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WHEA.AS vs. HEAW.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WHEA.AS vs. HEAW.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR MSCI World Health Care UCITS ETF (WHEA.AS) and SPDR MSCI World Health Care UCITS ETF (HEAW.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

WHEA.AS is traded in EUR, while HEAW.L is traded in GBP. To make them comparable, the HEAW.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, WHEA.AS achieves a -1.97% return, which is significantly lower than HEAW.L's -1.86% return.


WHEA.AS

1D
2.78%
1M
3.81%
YTD
-1.97%
6M
-1.50%
1Y
9.57%
3Y*
2.59%
5Y*
5.42%
10Y*
7.60%

HEAW.L

1D
2.91%
1M
4.13%
YTD
-1.86%
6M
-1.26%
1Y
9.74%
3Y*
2.55%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

WHEA.AS vs. HEAW.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
WHEA.AS
SPDR MSCI World Health Care UCITS ETF
-1.97%2.03%7.60%0.67%-0.74%
HEAW.L
SPDR MSCI World Health Care UCITS ETF
-1.86%1.85%7.47%0.03%-0.01%

Correlation

The correlation between WHEA.AS and HEAW.L is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.97

Correlation (3Y)
Calculated over the trailing 3-year period

0.96

Correlation (All Time)
Calculated using the full available price history since Apr 5, 2022

0.94

The correlation between WHEA.AS and HEAW.L has been stable across timeframes, ranging from 0.94 to 0.97 - a consistent structural relationship.

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Return for Risk

WHEA.AS vs. HEAW.L — Risk / Return Rank

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

WHEA.AS
WHEA.AS Risk / Return Rank: 2121
Overall Rank
WHEA.AS Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
WHEA.AS Sortino Ratio Rank: 2222
Sortino Ratio Rank
WHEA.AS Omega Ratio Rank: 2020
Omega Ratio Rank
WHEA.AS Calmar Ratio Rank: 2121
Calmar Ratio Rank
WHEA.AS Martin Ratio Rank: 2020
Martin Ratio Rank

HEAW.L
HEAW.L Risk / Return Rank: 2525
Overall Rank
HEAW.L Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
HEAW.L Sortino Ratio Rank: 2727
Sortino Ratio Rank
HEAW.L Omega Ratio Rank: 2525
Omega Ratio Rank
HEAW.L Calmar Ratio Rank: 2525
Calmar Ratio Rank
HEAW.L Martin Ratio Rank: 2424
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.

WHEA.AS vs. HEAW.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI World Health Care UCITS ETF (WHEA.AS) and SPDR MSCI World Health Care UCITS ETF (HEAW.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.


WHEA.ASHEAW.LDifference
Sharpe ratioReturn per unit of total volatility

-0.02

Sortino ratioReturn per unit of downside risk

-0.01

Omega ratioGain probability vs. loss probability

1.13

1.13

0.00

Calmar ratioReturn relative to maximum drawdown

0.92

0.93

-0.02

Martin ratioReturn relative to average drawdown

2.24

2.30

-0.06

WHEA.AS vs. HEAW.L - Sharpe Ratio Comparison

The current WHEA.AS Sharpe Ratio is 0.69, which is comparable to the HEAW.L Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of WHEA.AS and HEAW.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


WHEA.ASHEAW.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.69

0.70

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.68

0.13

+0.55

Drawdowns

WHEA.AS vs. HEAW.L - Drawdown Comparison

The maximum WHEA.AS drawdown since its inception was -25.77%, which is greater than HEAW.L's maximum drawdown of -21.25%. Use the drawdown chart below to compare losses from any high point for WHEA.AS and HEAW.L.


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Drawdown Indicators


WHEA.ASHEAW.LDifference

Max Drawdown

Largest peak-to-trough decline

-25.77%

-21.25%

-4.52%

Max Drawdown (1Y)

Largest decline over 1 year

-10.31%

-10.39%

+0.08%

Max Drawdown (3Y)

Largest decline over 3 years

-21.20%

-21.25%

+0.05%

Max Drawdown (5Y)

Largest decline over 5 years

-21.20%

Max Drawdown (10Y)

Largest decline over 10 years

-25.77%

Current Drawdown

Current decline from peak

-8.58%

-8.53%

-0.05%

Average Drawdown

Average peak-to-trough decline

-5.79%

-6.61%

+0.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.24%

4.22%

+0.02%

Volatility

WHEA.AS vs. HEAW.L - Volatility Comparison

SPDR MSCI World Health Care UCITS ETF (WHEA.AS) and SPDR MSCI World Health Care UCITS ETF (HEAW.L) have volatilities of 4.99% and 4.91%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WHEA.ASHEAW.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.99%

4.91%

+0.08%

Volatility (6M)

Calculated over the trailing 6-month period

9.73%

9.67%

+0.06%

Volatility (1Y)

Calculated over the trailing 1-year period

13.73%

13.77%

-0.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.39%

13.36%

+0.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.53%

13.36%

+1.17%

WHEA.AS vs. HEAW.L - Expense Ratio Comparison

Both WHEA.AS and HEAW.L have an expense ratio of 0.30%.


Dividends

WHEA.AS vs. HEAW.L - Dividend Comparison

Neither WHEA.AS nor HEAW.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.97, WHEA.AS and HEAW.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Both ETFs have the same 0.30% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

WHEA.AS and HEAW.L have the same expense ratio: 0.30% per year.

Both ETFs track MSCI World/Health Care NR USD.

Portfolio Optimizer

Find the right allocation for WHEA.AS and HEAW.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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