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WITS.AS vs. WHCA.AS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WITS.AS vs. WHCA.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI World Information Technology Sector ESG UCITS ETF (WITS.AS) and iShares MSCI World Health Care Sector Advanced UCITS ETF USD Accumulating (WHCA.AS). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

WITS.AS is traded in USD, while WHCA.AS is traded in EUR. To make them comparable, the WHCA.AS values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, WITS.AS achieves a 17.99% return, which is significantly higher than WHCA.AS's 0.97% return.


WITS.AS

1D
1.87%
1M
-2.93%
6M
20.54%
YTD
17.99%
1Y
29.47%
3Y*
27.21%
5Y*
17.17%
10Y*
ALL TIME*
23.34%

WHCA.AS

1D
-0.31%
1M
5.56%
6M
0.09%
YTD
0.97%
1Y
17.57%
3Y*
3.99%
5Y*
10Y*
ALL TIME*
5.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WITS.AS vs. WHCA.AS - Yearly Performance Comparison


Correlation

The correlation between WITS.AS and WHCA.AS is 0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.02

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

0.14

Correlation (All Time)
Calculated using the full available price history since Mar 27, 2023

0.15

The correlation between WITS.AS and WHCA.AS shifts across timeframes, from 0.02 (1 year) to 0.15 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

WITS.AS vs. WHCA.AS — Risk / Return Rank

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

WITS.AS
WITS.AS Risk / Return Rank: 4949
Overall Rank
WITS.AS Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
WITS.AS Sortino Ratio Rank: 5353
Sortino Ratio Rank
WITS.AS Omega Ratio Rank: 4949
Omega Ratio Rank
WITS.AS Calmar Ratio Rank: 4747
Calmar Ratio Rank
WITS.AS Martin Ratio Rank: 4343
Martin Ratio Rank

WHCA.AS
WHCA.AS Risk / Return Rank: 5050
Overall Rank
WHCA.AS Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
WHCA.AS Sortino Ratio Rank: 5858
Sortino Ratio Rank
WHCA.AS Omega Ratio Rank: 5151
Omega Ratio Rank
WHCA.AS Calmar Ratio Rank: 4848
Calmar Ratio Rank
WHCA.AS Martin Ratio Rank: 4040
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.

WITS.AS vs. WHCA.AS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World Information Technology Sector ESG UCITS ETF (WITS.AS) and iShares MSCI World Health Care Sector Advanced UCITS ETF USD Accumulating (WHCA.AS). 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.


WITS.ASWHCA.ASDifference
Sharpe ratioReturn per unit of total volatility

+0.20

Sortino ratioReturn per unit of downside risk

+0.18

Omega ratioGain probability vs. loss probability

1.24

1.21

+0.03

Calmar ratioReturn relative to maximum drawdown

1.81

1.60

+0.21

Martin ratioReturn relative to average drawdown

5.14

3.87

+1.27

WITS.AS vs. WHCA.AS - Sharpe Ratio Comparison

The current WITS.AS Sharpe Ratio is 1.36, which is comparable to the WHCA.AS Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of WITS.AS and WHCA.AS, 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

WITS.AS vs. WHCA.AS - Drawdown Comparison

The maximum WITS.AS drawdown since its inception was -39.11%, which is greater than WHCA.AS's maximum drawdown of -21.28%. Use the drawdown chart below to compare losses from any high point for WITS.AS and WHCA.AS.


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Drawdown Indicators


WITS.ASWHCA.ASDifference

Max Drawdown

Largest peak-to-trough decline

-39.11%

-21.28%

-17.83%

Max Drawdown (1Y)

Largest decline over 1 year

-16.06%

-10.86%

-5.20%

Max Drawdown (3Y)

Largest decline over 3 years

-25.21%

-21.28%

-3.93%

Max Drawdown (5Y)

Largest decline over 5 years

-39.11%

Current Drawdown

Current decline from peak

-6.61%

-2.98%

-3.63%

Average Drawdown

Average peak-to-trough decline

-8.37%

-6.06%

-2.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.69%

4.49%

+1.20%

Volatility

WITS.AS vs. WHCA.AS - Volatility Comparison

iShares MSCI World Information Technology Sector ESG UCITS ETF (WITS.AS) has a higher volatility of 7.70% compared to iShares MSCI World Health Care Sector Advanced UCITS ETF USD Accumulating (WHCA.AS) at 5.02%. This indicates that WITS.AS's price experiences larger fluctuations and is considered to be riskier than WHCA.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WITS.ASWHCA.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.70%

5.02%

+2.68%

Volatility (6M)

Calculated over the trailing 6-month period

17.54%

11.18%

+6.36%

Volatility (1Y)

Calculated over the trailing 1-year period

21.41%

14.92%

+6.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.08%

14.31%

+9.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.50%

14.31%

+10.19%

WITS.AS vs. WHCA.AS - Expense Ratio Comparison

WITS.AS has a 0.25% expense ratio, which is higher than WHCA.AS's 0.18% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

WITS.AS vs. WHCA.AS - Dividend Comparison

WITS.AS's dividend yield for the trailing twelve months is around 0.26%, while WHCA.AS has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019
WHCA.AS
iShares MSCI World Health Care Sector Advanced UCITS ETF USD Accumulating
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
WITS.AS
iShares MSCI World Information Technology Sector ESG UCITS ETF
0.26%0.31%0.38%0.46%0.81%0.41%0.62%0.12%

Frequently Asked Questions


WITS.AS and WHCA.AS have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, WHCA.AS is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

WHCA.AS is cheaper with a 0.18% expense ratio, compared with 0.25% for WITS.AS.

WITS.AS is categorized as Technology Equities, while WHCA.AS is Health & Biotech Equities. WITS.AS tracks MSCI World/Information Tech NR USD, while WHCA.AS tracks MSCI World Health Care Advanced Select 20 35 Capped. Their fees differ too: 0.25% for WITS.AS and 0.18% for WHCA.AS.

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