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EDOC vs. IHE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EDOC vs. IHE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Telemedicine & Digital Health ETF (EDOC) and iShares U.S. Pharmaceuticals ETF (IHE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EDOC achieves a -10.37% return, which is significantly lower than IHE's 11.65% return.


EDOC

1D
1.49%
1M
5.54%
YTD
-10.37%
6M
-12.67%
1Y
-16.13%
3Y*
-8.12%
5Y*
-14.64%
10Y*

IHE

1D
1.60%
1M
3.16%
YTD
11.65%
6M
10.97%
1Y
46.87%
3Y*
18.43%
5Y*
10.55%
10Y*
8.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EDOC vs. IHE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
EDOC
Global X Telemedicine & Digital Health ETF
-10.37%-0.62%-2.87%-12.61%-29.99%-14.21%16.89%
IHE
iShares U.S. Pharmaceuticals ETF
11.65%31.69%8.13%1.06%-4.87%13.07%14.00%

Correlation

The correlation between EDOC and IHE is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.38

Correlation (3Y)
Calculated over the trailing 3-year period

0.39

Correlation (5Y)
Calculated over the trailing 5-year period

0.46

Correlation (All Time)
Calculated using the full available price history since Jul 30, 2020

0.47

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Return for Risk

EDOC vs. IHE — Risk / Return Rank

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

EDOC
EDOC Risk / Return Rank: 44
Overall Rank
EDOC Sharpe Ratio Rank: 33
Sharpe Ratio Rank
EDOC Sortino Ratio Rank: 33
Sortino Ratio Rank
EDOC Omega Ratio Rank: 44
Omega Ratio Rank
EDOC Calmar Ratio Rank: 55
Calmar Ratio Rank
EDOC Martin Ratio Rank: 44
Martin Ratio Rank

IHE
IHE Risk / Return Rank: 8787
Overall Rank
IHE Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
IHE Sortino Ratio Rank: 9090
Sortino Ratio Rank
IHE Omega Ratio Rank: 8282
Omega Ratio Rank
IHE Calmar Ratio Rank: 9191
Calmar Ratio Rank
IHE Martin Ratio Rank: 8585
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.

EDOC vs. IHE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Telemedicine & Digital Health ETF (EDOC) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


EDOCIHEDifference
Sharpe ratioReturn per unit of total volatility

-3.46

Sortino ratioReturn per unit of downside risk

-4.89

Omega ratioGain probability vs. loss probability

0.90

1.46

-0.56

Calmar ratioReturn relative to maximum drawdown

-0.53

5.56

-6.09

Martin ratioReturn relative to average drawdown

-1.01

17.09

-18.10

EDOC vs. IHE - Sharpe Ratio Comparison

The current EDOC Sharpe Ratio is -0.73, which is lower than the IHE Sharpe Ratio of 2.74. The chart below compares the historical Sharpe Ratios of EDOC and IHE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

EDOC vs. IHE - Drawdown Comparison

The maximum EDOC drawdown since its inception was -65.76%, which is greater than IHE's maximum drawdown of -38.20%. Use the drawdown chart below to compare losses from any high point for EDOC and IHE.


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Drawdown Indicators


EDOCIHEDifference

Max Drawdown

Largest peak-to-trough decline

-65.76%

-38.20%

-27.56%

Max Drawdown (1Y)

Largest decline over 1 year

-30.71%

-8.47%

-22.24%

Max Drawdown (3Y)

Largest decline over 3 years

-35.78%

-15.92%

-19.86%

Max Drawdown (5Y)

Largest decline over 5 years

-60.36%

-16.03%

-44.33%

Max Drawdown (10Y)

Largest decline over 10 years

-29.59%

Current Drawdown

Current decline from peak

-61.31%

-0.70%

-60.61%

Average Drawdown

Average peak-to-trough decline

-43.20%

-7.90%

-35.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.98%

2.75%

+13.23%

Volatility

EDOC vs. IHE - Volatility Comparison

Global X Telemedicine & Digital Health ETF (EDOC) has a higher volatility of 7.26% compared to iShares U.S. Pharmaceuticals ETF (IHE) at 5.27%. This indicates that EDOC'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.


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Volatility by Period


EDOCIHEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.26%

5.27%

+1.99%

Volatility (6M)

Calculated over the trailing 6-month period

16.63%

12.68%

+3.95%

Volatility (1Y)

Calculated over the trailing 1-year period

22.43%

17.22%

+5.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.46%

16.28%

+10.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.28%

18.05%

+8.23%

EDOC vs. IHE - Expense Ratio Comparison

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


Dividends

EDOC vs. IHE - Dividend Comparison

EDOC's dividend yield for the trailing twelve months is around 0.37%, less than IHE's 1.56% yield.


PositionTTM20252024202320222021202020192018201720162015
EDOC
Global X Telemedicine & Digital Health ETF
0.37%0.33%0.00%0.00%0.00%0.00%0.03%0.00%0.00%0.00%0.00%0.00%
IHE
iShares U.S. Pharmaceuticals ETF
1.56%1.76%1.73%1.39%2.01%1.49%1.19%1.40%1.25%1.36%0.92%1.93%

Frequently Asked Questions


EDOC and IHE have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EDOC has higher volatility (7.26%) compared to IHE (5.27%). In terms of maximum drawdown, EDOC dropped -65.76% vs IHE's -38.20%.

On 5-year performance, IHE leads with 10.55% vs -14.64% for EDOC. On fees, IHE is cheaper at 0.42% per year. On volatility, IHE has been the lower-risk option at 5.27%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, IHE has performed better with a 10.55% return vs -14.64%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IHE is cheaper with a 0.42% expense ratio, compared with 0.68% for EDOC.

IHE has the higher dividend yield at 1.56%, compared with 0.37% for EDOC.

EDOC tracks Solactive Telemedicine & Digital Health Index- TR Net, while IHE tracks Dow Jones U.S. Select Pharmaceuticals Index. They also come from different issuers: Global X and iShares. Their fees differ too: 0.68% for EDOC and 0.42% for IHE.

IHE currently has the higher Sharpe Ratio (2.74 vs -0.73), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for EDOC and IHE

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