Health
Best health ETF ratio
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
IHF iShares U.S. Healthcare Providers ETF | Health & Biotech Equities | 33.33% |
IHI iShares U.S. Medical Devices ETF | Health & Biotech Equities | 33.33% |
XLV Health Care Select Sector SPDR Fund | Health & Biotech Equities | 33.33% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Health, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly
The earliest data available for this chart is May 5, 2006, corresponding to the inception date of IHI
Returns By Period
As of Sep 4, 2024, the Health returned 12.35% Year-To-Date and 13.69% of annualized return in the last 10 years.
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | 15.73% | 6.43% | 8.14% | 22.75% | 13.18% | 10.67% |
Health | 12.06% | 6.86% | 6.78% | 19.09% | 12.55% | 13.66% |
Portfolio components: | ||||||
XLV Health Care Select Sector SPDR Fund | 15.71% | 6.67% | 8.07% | 20.41% | 13.38% | 11.14% |
IHI iShares U.S. Medical Devices ETF | 8.83% | 7.85% | 1.50% | 14.38% | 7.37% | 13.68% |
IHF iShares U.S. Healthcare Providers ETF | 11.47% | 6.13% | 10.89% | 21.91% | 16.36% | 15.47% |
Monthly Returns
The table below presents the monthly returns of Health, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | 1.78% | 2.32% | 2.88% | -5.36% | 1.65% | 0.81% | 2.75% | 5.22% | 12.06% | ||||
2023 | 0.26% | -4.24% | 1.25% | 4.09% | -5.30% | 5.29% | 1.04% | -4.25% | -3.00% | -3.04% | 6.20% | 5.40% | 2.76% |
2022 | -8.32% | 0.49% | 4.32% | -6.90% | -0.12% | -4.16% | 6.01% | -4.94% | -4.12% | 8.11% | 3.76% | -1.00% | -8.09% |
2021 | 1.84% | -1.83% | 4.17% | 5.20% | 0.89% | 1.72% | 3.84% | 1.80% | -4.45% | 6.09% | -5.09% | 9.35% | 25.04% |
2020 | -2.28% | -7.34% | -5.58% | 13.60% | 4.30% | -2.29% | 7.34% | 2.41% | -1.43% | -1.54% | 8.43% | 4.40% | 19.55% |
2019 | 7.29% | 0.93% | -0.15% | -2.73% | -1.15% | 6.76% | 1.43% | -1.57% | -1.09% | 5.00% | 6.67% | 3.22% | 26.69% |
2018 | 7.85% | -4.00% | -1.34% | 2.24% | 3.18% | 2.04% | 4.77% | 5.91% | 2.74% | -7.08% | 6.19% | -5.17% | 17.29% |
2017 | 4.17% | 5.41% | -0.03% | 2.74% | 1.54% | 4.86% | -0.84% | 1.40% | 0.64% | 1.21% | 3.64% | -0.82% | 26.39% |
2016 | -6.93% | 0.29% | 4.56% | 3.82% | 1.17% | 2.12% | 3.99% | -2.62% | 0.73% | -6.43% | 2.52% | 0.52% | 2.97% |
2015 | 0.63% | 5.45% | 2.18% | -2.44% | 4.85% | 1.11% | 2.14% | -6.53% | -5.98% | 5.05% | 0.57% | 1.33% | 7.74% |
2014 | 0.53% | 4.86% | 0.76% | -2.85% | 4.20% | 2.79% | 0.10% | 3.87% | -1.53% | 6.55% | 3.45% | 0.57% | 25.44% |
2013 | 7.81% | 0.34% | 5.19% | 1.46% | 3.78% | 0.18% | 5.76% | -3.01% | 3.68% | 3.49% | 4.44% | 0.85% | 39.13% |
Expense Ratio
Health features an expense ratio of 0.33%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Health is 35, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. 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.
Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
---|---|---|---|---|---|
XLV Health Care Select Sector SPDR Fund | 1.78 | 2.45 | 1.33 | 1.64 | 7.94 |
IHI iShares U.S. Medical Devices ETF | 0.74 | 1.08 | 1.14 | 0.37 | 2.42 |
IHF iShares U.S. Healthcare Providers ETF | 1.60 | 2.25 | 1.30 | 1.98 | 7.76 |
Dividends
Dividend yield
Health granted a 0.89% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Health | 0.89% | 0.97% | 1.06% | 0.71% | 0.76% | 1.02% | 1.95% | 0.67% | 0.80% | 0.97% | 0.72% | 0.69% |
Portfolio components: | ||||||||||||
XLV Health Care Select Sector SPDR Fund | 1.43% | 1.59% | 1.47% | 1.33% | 1.49% | 2.16% | 1.56% | 1.46% | 1.59% | 1.43% | 1.34% | 1.51% |
IHI iShares U.S. Medical Devices ETF | 0.51% | 0.53% | 0.45% | 0.25% | 0.25% | 0.33% | 0.26% | 0.37% | 0.55% | 1.28% | 0.65% | 0.33% |
IHF iShares U.S. Healthcare Providers ETF | 0.73% | 0.79% | 1.27% | 0.56% | 0.53% | 0.58% | 4.01% | 0.19% | 0.25% | 0.20% | 0.18% | 0.23% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the Health. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Health was 48.38%, occurring on Mar 9, 2009. Recovery took 493 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-48.38% | Dec 11, 2007 | 312 | Mar 9, 2009 | 493 | Feb 18, 2011 | 805 |
-32.08% | Feb 20, 2020 | 23 | Mar 23, 2020 | 81 | Jul 17, 2020 | 104 |
-21.23% | May 20, 2011 | 94 | Oct 3, 2011 | 114 | Mar 16, 2012 | 208 |
-20.08% | Dec 31, 2021 | 116 | Jun 16, 2022 | 446 | Mar 27, 2024 | 562 |
-18.21% | Aug 6, 2015 | 128 | Feb 8, 2016 | 107 | Jul 12, 2016 | 235 |
Volatility
Volatility Chart
The current Health volatility is 2.75%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.
Diversification
Asset Correlations Table
IHF | IHI | XLV | |
---|---|---|---|
IHF | 1.00 | 0.68 | 0.77 |
IHI | 0.68 | 1.00 | 0.82 |
XLV | 0.77 | 0.82 | 1.00 |