IHF vs. UNHW
IHF (iShares U.S. Healthcare Providers ETF) and UNHW (Roundhill UNH WeeklyPay ETF) are both exchange-traded funds - IHF is a Health & Biotech Equities fund tracking the Dow Jones U.S. Select Healthcare Providers Index, while UNHW is a Leveraged Equities fund actively managed by Roundhill. IHF is passively managed, while UNHW is actively managed. Their correlation of 0.85 means they have usually moved in the same direction. IHF charges 0.38%/yr vs 0.99%/yr for UNHW.
Performance
IHF vs. UNHW - Performance Comparison
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Returns By Period
In the year-to-date period, IHF achieves a 19.07% return, which is significantly lower than UNHW's 28.89% return.
IHF
- 1D
- 0.83%
- 1M
- -1.13%
- 6M
- 25.51%
- YTD
- 19.07%
- 1Y
- 40.84%
- 3Y*
- 4.01%
- 5Y*
- 1.74%
- 10Y*
- 9.45%
- ALL TIME*
- 9.87%
UNHW
- 1D
- 0.09%
- 1M
- -2.71%
- 6M
- 54.46%
- YTD
- 28.89%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $31.65M | $27.11M | $26.74M | |
| $423.60K | $609.21K | $366.99K |
IHF vs. UNHW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
IHF iShares U.S. Healthcare Providers ETF | 19.07% | -0.62% |
UNHW Roundhill UNH WeeklyPay ETF | 28.89% | 1.54% |
Correlation
The correlation between IHF and UNHW is 0.85, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Dec 3, 2025 | 0.85 |
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Return for Risk
IHF vs. UNHW — Risk / Return Rank
IHF
UNHW
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
IHF vs. UNHW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Healthcare Providers ETF (IHF) and Roundhill UNH WeeklyPay ETF (UNHW). 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 | UNHW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.38 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.08 | — | — |
| Martin ratioReturn relative to average drawdown | 5.71 | — | — |
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Drawdowns
IHF vs. UNHW - Drawdown Comparison
The maximum IHF drawdown since its inception was -58.42%, which is greater than UNHW's maximum drawdown of -32.28%. Use the drawdown chart below to compare losses from any high point for IHF and UNHW.
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Drawdown Indicators
| IHF | UNHW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.42% | -32.28% | -26.14% |
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 | -2.17% | -5.84% | +3.67% |
Average DrawdownAverage peak-to-trough decline | -10.59% | -9.80% | -0.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.18% | — | — |
Volatility
IHF vs. UNHW - Volatility Comparison
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Volatility by Period
| IHF | UNHW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.90% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 12.94% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 20.35% | 46.31% | -25.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.30% | 46.31% | -27.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.04% | 46.31% | -25.27% |
IHF vs. UNHW - Expense Ratio Comparison
IHF has a 0.38% expense ratio, which is lower than UNHW's 0.99% expense ratio.
Dividends
IHF vs. UNHW - Dividend Comparison
IHF's dividend yield for the trailing twelve months is around 0.92%, less than UNHW's 22.57% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IHF iShares U.S. Healthcare Providers ETF | 0.92% | 1.05% | 0.86% | 0.79% | 0.74% | 0.56% | 0.53% | 0.58% | 4.01% | 0.19% | 0.25% | 0.20% |
UNHW Roundhill UNH WeeklyPay ETF | 22.57% | 2.81% | 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 UNHW have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IHF is cheaper at 0.38% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IHF is cheaper with a 0.38% expense ratio, compared with 0.99% for UNHW.
UNHW has the higher dividend yield at 22.57%, compared with 0.92% for IHF.
IHF is categorized as Health & Biotech Equities, while UNHW is Leveraged Equities. They also come from different issuers: iShares and Roundhill. Their fees differ too: 0.38% for IHF and 0.99% for UNHW.
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