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IHF vs. WELL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IHF vs. WELL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Healthcare Providers ETF (IHF) and Welltower Inc. (WELL). The values are adjusted to include any dividend payments, if applicable.

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IHF vs. WELL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IHF
iShares U.S. Healthcare Providers ETF
-12.43%0.92%-7.90%-1.11%-7.11%24.46%17.67%22.34%9.56%25.45%
WELL
Welltower Inc.
6.90%49.86%43.07%41.79%-21.18%36.98%-17.19%23.04%15.31%0.22%

Returns By Period

In the year-to-date period, IHF achieves a -12.43% return, which is significantly lower than WELL's 6.90% return. Over the past 10 years, IHF has underperformed WELL with an annualized return of 6.52%, while WELL has yielded a comparatively higher 15.28% annualized return.


IHF

1D
2.12%
1M
-9.01%
YTD
-12.43%
6M
-14.61%
1Y
-19.84%
3Y*
-4.54%
5Y*
-2.75%
10Y*
6.52%

WELL

1D
1.23%
1M
-4.54%
YTD
6.90%
6M
11.81%
1Y
31.19%
3Y*
43.37%
5Y*
25.13%
10Y*
15.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

IHF vs. WELL — Risk / Return Rank

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

IHF
IHF Risk / Return Rank: 22
Overall Rank
IHF Sharpe Ratio Rank: 11
Sharpe Ratio Rank
IHF Sortino Ratio Rank: 22
Sortino Ratio Rank
IHF Omega Ratio Rank: 11
Omega Ratio Rank
IHF Calmar Ratio Rank: 11
Calmar Ratio Rank
IHF Martin Ratio Rank: 22
Martin Ratio Rank

WELL
WELL Risk / Return Rank: 8181
Overall Rank
WELL Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
WELL Sortino Ratio Rank: 7878
Sortino Ratio Rank
WELL Omega Ratio Rank: 7878
Omega Ratio Rank
WELL Calmar Ratio Rank: 8282
Calmar Ratio Rank
WELL Martin Ratio Rank: 8181
Martin Ratio Rank
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. WELL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Healthcare Providers ETF (IHF) and Welltower Inc. (WELL). 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.


IHFWELLDifference

Sharpe ratio

Return per unit of total volatility

-0.82

1.47

-2.30

Sortino ratio

Return per unit of downside risk

-0.96

1.97

-2.93

Omega ratio

Gain probability vs. loss probability

0.86

1.26

-0.40

Calmar ratio

Return relative to maximum drawdown

-0.76

2.46

-3.22

Martin ratio

Return relative to average drawdown

-1.40

6.07

-7.46

IHF vs. WELL - Sharpe Ratio Comparison

The current IHF Sharpe Ratio is -0.82, which is lower than the WELL Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of IHF and WELL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IHFWELLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.82

1.47

-2.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.15

1.08

-1.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.31

0.48

-0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.56

-0.21

Correlation

The correlation between IHF and WELL is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

IHF vs. WELL - Dividend Comparison

IHF's dividend yield for the trailing twelve months is around 1.27%, less than WELL's 1.46% yield.


TTM20252024202320222021202020192018201720162015
IHF
iShares U.S. Healthcare Providers ETF
1.27%1.05%0.86%0.79%0.74%0.56%0.53%0.58%4.01%0.19%0.25%0.20%
WELL
Welltower Inc.
1.46%1.52%2.03%2.71%3.72%2.84%4.18%4.26%5.01%5.46%5.14%4.85%

Drawdowns

IHF vs. WELL - Drawdown Comparison

The maximum IHF drawdown since its inception was -58.42%, smaller than the maximum WELL drawdown of -63.33%. Use the drawdown chart below to compare losses from any high point for IHF and WELL.


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Drawdown Indicators


IHFWELLDifference

Max Drawdown

Largest peak-to-trough decline

-58.42%

-63.33%

+4.91%

Max Drawdown (1Y)

Largest decline over 1 year

-25.16%

-12.61%

-12.55%

Max Drawdown (5Y)

Largest decline over 5 years

-29.85%

-40.78%

+10.93%

Max Drawdown (10Y)

Largest decline over 10 years

-35.23%

-63.33%

+28.10%

Current Drawdown

Current decline from peak

-27.33%

-7.92%

-19.41%

Average Drawdown

Average peak-to-trough decline

-10.59%

-10.37%

-0.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.71%

5.11%

+8.60%

Volatility

IHF vs. WELL - Volatility Comparison

The current volatility for iShares U.S. Healthcare Providers ETF (IHF) is 4.94%, while Welltower Inc. (WELL) has a volatility of 6.70%. This indicates that IHF experiences smaller price fluctuations and is considered to be less risky than WELL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IHFWELLDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.94%

6.70%

-1.76%

Volatility (6M)

Calculated over the trailing 6-month period

15.72%

14.89%

+0.83%

Volatility (1Y)

Calculated over the trailing 1-year period

24.21%

21.26%

+2.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.90%

23.52%

-4.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.94%

31.83%

-10.89%