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BBP vs. IHE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BBP and IHE is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.6

Performance

BBP vs. IHE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virtus LifeSci Biotech Products ETF (BBP) and iShares U.S. Pharmaceuticals ETF (IHE). The values are adjusted to include any dividend payments, if applicable.

40.00%60.00%80.00%100.00%120.00%140.00%160.00%NovemberDecember2025FebruaryMarchApril
121.37%
56.04%
BBP
IHE

Key characteristics

Sharpe Ratio

BBP:

0.34

IHE:

0.37

Sortino Ratio

BBP:

0.63

IHE:

0.61

Omega Ratio

BBP:

1.08

IHE:

1.08

Calmar Ratio

BBP:

0.32

IHE:

0.39

Martin Ratio

BBP:

1.01

IHE:

1.25

Ulcer Index

BBP:

8.33%

IHE:

4.94%

Daily Std Dev

BBP:

24.55%

IHE:

16.91%

Max Drawdown

BBP:

-44.32%

IHE:

-38.20%

Current Drawdown

BBP:

-16.64%

IHE:

-8.00%

Returns By Period

In the year-to-date period, BBP achieves a -5.35% return, which is significantly lower than IHE's 1.98% return. Over the past 10 years, BBP has outperformed IHE with an annualized return of 6.46%, while IHE has yielded a comparatively lower 3.07% annualized return.


BBP

YTD

-5.35%

1M

-6.39%

6M

-10.23%

1Y

9.11%

5Y*

4.26%

10Y*

6.46%

IHE

YTD

1.98%

1M

-2.97%

6M

-3.42%

1Y

7.20%

5Y*

7.07%

10Y*

3.07%

*Annualized

Compare stocks, funds, or ETFs

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BBP vs. IHE - Expense Ratio Comparison

BBP has a 0.79% expense ratio, which is higher than IHE's 0.42% expense ratio.


Expense ratio chart for BBP: current value is 0.79%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BBP: 0.79%
Expense ratio chart for IHE: current value is 0.42%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IHE: 0.42%

Risk-Adjusted Performance

BBP vs. IHE — Risk-Adjusted Performance Rank

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

BBP
The Risk-Adjusted Performance Rank of BBP is 4747
Overall Rank
The Sharpe Ratio Rank of BBP is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of BBP is 4949
Sortino Ratio Rank
The Omega Ratio Rank of BBP is 4545
Omega Ratio Rank
The Calmar Ratio Rank of BBP is 5050
Calmar Ratio Rank
The Martin Ratio Rank of BBP is 4444
Martin Ratio Rank

IHE
The Risk-Adjusted Performance Rank of IHE is 4949
Overall Rank
The Sharpe Ratio Rank of IHE is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of IHE is 4747
Sortino Ratio Rank
The Omega Ratio Rank of IHE is 4747
Omega Ratio Rank
The Calmar Ratio Rank of IHE is 5454
Calmar Ratio Rank
The Martin Ratio Rank of IHE is 4848
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BBP vs. IHE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus LifeSci Biotech Products ETF (BBP) and iShares U.S. Pharmaceuticals ETF (IHE). 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.


The chart of Sharpe ratio for BBP, currently valued at 0.34, compared to the broader market-1.000.001.002.003.004.00
BBP: 0.34
IHE: 0.37
The chart of Sortino ratio for BBP, currently valued at 0.63, compared to the broader market-2.000.002.004.006.008.00
BBP: 0.63
IHE: 0.61
The chart of Omega ratio for BBP, currently valued at 1.08, compared to the broader market0.501.001.502.002.50
BBP: 1.08
IHE: 1.08
The chart of Calmar ratio for BBP, currently valued at 0.32, compared to the broader market0.002.004.006.008.0010.0012.00
BBP: 0.32
IHE: 0.39
The chart of Martin ratio for BBP, currently valued at 1.01, compared to the broader market0.0020.0040.0060.00
BBP: 1.01
IHE: 1.25

The current BBP Sharpe Ratio is 0.34, which is comparable to the IHE Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of BBP and IHE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.34
0.37
BBP
IHE

Dividends

BBP vs. IHE - Dividend Comparison

BBP has not paid dividends to shareholders, while IHE's dividend yield for the trailing twelve months is around 1.73%.


TTM20242023202220212020201920182017201620152014
BBP
Virtus LifeSci Biotech Products ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.18%0.00%1.29%0.00%
IHE
iShares U.S. Pharmaceuticals ETF
1.73%1.73%1.39%2.01%1.49%1.19%1.40%1.25%1.36%0.92%1.93%1.20%

Drawdowns

BBP vs. IHE - Drawdown Comparison

The maximum BBP drawdown since its inception was -44.32%, which is greater than IHE's maximum drawdown of -38.20%. Use the drawdown chart below to compare losses from any high point for BBP and IHE. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-16.64%
-8.00%
BBP
IHE

Volatility

BBP vs. IHE - Volatility Comparison

Virtus LifeSci Biotech Products ETF (BBP) has a higher volatility of 14.01% compared to iShares U.S. Pharmaceuticals ETF (IHE) at 11.80%. This indicates that BBP's price experiences larger fluctuations and is considered to be riskier than IHE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
14.01%
11.80%
BBP
IHE