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

Performance

WHEA.L vs. HLTW.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 USD (Acc) (WHEA.L) and Lyxor UCITS MSCI World Health Care TR C-USD (HLTW.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, WHEA.L achieves a 3.00% return, which is significantly higher than HLTW.L's 2.77% return. Both investments have delivered pretty close results over the past 10 years, with WHEA.L having a 8.36% annualized return and HLTW.L not far behind at 8.21%.


WHEA.L

1D
0.50%
1M
5.67%
6M
1.81%
YTD
3.00%
1Y
19.31%
3Y*
7.18%
5Y*
4.75%
10Y*
8.36%

HLTW.L

1D
0.45%
1M
5.55%
6M
1.72%
YTD
2.77%
1Y
19.26%
3Y*
7.05%
5Y*
4.60%
10Y*
8.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
WHEA.L
State Street SPDR MSCI World Health Care UCITS ETF USD (Acc)
3.00%15.24%1.05%3.54%-5.55%20.41%12.93%23.18%1.48%20.27%
HLTW.L
Lyxor UCITS MSCI World Health Care TR C-USD
2.77%15.73%0.39%3.08%-5.66%20.58%12.94%22.85%2.03%19.53%

Correlation

The correlation between WHEA.L and HLTW.L is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.93

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

0.96

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

0.97

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

0.96

Correlation (All Time)
Calculated using the full available price history since Aug 19, 2010

0.89

The correlation between WHEA.L and HLTW.L has been stable across timeframes, ranging from 0.89 to 0.97 - a consistent structural relationship.

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Return for Risk

WHEA.L vs. HLTW.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: 4747
Overall Rank
WHEA.L Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
WHEA.L Sortino Ratio Rank: 5353
Sortino Ratio Rank
WHEA.L Omega Ratio Rank: 4646
Omega Ratio Rank
WHEA.L Calmar Ratio Rank: 4747
Calmar Ratio Rank
WHEA.L Martin Ratio Rank: 3838
Martin Ratio Rank

HLTW.L
HLTW.L Risk / Return Rank: 3737
Overall Rank
HLTW.L Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
HLTW.L Sortino Ratio Rank: 3434
Sortino Ratio Rank
HLTW.L Omega Ratio Rank: 9595
Omega Ratio Rank
HLTW.L Calmar Ratio Rank: 1515
Calmar Ratio Rank
HLTW.L Martin Ratio Rank: 3131
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. HLTW.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 USD (Acc) (WHEA.L) and Lyxor UCITS MSCI World Health Care TR C-USD (HLTW.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.LHLTW.LDifference
Sharpe ratioReturn per unit of total volatility

+1.12

Sortino ratioReturn per unit of downside risk

+0.51

Omega ratioGain probability vs. loss probability

1.23

1.57

-0.34

Calmar ratioReturn relative to maximum drawdown

1.86

0.35

+1.51

Martin ratioReturn relative to average drawdown

4.51

3.49

+1.03

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

The current WHEA.L Sharpe Ratio is 1.27, which is higher than the HLTW.L Sharpe Ratio of 0.15. The chart below compares the historical Sharpe Ratios of WHEA.L and HLTW.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. HLTW.L - Drawdown Comparison

The maximum WHEA.L drawdown since its inception was -26.20%, smaller than the maximum HLTW.L drawdown of -54.56%. Use the drawdown chart below to compare losses from any high point for WHEA.L and HLTW.L.


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Drawdown Indicators


WHEA.LHLTW.LDifference

Max Drawdown

Largest peak-to-trough decline

-26.20%

-54.56%

+28.36%

Max Drawdown (1Y)

Largest decline over 1 year

-10.35%

-54.56%

+44.21%

Max Drawdown (3Y)

Largest decline over 3 years

-19.16%

-54.56%

+35.40%

Max Drawdown (5Y)

Largest decline over 5 years

-19.16%

-54.56%

+35.40%

Max Drawdown (10Y)

Largest decline over 10 years

-26.20%

-54.56%

+28.36%

Current Drawdown

Current decline from peak

-1.77%

-1.78%

+0.01%

Average Drawdown

Average peak-to-trough decline

-4.76%

-4.84%

+0.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.27%

5.51%

-1.24%

Volatility

WHEA.L vs. HLTW.L - Volatility Comparison

State Street SPDR MSCI World Health Care UCITS ETF USD (Acc) (WHEA.L) and Lyxor UCITS MSCI World Health Care TR C-USD (HLTW.L) have volatilities of 5.38% and 5.38%, 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.LHLTW.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.38%

5.38%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

11.61%

11.66%

-0.05%

Volatility (1Y)

Calculated over the trailing 1-year period

15.17%

131.78%

-116.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.28%

60.42%

-46.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.74%

44.06%

-29.32%

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

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


Dividends

WHEA.L vs. HLTW.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.93, WHEA.L and HLTW.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.L and HLTW.L have the same expense ratio: 0.30% per year.

WHEA.L tracks MSCI World Health Care 35/20 Capped Index, while HLTW.L tracks MSCI World/Health Care NR USD. They also come from different issuers: State Street and Amundi.

Portfolio Optimizer

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