EDOC vs. XPH
EDOC (Global X Telemedicine & Digital Health ETF) and XPH (SPDR S&P Pharmaceuticals ETF) are both Health & Biotech Equities funds - EDOC tracks the Solactive Telemedicine & Digital Health Index- TR Net while XPH tracks the S&P Pharmaceuticals Select Industry Index. Both are passively managed. Over the past 5 years, EDOC returned -14.71%/yr vs 3.50%/yr for XPH. A 0.62 correlation means they provide meaningful diversification when combined. EDOC charges 0.68%/yr vs 0.35%/yr for XPH.
Performance
EDOC vs. XPH - Performance Comparison
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Returns By Period
In the year-to-date period, EDOC achieves a -15.57% return, which is significantly lower than XPH's 0.66% return.
EDOC
- 1D
- -1.16%
- 1M
- -2.59%
- YTD
- -15.57%
- 6M
- -20.78%
- 1Y
- -22.08%
- 3Y*
- -10.46%
- 5Y*
- -14.71%
- 10Y*
- —
XPH
- 1D
- 1.10%
- 1M
- -4.74%
- YTD
- 0.66%
- 6M
- 4.44%
- 1Y
- 37.98%
- 3Y*
- 13.07%
- 5Y*
- 3.50%
- 10Y*
- 3.44%
EDOC vs. XPH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
EDOC Global X Telemedicine & Digital Health ETF | -15.57% | -0.62% | -2.87% | -12.61% | -29.99% | -14.21% | 23.87% |
XPH SPDR S&P Pharmaceuticals ETF | 0.66% | 31.60% | 4.94% | 2.97% | -9.83% | -10.54% | 20.47% |
Correlation
The correlation between EDOC and XPH is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.53 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.55 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.63 |
Correlation (All Time) Calculated using the full available price history since Jul 31, 2020 | 0.62 |
The correlation between EDOC and XPH has been stable across timeframes, ranging from 0.53 to 0.63 - a consistent structural relationship.
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Return for Risk
EDOC vs. XPH — Risk / Return Rank
EDOC
XPH
EDOC vs. XPH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X Telemedicine & Digital Health ETF (EDOC) 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.
| EDOC | XPH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.79 | ||
| Sortino ratioReturn per unit of downside risk | -3.91 | ||
| Omega ratioGain probability vs. loss probability | 0.85 | 1.30 | -0.45 |
| Calmar ratioReturn relative to maximum drawdown | -0.72 | 3.19 | -3.91 |
| Martin ratioReturn relative to average drawdown | -1.46 | 11.37 | -12.84 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EDOC | XPH | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.01 | 1.77 | -2.79 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.56 | 0.17 | -0.73 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.16 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.39 | 0.38 | -0.78 |
Drawdowns
EDOC vs. XPH - Drawdown Comparison
The maximum EDOC drawdown since its inception was -65.76%, which is greater than XPH's maximum drawdown of -48.03%. Use the drawdown chart below to compare losses from any high point for EDOC and XPH.
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Drawdown Indicators
| EDOC | XPH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.76% | -48.03% | -17.73% |
Max Drawdown (1Y)Largest decline over 1 year | -30.71% | -11.97% | -18.74% |
Max Drawdown (3Y)Largest decline over 3 years | -35.78% | -23.57% | -12.21% |
Max Drawdown (5Y)Largest decline over 5 years | -60.36% | -31.63% | -28.73% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.97% | — |
Current DrawdownCurrent decline from peak | -63.55% | -7.22% | -56.33% |
Average DrawdownAverage peak-to-trough decline | -43.02% | -17.25% | -25.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.13% | 3.35% | +11.78% |
Volatility
EDOC vs. XPH - Volatility Comparison
The current volatility for Global X Telemedicine & Digital Health ETF (EDOC) is 5.21%, while SPDR S&P Pharmaceuticals ETF (XPH) has a volatility of 7.03%. This indicates that EDOC 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
| EDOC | XPH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.21% | 7.03% | -1.82% |
Volatility (6M)Calculated over the trailing 6-month period | 15.69% | 16.77% | -1.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.89% | 21.52% | +0.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.37% | 20.84% | +5.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.18% | 22.10% | +4.08% |
EDOC vs. XPH - Expense Ratio Comparison
EDOC has a 0.68% expense ratio, which is higher than XPH's 0.35% expense ratio.
Dividends
EDOC vs. XPH - Dividend Comparison
EDOC's dividend yield for the trailing twelve months is around 0.39%, less than XPH's 0.66% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EDOC Global X Telemedicine & Digital Health ETF | 0.39% | 0.33% | 0.00% | 0.00% | 0.00% | 0.00% | 0.03% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XPH SPDR S&P Pharmaceuticals ETF | 0.66% | 0.83% | 1.58% | 1.28% | 1.64% | 0.95% | 0.47% | 0.64% | 0.65% | 0.67% | 0.63% | 7.15% |
Frequently Asked Questions
EDOC and XPH have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XPH has higher volatility (7.03%) compared to EDOC (5.21%). In terms of maximum drawdown, EDOC dropped -65.76% vs XPH's -48.03%.
On 5-year performance, XPH leads with 3.50% vs -14.71% for EDOC. On fees, XPH is cheaper at 0.35% per year. On volatility, EDOC has been the lower-risk option at 5.21%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, XPH has performed better with a 3.50% return vs -14.71%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
XPH is cheaper with a 0.35% expense ratio, compared with 0.68% for EDOC.
XPH has the higher dividend yield at 0.66%, compared with 0.39% for EDOC.
EDOC tracks Solactive Telemedicine & Digital Health Index- TR Net, while XPH tracks S&P Pharmaceuticals Select Industry Index. They also come from different issuers: Global X and State Street. Their fees differ too: 0.68% for EDOC and 0.35% for XPH.
XPH currently has the higher Sharpe Ratio (1.77 vs -1.01), 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.
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