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WHCS.AS vs. SPYL.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WHCS.AS vs. SPYL.DE - 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 State Street SPDR S&P 500 UCITS ETF USD Acc (SPYL.DE). The values are adjusted to include any dividend payments, if applicable.

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WHCS.AS vs. SPYL.DE - Yearly Performance Comparison


2026 (YTD)202520242023
WHCS.AS
iShares MSCI World Health Care Sector UCITS ETF USD Inc
-6.21%15.82%-5.39%11.00%
SPYL.DE
State Street SPDR S&P 500 UCITS ETF USD Acc
-6.03%18.21%24.76%14.39%
Different Trading Currencies

WHCS.AS is traded in USD, while SPYL.DE is traded in EUR. To make them comparable, the SPYL.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

The year-to-date returns for both investments are quite close, with WHCS.AS having a -6.21% return and SPYL.DE slightly higher at -6.03%.


WHCS.AS

1D
1.01%
1M
-8.62%
YTD
-6.21%
6M
5.16%
1Y
4.31%
3Y*
2.89%
5Y*
4.12%
10Y*

SPYL.DE

1D
0.97%
1M
-5.80%
YTD
-6.03%
6M
-2.27%
1Y
17.48%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WHCS.AS vs. SPYL.DE - Expense Ratio Comparison

WHCS.AS has a 1.00% expense ratio, which is higher than SPYL.DE's 0.03% expense ratio.


Return for Risk

WHCS.AS vs. SPYL.DE — 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: 1919
Overall Rank
WHCS.AS Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
WHCS.AS Sortino Ratio Rank: 1919
Sortino Ratio Rank
WHCS.AS Omega Ratio Rank: 1818
Omega Ratio Rank
WHCS.AS Calmar Ratio Rank: 2121
Calmar Ratio Rank
WHCS.AS Martin Ratio Rank: 2121
Martin Ratio Rank

SPYL.DE
SPYL.DE Risk / Return Rank: 3232
Overall Rank
SPYL.DE Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
SPYL.DE Sortino Ratio Rank: 3232
Sortino Ratio Rank
SPYL.DE Omega Ratio Rank: 3434
Omega Ratio Rank
SPYL.DE Calmar Ratio Rank: 2929
Calmar Ratio Rank
SPYL.DE Martin Ratio Rank: 3232
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. SPYL.DE - 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 State Street SPDR S&P 500 UCITS ETF USD Acc (SPYL.DE). 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.ASSPYL.DEDifference

Sharpe ratio

Return per unit of total volatility

0.26

1.02

-0.76

Sortino ratio

Return per unit of downside risk

0.47

1.50

-1.03

Omega ratio

Gain probability vs. loss probability

1.06

1.22

-0.16

Calmar ratio

Return relative to maximum drawdown

0.42

1.29

-0.87

Martin ratio

Return relative to average drawdown

1.30

6.42

-5.12

WHCS.AS vs. SPYL.DE - Sharpe Ratio Comparison

The current WHCS.AS Sharpe Ratio is 0.26, which is lower than the SPYL.DE Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of WHCS.AS and SPYL.DE, 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.ASSPYL.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.26

1.02

-0.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

1.46

-1.02

Correlation

The correlation between WHCS.AS and SPYL.DE is 0.44, 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

WHCS.AS vs. SPYL.DE - Dividend Comparison

WHCS.AS's dividend yield for the trailing twelve months is around 1.12%, while SPYL.DE has not paid dividends to shareholders.


TTM2025202420232022202120202019
WHCS.AS
iShares MSCI World Health Care Sector UCITS ETF USD Inc
1.12%1.05%1.04%1.15%1.08%1.08%1.20%0.10%
SPYL.DE
State Street SPDR S&P 500 UCITS ETF USD Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

WHCS.AS vs. SPYL.DE - Drawdown Comparison

The maximum WHCS.AS drawdown since its inception was -26.37%, which is greater than SPYL.DE's maximum drawdown of -19.42%. Use the drawdown chart below to compare losses from any high point for WHCS.AS and SPYL.DE.


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Drawdown Indicators


WHCS.ASSPYL.DEDifference

Max Drawdown

Largest peak-to-trough decline

-26.37%

-23.27%

-3.10%

Max Drawdown (1Y)

Largest decline over 1 year

-9.99%

-13.42%

+3.43%

Max Drawdown (5Y)

Largest decline over 5 years

-19.71%

Current Drawdown

Current decline from peak

-8.73%

-6.79%

-1.94%

Average Drawdown

Average peak-to-trough decline

-5.51%

-3.41%

-2.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.24%

3.23%

+0.01%

Volatility

WHCS.AS vs. SPYL.DE - Volatility Comparison

iShares MSCI World Health Care Sector UCITS ETF USD Inc (WHCS.AS) has a higher volatility of 4.74% compared to State Street SPDR S&P 500 UCITS ETF USD Acc (SPYL.DE) at 3.92%. This indicates that WHCS.AS's price experiences larger fluctuations and is considered to be riskier than SPYL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WHCS.ASSPYL.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.74%

3.92%

+0.82%

Volatility (6M)

Calculated over the trailing 6-month period

8.96%

8.51%

+0.45%

Volatility (1Y)

Calculated over the trailing 1-year period

16.16%

17.01%

-0.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.21%

14.35%

-0.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.33%

14.35%

+1.98%