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IHE vs. XLU
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IHE vs. XLU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Pharmaceuticals ETF (IHE) and Utilities Select Sector SPDR Fund (XLU). The values are adjusted to include any dividend payments, if applicable.

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IHE vs. XLU - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IHE
iShares U.S. Pharmaceuticals ETF
3.70%31.69%8.13%1.06%-4.87%13.07%13.66%15.47%-7.76%10.64%
XLU
Utilities Select Sector SPDR Fund
8.77%16.03%23.31%-7.18%1.44%17.70%0.51%25.93%3.94%12.05%

Returns By Period

In the year-to-date period, IHE achieves a 3.70% return, which is significantly lower than XLU's 8.77% return. Over the past 10 years, IHE has underperformed XLU with an annualized return of 8.20%, while XLU has yielded a comparatively higher 9.79% annualized return.


IHE

1D
1.15%
1M
-3.66%
YTD
3.70%
6M
18.16%
1Y
32.13%
3Y*
16.43%
5Y*
10.17%
10Y*
8.20%

XLU

1D
0.48%
1M
-1.98%
YTD
8.77%
6M
6.26%
1Y
19.98%
3Y*
14.30%
5Y*
10.90%
10Y*
9.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IHE vs. XLU - Expense Ratio Comparison

IHE has a 0.42% expense ratio, which is higher than XLU's 0.13% expense ratio.


Return for Risk

IHE vs. XLU — Risk / Return Rank

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

IHE
IHE Risk / Return Rank: 7878
Overall Rank
IHE Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
IHE Sortino Ratio Rank: 8181
Sortino Ratio Rank
IHE Omega Ratio Rank: 7575
Omega Ratio Rank
IHE Calmar Ratio Rank: 8383
Calmar Ratio Rank
IHE Martin Ratio Rank: 7272
Martin Ratio Rank

XLU
XLU Risk / Return Rank: 6666
Overall Rank
XLU Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
XLU Sortino Ratio Rank: 6666
Sortino Ratio Rank
XLU Omega Ratio Rank: 6262
Omega Ratio Rank
XLU Calmar Ratio Rank: 7979
Calmar Ratio Rank
XLU Martin Ratio Rank: 5252
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. XLU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Pharmaceuticals ETF (IHE) and Utilities Select Sector SPDR Fund (XLU). 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.


IHEXLUDifference

Sharpe ratio

Return per unit of total volatility

1.59

1.27

+0.32

Sortino ratio

Return per unit of downside risk

2.20

1.73

+0.47

Omega ratio

Gain probability vs. loss probability

1.29

1.23

+0.06

Calmar ratio

Return relative to maximum drawdown

2.52

2.21

+0.31

Martin ratio

Return relative to average drawdown

7.93

5.31

+2.62

IHE vs. XLU - Sharpe Ratio Comparison

The current IHE Sharpe Ratio is 1.59, which is comparable to the XLU Sharpe Ratio of 1.27. The chart below compares the historical Sharpe Ratios of IHE and XLU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IHEXLUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.59

1.27

+0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

0.64

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

0.51

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.41

+0.09

Correlation

The correlation between IHE and XLU is 0.40, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

IHE vs. XLU - Dividend Comparison

IHE's dividend yield for the trailing twelve months is around 1.70%, less than XLU's 2.58% yield.


TTM20252024202320222021202020192018201720162015
IHE
iShares U.S. Pharmaceuticals ETF
1.70%1.76%1.73%1.39%2.01%1.49%1.19%1.40%1.25%1.36%0.92%1.93%
XLU
Utilities Select Sector SPDR Fund
2.58%2.71%2.96%3.39%2.92%2.79%3.14%2.95%3.33%3.33%3.41%3.67%

Drawdowns

IHE vs. XLU - Drawdown Comparison

The maximum IHE drawdown since its inception was -38.20%, smaller than the maximum XLU drawdown of -51.98%. Use the drawdown chart below to compare losses from any high point for IHE and XLU.


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Drawdown Indicators


IHEXLUDifference

Max Drawdown

Largest peak-to-trough decline

-38.20%

-51.98%

+13.78%

Max Drawdown (1Y)

Largest decline over 1 year

-10.58%

-9.18%

-1.40%

Max Drawdown (5Y)

Largest decline over 5 years

-16.03%

-25.26%

+9.23%

Max Drawdown (10Y)

Largest decline over 10 years

-29.59%

-36.07%

+6.48%

Current Drawdown

Current decline from peak

-4.22%

-2.72%

-1.50%

Average Drawdown

Average peak-to-trough decline

-7.95%

-10.26%

+2.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.36%

3.82%

-0.46%

Volatility

IHE vs. XLU - Volatility Comparison

iShares U.S. Pharmaceuticals ETF (IHE) has a higher volatility of 5.91% compared to Utilities Select Sector SPDR Fund (XLU) at 5.09%. This indicates that IHE's price experiences larger fluctuations and is considered to be riskier than XLU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IHEXLUDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.91%

5.09%

+0.82%

Volatility (6M)

Calculated over the trailing 6-month period

12.12%

10.36%

+1.76%

Volatility (1Y)

Calculated over the trailing 1-year period

20.70%

15.79%

+4.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.95%

17.18%

-1.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.11%

19.21%

-1.10%