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IXJ vs. JDOC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IXJ vs. JDOC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global Healthcare ETF (IXJ) and Jpmorgan Healthcare Leaders ETF (JDOC). The values are adjusted to include any dividend payments, if applicable.

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IXJ vs. JDOC - Yearly Performance Comparison


2026 (YTD)202520242023
IXJ
iShares Global Healthcare ETF
-2.96%14.99%0.55%7.92%
JDOC
Jpmorgan Healthcare Leaders ETF
-3.96%15.36%-1.04%10.71%

Returns By Period

In the year-to-date period, IXJ achieves a -2.96% return, which is significantly higher than JDOC's -3.96% return.


IXJ

1D
1.05%
1M
-5.74%
YTD
-2.96%
6M
3.71%
1Y
6.94%
3Y*
5.79%
5Y*
5.55%
10Y*
8.51%

JDOC

1D
2.32%
1M
-6.11%
YTD
-3.96%
6M
6.94%
1Y
5.14%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IXJ vs. JDOC - Expense Ratio Comparison

IXJ has a 0.46% expense ratio, which is lower than JDOC's 0.65% expense ratio.


Return for Risk

IXJ vs. JDOC — Risk / Return Rank

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

IXJ
IXJ Risk / Return Rank: 2222
Overall Rank
IXJ Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
IXJ Sortino Ratio Rank: 2323
Sortino Ratio Rank
IXJ Omega Ratio Rank: 2121
Omega Ratio Rank
IXJ Calmar Ratio Rank: 2323
Calmar Ratio Rank
IXJ Martin Ratio Rank: 2121
Martin Ratio Rank

JDOC
JDOC Risk / Return Rank: 2121
Overall Rank
JDOC Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
JDOC Sortino Ratio Rank: 2020
Sortino Ratio Rank
JDOC Omega Ratio Rank: 1919
Omega Ratio Rank
JDOC Calmar Ratio Rank: 2424
Calmar Ratio Rank
JDOC Martin Ratio Rank: 2020
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.

IXJ vs. JDOC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Healthcare ETF (IXJ) and Jpmorgan Healthcare Leaders ETF (JDOC). 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.


IXJJDOCDifference

Sharpe ratio

Return per unit of total volatility

0.40

0.30

+0.10

Sortino ratio

Return per unit of downside risk

0.68

0.54

+0.14

Omega ratio

Gain probability vs. loss probability

1.09

1.07

+0.02

Calmar ratio

Return relative to maximum drawdown

0.50

0.54

-0.04

Martin ratio

Return relative to average drawdown

1.37

1.24

+0.13

IXJ vs. JDOC - Sharpe Ratio Comparison

The current IXJ Sharpe Ratio is 0.40, which is higher than the JDOC Sharpe Ratio of 0.30. The chart below compares the historical Sharpe Ratios of IXJ and JDOC, 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


IXJJDOCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.40

0.30

+0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.59

-0.16

Correlation

The correlation between IXJ and JDOC is 0.93, 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.


Dividends

IXJ vs. JDOC - Dividend Comparison

IXJ's dividend yield for the trailing twelve months is around 1.44%, more than JDOC's 0.92% yield.


TTM20252024202320222021202020192018201720162015
IXJ
iShares Global Healthcare ETF
1.44%1.40%1.50%1.38%1.17%1.12%1.27%1.42%2.11%1.46%1.73%2.85%
JDOC
Jpmorgan Healthcare Leaders ETF
0.92%0.89%5.57%0.15%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

IXJ vs. JDOC - Drawdown Comparison

The maximum IXJ drawdown since its inception was -40.60%, which is greater than JDOC's maximum drawdown of -20.87%. Use the drawdown chart below to compare losses from any high point for IXJ and JDOC.


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Drawdown Indicators


IXJJDOCDifference

Max Drawdown

Largest peak-to-trough decline

-40.60%

-20.87%

-19.73%

Max Drawdown (1Y)

Largest decline over 1 year

-10.35%

-9.68%

-0.67%

Max Drawdown (5Y)

Largest decline over 5 years

-18.14%

Max Drawdown (10Y)

Largest decline over 10 years

-27.35%

Current Drawdown

Current decline from peak

-7.07%

-6.96%

-0.11%

Average Drawdown

Average peak-to-trough decline

-6.92%

-7.01%

+0.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.78%

4.61%

-0.83%

Volatility

IXJ vs. JDOC - Volatility Comparison

The current volatility for iShares Global Healthcare ETF (IXJ) is 5.11%, while Jpmorgan Healthcare Leaders ETF (JDOC) has a volatility of 5.67%. This indicates that IXJ experiences smaller price fluctuations and is considered to be less risky than JDOC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IXJJDOCDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.11%

5.67%

-0.56%

Volatility (6M)

Calculated over the trailing 6-month period

10.23%

10.15%

+0.08%

Volatility (1Y)

Calculated over the trailing 1-year period

17.33%

17.04%

+0.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.08%

14.33%

-0.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.66%

14.33%

+1.33%