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CRBN vs. VHT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CRBN and VHT is 0.75, 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.


Performance

CRBN vs. VHT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI ACWI Low Carbon Target ETF (CRBN) and Vanguard Health Care ETF (VHT). The values are adjusted to include any dividend payments, if applicable.

120.00%130.00%140.00%150.00%160.00%December2025FebruaryMarchAprilMay
150.74%
118.26%
CRBN
VHT

Key characteristics

Sharpe Ratio

CRBN:

0.66

VHT:

-0.40

Sortino Ratio

CRBN:

1.09

VHT:

-0.41

Omega Ratio

CRBN:

1.16

VHT:

0.95

Calmar Ratio

CRBN:

0.74

VHT:

-0.36

Martin Ratio

CRBN:

3.22

VHT:

-0.88

Ulcer Index

CRBN:

3.79%

VHT:

6.44%

Daily Std Dev

CRBN:

17.72%

VHT:

15.19%

Max Drawdown

CRBN:

-33.13%

VHT:

-39.12%

Current Drawdown

CRBN:

-4.03%

VHT:

-14.81%

Returns By Period

In the year-to-date period, CRBN achieves a 1.17% return, which is significantly higher than VHT's -4.00% return. Over the past 10 years, CRBN has outperformed VHT with an annualized return of 9.11%, while VHT has yielded a comparatively lower 7.55% annualized return.


CRBN

YTD

1.17%

1M

5.74%

6M

-0.79%

1Y

11.68%

5Y*

13.52%

10Y*

9.11%

VHT

YTD

-4.00%

1M

-3.60%

6M

-11.91%

1Y

-6.00%

5Y*

6.59%

10Y*

7.55%

*Annualized

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CRBN vs. VHT - Expense Ratio Comparison

CRBN has a 0.20% expense ratio, which is higher than VHT's 0.10% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Risk-Adjusted Performance

CRBN vs. VHT — Risk-Adjusted Performance Rank

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

CRBN
The Risk-Adjusted Performance Rank of CRBN is 7373
Overall Rank
The Sharpe Ratio Rank of CRBN is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of CRBN is 7171
Sortino Ratio Rank
The Omega Ratio Rank of CRBN is 7373
Omega Ratio Rank
The Calmar Ratio Rank of CRBN is 7676
Calmar Ratio Rank
The Martin Ratio Rank of CRBN is 7777
Martin Ratio Rank

VHT
The Risk-Adjusted Performance Rank of VHT is 66
Overall Rank
The Sharpe Ratio Rank of VHT is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of VHT is 77
Sortino Ratio Rank
The Omega Ratio Rank of VHT is 77
Omega Ratio Rank
The Calmar Ratio Rank of VHT is 55
Calmar Ratio Rank
The Martin Ratio Rank of VHT is 77
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.

CRBN vs. VHT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI ACWI Low Carbon Target ETF (CRBN) and Vanguard Health Care ETF (VHT). 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 current CRBN Sharpe Ratio is 0.66, which is higher than the VHT Sharpe Ratio of -0.40. The chart below compares the historical Sharpe Ratios of CRBN and VHT, 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 Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
0.66
-0.40
CRBN
VHT

Dividends

CRBN vs. VHT - Dividend Comparison

CRBN's dividend yield for the trailing twelve months is around 1.92%, more than VHT's 1.64% yield.


TTM20242023202220212020201920182017201620152014
CRBN
iShares MSCI ACWI Low Carbon Target ETF
1.92%1.94%2.01%1.95%1.57%1.41%2.27%2.51%2.05%2.27%2.01%0.00%
VHT
Vanguard Health Care ETF
1.64%1.53%1.36%1.33%1.14%1.21%1.89%1.38%1.31%1.45%1.22%1.02%

Drawdowns

CRBN vs. VHT - Drawdown Comparison

The maximum CRBN drawdown since its inception was -33.13%, smaller than the maximum VHT drawdown of -39.12%. Use the drawdown chart below to compare losses from any high point for CRBN and VHT. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-4.03%
-14.81%
CRBN
VHT

Volatility

CRBN vs. VHT - Volatility Comparison

The current volatility for iShares MSCI ACWI Low Carbon Target ETF (CRBN) is 5.60%, while Vanguard Health Care ETF (VHT) has a volatility of 6.89%. This indicates that CRBN experiences smaller price fluctuations and is considered to be less risky than VHT 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%December2025FebruaryMarchAprilMay
5.60%
6.89%
CRBN
VHT