WHCS.AS vs. MEDI
Compare and contrast key facts about iShares MSCI World Health Care Sector UCITS ETF USD Inc (WHCS.AS) and Harbor Health Care ETF (MEDI).
WHCS.AS and MEDI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. WHCS.AS is a passively managed fund by iShares that tracks the performance of the MSCI World/Health Care NR USD. It was launched on Oct 17, 2019. MEDI is an actively managed fund by Harbor. It was launched on Nov 16, 2022.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WHCS.AS or MEDI.
Key characteristics
| WHCS.AS | MEDI | |
|---|---|---|
| YTD Return | 4.73% | 7.89% |
| 1Y Return | 15.12% | 24.84% |
| Sharpe Ratio | 1.15 | 1.68 |
| Sortino Ratio | 1.66 | 2.41 |
| Omega Ratio | 1.19 | 1.30 |
| Calmar Ratio | 1.37 | 2.77 |
| Martin Ratio | 3.69 | 6.05 |
| Ulcer Index | 3.27% | 4.19% |
| Daily Std Dev | 10.66% | 15.09% |
| Max Drawdown | -26.37% | -9.16% |
| Current Drawdown | -6.12% | -5.76% |
Correlation
The correlation between WHCS.AS and MEDI is 0.43, 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.
Performance
WHCS.AS vs. MEDI - Performance Comparison
In the year-to-date period, WHCS.AS achieves a 4.73% return, which is significantly lower than MEDI's 7.89% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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WHCS.AS vs. MEDI - Expense Ratio Comparison
WHCS.AS has a 1.00% expense ratio, which is higher than MEDI's 0.80% expense ratio.
Risk-Adjusted Performance
WHCS.AS vs. MEDI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World Health Care Sector UCITS ETF USD Inc (WHCS.AS) and Harbor Health Care ETF (MEDI). 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.
Dividends
WHCS.AS vs. MEDI - Dividend Comparison
WHCS.AS's dividend yield for the trailing twelve months is around 0.97%, more than MEDI's 0.61% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|
WHCS.AS iShares MSCI World Health Care Sector UCITS ETF USD Inc | 0.97% | 1.15% | 1.08% | 1.08% | 1.20% | 0.10% |
MEDI Harbor Health Care ETF | 0.61% | 0.66% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
WHCS.AS vs. MEDI - Drawdown Comparison
The maximum WHCS.AS drawdown since its inception was -26.37%, which is greater than MEDI's maximum drawdown of -9.16%. Use the drawdown chart below to compare losses from any high point for WHCS.AS and MEDI. For additional features, visit the drawdowns tool.
Volatility
WHCS.AS vs. MEDI - Volatility Comparison
The current volatility for iShares MSCI World Health Care Sector UCITS ETF USD Inc (WHCS.AS) is 2.63%, while Harbor Health Care ETF (MEDI) has a volatility of 3.54%. This indicates that WHCS.AS experiences smaller price fluctuations and is considered to be less risky than MEDI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.