GSKH vs. IHF

Last updated Jun 13, 2026

GSKH (GSK plc ADRhedged ETF) and IHF (iShares U.S. Healthcare Providers ETF) are both Health & Biotech Equities funds - GSKH tracks the GSK plc Local Shares Total Return while IHF tracks the Dow Jones U.S. Select Health Care Providers Index. Both are passively managed. Over the past year, GSKH returned 33.80% vs 12.89% for IHF. At a 0.29 correlation, their price movements are largely independent. GSKH charges 0.19%/yr vs 0.43%/yr for IHF.

Performance

GSKH vs. IHF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GSK plc ADRhedged ETF (GSKH) and iShares U.S. Healthcare Providers ETF (IHF). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, GSKH achieves a 9.72% return, which is significantly lower than IHF's 11.91% return.

GSKH

• 1D: -0.13%
• 1M: 4.36%
• YTD: 9.72%
• 6M: 9.18%
• 1Y: 33.80%
• 3Y*: —
• 5Y*: —
• 10Y*: —

IHF

• 1D: 0.89%
• 1M: 3.91%
• YTD: 11.91%
• 6M: 9.63%
• 1Y: 12.89%
• 3Y*: 2.24%
• 5Y*: 0.98%
• 10Y*: 8.83%

*Multi-year figures are annualized to reflect compound growth (CAGR)

GSKH vs. IHF - Yearly Performance Comparison

	2026 (YTD)	2025
GSKH GSK plc ADRhedged ETF	9.72%	36.51%
IHF iShares U.S. Healthcare Providers ETF	11.91%	-1.04%

Correlation

The correlation between GSKH and IHF is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.27
Correlation (All Time) Calculated using the full available price history since Jan 7, 2025	0.29

Return for Risk

GSKH vs. IHF — Risk / Return Rank

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

GSKH

GSKH Risk / Return Rank: 34
GSKH Sharpe Ratio Rank: 33
GSKH Sortino Ratio Rank: 36
GSKH Omega Ratio Rank: 35
GSKH Calmar Ratio Rank: 35
GSKH Martin Ratio Rank: 31

IHF

IHF Risk / Return Rank: 19
IHF Sharpe Ratio Rank: 20
IHF Sortino Ratio Rank: 18
IHF Omega Ratio Rank: 21
IHF Calmar Ratio Rank: 18
IHF Martin Ratio Rank: 17

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.

GSKH vs. IHF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GSK plc ADRhedged ETF (GSKH) and iShares U.S. Healthcare Providers ETF (IHF). 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.

	GSKH	IHF	Difference
Sharpe ratio: Return per unit of total volatility	1.10	0.57	+0.53
Sortino ratio: Return per unit of downside risk	1.74	0.86	+0.88
Omega ratio: Gain probability vs. loss probability	1.22	1.13	+0.09
Calmar ratio: Return relative to maximum drawdown	1.57	0.63	+0.94
Martin ratio: Return relative to average drawdown	4.07	1.47	+2.61

GSKH vs. IHF - Sharpe Ratio Comparison

The current GSKH Sharpe Ratio is 1.10, which is higher than the IHF Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of GSKH and IHF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

GSKH vs. IHF - Drawdown Comparison

The maximum GSKH drawdown since its inception was -18.54%, smaller than the maximum IHF drawdown of -58.42%. Use the drawdown chart below to compare losses from any high point for GSKH and IHF.

Drawdown Indicators

	GSKH	IHF	Difference
Max Drawdown Largest peak-to-trough decline	-18.54%	-58.42%	+39.88%
Max Drawdown (1Y) Largest decline over 1 year	-18.54%	-19.72%	+1.18%
Max Drawdown (3Y) Largest decline over 3 years	—	-29.85%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-29.85%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-35.23%	—
Current Drawdown Current decline from peak	-11.77%	-7.14%	-4.63%
Average Drawdown Average peak-to-trough decline	-5.75%	-10.64%	+4.89%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.84%	8.51%	-0.67%

Volatility

GSKH vs. IHF - Volatility Comparison

GSK plc ADRhedged ETF (GSKH) has a higher volatility of 6.45% compared to iShares U.S. Healthcare Providers ETF (IHF) at 5.13%. This indicates that GSKH's price experiences larger fluctuations and is considered to be riskier than IHF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GSKH	IHF	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.45%	5.13%	+1.32%
Volatility (6M) Calculated over the trailing 6-month period	18.43%	16.21%	+2.22%
Volatility (1Y) Calculated over the trailing 1-year period	26.45%	21.82%	+4.63%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	27.00%	19.17%	+7.83%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.00%	21.01%	+5.99%

GSKH vs. IHF - Expense Ratio Comparison

GSKH has a 0.19% expense ratio, which is lower than IHF's 0.43% expense ratio.

Dividends

GSKH vs. IHF - Dividend Comparison

GSKH's dividend yield for the trailing twelve months is around 1.54%, more than IHF's 1.00% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GSKH GSK plc ADRhedged ETF	1.54%	1.15%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
IHF iShares U.S. Healthcare Providers ETF	1.00%	1.05%	0.86%	0.79%	0.74%	0.56%	0.53%	0.58%	4.01%	0.19%	0.25%	0.20%

Frequently Asked Questions

Can I hold both GSKH and IHF in my portfolio?

GSKH and IHF have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, GSKH or IHF?

GSKH has higher volatility (6.45%) compared to IHF (5.13%). In terms of maximum drawdown, GSKH dropped -18.54% vs IHF's -58.42%.

Which ETF is better, GSKH or IHF?

On 1-year performance, GSKH leads with 33.80% vs 12.89% for IHF. On fees, GSKH is cheaper at 0.19% per year. On volatility, IHF has been the lower-risk option at 5.13%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, GSKH or IHF?

Over the 1-year period, GSKH has performed better with a 33.80% return vs 12.89%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, GSKH or IHF?

GSKH is cheaper with a 0.19% expense ratio, compared with 0.43% for IHF.

Which ETF pays a higher dividend yield, GSKH or IHF?

GSKH has the higher dividend yield at 1.54%, compared with 1.00% for IHF.

What is the main difference between GSKH and IHF?

GSKH tracks GSK plc Local Shares Total Return, while IHF tracks Dow Jones U.S. Select Health Care Providers Index. They also come from different issuers: ADRhedged and iShares. Their fees differ too: 0.19% for GSKH and 0.43% for IHF.

Which has better risk-adjusted returns?

GSKH currently has the higher Sharpe Ratio (1.10 vs 0.57), 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.