHC.L drawdown of -27.44%. Use the drawdown chart below to compare losses from any high point for WHCE.L and IUHC.L.
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Drawdown Indicators
| WHCE.L | IUHC.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.11% | -27.44% | +7.33% |
Max Drawdown (1Y)Largest decline over 1 year | -10.36% | -10.72% | +0.36% |
Max Drawdown (5Y)Largest decline over 5 years | — | -17.63% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -27.44% | — |
Current DrawdownCurrent decline from peak | -7.30% | -7.00% | -0.30% |
Average DrawdownAverage peak-to-trough decline | -5.96% | -4.86% | -1.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.32% | 4.93% | -0.61% |
Volatility
WHCE.L vs. IUHC.L - Volatility Comparison
Invesco S&P World Health Care ESG UCITS ETF Acc (WHCE.L) and iShares S&P 500 Health Care Sector UCITS ETF USD (Acc) (IUHC.L) have volatilities of 5.09% and 4.91%, 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.L | IUHC.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.09% | 4.91% | +0.18% |
Volatility (6M)Calculated over the trailing 6-month period | 9.93% | 9.74% | +0.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.55% | 17.39% | +0.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.62% | 14.64% | -1.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.62% | 15.64% | -2.02% |