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EDOC vs. BTEC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EDOC vs. BTEC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Telemedicine & Digital Health ETF (EDOC) and Principal Healthcare Innovators Index ETF (BTEC). The values are adjusted to include any dividend payments, if applicable.

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EDOC vs. BTEC - Yearly Performance Comparison


Returns By Period


EDOC

1D
2.83%
1M
-10.48%
YTD
-18.45%
6M
-25.27%
1Y
-15.69%
3Y*
-12.07%
5Y*
-16.45%
10Y*

BTEC

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EDOC vs. BTEC - Expense Ratio Comparison

EDOC has a 0.68% expense ratio, which is higher than BTEC's 0.42% expense ratio.


Return for Risk

EDOC vs. BTEC — Risk / Return Rank

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

EDOC
EDOC Risk / Return Rank: 33
Overall Rank
EDOC Sharpe Ratio Rank: 33
Sharpe Ratio Rank
EDOC Sortino Ratio Rank: 22
Sortino Ratio Rank
EDOC Omega Ratio Rank: 33
Omega Ratio Rank
EDOC Calmar Ratio Rank: 44
Calmar Ratio Rank
EDOC Martin Ratio Rank: 22
Martin Ratio Rank

BTEC
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.

EDOC vs. BTEC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Telemedicine & Digital Health ETF (EDOC) and Principal Healthcare Innovators Index ETF (BTEC). 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.


EDOCBTECDifference

Sharpe ratio

Return per unit of total volatility

-0.64

Sortino ratio

Return per unit of downside risk

-0.81

Omega ratio

Gain probability vs. loss probability

0.91

Calmar ratio

Return relative to maximum drawdown

-0.49

Martin ratio

Return relative to average drawdown

-1.38

EDOC vs. BTEC - Sharpe Ratio Comparison


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Sharpe Ratios by Period


EDOCBTECDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.63

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.42

Dividends

EDOC vs. BTEC - Dividend Comparison

EDOC's dividend yield for the trailing twelve months is around 0.40%, while BTEC has not paid dividends to shareholders.


TTM202520242023202220212020
EDOC
Global X Telemedicine & Digital Health ETF
0.40%0.33%0.00%0.00%0.00%0.00%0.03%
BTEC
Principal Healthcare Innovators Index ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

EDOC vs. BTEC - Drawdown Comparison

The maximum EDOC drawdown since its inception was -65.76%, which is greater than BTEC's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for EDOC and BTEC.


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Drawdown Indicators


EDOCBTECDifference

Max Drawdown

Largest peak-to-trough decline

-65.76%

0.00%

-65.76%

Max Drawdown (1Y)

Largest decline over 1 year

-30.71%

Max Drawdown (5Y)

Largest decline over 5 years

-61.76%

Current Drawdown

Current decline from peak

-64.79%

0.00%

-64.79%

Average Drawdown

Average peak-to-trough decline

-42.40%

0.00%

-42.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.89%

Volatility

EDOC vs. BTEC - Volatility Comparison


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Volatility by Period


EDOCBTECDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.53%

Volatility (6M)

Calculated over the trailing 6-month period

16.50%

Volatility (1Y)

Calculated over the trailing 1-year period

24.65%

0.00%

+24.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.35%

0.00%

+26.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.33%

0.00%

+26.33%