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

Correlation

The correlation between IHE and XPH is 0.90, 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. XPH - Performance Comparison

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

250.00%300.00%350.00%400.00%450.00%500.00%JulyAugustSeptemberOctoberNovemberDecember
443.01%
281.51%
IHE
XPH

Key characteristics

Sharpe Ratio

IHE:

0.97

XPH:

0.63

Sortino Ratio

IHE:

1.44

XPH:

1.00

Omega Ratio

IHE:

1.17

XPH:

1.11

Calmar Ratio

IHE:

1.19

XPH:

0.32

Martin Ratio

IHE:

2.92

XPH:

1.57

Ulcer Index

IHE:

4.00%

XPH:

6.74%

Daily Std Dev

IHE:

12.03%

XPH:

16.71%

Max Drawdown

IHE:

-38.20%

XPH:

-48.03%

Current Drawdown

IHE:

-9.07%

XPH:

-24.52%

Returns By Period

In the year-to-date period, IHE achieves a 8.12% return, which is significantly higher than XPH's 5.61% return. Over the past 10 years, IHE has outperformed XPH with an annualized return of 4.31%, while XPH has yielded a comparatively lower -0.64% annualized return.


IHE

YTD

8.12%

1M

-2.20%

6M

-1.15%

1Y

10.36%

5Y*

5.93%

10Y*

4.31%

XPH

YTD

5.61%

1M

-6.30%

6M

8.58%

1Y

7.16%

5Y*

-0.10%

10Y*

-0.64%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


IHE vs. XPH - Expense Ratio Comparison

IHE has a 0.42% expense ratio, which is higher than XPH's 0.35% expense ratio.


IHE
iShares U.S. Pharmaceuticals ETF
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 XPH: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%

Risk-Adjusted Performance

IHE vs. XPH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Pharmaceuticals ETF (IHE) and SPDR S&P Pharmaceuticals ETF (XPH). 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.


Sharpe ratio
The chart of Sharpe ratio for IHE, currently valued at 0.97, compared to the broader market0.002.004.000.970.63
The chart of Sortino ratio for IHE, currently valued at 1.44, compared to the broader market-2.000.002.004.006.008.0010.001.441.00
The chart of Omega ratio for IHE, currently valued at 1.17, compared to the broader market0.501.001.502.002.503.001.171.11
The chart of Calmar ratio for IHE, currently valued at 1.19, compared to the broader market0.005.0010.0015.001.190.32
The chart of Martin ratio for IHE, currently valued at 2.92, compared to the broader market0.0020.0040.0060.0080.00100.002.921.57
IHE
XPH

The current IHE Sharpe Ratio is 0.97, which is higher than the XPH Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of IHE and XPH, 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.97
0.63
IHE
XPH

Dividends

IHE vs. XPH - Dividend Comparison

IHE's dividend yield for the trailing twelve months is around 1.73%, more than XPH's 1.21% yield.


TTM20232022202120202019201820172016201520142013
IHE
iShares U.S. Pharmaceuticals ETF
1.73%1.39%2.01%1.49%1.19%1.40%1.25%1.36%0.92%1.93%1.20%1.06%
XPH
SPDR S&P Pharmaceuticals ETF
1.21%1.28%1.64%0.95%0.47%0.64%0.65%0.67%0.63%7.15%5.55%2.06%

Drawdowns

IHE vs. XPH - Drawdown Comparison

The maximum IHE drawdown since its inception was -38.20%, smaller than the maximum XPH drawdown of -48.03%. Use the drawdown chart below to compare losses from any high point for IHE and XPH. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.07%
-24.52%
IHE
XPH

Volatility

IHE vs. XPH - Volatility Comparison

The current volatility for iShares U.S. Pharmaceuticals ETF (IHE) is 3.16%, while SPDR S&P Pharmaceuticals ETF (XPH) has a volatility of 5.00%. This indicates that IHE experiences smaller price fluctuations and is considered to be less risky than XPH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.16%
5.00%
IHE
XPH
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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