The digital transformation of healthcare is bringing the need to create health data exchange applications and Health Information Exchange (HIE) systems. The difficult part of designing these applications and systems is deciding which emerging technologies are worth investing for the purposes of data exchange. In this context, Bluetooth, Bluetooth Low Energy (BLE), Wi-Fi Direct, and Near Field Communication (NFC) are four short-range wireless technologies that are currently used for exchanging health data in various scenarios. Apart from the healthcare domain, from an application point of view, NFC is usually used in contactless payment systems, Wi-Fi Direct is designed for fast data transfer between devices, while Bluetooth and BLE are used for wireless connection to peripherals. In this paper, we provide a study of these widely used short-range wireless communication technologies and their protocols, evaluating their main features and behaviors in terms of various metrics, including the usability, transmission time and power consumption in the healthcare domain. The comparison presented in this paper can benefit application engineers in selecting an appropriate protocol for exchanging healthcare data.