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GNOM vs. XHE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GNOM vs. XHE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Genomics & Biotechnology ETF (GNOM) and SPDR S&P Health Care Equipment ETF (XHE). The values are adjusted to include any dividend payments, if applicable.

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GNOM vs. XHE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
GNOM
Global X Genomics & Biotechnology ETF
-2.79%18.65%-15.99%-8.63%-36.27%-15.93%51.52%1.56%
XHE
SPDR S&P Health Care Equipment ETF
-10.92%-0.23%5.08%-6.23%-23.34%3.04%32.91%7.36%

Returns By Period

In the year-to-date period, GNOM achieves a -2.79% return, which is significantly higher than XHE's -10.92% return.


GNOM

1D
1.02%
1M
-6.22%
YTD
-2.79%
6M
12.23%
1Y
44.15%
3Y*
-3.13%
5Y*
-13.13%
10Y*

XHE

1D
0.46%
1M
-10.31%
YTD
-10.92%
6M
-0.10%
1Y
-3.79%
3Y*
-5.61%
5Y*
-8.06%
10Y*
6.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GNOM vs. XHE - Expense Ratio Comparison

GNOM has a 0.50% expense ratio, which is higher than XHE's 0.35% expense ratio.


Return for Risk

GNOM vs. XHE — Risk / Return Rank

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

GNOM
GNOM Risk / Return Rank: 7373
Overall Rank
GNOM Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
GNOM Sortino Ratio Rank: 7777
Sortino Ratio Rank
GNOM Omega Ratio Rank: 6868
Omega Ratio Rank
GNOM Calmar Ratio Rank: 7878
Calmar Ratio Rank
GNOM Martin Ratio Rank: 6969
Martin Ratio Rank

XHE
XHE Risk / Return Rank: 88
Overall Rank
XHE Sharpe Ratio Rank: 99
Sharpe Ratio Rank
XHE Sortino Ratio Rank: 99
Sortino Ratio Rank
XHE Omega Ratio Rank: 99
Omega Ratio Rank
XHE Calmar Ratio Rank: 88
Calmar Ratio Rank
XHE Martin Ratio Rank: 77
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.

GNOM vs. XHE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Genomics & Biotechnology ETF (GNOM) and SPDR S&P Health Care Equipment ETF (XHE). 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.


GNOMXHEDifference

Sharpe ratio

Return per unit of total volatility

1.43

-0.16

+1.58

Sortino ratio

Return per unit of downside risk

2.04

-0.06

+2.10

Omega ratio

Gain probability vs. loss probability

1.26

0.99

+0.27

Calmar ratio

Return relative to maximum drawdown

2.25

-0.24

+2.49

Martin ratio

Return relative to average drawdown

7.43

-0.69

+8.12

GNOM vs. XHE - Sharpe Ratio Comparison

The current GNOM Sharpe Ratio is 1.43, which is higher than the XHE Sharpe Ratio of -0.16. The chart below compares the historical Sharpe Ratios of GNOM and XHE, 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


GNOMXHEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.43

-0.16

+1.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.39

-0.33

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.13

0.41

-0.54

Correlation

The correlation between GNOM and XHE is 0.73, 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

GNOM vs. XHE - Dividend Comparison

GNOM's dividend yield for the trailing twelve months is around 1.41%, more than XHE's 0.09% yield.


TTM20252024202320222021202020192018201720162015
GNOM
Global X Genomics & Biotechnology ETF
1.41%1.37%0.00%0.00%0.00%0.03%0.14%0.00%0.00%0.00%0.00%0.00%
XHE
SPDR S&P Health Care Equipment ETF
0.09%0.08%0.04%0.03%0.04%0.00%0.00%0.05%0.09%0.78%0.17%7.22%

Drawdowns

GNOM vs. XHE - Drawdown Comparison

The maximum GNOM drawdown since its inception was -75.00%, which is greater than XHE's maximum drawdown of -49.92%. Use the drawdown chart below to compare losses from any high point for GNOM and XHE.


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Drawdown Indicators


GNOMXHEDifference

Max Drawdown

Largest peak-to-trough decline

-75.00%

-49.92%

-25.08%

Max Drawdown (1Y)

Largest decline over 1 year

-18.17%

-18.29%

+0.12%

Max Drawdown (5Y)

Largest decline over 5 years

-72.29%

-49.92%

-22.37%

Max Drawdown (10Y)

Largest decline over 10 years

-49.92%

Current Drawdown

Current decline from peak

-59.83%

-40.94%

-18.89%

Average Drawdown

Average peak-to-trough decline

-40.12%

-12.97%

-27.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.51%

6.24%

-0.73%

Volatility

GNOM vs. XHE - Volatility Comparison

Global X Genomics & Biotechnology ETF (GNOM) has a higher volatility of 10.76% compared to SPDR S&P Health Care Equipment ETF (XHE) at 7.01%. This indicates that GNOM's price experiences larger fluctuations and is considered to be riskier than XHE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GNOMXHEDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.76%

7.01%

+3.75%

Volatility (6M)

Calculated over the trailing 6-month period

19.71%

14.84%

+4.87%

Volatility (1Y)

Calculated over the trailing 1-year period

31.21%

23.86%

+7.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.65%

24.25%

+9.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.30%

22.81%

+11.49%