WHEA.AS vs. QDVG.DE
Compare and contrast key facts about SPDR MSCI World Health Care UCITS ETF (WHEA.AS) and iShares S&P 500 Health Care Sector UCITS ETF (Acc) (QDVG.DE).
WHEA.AS and QDVG.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. WHEA.AS is a passively managed fund by State Street that tracks the performance of the MSCI World/Health Care NR USD. It was launched on Apr 29, 2016. QDVG.DE is a passively managed fund by iShares that tracks the performance of the S&P 500 Capped 35/20 Health Care. It was launched on Nov 20, 2015. Both WHEA.AS and QDVG.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WHEA.AS or QDVG.DE.
Key characteristics
| WHEA.AS | QDVG.DE | |
|---|---|---|
| YTD Return | 13.30% | 14.68% |
| 1Y Return | 18.35% | 20.30% |
| 3Y Return (Ann) | 6.06% | 8.09% |
| 5Y Return (Ann) | 9.85% | 11.72% |
| Sharpe Ratio | 1.88 | 1.89 |
| Sortino Ratio | 2.68 | 2.75 |
| Omega Ratio | 1.34 | 1.35 |
| Calmar Ratio | 1.13 | 1.78 |
| Martin Ratio | 8.55 | 9.13 |
| Ulcer Index | 2.13% | 2.19% |
| Daily Std Dev | 9.81% | 10.63% |
| Max Drawdown | -25.77% | -26.77% |
| Current Drawdown | -3.76% | -1.52% |
Correlation
The correlation between WHEA.AS and QDVG.DE is 0.92, 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.
Performance
WHEA.AS vs. QDVG.DE - Performance Comparison
In the year-to-date period, WHEA.AS achieves a 13.30% return, which is significantly lower than QDVG.DE's 14.68% 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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WHEA.AS vs. QDVG.DE - Expense Ratio Comparison
WHEA.AS has a 0.30% expense ratio, which is higher than QDVG.DE's 0.15% expense ratio.
Risk-Adjusted Performance
WHEA.AS vs. QDVG.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI World Health Care UCITS ETF (WHEA.AS) and iShares S&P 500 Health Care Sector UCITS ETF (Acc) (QDVG.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.
Dividends
WHEA.AS vs. QDVG.DE - Dividend Comparison
Neither WHEA.AS nor QDVG.DE has paid dividends to shareholders.
Drawdowns
WHEA.AS vs. QDVG.DE - Drawdown Comparison
The maximum WHEA.AS drawdown since its inception was -25.77%, roughly equal to the maximum QDVG.DE drawdown of -26.77%. Use the drawdown chart below to compare losses from any high point for WHEA.AS and QDVG.DE. For additional features, visit the drawdowns tool.
Volatility
WHEA.AS vs. QDVG.DE - Volatility Comparison
The current volatility for SPDR MSCI World Health Care UCITS ETF (WHEA.AS) is 2.13%, while iShares S&P 500 Health Care Sector UCITS ETF (Acc) (QDVG.DE) has a volatility of 2.76%. This indicates that WHEA.AS experiences smaller price fluctuations and is considered to be less risky than QDVG.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.