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WHEA.L vs. GNOG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WHEA.L vs. GNOG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street SPDR MSCI World Health Care UCITS ETF (WHEA.L) and Global X Genomics & Biotechnology UCITS ETF (GNOG.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, WHEA.L achieves a 1.40% return, which is significantly lower than GNOG.L's 22.32% return.


WHEA.L

1D
0.44%
1M
3.82%
6M
-0.33%
YTD
1.40%
1Y
17.80%
3Y*
7.00%
5Y*
4.42%
10Y*
8.14%

GNOG.L

1D
0.46%
1M
12.17%
6M
15.97%
YTD
22.32%
1Y
63.49%
3Y*
5.11%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

WHEA.L vs. GNOG.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
WHEA.L
State Street SPDR MSCI World Health Care UCITS ETF
1.40%15.24%1.05%3.54%-5.55%3.21%
GNOG.L
Global X Genomics & Biotechnology UCITS ETF
22.32%20.47%-18.41%-6.60%-37.25%-32.56%

Correlation

The correlation between WHEA.L and GNOG.L is 0.52, 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

0.52

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

0.51

Correlation (All Time)
Calculated using the full available price history since Nov 2, 2021

0.53

The correlation between WHEA.L and GNOG.L has been stable across timeframes, ranging from 0.51 to 0.53 - a consistent structural relationship.

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Return for Risk

WHEA.L vs. GNOG.L — Risk / Return Rank

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

WHEA.L
WHEA.L Risk / Return Rank: 3737
Overall Rank
WHEA.L Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
WHEA.L Sortino Ratio Rank: 4141
Sortino Ratio Rank
WHEA.L Omega Ratio Rank: 3636
Omega Ratio Rank
WHEA.L Calmar Ratio Rank: 3838
Calmar Ratio Rank
WHEA.L Martin Ratio Rank: 3333
Martin Ratio Rank

GNOG.L
GNOG.L Risk / Return Rank: 7878
Overall Rank
GNOG.L Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
GNOG.L Sortino Ratio Rank: 8282
Sortino Ratio Rank
GNOG.L Omega Ratio Rank: 7575
Omega Ratio Rank
GNOG.L Calmar Ratio Rank: 8383
Calmar Ratio Rank
GNOG.L Martin Ratio Rank: 6363
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.L vs. GNOG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street SPDR MSCI World Health Care UCITS ETF (WHEA.L) and Global X Genomics & Biotechnology UCITS ETF (GNOG.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


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

-1.07

Sortino ratioReturn per unit of downside risk

-1.18

Omega ratioGain probability vs. loss probability

1.20

1.35

-0.15

Calmar ratioReturn relative to maximum drawdown

1.63

3.34

-1.71

Martin ratioReturn relative to average drawdown

3.96

9.08

-5.12

WHEA.L vs. GNOG.L - Sharpe Ratio Comparison

The current WHEA.L Sharpe Ratio is 1.12, which is lower than the GNOG.L Sharpe Ratio of 2.19. The chart below compares the historical Sharpe Ratios of WHEA.L and GNOG.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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Drawdowns

WHEA.L vs. GNOG.L - Drawdown Comparison

The maximum WHEA.L drawdown since its inception was -26.20%, smaller than the maximum GNOG.L drawdown of -77.33%. Use the drawdown chart below to compare losses from any high point for WHEA.L and GNOG.L.


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Drawdown Indicators


WHEA.LGNOG.LDifference

Max Drawdown

Largest peak-to-trough decline

-26.20%

-77.33%

+51.13%

Max Drawdown (1Y)

Largest decline over 1 year

-10.35%

-18.91%

+8.56%

Max Drawdown (3Y)

Largest decline over 3 years

-19.16%

-44.90%

+25.74%

Max Drawdown (5Y)

Largest decline over 5 years

-19.16%

Max Drawdown (10Y)

Largest decline over 10 years

-26.20%

Current Drawdown

Current decline from peak

-3.30%

-53.57%

+50.27%

Average Drawdown

Average peak-to-trough decline

-4.76%

-61.00%

+56.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.27%

6.97%

-2.70%

Volatility

WHEA.L vs. GNOG.L - Volatility Comparison

The current volatility for State Street SPDR MSCI World Health Care UCITS ETF (WHEA.L) is 5.90%, while Global X Genomics & Biotechnology UCITS ETF (GNOG.L) has a volatility of 7.87%. This indicates that WHEA.L experiences smaller price fluctuations and is considered to be less risky than GNOG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WHEA.LGNOG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.90%

7.87%

-1.97%

Volatility (6M)

Calculated over the trailing 6-month period

11.52%

21.26%

-9.74%

Volatility (1Y)

Calculated over the trailing 1-year period

15.11%

29.03%

-13.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.27%

37.09%

-22.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.73%

37.09%

-22.36%

WHEA.L vs. GNOG.L - Expense Ratio Comparison

WHEA.L has a 0.30% expense ratio, which is lower than GNOG.L's 0.50% expense ratio.


Dividends

WHEA.L vs. GNOG.L - Dividend Comparison

Neither WHEA.L nor GNOG.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


WHEA.L and GNOG.L have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

WHEA.L is cheaper with a 0.30% expense ratio, compared with 0.50% for GNOG.L.

WHEA.L tracks State Street SPDR MSCI World Health Care UCITS ETF, while GNOG.L tracks MSCI World/Health Care NR USD. They also come from different issuers: State Street and Global X. Their fees differ too: 0.30% for WHEA.L and 0.50% for GNOG.L.

Portfolio Optimizer

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