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IXJ vs. XLVI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IXJ vs. XLVI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global Healthcare ETF (IXJ) and State Street Health Care Select Sector SPDR Premium Income ETF (XLVI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IXJ achieves a 3.85% return, which is significantly lower than XLVI's 7.10% return.


IXJ

1D
-0.97%
1M
-1.26%
6M
2.41%
YTD
3.85%
1Y
21.78%
3Y*
7.07%
5Y*
4.53%
10Y*
8.22%
ALL TIME*
7.37%

XLVI

1D
-0.18%
1M
1.17%
6M
6.83%
YTD
7.10%
1Y
23.20%
3Y*
5Y*
10Y*
ALL TIME*
20.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$16.06M$16.61M$23.38M
$951.77K$684.72K$477.94K

IXJ vs. XLVI - Yearly Performance Comparison


Correlation

The correlation between IXJ and XLVI is 0.93, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.93

Correlation (All Time)
Calculated using the full available price history since Jul 30, 2025

0.93

The correlation between IXJ and XLVI has been stable across timeframes, ranging from 0.93 to 0.93 - a consistent structural relationship.

IXJ vs. XLVI - Sectors Allocation Comparison


Sectors
IXJ
XLVI

Healthcare

99.2%
100.0%

Consumer Defensive

0.5%

-

Technology

0.4%

-

Basic Materials

-

-

Communication Services

-

-

Consumer Cyclical

-

-

Energy

-

-

Financial Services

-

100.6%

Industrials

-

-

Real Estate

-

-

Utilities

-

-

Healthcare

IXJ
99.2%
XLVI
100.0%

Consumer Defensive

IXJ
0.5%
XLVI

-

Technology

IXJ
0.4%
XLVI

-

Basic Materials

IXJ

-

XLVI

-

Communication Services

IXJ

-

XLVI

-

Consumer Cyclical

IXJ

-

XLVI

-

Energy

IXJ

-

XLVI

-

Financial Services

IXJ

-

XLVI
100.6%

Industrials

IXJ

-

XLVI

-

Real Estate

IXJ

-

XLVI

-

Utilities

IXJ

-

XLVI

-

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Return for Risk

IXJ vs. XLVI — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

IXJ
IXJ Risk / Return Rank: 6161
Overall Rank
IXJ Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
IXJ Sortino Ratio Rank: 7474
Sortino Ratio Rank
IXJ Omega Ratio Rank: 6262
Omega Ratio Rank
IXJ Calmar Ratio Rank: 6060
Calmar Ratio Rank
IXJ Martin Ratio Rank: 4545
Martin Ratio Rank

XLVI
XLVI Risk / Return Rank: 8484
Overall Rank
XLVI Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
XLVI Sortino Ratio Rank: 9292
Sortino Ratio Rank
XLVI Omega Ratio Rank: 9090
Omega Ratio Rank
XLVI Calmar Ratio Rank: 8181
Calmar Ratio Rank
XLVI Martin Ratio Rank: 6868
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

IXJ vs. XLVI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Healthcare ETF (IXJ) and State Street Health Care Select Sector SPDR Premium Income ETF (XLVI). 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.


IXJXLVIDifference
Sharpe ratioReturn per unit of total volatility

-0.75

Sortino ratioReturn per unit of downside risk

-0.99

Omega ratioGain probability vs. loss probability

1.27

1.42

-0.16

Calmar ratioReturn relative to maximum drawdown

2.10

2.96

-0.86

Martin ratioReturn relative to average drawdown

4.99

8.37

-3.38

IXJ vs. XLVI - Sharpe Ratio Comparison

The current IXJ Sharpe Ratio is 1.50, which is lower than the XLVI Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of IXJ and XLVI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

IXJ vs. XLVI - Drawdown Comparison

The maximum IXJ drawdown since its inception was -40.60%, which is greater than XLVI's maximum drawdown of -8.14%. Use the drawdown chart below to compare losses from any high point for IXJ and XLVI.


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Drawdown Indicators


IXJXLVIDifference

Max Drawdown

Largest peak-to-trough decline

-40.60%

-8.14%

-32.46%

Max Drawdown (1Y)

Largest decline over 1 year

-10.78%

-8.14%

-2.64%

Max Drawdown (3Y)

Largest decline over 3 years

-18.14%

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

-2.52%

-1.46%

-1.06%

Average Drawdown

Average peak-to-trough decline

-6.90%

-1.78%

-5.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.52%

2.87%

+1.65%

Volatility

IXJ vs. XLVI - Volatility Comparison

iShares Global Healthcare ETF (IXJ) has a higher volatility of 5.66% compared to State Street Health Care Select Sector SPDR Premium Income ETF (XLVI) at 3.38%. This indicates that IXJ's price experiences larger fluctuations and is considered to be riskier than XLVI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IXJXLVIDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.66%

3.38%

+2.28%

Volatility (6M)

Calculated over the trailing 6-month period

11.61%

8.73%

+2.88%

Volatility (1Y)

Calculated over the trailing 1-year period

15.38%

11.07%

+4.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.50%

11.05%

+3.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.74%

11.05%

+4.69%

IXJ vs. XLVI - Expense Ratio Comparison

IXJ has a 0.40% expense ratio, which is higher than XLVI's 0.35% expense ratio.


Dividends

IXJ vs. XLVI - Dividend Comparison

IXJ's dividend yield for the trailing twelve months is around 1.44%, less than XLVI's 11.80% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
XLVI
State Street Health Care Select Sector SPDR Premium Income ETF
11.80%5.73%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.93, IXJ and XLVI move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

IXJ has higher volatility (5.66%) compared to XLVI (3.38%). In terms of maximum drawdown, IXJ dropped -40.60% vs XLVI's -8.14%.

On 1-year performance, XLVI leads with 23.20% vs 21.78% for IXJ. On fees, XLVI is cheaper at 0.35% per year. On volatility, XLVI has been the lower-risk option at 3.38%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, XLVI has performed better with a 23.20% return vs 21.78%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

XLVI is cheaper with a 0.35% expense ratio, compared with 0.40% for IXJ.

XLVI has the higher dividend yield at 11.80%, compared with 1.44% for IXJ.

IXJ is categorized as Health & Biotech Equities, while XLVI is Derivative Income. They also come from different issuers: iShares and State Street. Their fees differ too: 0.40% for IXJ and 0.35% for XLVI.

XLVI currently has the higher Sharpe Ratio (2.25 vs 1.50), 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.

Portfolio Optimizer

Find the right allocation for IXJ and XLVI

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