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IYH vs. IFRA
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IYH vs. IFRA - Performance Comparison

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

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IYH vs. IFRA - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
IYH
iShares U.S. Healthcare ETF
-5.02%13.16%2.99%2.14%-4.46%23.41%15.56%20.80%6.03%
IFRA
iShares U.S. Infrastructure ETF
9.22%15.90%17.02%13.42%-3.32%29.81%7.37%27.00%-8.57%

Returns By Period

In the year-to-date period, IYH achieves a -5.02% return, which is significantly lower than IFRA's 9.22% return.


IYH

1D
2.14%
1M
-7.49%
YTD
-5.02%
6M
5.70%
1Y
2.58%
3Y*
5.41%
5Y*
5.36%
10Y*
9.42%

IFRA

1D
1.73%
1M
-4.77%
YTD
9.22%
6M
9.42%
1Y
29.26%
3Y*
17.55%
5Y*
12.58%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IYH vs. IFRA - Expense Ratio Comparison

IYH has a 0.43% expense ratio, which is higher than IFRA's 0.30% expense ratio.


Return for Risk

IYH vs. IFRA — Risk / Return Rank

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

IYH
IYH Risk / Return Rank: 1717
Overall Rank
IYH Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
IYH Sortino Ratio Rank: 1616
Sortino Ratio Rank
IYH Omega Ratio Rank: 1515
Omega Ratio Rank
IYH Calmar Ratio Rank: 1919
Calmar Ratio Rank
IYH Martin Ratio Rank: 1717
Martin Ratio Rank

IFRA
IFRA Risk / Return Rank: 8787
Overall Rank
IFRA Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
IFRA Sortino Ratio Rank: 8989
Sortino Ratio Rank
IFRA Omega Ratio Rank: 8282
Omega Ratio Rank
IFRA Calmar Ratio Rank: 8989
Calmar Ratio Rank
IFRA Martin Ratio Rank: 9191
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.

IYH vs. IFRA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Healthcare ETF (IYH) and iShares U.S. Infrastructure ETF (IFRA). 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.


IYHIFRADifference

Sharpe ratio

Return per unit of total volatility

0.14

1.72

-1.57

Sortino ratio

Return per unit of downside risk

0.33

2.43

-2.10

Omega ratio

Gain probability vs. loss probability

1.04

1.31

-0.27

Calmar ratio

Return relative to maximum drawdown

0.30

2.74

-2.44

Martin ratio

Return relative to average drawdown

0.62

11.75

-11.13

IYH vs. IFRA - Sharpe Ratio Comparison

The current IYH Sharpe Ratio is 0.14, which is lower than the IFRA Sharpe Ratio of 1.72. The chart below compares the historical Sharpe Ratios of IYH and IFRA, 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


IYHIFRADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.14

1.72

-1.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

0.71

-0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.60

-0.17

Correlation

The correlation between IYH and IFRA is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

IYH vs. IFRA - Dividend Comparison

IYH's dividend yield for the trailing twelve months is around 1.31%, less than IFRA's 1.70% yield.


TTM20252024202320222021202020192018201720162015
IYH
iShares U.S. Healthcare ETF
1.31%1.19%1.25%1.18%1.10%0.94%1.16%1.14%1.95%1.10%1.29%2.02%
IFRA
iShares U.S. Infrastructure ETF
1.70%1.84%1.75%1.98%1.98%1.63%2.08%1.68%2.50%0.00%0.00%0.00%

Drawdowns

IYH vs. IFRA - Drawdown Comparison

The maximum IYH drawdown since its inception was -43.12%, which is greater than IFRA's maximum drawdown of -41.06%. Use the drawdown chart below to compare losses from any high point for IYH and IFRA.


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Drawdown Indicators


IYHIFRADifference

Max Drawdown

Largest peak-to-trough decline

-43.12%

-41.06%

-2.06%

Max Drawdown (1Y)

Largest decline over 1 year

-10.52%

-10.68%

+0.16%

Max Drawdown (5Y)

Largest decline over 5 years

-17.91%

-19.93%

+2.02%

Max Drawdown (10Y)

Largest decline over 10 years

-28.40%

Current Drawdown

Current decline from peak

-8.17%

-5.08%

-3.09%

Average Drawdown

Average peak-to-trough decline

-8.97%

-5.21%

-3.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.58%

2.50%

+3.08%

Volatility

IYH vs. IFRA - Volatility Comparison

The current volatility for iShares U.S. Healthcare ETF (IYH) is 4.87%, while iShares U.S. Infrastructure ETF (IFRA) has a volatility of 5.31%. This indicates that IYH experiences smaller price fluctuations and is considered to be less risky than IFRA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IYHIFRADifference

Volatility (1M)

Calculated over the trailing 1-month period

4.87%

5.31%

-0.44%

Volatility (6M)

Calculated over the trailing 6-month period

10.57%

10.31%

+0.26%

Volatility (1Y)

Calculated over the trailing 1-year period

17.96%

17.12%

+0.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.79%

17.80%

-3.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.70%

21.45%

-4.75%