WHCE.L vs. SGLP.L
Compare and contrast key facts about Invesco S&P World Health Care ESG UCITS ETF Acc (WHCE.L) and Invesco Physical Gold A (SGLP.L).
WHCE.L and SGLP.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. SGLP.L is a passively managed fund by Invesco that tracks the performance of the Gold. It was launched on Jun 24, 2009. Both WHCE.L and SGLP.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. SGLP.L - Performance Comparison
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WHCE.L vs. SGLP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
WHCE.L Invesco S&P World Health Care ESG UCITS ETF Acc | -6.06% | 15.94% | 1.55% | 2.96% |
SGLP.L Invesco Physical Gold A | 7.43% | 65.19% | 26.00% | 3.41% |
Different Trading Currencies
WHCE.L is traded in USD, while SGLP.L is traded in GBp. To make them comparable, the SGLP.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 SGLP.L's 5.56% return.
WHCE.L
- 1D
- 1.17%
- 1M
- -9.02%
- YTD
- -6.06%
- 6M
- 6.86%
- 1Y
- 3.20%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SGLP.L
- 1D
- 0.00%
- 1M
- -13.19%
- YTD
- 5.56%
- 6M
- 18.38%
- 1Y
- 45.55%
- 3Y*
- 31.96%
- 5Y*
- 21.20%
- 10Y*
- 13.89%
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WHCE.L vs. SGLP.L - Expense Ratio Comparison
WHCE.L has a 0.18% expense ratio, which is higher than SGLP.L's 0.12% 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. SGLP.L — Risk / Return Rank
WHCE.L
SGLP.L
WHCE.L vs. SGLP.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 Invesco Physical Gold A (SGLP.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 | SGLP.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.18 | 1.75 | -1.57 |
Sortino ratioReturn per unit of downside risk | 0.37 | 2.23 | -1.85 |
Omega ratioGain probability vs. loss probability | 1.05 | 1.32 | -0.27 |
Calmar ratioReturn relative to maximum drawdown | 0.26 | 2.55 | -2.29 |
Martin ratioReturn relative to average drawdown | 0.62 | 10.03 | -9.41 |
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 | SGLP.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.18 | 1.75 | -1.57 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 1.24 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.89 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 0.47 | -0.14 |
Correlation
The correlation between WHCE.L and SGLP.L is 0.12, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
WHCE.L vs. SGLP.L - Dividend Comparison
Neither WHCE.L nor SGLP.L has paid dividends to shareholders.
Drawdowns
WHCE.L vs. SGLP.L - Drawdown Comparison
The maximum WHCE.L drawdown since its inception was -20.11%, smaller than the maximum SGLP.L drawdown of -41.88%. Use the drawdown chart below to compare losses from any high point for WHCE.L and SGLP.L.
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Drawdown Indicators
| WHCE.L | SGLP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.11% | -38.83% | +18.72% |
Max Drawdown (1Y)Largest decline over 1 year | -11.39% | -17.89% | +6.50% |
Max Drawdown (5Y)Largest decline over 5 years | — | -17.89% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -22.34% | — |
Current DrawdownCurrent decline from peak | -9.02% | -11.70% | +2.68% |
Average DrawdownAverage peak-to-trough decline | -5.95% | -13.38% | +7.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.29% | 4.21% | +0.08% |
Volatility
WHCE.L vs. SGLP.L - Volatility Comparison
The current volatility for Invesco S&P World Health Care ESG UCITS ETF Acc (WHCE.L) is 4.98%, while Invesco Physical Gold A (SGLP.L) has a volatility of 10.49%. This indicates that WHCE.L experiences smaller price fluctuations and is considered to be less risky than SGLP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WHCE.L | SGLP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.98% | 10.49% | -5.51% |
Volatility (6M)Calculated over the trailing 6-month period | 9.76% | 21.45% | -11.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.45% | 25.89% | -8.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.59% | 17.14% | -3.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.59% | 15.64% | -2.05% |