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

Performance

WHCE.L vs. XGES.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 Xtrackers MSCI Genomic Healthcare Innovation UCITS ETF 1C (XGES.L). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)202520242023
WHCE.L
Invesco S&P World Health Care ESG UCITS ETF Acc
-4.28%15.94%1.55%2.96%
XGES.L
Xtrackers MSCI Genomic Healthcare Innovation UCITS ETF 1C
-4.41%19.61%-3.03%-5.03%
Different Trading Currencies

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

Returns By Period

The year-to-date returns for both stocks are quite close, with WHCE.L having a -4.28% return and XGES.L slightly lower at -4.41%.


WHCE.L

1D
1.89%
1M
-6.38%
YTD
-4.28%
6M
3.78%
1Y
4.62%
3Y*
5Y*
10Y*

XGES.L

1D
2.94%
1M
-3.11%
YTD
-4.41%
6M
3.59%
1Y
19.66%
3Y*
2.88%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

WHCE.L has a 0.18% expense ratio, which is lower than XGES.L's 0.35% expense ratio.


Return for Risk

WHCE.L vs. XGES.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: 1919
Overall Rank
WHCE.L Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
WHCE.L Sortino Ratio Rank: 1818
Sortino Ratio Rank
WHCE.L Omega Ratio Rank: 1717
Omega Ratio Rank
WHCE.L Calmar Ratio Rank: 2222
Calmar Ratio Rank
WHCE.L Martin Ratio Rank: 2020
Martin Ratio Rank

XGES.L
XGES.L Risk / Return Rank: 3939
Overall Rank
XGES.L Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
XGES.L Sortino Ratio Rank: 4141
Sortino Ratio Rank
XGES.L Omega Ratio Rank: 3535
Omega Ratio Rank
XGES.L Calmar Ratio Rank: 4242
Calmar Ratio Rank
XGES.L Martin Ratio Rank: 3636
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. XGES.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 Xtrackers MSCI Genomic Healthcare Innovation UCITS ETF 1C (XGES.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.LXGES.LDifference

Sharpe ratio

Return per unit of total volatility

0.26

0.95

-0.69

Sortino ratio

Return per unit of downside risk

0.48

1.38

-0.90

Omega ratio

Gain probability vs. loss probability

1.06

1.17

-0.11

Calmar ratio

Return relative to maximum drawdown

0.57

1.30

-0.73

Martin ratio

Return relative to average drawdown

1.36

4.34

-2.97

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

The current WHCE.L Sharpe Ratio is 0.26, which is lower than the XGES.L Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of WHCE.L and XGES.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.LXGES.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.26

0.95

-0.69

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

-0.01

+0.39

Correlation

The correlation between WHCE.L and XGES.L is 0.65, 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. XGES.L - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

WHCE.L vs. XGES.L - Drawdown Comparison

The maximum WHCE.L drawdown since its inception was -20.11%, smaller than the maximum XGES.L drawdown of -32.16%. Use the drawdown chart below to compare losses from any high point for WHCE.L and XGES.L.


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Drawdown Indicators


WHCE.LXGES.LDifference

Max Drawdown

Largest peak-to-trough decline

-20.11%

-35.79%

+15.68%

Max Drawdown (1Y)

Largest decline over 1 year

-10.36%

-13.81%

+3.45%

Current Drawdown

Current decline from peak

-7.30%

-14.80%

+7.50%

Average Drawdown

Average peak-to-trough decline

-5.96%

-18.03%

+12.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.32%

4.55%

-0.23%

Volatility

WHCE.L vs. XGES.L - Volatility Comparison

The current volatility for Invesco S&P World Health Care ESG UCITS ETF Acc (WHCE.L) is 5.09%, while Xtrackers MSCI Genomic Healthcare Innovation UCITS ETF 1C (XGES.L) has a volatility of 7.10%. This indicates that WHCE.L experiences smaller price fluctuations and is considered to be less risky than XGES.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.LXGES.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.09%

7.10%

-2.01%

Volatility (6M)

Calculated over the trailing 6-month period

9.93%

13.11%

-3.18%

Volatility (1Y)

Calculated over the trailing 1-year period

17.55%

20.67%

-3.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.62%

19.79%

-6.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.62%

19.79%

-6.17%