IHF vs. PBPH
IHF (iShares U.S. Healthcare Providers ETF) and PBPH (Portfolio Building Block World Pharma and Biotech Index ETF) are both Health & Biotech Equities funds - IHF tracks the Dow Jones U.S. Select Health Care Providers Index while PBPH tracks the BITA Global Pharma and Biotech Select Index. Both are passively managed. At a 0.30 correlation, their price movements are largely independent. IHF charges 0.43%/yr vs 0.13%/yr for PBPH.
Performance
IHF vs. PBPH - Performance Comparison
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Returns By Period
In the year-to-date period, IHF achieves a 18.15% return, which is significantly higher than PBPH's 7.57% return.
IHF
- 1D
- -0.19%
- 1M
- 5.78%
- 6M
- 13.69%
- YTD
- 18.15%
- 1Y
- 28.13%
- 3Y*
- 4.34%
- 5Y*
- 1.92%
- 10Y*
- 9.17%
PBPH
- 1D
- 1.60%
- 1M
- 5.78%
- 6M
- 6.38%
- YTD
- 7.57%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IHF vs. PBPH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
IHF iShares U.S. Healthcare Providers ETF | 18.15% | -0.10% |
PBPH Portfolio Building Block World Pharma and Biotech Index ETF | 7.57% | 0.74% |
Correlation
The correlation between IHF and PBPH is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Nov 25, 2025 | 0.30 |
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Return for Risk
IHF vs. PBPH — Risk / Return Rank
IHF
PBPH
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
IHF vs. PBPH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Healthcare Providers ETF (IHF) and Portfolio Building Block World Pharma and Biotech Index ETF (PBPH). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| IHF | PBPH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.26 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 1.43 | — | — |
| Martin ratioReturn relative to average drawdown | 3.90 | — | — |
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Drawdowns
IHF vs. PBPH - Drawdown Comparison
The maximum IHF drawdown since its inception was -58.42%, which is greater than PBPH's maximum drawdown of -11.10%. Use the drawdown chart below to compare losses from any high point for IHF and PBPH.
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Drawdown Indicators
| IHF | PBPH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.42% | -11.10% | -47.32% |
Max Drawdown (1Y)Largest decline over 1 year | -19.72% | — | — |
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 DrawdownCurrent decline from peak | -1.96% | -3.16% | +1.20% |
Average DrawdownAverage peak-to-trough decline | -10.61% | -4.15% | -6.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.30% | — | — |
Volatility
IHF vs. PBPH - Volatility Comparison
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Volatility by Period
| IHF | PBPH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.45% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 16.36% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 21.13% | 17.85% | +3.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.27% | 17.85% | +1.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.02% | 17.85% | +3.17% |
IHF vs. PBPH - Expense Ratio Comparison
IHF has a 0.43% expense ratio, which is higher than PBPH's 0.13% expense ratio.
Dividends
IHF vs. PBPH - Dividend Comparison
IHF's dividend yield for the trailing twelve months is around 0.93%, more than PBPH's 0.08% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IHF iShares U.S. Healthcare Providers ETF | 0.93% | 1.05% | 0.86% | 0.79% | 0.74% | 0.56% | 0.53% | 0.58% | 4.01% | 0.19% | 0.25% | 0.20% |
PBPH Portfolio Building Block World Pharma and Biotech Index ETF | 0.08% | 0.09% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IHF and PBPH have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, PBPH is cheaper at 0.13% per year. The better choice depends on whether you care most about return, fees, risk, or income.
PBPH is cheaper with a 0.13% expense ratio, compared with 0.43% for IHF.
IHF has the higher dividend yield at 0.93%, compared with 0.08% for PBPH.
IHF tracks Dow Jones U.S. Select Health Care Providers Index, while PBPH tracks BITA Global Pharma and Biotech Select Index. They also come from different issuers: iShares and Portfolio Building Block. Their fees differ too: 0.43% for IHF and 0.13% for PBPH.
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