HELX vs. GSKH

Last updated Jun 24, 2026

HELX (Franklin Genomic Advancements ETF) and GSKH (GSK plc ADRhedged ETF) are both Health & Biotech Equities funds. HELX is actively managed, while GSKH is passively managed. Over the past year, HELX returned 35.07% vs 42.66% for GSKH. At a 0.36 correlation, their price movements are largely independent. HELX charges 0.50%/yr vs 0.19%/yr for GSKH.

Performance

HELX vs. GSKH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Genomic Advancements ETF (HELX) and GSK plc ADRhedged ETF (GSKH). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, HELX achieves a 0.89% return, which is significantly lower than GSKH's 9.90% return.

HELX

• 1D: 0.84%
• 1M: 7.10%
• YTD: 0.89%
• 6M: -0.79%
• 1Y: 35.07%
• 3Y*: 7.14%
• 5Y*: -5.27%
• 10Y*: —

GSKH

• 1D: 2.87%
• 1M: 2.94%
• YTD: 9.90%
• 6M: 10.56%
• 1Y: 42.66%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

HELX vs. GSKH - Yearly Performance Comparison

	2026 (YTD)	2025
HELX Franklin Genomic Advancements ETF	0.89%	23.17%
GSKH GSK plc ADRhedged ETF	9.90%	36.51%

Correlation

The correlation between HELX and GSKH is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.39
Correlation (All Time) Calculated using the full available price history since Jan 7, 2025	0.36

Return for Risk

HELX vs. GSKH — Risk / Return Rank

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

HELX

HELX Risk / Return Rank: 45
HELX Sharpe Ratio Rank: 51
HELX Sortino Ratio Rank: 52
HELX Omega Ratio Rank: 47
HELX Calmar Ratio Rank: 42
HELX Martin Ratio Rank: 35

GSKH

GSKH Risk / Return Rank: 51
GSKH Sharpe Ratio Rank: 53
GSKH Sortino Ratio Rank: 56
GSKH Omega Ratio Rank: 54
GSKH Calmar Ratio Rank: 51
GSKH Martin Ratio Rank: 41

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.

HELX vs. GSKH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Genomic Advancements ETF (HELX) and GSK plc ADRhedged ETF (GSKH). 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.

	HELX	GSKH	Difference
Sharpe ratio: Return per unit of total volatility	1.65	1.64	+0.01
Sortino ratio: Return per unit of downside risk	2.36	2.43	-0.06
Omega ratio: Gain probability vs. loss probability	1.28	1.30	-0.03
Calmar ratio: Return relative to maximum drawdown	1.96	2.31	-0.36
Martin ratio: Return relative to average drawdown	4.96	6.06	-1.10

HELX vs. GSKH - Sharpe Ratio Comparison

The current HELX Sharpe Ratio is 1.65, which is comparable to the GSKH Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of HELX and GSKH, 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

HELX vs. GSKH - Drawdown Comparison

The maximum HELX drawdown since its inception was -58.75%, which is greater than GSKH's maximum drawdown of -18.54%. Use the drawdown chart below to compare losses from any high point for HELX and GSKH.

Drawdown Indicators

	HELX	GSKH	Difference
Max Drawdown Largest peak-to-trough decline	-58.75%	-18.54%	-40.21%
Max Drawdown (1Y) Largest decline over 1 year	-18.01%	-18.54%	+0.53%
Max Drawdown (3Y) Largest decline over 3 years	-29.48%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-58.75%	—	—
Current Drawdown Current decline from peak	-36.69%	-11.62%	-25.07%
Average Drawdown Average peak-to-trough decline	-34.33%	-5.86%	-28.47%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.09%	7.06%	+0.03%

Volatility

HELX vs. GSKH - Volatility Comparison

Franklin Genomic Advancements ETF (HELX) and GSK plc ADRhedged ETF (GSKH) have volatilities of 6.84% and 6.89%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	HELX	GSKH	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.84%	6.89%	-0.05%
Volatility (6M) Calculated over the trailing 6-month period	16.93%	18.67%	-1.74%
Volatility (1Y) Calculated over the trailing 1-year period	21.37%	26.14%	-4.77%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.14%	26.95%	-2.81%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.36%	26.95%	+0.41%

HELX vs. GSKH - Expense Ratio Comparison

HELX has a 0.50% expense ratio, which is higher than GSKH's 0.19% expense ratio.

Dividends

HELX vs. GSKH - Dividend Comparison

HELX's dividend yield for the trailing twelve months is around 0.39%, less than GSKH's 2.82% yield.

Position	TTM	2025	2024	2023	2022	2021	2020
GSKH GSK plc ADRhedged ETF	2.82%	1.15%	0.00%	0.00%	0.00%	0.00%	0.00%
HELX Franklin Genomic Advancements ETF	0.39%	0.39%	0.00%	0.00%	0.00%	0.24%	0.12%

Frequently Asked Questions

Can I hold both HELX and GSKH in my portfolio?

HELX and GSKH have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, HELX or GSKH?

GSKH has higher volatility (6.89%) compared to HELX (6.84%). In terms of maximum drawdown, HELX dropped -58.75% vs GSKH's -18.54%.

Which ETF is better, HELX or GSKH?

On 1-year performance, GSKH leads with 42.66% vs 35.07% for HELX. On fees, GSKH is cheaper at 0.19% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, HELX or GSKH?

Over the 1-year period, GSKH has performed better with a 42.66% return vs 35.07%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, HELX or GSKH?

GSKH is cheaper with a 0.19% expense ratio, compared with 0.50% for HELX.

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

GSKH has the higher dividend yield at 2.82%, compared with 0.39% for HELX.

What is the main difference between HELX and GSKH?

They also come from different issuers: Franklin Templeton and ADRhedged. Their fees differ too: 0.50% for HELX and 0.19% for GSKH.

Which has better risk-adjusted returns?

HELX currently has the higher Sharpe Ratio (1.65 vs 1.64), 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.