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IHE vs. PSIL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IHE vs. PSIL

Last updated Jun 4, 2026

IHE (iShares U.S. Pharmaceuticals ETF) and PSIL (AdvisorShares Psychedelics ETF) are both Health & Biotech Equities funds. IHE is passively managed, while PSIL is actively managed. Over the past 3 years, IHE returned 17.47%/yr vs 9.55%/yr for PSIL. At a 0.32 correlation, their price movements are largely independent. IHE charges 0.42%/yr vs 1.00%/yr for PSIL.

Performance

IHE vs. PSIL - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, IHE achieves a 6.47% return, which is significantly lower than PSIL's 20.15% return.

IHE

1D
1.16%
1M
1.80%
YTD
6.47%
6M
8.51%
1Y
40.15%
3Y*
17.47%
5Y*
9.98%
10Y*
7.81%

PSIL

1D
-2.57%
1M
1.88%
YTD
20.15%
6M
23.74%
1Y
65.52%
3Y*
9.55%
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

IHE vs. PSIL - Yearly Performance Comparison

2026 (YTD)20252024202320222021
IHE
iShares U.S. Pharmaceuticals ETF		6.47%31.69%8.13%1.06%-4.87%7.64%
PSIL
AdvisorShares Psychedelics ETF		20.15%74.55%-19.50%-25.12%-67.24%-41.98%

Correlation

The correlation between IHE and PSIL is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.36

Correlation (3Y)
Calculated over the trailing 3-year period

0.31

Correlation (All Time)
Calculated using the full available price history since Sep 17, 2021

0.32

IHE vs. PSIL - Sectors Allocation Comparison

Sectors
IHE
PSIL

Healthcare

100.0%
100.0%

Basic Materials

-

-

Communication Services

-

-

Consumer Cyclical

-

-

Consumer Defensive

-

-

Energy

-

-

Financial Services

-

-

Industrials

-

-

Real Estate

-

-

Technology

-

-

Utilities

-

-

Healthcare

IHE
100.0%
PSIL
100.0%

Basic Materials

IHE

-

PSIL

-

Communication Services

IHE

-

PSIL

-

Consumer Cyclical

IHE

-

PSIL

-

Consumer Defensive

IHE

-

PSIL

-

Energy

IHE

-

PSIL

-

Financial Services

IHE

-

PSIL

-

Industrials

IHE

-

PSIL

-

Real Estate

IHE

-

PSIL

-

Technology

IHE

-

PSIL

-

Utilities

IHE

-

PSIL

-

Compare stocks, funds, or ETFs

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iShares U.S. Pharmaceuticals ETF

AdvisorShares Psychedelics ETF

Often compared with IHE:
IHE vs. PPHIHE vs. XPHIHE vs. XLVIHE vs. VYMIHE vs. PJPIHE vs. IAKIHE vs. BBP
Often compared with PSIL:
PSIL vs. XLVPSIL vs. XHEPSIL vs. AADRPSIL vs. FMEDPSIL vs. IBBPSIL vs. VHTPSIL vs. SPAQ

Return for Risk

IHE vs. PSIL — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IHE
IHE Risk / Return Rank: 7474
Overall Rank
IHE Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
IHE Sortino Ratio Rank: 7575
Sortino Ratio Rank
IHE Omega Ratio Rank: 6565
Omega Ratio Rank
IHE Calmar Ratio Rank: 8585
Calmar Ratio Rank
IHE Martin Ratio Rank: 7575
Martin Ratio Rank
PSIL
PSIL Risk / Return Rank: 4848
Overall Rank
PSIL Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
PSIL Sortino Ratio Rank: 4343
Sortino Ratio Rank
PSIL Omega Ratio Rank: 4343
Omega Ratio Rank
PSIL Calmar Ratio Rank: 6666
Calmar Ratio Rank
PSIL Martin Ratio Rank: 4343
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.

IHE vs. PSIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Pharmaceuticals ETF (IHE) and AdvisorShares Psychedelics ETF (PSIL). 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.

IHEPSILDifference
Sharpe ratioReturn per unit of total volatility
2.36
1.58

+0.79

Sortino ratioReturn per unit of downside risk
3.43
2.14

+1.29

Omega ratioGain probability vs. loss probability

1.40

1.27

+0.13

Calmar ratioReturn relative to maximum drawdown

4.76

3.23

+1.53

Martin ratioReturn relative to average drawdown

14.35

6.82

+7.52

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IHE vs. PSIL - Sharpe Ratio Comparison

The current IHE Sharpe Ratio is 2.36, which is higher than the PSIL Sharpe Ratio of 1.58. The chart below compares the historical Sharpe Ratios of IHE and PSIL, 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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Sharpe Ratios by Period

IHEPSILDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.36

1.58

+0.79

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

—

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

-0.42

+0.92

Drawdowns

IHE vs. PSIL - Drawdown Comparison

The maximum IHE drawdown since its inception was -38.20%, smaller than the maximum PSIL drawdown of -92.72%. Use the drawdown chart below to compare losses from any high point for IHE and PSIL.

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Drawdown Indicators

IHEPSILDifference

Max Drawdown

Largest peak-to-trough decline

-38.20%

-92.72%

+54.52%

Max Drawdown (1Y)

Largest decline over 1 year

-8.47%

-20.38%

+11.91%

Max Drawdown (3Y)

Largest decline over 3 years

-15.92%

-64.62%

+48.70%

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

-2.80%

-76.63%

+73.83%

Average Drawdown

Average peak-to-trough decline

-7.92%

-76.76%

+68.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.81%

9.63%

-6.82%

Volatility

IHE vs. PSIL - Volatility Comparison

The current volatility for iShares U.S. Pharmaceuticals ETF (IHE) is 5.53%, while AdvisorShares Psychedelics ETF (PSIL) has a volatility of 9.76%. This indicates that IHE experiences smaller price fluctuations and is considered to be less risky than PSIL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IHEPSILDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.53%

9.76%

-4.23%

Volatility (6M)

Calculated over the trailing 6-month period

12.48%

27.89%

-15.41%

Volatility (1Y)

Calculated over the trailing 1-year period

17.07%

41.80%

-24.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.24%

63.15%

-46.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.05%

63.15%

-45.10%

IHE vs. PSIL - Expense Ratio Comparison

IHE has a 0.42% expense ratio, which is lower than PSIL's 1.00% expense ratio.

Dividends

IHE vs. PSIL - Dividend Comparison

IHE's dividend yield for the trailing twelve months is around 1.65%, less than PSIL's 8.32% yield.

PositionTTM20252024202320222021202020192018201720162015
IHE
iShares U.S. Pharmaceuticals ETF		1.65%1.76%1.73%1.39%2.01%1.49%1.19%1.40%1.25%1.36%0.92%1.93%
PSIL
AdvisorShares Psychedelics ETF		8.32%10.95%1.49%0.24%2.91%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

IHE and PSIL have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PSIL has higher volatility (9.76%) compared to IHE (5.53%). In terms of maximum drawdown, IHE dropped -38.20% vs PSIL's -92.72%.

On 3-year performance, IHE leads with 17.47% vs 9.55% for PSIL. On fees, IHE is cheaper at 0.42% per year. On volatility, IHE has been the lower-risk option at 5.53%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, IHE has performed better with a 17.47% return vs 9.55%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IHE is cheaper with a 0.42% expense ratio, compared with 1.00% for PSIL.

PSIL has the higher dividend yield at 8.32%, compared with 1.65% for IHE.

They also come from different issuers: iShares and AdvisorShares. Their fees differ too: 0.42% for IHE and 1.00% for PSIL.

IHE currently has the higher Sharpe Ratio (2.36 vs 1.58), 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.

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