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HEAL vs. CSHP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HEAL vs. CSHP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X HealthTech ETF (HEAL) and iShares Enhanced Short-Term Bond Active ETF (CSHP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HEAL achieves a -10.37% return, which is significantly lower than CSHP's 1.83% return.


HEAL

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

CSHP

1D
-0.03%
1M
0.27%
YTD
1.83%
6M
1.92%
1Y
3.94%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HEAL vs. CSHP - Yearly Performance Comparison


2026 (YTD)20252024
HEAL
Global X HealthTech ETF
-10.37%-0.62%6.50%
CSHP
iShares Enhanced Short-Term Bond Active ETF
1.83%4.10%2.24%

Correlation

The correlation between HEAL and CSHP is -0.18, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.18

Correlation (All Time)
Calculated using the full available price history since Jul 18, 2024

0.04

The correlation between HEAL and CSHP shifts across timeframes, from -0.18 (1 year) to 0.04 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

HEAL vs. CSHP — Risk / Return Rank

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

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

CSHP
CSHP Risk / Return Rank: 9999
Overall Rank
CSHP Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
CSHP Sortino Ratio Rank: 9999
Sortino Ratio Rank
CSHP Omega Ratio Rank: 9999
Omega Ratio Rank
CSHP Calmar Ratio Rank: 100100
Calmar Ratio Rank
CSHP Martin Ratio Rank: 100100
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.

HEAL vs. CSHP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X HealthTech ETF (HEAL) and iShares Enhanced Short-Term Bond Active ETF (CSHP). 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.


HEALCSHPDifference
Sharpe ratioReturn per unit of total volatility

-11.81

Sortino ratioReturn per unit of downside risk

-28.54

Omega ratioGain probability vs. loss probability

0.90

6.46

-5.56

Calmar ratioReturn relative to maximum drawdown

-0.53

65.45

-65.98

Martin ratioReturn relative to average drawdown

-1.01

381.67

-382.68

HEAL vs. CSHP - Sharpe Ratio Comparison

The current HEAL Sharpe Ratio is -0.73, which is lower than the CSHP Sharpe Ratio of 11.09. The chart below compares the historical Sharpe Ratios of HEAL and CSHP, 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

HEAL vs. CSHP - Drawdown Comparison

The maximum HEAL drawdown since its inception was -65.76%, which is greater than CSHP's maximum drawdown of -0.08%. Use the drawdown chart below to compare losses from any high point for HEAL and CSHP.


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Drawdown Indicators


HEALCSHPDifference

Max Drawdown

Largest peak-to-trough decline

-65.76%

-0.08%

-65.68%

Max Drawdown (1Y)

Largest decline over 1 year

-30.71%

-0.06%

-30.65%

Max Drawdown (3Y)

Largest decline over 3 years

-35.78%

Max Drawdown (5Y)

Largest decline over 5 years

-60.36%

Current Drawdown

Current decline from peak

-61.31%

-0.04%

-61.27%

Average Drawdown

Average peak-to-trough decline

-43.20%

-0.00%

-43.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.98%

0.01%

+15.97%

Volatility

HEAL vs. CSHP - Volatility Comparison

Global X HealthTech ETF (HEAL) has a higher volatility of 7.26% compared to iShares Enhanced Short-Term Bond Active ETF (CSHP) at 0.16%. This indicates that HEAL's price experiences larger fluctuations and is considered to be riskier than CSHP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HEALCSHPDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.26%

0.16%

+7.10%

Volatility (6M)

Calculated over the trailing 6-month period

16.63%

0.27%

+16.36%

Volatility (1Y)

Calculated over the trailing 1-year period

22.43%

0.36%

+22.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.46%

0.41%

+26.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.28%

0.41%

+25.87%

HEAL vs. CSHP - Expense Ratio Comparison

HEAL has a 0.50% expense ratio, which is higher than CSHP's 0.20% expense ratio.


Dividends

HEAL vs. CSHP - Dividend Comparison

HEAL's dividend yield for the trailing twelve months is around 0.37%, less than CSHP's 3.91% yield.


PositionTTM202520242023202220212020
CSHP
iShares Enhanced Short-Term Bond Active ETF
3.91%5.39%1.96%0.00%0.00%0.00%0.00%
HEAL
Global X HealthTech ETF
0.37%0.33%0.00%0.00%0.00%0.00%0.03%

Frequently Asked Questions


HEAL and CSHP have a correlation of -0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HEAL has higher volatility (7.26%) compared to CSHP (0.16%). In terms of maximum drawdown, HEAL dropped -65.76% vs CSHP's -0.08%.

On 1-year performance, CSHP leads with 3.94% vs -16.13% for HEAL. On fees, CSHP is cheaper at 0.20% per year. On volatility, CSHP has been the lower-risk option at 0.16%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, CSHP has performed better with a 3.94% return vs -16.13%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

CSHP is cheaper with a 0.20% expense ratio, compared with 0.50% for HEAL.

CSHP has the higher dividend yield at 3.91%, compared with 0.37% for HEAL.

HEAL is categorized as Health & Biotech Equities, while CSHP is Ultrashort Bond. They also come from different issuers: Global X and iShares. Their fees differ too: 0.50% for HEAL and 0.20% for CSHP.

CSHP currently has the higher Sharpe Ratio (11.09 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 HEAL and CSHP

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