Health utility indices (HUIs) are widely used in economic evaluation. The best-worst scaling (BWS) method is being used to value dimensions of HUIs. However, little is known about the properties of this method. This paper investigates the validity of the BWS method to develop HUI, comparing it to another ordinal valuation method, the discrete choice experiment (DCE). Using a parametric approach, we find a low level of concordance between the two methods, with evidence of preference reversals. BWS responses are subject to decision biases, with significant effects on individuals' preferences. Non parametric tests indicate that BWS data has lower stability, monotonicity and continuity compared to DCE data, suggesting that the BWS provides lower quality data. As a consequence, for both theoretical and technical reasons, practitioners should be cautious both about using the BWS method to measure health-related preferences, and using HUI based on BWS data. Given existing evidence, it seems that the DCE method is a better method, at least because its limitations (and measurement properties) have been extensively researched.