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BMED vs. XPH
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BMED vs. XPH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Future Health ETF (BMED) and SPDR S&P Pharmaceuticals ETF (XPH). The values are adjusted to include any dividend payments, if applicable.

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BMED vs. XPH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
BMED
Future Health ETF
-4.26%21.79%1.55%5.70%-19.69%-3.96%17.86%
XPH
SPDR S&P Pharmaceuticals ETF
-2.19%31.60%4.94%2.97%-9.83%-10.54%19.31%

Returns By Period

In the year-to-date period, BMED achieves a -4.26% return, which is significantly lower than XPH's -2.19% return.


BMED

1D
0.34%
1M
-5.51%
YTD
-4.26%
6M
5.68%
1Y
22.21%
3Y*
7.39%
5Y*
0.40%
10Y*

XPH

1D
1.16%
1M
-4.82%
YTD
-2.19%
6M
13.09%
1Y
30.74%
3Y*
11.47%
5Y*
3.03%
10Y*
3.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BMED vs. XPH - Expense Ratio Comparison

BMED has a 0.85% expense ratio, which is higher than XPH's 0.35% expense ratio.


Return for Risk

BMED vs. XPH — Risk / Return Rank

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

BMED
BMED Risk / Return Rank: 6161
Overall Rank
BMED Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
BMED Sortino Ratio Rank: 6666
Sortino Ratio Rank
BMED Omega Ratio Rank: 6161
Omega Ratio Rank
BMED Calmar Ratio Rank: 5858
Calmar Ratio Rank
BMED Martin Ratio Rank: 5353
Martin Ratio Rank

XPH
XPH Risk / Return Rank: 6666
Overall Rank
XPH Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
XPH Sortino Ratio Rank: 6969
Sortino Ratio Rank
XPH Omega Ratio Rank: 5959
Omega Ratio Rank
XPH Calmar Ratio Rank: 7272
Calmar Ratio Rank
XPH Martin Ratio Rank: 6262
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.

BMED vs. XPH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Future Health ETF (BMED) and SPDR S&P Pharmaceuticals ETF (XPH). 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.


BMEDXPHDifference

Sharpe ratio

Return per unit of total volatility

1.23

1.28

-0.04

Sortino ratio

Return per unit of downside risk

1.75

1.80

-0.05

Omega ratio

Gain probability vs. loss probability

1.24

1.23

+0.01

Calmar ratio

Return relative to maximum drawdown

1.60

1.97

-0.37

Martin ratio

Return relative to average drawdown

5.45

6.54

-1.09

BMED vs. XPH - Sharpe Ratio Comparison

The current BMED Sharpe Ratio is 1.23, which is comparable to the XPH Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of BMED and XPH, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BMEDXPHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.23

1.28

-0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.02

0.15

-0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.13

0.38

-0.25

Correlation

The correlation between BMED and XPH is 0.78, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

BMED vs. XPH - Dividend Comparison

BMED has not paid dividends to shareholders, while XPH's dividend yield for the trailing twelve months is around 0.68%.


TTM20252024202320222021202020192018201720162015
BMED
Future Health ETF
0.00%0.00%0.00%0.03%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XPH
SPDR S&P Pharmaceuticals ETF
0.68%0.83%1.58%1.28%1.64%0.95%0.47%0.64%0.65%0.67%0.63%7.15%

Drawdowns

BMED vs. XPH - Drawdown Comparison

The maximum BMED drawdown since its inception was -36.44%, smaller than the maximum XPH drawdown of -48.03%. Use the drawdown chart below to compare losses from any high point for BMED and XPH.


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Drawdown Indicators


BMEDXPHDifference

Max Drawdown

Largest peak-to-trough decline

-36.44%

-48.03%

+11.59%

Max Drawdown (1Y)

Largest decline over 1 year

-12.31%

-13.15%

+0.84%

Max Drawdown (5Y)

Largest decline over 5 years

-33.90%

-31.63%

-2.27%

Max Drawdown (10Y)

Largest decline over 10 years

-35.97%

Current Drawdown

Current decline from peak

-10.30%

-6.21%

-4.09%

Average Drawdown

Average peak-to-trough decline

-19.30%

-17.37%

-1.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.62%

3.96%

-0.34%

Volatility

BMED vs. XPH - Volatility Comparison

The current volatility for Future Health ETF (BMED) is 5.98%, while SPDR S&P Pharmaceuticals ETF (XPH) has a volatility of 9.05%. This indicates that BMED experiences smaller price fluctuations and is considered to be less risky than XPH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BMEDXPHDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.98%

9.05%

-3.07%

Volatility (6M)

Calculated over the trailing 6-month period

10.87%

16.40%

-5.53%

Volatility (1Y)

Calculated over the trailing 1-year period

18.24%

24.50%

-6.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.42%

20.57%

-3.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.81%

22.22%

-4.41%