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HRTS vs. PBPH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HRTS vs. PBPH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tema Obesity & Cardiometabolic ETF (HRTS) and Portfolio Building Block World Pharma and Biotech Index ETF (PBPH). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HRTS achieves a -5.70% return, which is significantly lower than PBPH's -1.13% return.


HRTS

1D
0.51%
1M
-0.90%
YTD
-5.70%
6M
-5.48%
1Y
20.97%
3Y*
5Y*
10Y*

PBPH

1D
0.58%
1M
0.07%
YTD
-1.13%
6M
-0.02%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HRTS vs. PBPH - Yearly Performance Comparison


Correlation

The correlation between HRTS and PBPH is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 26, 2025

0.92

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Return for Risk

HRTS vs. PBPH — Risk / Return Rank

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

HRTS
HRTS Risk / Return Rank: 3636
Overall Rank
HRTS Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
HRTS Sortino Ratio Rank: 3838
Sortino Ratio Rank
HRTS Omega Ratio Rank: 3333
Omega Ratio Rank
HRTS Calmar Ratio Rank: 3939
Calmar Ratio Rank
HRTS Martin Ratio Rank: 3232
Martin Ratio Rank

PBPH
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.

HRTS vs. PBPH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tema Obesity & Cardiometabolic ETF (HRTS) and Portfolio Building Block World Pharma and Biotech Index ETF (PBPH). 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.


HRTSPBPHDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.23

Calmar ratioReturn relative to maximum drawdown

1.91

Martin ratioReturn relative to average drawdown

4.83

HRTS vs. PBPH - Sharpe Ratio Comparison


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Sharpe Ratios by Period


HRTSPBPHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

-0.04

+0.60

Drawdowns

HRTS vs. PBPH - Drawdown Comparison

The maximum HRTS drawdown since its inception was -25.81%, which is greater than PBPH's maximum drawdown of -11.10%. Use the drawdown chart below to compare losses from any high point for HRTS and PBPH.


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Drawdown Indicators


HRTSPBPHDifference

Max Drawdown

Largest peak-to-trough decline

-25.81%

-11.10%

-14.71%

Max Drawdown (1Y)

Largest decline over 1 year

-11.01%

Current Drawdown

Current decline from peak

-9.14%

-8.69%

-0.45%

Average Drawdown

Average peak-to-trough decline

-9.02%

-4.23%

-4.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.36%

Volatility

HRTS vs. PBPH - Volatility Comparison


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Volatility by Period


HRTSPBPHDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.44%

Volatility (6M)

Calculated over the trailing 6-month period

11.26%

Volatility (1Y)

Calculated over the trailing 1-year period

16.03%

16.78%

-0.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.07%

16.78%

+2.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.07%

16.78%

+2.29%

HRTS vs. PBPH - Expense Ratio Comparison

HRTS has a 0.75% expense ratio, which is higher than PBPH's 0.13% expense ratio.


Dividends

HRTS vs. PBPH - Dividend Comparison

HRTS's dividend yield for the trailing twelve months is around 1.42%, more than PBPH's 0.09% yield.


Frequently Asked Questions


With a correlation of 0.92, HRTS and PBPH move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, PBPH is cheaper at 0.13% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PBPH is cheaper with a 0.13% expense ratio, compared with 0.75% for HRTS.

HRTS has the higher dividend yield at 1.42%, compared with 0.09% for PBPH.

They also come from different issuers: Tema and Portfolio Building Block. Their fees differ too: 0.75% for HRTS and 0.13% for PBPH.

Portfolio Optimizer

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