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XLVP.L vs. XUHC.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XLVP.L vs. XUHC.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Invesco US Health Care Sector UCITS ETF (XLVP.L) and Xtrackers MSCI USA Health Care UCITS ETF 1D (XUHC.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XLVP.L is traded in GBp, while XUHC.DE is traded in EUR. To make them comparable, the XUHC.DE values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, XLVP.L achieves a -1.84% return, which is significantly higher than XUHC.DE's -2.11% return.


XLVP.L

1D
3.10%
1M
5.91%
YTD
-1.84%
6M
-1.13%
1Y
16.32%
3Y*
3.80%
5Y*
6.90%
10Y*
9.99%

XUHC.DE

1D
2.95%
1M
5.57%
YTD
-2.11%
6M
-2.04%
1Y
15.36%
3Y*
3.78%
5Y*
6.77%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XLVP.L vs. XUHC.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XLVP.L
Invesco US Health Care Sector UCITS ETF
-1.84%6.91%3.77%-3.87%8.97%29.14%8.22%16.79%10.30%1.98%
XUHC.DE
Xtrackers MSCI USA Health Care UCITS ETF 1D
-2.11%6.75%4.07%-2.81%8.11%27.13%9.19%17.98%10.58%1.93%

Correlation

The correlation between XLVP.L and XUHC.DE is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.97

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

0.96

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

0.95

Correlation (All Time)
Calculated using the full available price history since Sep 18, 2017

0.94

The correlation between XLVP.L and XUHC.DE has been stable across timeframes, ranging from 0.94 to 0.97 - a consistent structural relationship.

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Return for Risk

XLVP.L vs. XUHC.DE — Risk / Return Rank

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

XLVP.L
XLVP.L Risk / Return Rank: 2929
Overall Rank
XLVP.L Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
XLVP.L Sortino Ratio Rank: 3232
Sortino Ratio Rank
XLVP.L Omega Ratio Rank: 2929
Omega Ratio Rank
XLVP.L Calmar Ratio Rank: 2929
Calmar Ratio Rank
XLVP.L Martin Ratio Rank: 2727
Martin Ratio Rank

XUHC.DE
XUHC.DE Risk / Return Rank: 2424
Overall Rank
XUHC.DE Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
XUHC.DE Sortino Ratio Rank: 2626
Sortino Ratio Rank
XUHC.DE Omega Ratio Rank: 2323
Omega Ratio Rank
XUHC.DE Calmar Ratio Rank: 2323
Calmar Ratio Rank
XUHC.DE Martin Ratio Rank: 2222
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.

XLVP.L vs. XUHC.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco US Health Care Sector UCITS ETF (XLVP.L) and Xtrackers MSCI USA Health Care UCITS ETF 1D (XUHC.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.


XLVP.LXUHC.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.05

Sortino ratioReturn per unit of downside risk

+0.08

Omega ratioGain probability vs. loss probability

1.19

1.18

+0.01

Calmar ratioReturn relative to maximum drawdown

1.41

1.24

+0.16

Martin ratioReturn relative to average drawdown

3.56

3.06

+0.50

XLVP.L vs. XUHC.DE - Sharpe Ratio Comparison

The current XLVP.L Sharpe Ratio is 1.10, which is comparable to the XUHC.DE Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of XLVP.L and XUHC.DE, 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


XLVP.LXUHC.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.10

1.05

+0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.46

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

0.55

+0.16

Drawdowns

XLVP.L vs. XUHC.DE - Drawdown Comparison

The maximum XLVP.L drawdown since its inception was -19.67%, roughly equal to the maximum XUHC.DE drawdown of -19.12%. Use the drawdown chart below to compare losses from any high point for XLVP.L and XUHC.DE.


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Drawdown Indicators


XLVP.LXUHC.DEDifference

Max Drawdown

Largest peak-to-trough decline

-19.67%

-19.12%

-0.55%

Max Drawdown (1Y)

Largest decline over 1 year

-11.56%

-12.32%

+0.76%

Max Drawdown (3Y)

Largest decline over 3 years

-19.67%

-19.12%

-0.55%

Max Drawdown (5Y)

Largest decline over 5 years

-19.67%

-19.12%

-0.55%

Max Drawdown (10Y)

Largest decline over 10 years

-19.67%

Current Drawdown

Current decline from peak

-4.97%

-5.78%

+0.81%

Average Drawdown

Average peak-to-trough decline

-4.62%

-4.82%

+0.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.57%

5.01%

-0.44%

Volatility

XLVP.L vs. XUHC.DE - Volatility Comparison

Invesco US Health Care Sector UCITS ETF (XLVP.L) and Xtrackers MSCI USA Health Care UCITS ETF 1D (XUHC.DE) have volatilities of 5.43% and 5.48%, 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


XLVP.LXUHC.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.43%

5.48%

-0.05%

Volatility (6M)

Calculated over the trailing 6-month period

10.54%

10.47%

+0.07%

Volatility (1Y)

Calculated over the trailing 1-year period

14.76%

14.56%

+0.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.25%

14.48%

-0.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.85%

16.14%

-0.29%

XLVP.L vs. XUHC.DE - Expense Ratio Comparison

XLVP.L has a 0.14% expense ratio, which is higher than XUHC.DE's 0.12% 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

XLVP.L vs. XUHC.DE - Dividend Comparison

XLVP.L has not paid dividends to shareholders, while XUHC.DE's dividend yield for the trailing twelve months is around 1.28%.


PositionTTM20252024202320222021202020192018
XLVP.L
Invesco US Health Care Sector UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XUHC.DE
Xtrackers MSCI USA Health Care UCITS ETF 1D
1.28%1.29%1.21%1.86%1.63%0.82%1.13%0.96%0.55%

Frequently Asked Questions


With a correlation of 0.97, XLVP.L and XUHC.DE 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.

On fees, XUHC.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XUHC.DE is cheaper with a 0.12% expense ratio, compared with 0.14% for XLVP.L.

XLVP.L tracks MSCI World/Health Care NR USD, while XUHC.DE tracks MSCI USA Health Care. They also come from different issuers: Invesco and Xtrackers. Their fees differ too: 0.14% for XLVP.L and 0.12% for XUHC.DE.

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