IHF vs. LFSC

Last updated Jun 5, 2026

IHF (iShares U.S. Healthcare Providers ETF) and LFSC (F/m Emerald Life Sciences Innovation ETF) are both Health & Biotech Equities funds. IHF is passively managed, while LFSC is actively managed. Over the past year, IHF returned 10.08% vs 62.95% for LFSC. At a 0.33 correlation, their price movements are largely independent. IHF charges 0.43%/yr vs 0.54%/yr for LFSC.

Performance

IHF vs. LFSC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Healthcare Providers ETF (IHF) and F/m Emerald Life Sciences Innovation ETF (LFSC). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, IHF achieves a 7.93% return, which is significantly higher than LFSC's 6.73% return.

IHF

• 1D: 3.14%
• 1M: 7.98%
• YTD: 7.93%
• 6M: 6.98%
• 1Y: 10.08%
• 3Y*: 1.25%
• 5Y*: 0.09%
• 10Y*: 8.27%

LFSC

• 1D: 2.78%
• 1M: 0.33%
• YTD: 6.73%
• 6M: 3.09%
• 1Y: 62.95%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

IHF vs. LFSC - Yearly Performance Comparison

	2026 (YTD)	2025	2024
IHF iShares U.S. Healthcare Providers ETF	7.93%	0.92%	-7.50%
LFSC F/m Emerald Life Sciences Innovation ETF	6.73%	56.54%	-6.02%

Correlation

The correlation between IHF and LFSC is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.31
Correlation (All Time) Calculated using the full available price history since Nov 1, 2024	0.33

Return for Risk

IHF vs. LFSC — Risk / Return Rank

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

IHF

IHF Risk / Return Rank: 16
IHF Sharpe Ratio Rank: 17
IHF Sortino Ratio Rank: 16
IHF Omega Ratio Rank: 18
IHF Calmar Ratio Rank: 15
IHF Martin Ratio Rank: 15

LFSC

LFSC Risk / Return Rank: 72
LFSC Sharpe Ratio Rank: 76
LFSC Sortino Ratio Rank: 76
LFSC Omega Ratio Rank: 67
LFSC Calmar Ratio Rank: 78
LFSC Martin Ratio Rank: 61

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.

IHF vs. LFSC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Healthcare Providers ETF (IHF) and F/m Emerald Life Sciences Innovation ETF (LFSC). 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.

	IHF	LFSC	Difference
Sharpe ratio: Return per unit of total volatility	0.47	2.43	-1.96
Sortino ratio: Return per unit of downside risk	0.73	3.35	-2.63
Omega ratio: Gain probability vs. loss probability	1.11	1.40	-0.29
Calmar ratio: Return relative to maximum drawdown	0.51	3.89	-3.38
Martin ratio: Return relative to average drawdown	1.19	10.85	-9.67
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IHF vs. LFSC - Sharpe Ratio Comparison

The current IHF Sharpe Ratio is 0.47, which is lower than the LFSC Sharpe Ratio of 2.43. The chart below compares the historical Sharpe Ratios of IHF and LFSC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	IHF	LFSC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.47	2.43	-1.96
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.00	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.39	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.39	1.15	-0.76

Drawdowns

IHF vs. LFSC - Drawdown Comparison

The maximum IHF drawdown since its inception was -58.42%, which is greater than LFSC's maximum drawdown of -29.74%. Use the drawdown chart below to compare losses from any high point for IHF and LFSC.

Drawdown Indicators

	IHF	LFSC	Difference
Max Drawdown Largest peak-to-trough decline	-58.42%	-29.74%	-28.68%
Max Drawdown (1Y) Largest decline over 1 year	-19.72%	-16.25%	-3.47%
Max Drawdown (3Y) Largest decline over 3 years	-29.85%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-29.85%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-35.23%	—	—
Current Drawdown Current decline from peak	-10.44%	-0.89%	-9.55%
Average Drawdown Average peak-to-trough decline	-10.65%	-7.80%	-2.85%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.51%	5.82%	+2.69%

Volatility

IHF vs. LFSC - Volatility Comparison

The current volatility for iShares U.S. Healthcare Providers ETF (IHF) is 5.89%, while F/m Emerald Life Sciences Innovation ETF (LFSC) has a volatility of 7.92%. This indicates that IHF experiences smaller price fluctuations and is considered to be less risky than LFSC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IHF	LFSC	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.89%	7.92%	-2.03%
Volatility (6M) Calculated over the trailing 6-month period	16.11%	18.63%	-2.52%
Volatility (1Y) Calculated over the trailing 1-year period	21.73%	26.07%	-4.34%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.15%	28.94%	-9.79%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.02%	28.94%	-7.92%

IHF vs. LFSC - Expense Ratio Comparison

IHF has a 0.43% expense ratio, which is lower than LFSC's 0.54% expense ratio.

Dividends

IHF vs. LFSC - Dividend Comparison

IHF's dividend yield for the trailing twelve months is around 1.03%, while LFSC has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IHF iShares U.S. Healthcare Providers ETF	1.03%	1.05%	0.86%	0.79%	0.74%	0.56%	0.53%	0.58%	4.01%	0.19%	0.25%	0.20%
LFSC F/m Emerald Life Sciences Innovation 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

Can I hold both IHF and LFSC in my portfolio?

IHF and LFSC have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, IHF or LFSC?

LFSC has higher volatility (7.92%) compared to IHF (5.89%). In terms of maximum drawdown, IHF dropped -58.42% vs LFSC's -29.74%.

Which ETF is better, IHF or LFSC?

On 1-year performance, LFSC leads with 62.95% vs 10.08% for IHF. On fees, IHF is cheaper at 0.43% per year. On volatility, IHF has been the lower-risk option at 5.89%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, IHF or LFSC?

Over the 1-year period, LFSC has performed better with a 62.95% return vs 10.08%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, IHF or LFSC?

IHF is cheaper with a 0.43% expense ratio, compared with 0.54% for LFSC.

Which ETF pays a higher dividend yield, IHF or LFSC?

IHF has the higher dividend yield at 1.03%, compared with 0.00% for LFSC.

What is the main difference between IHF and LFSC?

They also come from different issuers: iShares and F/m Investments. Their fees differ too: 0.43% for IHF and 0.54% for LFSC.

Which has better risk-adjusted returns?

LFSC currently has the higher Sharpe Ratio (2.43 vs 0.47), 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.