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WHEA.AS vs. IXJ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WHEA.AS vs. IXJ - 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 iShares Global Healthcare ETF (IXJ). 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 IXJ is traded in USD. To make them comparable, the IXJ 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 IXJ's -1.27% return. Both investments have delivered pretty close results over the past 10 years, with WHEA.AS having a 7.60% annualized return and IXJ not far ahead at 7.69%.


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%

IXJ

1D
2.89%
1M
3.65%
YTD
-1.27%
6M
-0.97%
1Y
10.18%
3Y*
2.58%
5Y*
5.62%
10Y*
7.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WHEA.AS vs. IXJ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WHEA.AS
SPDR MSCI World Health Care UCITS ETF
-1.97%2.03%7.60%0.67%-0.70%30.65%3.27%25.71%6.68%5.47%
IXJ
iShares Global Healthcare ETF
-1.27%1.34%7.19%0.52%0.95%28.55%3.45%26.01%7.66%5.64%

Correlation

The correlation between WHEA.AS and IXJ is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.76

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

0.67

Correlation (5Y)
Calculated over the trailing 5-year period

0.65

Correlation (10Y)
Calculated over the trailing 10-year period

0.67

Correlation (All Time)
Calculated using the full available price history since Feb 25, 2009

0.68

The correlation between WHEA.AS and IXJ shifts across timeframes, from 0.65 (5 years) to 0.76 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

WHEA.AS vs. IXJ — 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

IXJ
IXJ Risk / Return Rank: 2424
Overall Rank
IXJ Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
IXJ Sortino Ratio Rank: 2525
Sortino Ratio Rank
IXJ Omega Ratio Rank: 2323
Omega Ratio Rank
IXJ Calmar Ratio Rank: 2525
Calmar Ratio Rank
IXJ 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.

WHEA.AS vs. IXJ - 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 iShares Global Healthcare ETF (IXJ). 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.ASIXJDifference
Sharpe ratioReturn per unit of total volatility

-0.02

Sortino ratioReturn per unit of downside risk

-0.03

Omega ratioGain probability vs. loss probability

1.13

1.13

-0.01

Calmar ratioReturn relative to maximum drawdown

0.92

1.02

-0.10

Martin ratioReturn relative to average drawdown

2.24

2.51

-0.27

WHEA.AS vs. IXJ - Sharpe Ratio Comparison

The current WHEA.AS Sharpe Ratio is 0.69, which is comparable to the IXJ Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of WHEA.AS and IXJ, 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.ASIXJDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.69

0.71

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.40

0.40

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.48

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.68

0.54

+0.13

Drawdowns

WHEA.AS vs. IXJ - Drawdown Comparison

The maximum WHEA.AS drawdown since its inception was -25.77%, smaller than the maximum IXJ drawdown of -32.36%. Use the drawdown chart below to compare losses from any high point for WHEA.AS and IXJ.


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Drawdown Indicators


WHEA.ASIXJDifference

Max Drawdown

Largest peak-to-trough decline

-25.77%

-32.36%

+6.59%

Max Drawdown (1Y)

Largest decline over 1 year

-10.31%

-10.01%

-0.30%

Max Drawdown (3Y)

Largest decline over 3 years

-21.20%

-21.34%

+0.14%

Max Drawdown (5Y)

Largest decline over 5 years

-21.20%

-21.34%

+0.14%

Max Drawdown (10Y)

Largest decline over 10 years

-25.77%

-26.63%

+0.86%

Current Drawdown

Current decline from peak

-8.58%

-8.68%

+0.10%

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%

4.07%

+0.17%

Volatility

WHEA.AS vs. IXJ - Volatility Comparison

SPDR MSCI World Health Care UCITS ETF (WHEA.AS) and iShares Global Healthcare ETF (IXJ) have volatilities of 4.99% and 4.88%, 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.ASIXJDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.99%

4.88%

+0.11%

Volatility (6M)

Calculated over the trailing 6-month period

9.73%

10.23%

-0.50%

Volatility (1Y)

Calculated over the trailing 1-year period

13.73%

14.34%

-0.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.39%

14.05%

-0.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.53%

16.09%

-1.56%

WHEA.AS vs. IXJ - Expense Ratio Comparison

WHEA.AS has a 0.30% expense ratio, which is lower than IXJ's 0.46% expense ratio.


Dividends

WHEA.AS vs. IXJ - Dividend Comparison

WHEA.AS has not paid dividends to shareholders, while IXJ's dividend yield for the trailing twelve months is around 1.43%.


PositionTTM20252024202320222021202020192018201720162015
IXJ
iShares Global Healthcare ETF
1.43%1.40%1.50%1.38%1.17%1.12%1.27%1.42%2.11%1.46%1.73%2.85%
WHEA.AS
SPDR MSCI World Health Care UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


WHEA.AS and IXJ have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, WHEA.AS is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

WHEA.AS is cheaper with a 0.30% expense ratio, compared with 0.46% for IXJ.

WHEA.AS tracks MSCI World/Health Care NR USD, while IXJ tracks S&P Global Healthcare Sector Index. They also come from different issuers: State Street and iShares. Their fees differ too: 0.30% for WHEA.AS and 0.46% for IXJ.

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