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WHCS.AS vs. MVOL.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WHCS.AS vs. MVOL.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI World Health Care Sector UCITS ETF USD Inc (WHCS.AS) and iShares Edge MSCI World Minimum Volatility UCITS (MVOL.L). The values are adjusted to include any dividend payments, if applicable.

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WHCS.AS vs. MVOL.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
WHCS.AS
iShares MSCI World Health Care Sector UCITS ETF USD Inc
-4.39%15.82%-5.39%3.78%-3.40%20.66%13.10%11.49%
MVOL.L
iShares Edge MSCI World Minimum Volatility UCITS
0.33%11.02%11.08%7.28%-9.62%14.65%2.56%1.91%

Returns By Period

In the year-to-date period, WHCS.AS achieves a -4.39% return, which is significantly lower than MVOL.L's 0.33% return.


WHCS.AS

1D
1.93%
1M
-5.85%
YTD
-4.39%
6M
3.27%
1Y
5.77%
3Y*
3.55%
5Y*
4.52%
10Y*

MVOL.L

1D
0.97%
1M
-3.64%
YTD
0.33%
6M
0.33%
1Y
2.99%
3Y*
9.29%
5Y*
6.14%
10Y*
7.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WHCS.AS vs. MVOL.L - Expense Ratio Comparison

WHCS.AS has a 1.00% expense ratio, which is higher than MVOL.L's 0.35% expense ratio.


Return for Risk

WHCS.AS vs. MVOL.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

WHCS.AS
WHCS.AS Risk / Return Rank: 2525
Overall Rank
WHCS.AS Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
WHCS.AS Sortino Ratio Rank: 2020
Sortino Ratio Rank
WHCS.AS Omega Ratio Rank: 1919
Omega Ratio Rank
WHCS.AS Calmar Ratio Rank: 3535
Calmar Ratio Rank
WHCS.AS Martin Ratio Rank: 3232
Martin Ratio Rank

MVOL.L
MVOL.L Risk / Return Rank: 1919
Overall Rank
MVOL.L Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
MVOL.L Sortino Ratio Rank: 1717
Sortino Ratio Rank
MVOL.L Omega Ratio Rank: 1818
Omega Ratio Rank
MVOL.L Calmar Ratio Rank: 2020
Calmar Ratio Rank
MVOL.L Martin Ratio Rank: 2323
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.

WHCS.AS vs. MVOL.L - Risk-Adjusted Trends 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 iShares Edge MSCI World Minimum Volatility UCITS (MVOL.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.


WHCS.ASMVOL.LDifference

Sharpe ratio

Return per unit of total volatility

0.35

0.27

+0.08

Sortino ratio

Return per unit of downside risk

0.59

0.43

+0.16

Omega ratio

Gain probability vs. loss probability

1.08

1.07

+0.01

Calmar ratio

Return relative to maximum drawdown

1.00

0.38

+0.61

Martin ratio

Return relative to average drawdown

3.08

1.59

+1.49

WHCS.AS vs. MVOL.L - Sharpe Ratio Comparison

The current WHCS.AS Sharpe Ratio is 0.35, which is comparable to the MVOL.L Sharpe Ratio of 0.27. The chart below compares the historical Sharpe Ratios of WHCS.AS and MVOL.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


WHCS.ASMVOL.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.35

0.27

+0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

0.58

-0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.73

-0.27

Correlation

The correlation between WHCS.AS and MVOL.L is 0.76, 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

WHCS.AS vs. MVOL.L - Dividend Comparison

WHCS.AS's dividend yield for the trailing twelve months is around 1.10%, while MVOL.L has not paid dividends to shareholders.


TTM2025202420232022202120202019
WHCS.AS
iShares MSCI World Health Care Sector UCITS ETF USD Inc
1.10%1.05%1.04%1.15%1.08%1.08%1.20%0.10%
MVOL.L
iShares Edge MSCI World Minimum Volatility UCITS
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

WHCS.AS vs. MVOL.L - Drawdown Comparison

The maximum WHCS.AS drawdown since its inception was -26.37%, smaller than the maximum MVOL.L drawdown of -28.82%. Use the drawdown chart below to compare losses from any high point for WHCS.AS and MVOL.L.


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Drawdown Indicators


WHCS.ASMVOL.LDifference

Max Drawdown

Largest peak-to-trough decline

-26.37%

-28.82%

+2.45%

Max Drawdown (1Y)

Largest decline over 1 year

-9.99%

-8.14%

-1.85%

Max Drawdown (5Y)

Largest decline over 5 years

-19.71%

-18.52%

-1.19%

Max Drawdown (10Y)

Largest decline over 10 years

-28.82%

Current Drawdown

Current decline from peak

-6.97%

-4.18%

-2.79%

Average Drawdown

Average peak-to-trough decline

-5.51%

-3.33%

-2.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.23%

1.97%

+1.26%

Volatility

WHCS.AS vs. MVOL.L - Volatility Comparison

iShares MSCI World Health Care Sector UCITS ETF USD Inc (WHCS.AS) has a higher volatility of 4.90% compared to iShares Edge MSCI World Minimum Volatility UCITS (MVOL.L) at 3.00%. This indicates that WHCS.AS's price experiences larger fluctuations and is considered to be riskier than MVOL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WHCS.ASMVOL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.90%

3.00%

+1.90%

Volatility (6M)

Calculated over the trailing 6-month period

9.15%

5.48%

+3.67%

Volatility (1Y)

Calculated over the trailing 1-year period

16.26%

10.91%

+5.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.23%

10.67%

+3.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.35%

11.66%

+4.69%