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IHE vs. MHIP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IHE vs. MHIP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Pharmaceuticals ETF (IHE) and Milliman Healthcare Inflation Plus ETF (MHIP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


IHE

1D
-0.98%
1M
-0.34%
6M
15.00%
YTD
19.36%
1Y
53.32%
3Y*
20.74%
5Y*
11.16%
10Y*
8.45%
ALL TIME*
10.88%

MHIP

1D
0.39%
1M
-0.68%
6M
YTD
1Y
3Y*
5Y*
10Y*
ALL TIME*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$35.28M$36.00M$20.48M
$1.34K$877.52$4.14K

IHE vs. MHIP - Yearly Performance Comparison


Correlation

The correlation between IHE and MHIP is 0.58, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (All Time)
Calculated using the full available price history since Apr 21, 2026

0.58

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Return for Risk

IHE vs. MHIP — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

IHE
IHE Risk / Return Rank: 9595
Overall Rank
IHE Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
IHE Sortino Ratio Rank: 9696
Sortino Ratio Rank
IHE Omega Ratio Rank: 9494
Omega Ratio Rank
IHE Calmar Ratio Rank: 9696
Calmar Ratio Rank
IHE Martin Ratio Rank: 9494
Martin Ratio Rank

MHIP

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

IHE vs. MHIP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Pharmaceuticals ETF (IHE) and Milliman Healthcare Inflation Plus ETF (MHIP). 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.


IHEMHIPDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.50

Calmar ratioReturn relative to maximum drawdown

6.33

Martin ratioReturn relative to average drawdown

19.45

IHE vs. MHIP - Sharpe Ratio Comparison


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Drawdowns

IHE vs. MHIP - Drawdown Comparison

The maximum IHE drawdown since its inception was -38.20%, which is greater than MHIP's maximum drawdown of -3.09%. Use the drawdown chart below to compare losses from any high point for IHE and MHIP.


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Drawdown Indicators


IHEMHIPDifference

Max Drawdown

Largest peak-to-trough decline

-38.20%

-3.09%

-35.11%

Max Drawdown (1Y)

Largest decline over 1 year

-8.47%

Max Drawdown (3Y)

Largest decline over 3 years

-15.92%

Max Drawdown (5Y)

Largest decline over 5 years

-16.03%

Max Drawdown (10Y)

Largest decline over 10 years

-29.59%

Current Drawdown

Current decline from peak

-3.21%

-1.02%

-2.19%

Average Drawdown

Average peak-to-trough decline

-7.86%

-1.30%

-6.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.75%

Volatility

IHE vs. MHIP - Volatility Comparison


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Volatility by Period


IHEMHIPDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.84%

Volatility (6M)

Calculated over the trailing 6-month period

14.00%

Volatility (1Y)

Calculated over the trailing 1-year period

17.83%

10.92%

+6.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.52%

10.92%

+5.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.08%

10.92%

+7.16%

IHE vs. MHIP - Expense Ratio Comparison

IHE has a 0.38% expense ratio, which is lower than MHIP's 0.55% expense ratio.


Dividends

IHE vs. MHIP - Dividend Comparison

IHE's dividend yield for the trailing twelve months is around 1.46%, while MHIP has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IHE
iShares U.S. Pharmaceuticals ETF
1.46%1.76%1.73%1.39%2.01%1.49%1.19%1.40%1.25%1.36%0.92%1.93%
MHIP
Milliman Healthcare Inflation Plus ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IHE and MHIP have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IHE is cheaper at 0.38% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IHE is cheaper with a 0.38% expense ratio, compared with 0.55% for MHIP.

IHE has the higher dividend yield at 1.46%, compared with 0.00% for MHIP.

They also come from different issuers: iShares and Milliman. Their fees differ too: 0.38% for IHE and 0.55% for MHIP.

Portfolio Optimizer

Find the right allocation for IHE and MHIP

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