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IHE vs. XLV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IHE and XLV is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.9

Performance

IHE vs. XLV - Performance Comparison

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

-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
1.86%
-3.64%
IHE
XLV

Key characteristics

Sharpe Ratio

IHE:

0.57

XLV:

0.24

Sortino Ratio

IHE:

0.89

XLV:

0.42

Omega Ratio

IHE:

1.10

XLV:

1.05

Calmar Ratio

IHE:

0.73

XLV:

0.21

Martin Ratio

IHE:

1.52

XLV:

0.55

Ulcer Index

IHE:

4.72%

XLV:

5.06%

Daily Std Dev

IHE:

12.50%

XLV:

11.44%

Max Drawdown

IHE:

-38.20%

XLV:

-39.17%

Current Drawdown

IHE:

0.00%

XLV:

-4.53%

Returns By Period

In the year-to-date period, IHE achieves a 10.85% return, which is significantly higher than XLV's 8.23% return. Over the past 10 years, IHE has underperformed XLV with an annualized return of 4.20%, while XLV has yielded a comparatively higher 9.29% annualized return.


IHE

YTD

10.85%

1M

7.13%

6M

2.09%

1Y

6.75%

5Y*

10.08%

10Y*

4.20%

XLV

YTD

8.23%

1M

3.17%

6M

-3.53%

1Y

2.82%

5Y*

11.48%

10Y*

9.29%

*Annualized

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IHE vs. XLV - Expense Ratio Comparison

IHE has a 0.42% expense ratio, which is higher than XLV's 0.12% expense ratio.


Expense ratio chart for IHE: current value at 0.42% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.42%
Expense ratio chart for XLV: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%

Risk-Adjusted Performance

IHE vs. XLV — Risk-Adjusted Performance Rank

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

IHE
The Risk-Adjusted Performance Rank of IHE is 2525
Overall Rank
The Sharpe Ratio Rank of IHE is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of IHE is 2323
Sortino Ratio Rank
The Omega Ratio Rank of IHE is 2222
Omega Ratio Rank
The Calmar Ratio Rank of IHE is 3636
Calmar Ratio Rank
The Martin Ratio Rank of IHE is 2020
Martin Ratio Rank

XLV
The Risk-Adjusted Performance Rank of XLV is 1313
Overall Rank
The Sharpe Ratio Rank of XLV is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of XLV is 1212
Sortino Ratio Rank
The Omega Ratio Rank of XLV is 1212
Omega Ratio Rank
The Calmar Ratio Rank of XLV is 1515
Calmar Ratio Rank
The Martin Ratio Rank of XLV is 1212
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IHE vs. XLV - Risk-Adjusted Performance Comparison

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


The chart of Sharpe ratio for IHE, currently valued at 0.57, compared to the broader market0.002.004.000.570.24
The chart of Sortino ratio for IHE, currently valued at 0.89, compared to the broader market-2.000.002.004.006.008.0010.0012.000.890.42
The chart of Omega ratio for IHE, currently valued at 1.10, compared to the broader market0.501.001.502.002.503.001.101.05
The chart of Calmar ratio for IHE, currently valued at 0.73, compared to the broader market0.005.0010.0015.000.730.21
The chart of Martin ratio for IHE, currently valued at 1.52, compared to the broader market0.0020.0040.0060.0080.00100.001.520.55
IHE
XLV

The current IHE Sharpe Ratio is 0.57, which is higher than the XLV Sharpe Ratio of 0.24. The chart below compares the historical Sharpe Ratios of IHE and XLV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
0.57
0.24
IHE
XLV

Dividends

IHE vs. XLV - Dividend Comparison

IHE's dividend yield for the trailing twelve months is around 1.56%, more than XLV's 1.54% yield.


TTM20242023202220212020201920182017201620152014
IHE
iShares U.S. Pharmaceuticals ETF
1.56%1.73%1.39%2.01%1.49%1.19%1.40%1.25%1.36%0.92%1.93%1.20%
XLV
Health Care Select Sector SPDR Fund
1.54%1.67%1.59%1.47%1.33%1.49%2.17%1.58%1.47%1.60%1.43%1.35%

Drawdowns

IHE vs. XLV - Drawdown Comparison

The maximum IHE drawdown since its inception was -38.20%, roughly equal to the maximum XLV drawdown of -39.17%. Use the drawdown chart below to compare losses from any high point for IHE and XLV. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February0
-4.53%
IHE
XLV

Volatility

IHE vs. XLV - Volatility Comparison

iShares U.S. Pharmaceuticals ETF (IHE) has a higher volatility of 4.15% compared to Health Care Select Sector SPDR Fund (XLV) at 3.83%. This indicates that IHE's price experiences larger fluctuations and is considered to be riskier than XLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%2.50%3.00%3.50%4.00%4.50%5.00%5.50%SeptemberOctoberNovemberDecember2025February
4.15%
3.83%
IHE
XLV