IYH vs. LFSC

Last updated Apr 1, 2026

Compare and contrast key facts about iShares U.S. Healthcare ETF (IYH) and F/m Emerald Life Sciences Innovation ETF (LFSC).

IYH and LFSC are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IYH is a passively managed fund by iShares that tracks the performance of the Dow Jones U.S. Health Care Index. It was launched on Jun 12, 2000. LFSC is an actively managed fund by F/m Investments. It was launched on Oct 30, 2024.

Performance

IYH vs. LFSC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Healthcare ETF (IYH) and F/m Emerald Life Sciences Innovation ETF (LFSC). The values are adjusted to include any dividend payments, if applicable.

IYH vs. LFSC - Yearly Performance Comparison

	2026 (YTD)	2025	2024
IYH iShares U.S. Healthcare ETF	-5.02%	13.16%	-5.77%
LFSC F/m Emerald Life Sciences Innovation ETF	-4.45%	56.54%	-6.02%

Returns By Period

In the year-to-date period, IYH achieves a -5.02% return, which is significantly lower than LFSC's -4.45% 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%

LFSC

• 1D: 6.16%
• 1M: -3.82%
• YTD: -4.45%
• 6M: 17.66%
• 1Y: 55.83%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

IYH vs. LFSC - Expense Ratio Comparison

IYH has a 0.43% expense ratio, which is lower than LFSC's 0.54% expense ratio.

LFSC

F/m Emerald Life Sciences Innovation ETF

IYH

iShares U.S. Healthcare ETF

Return for Risk

IYH vs. LFSC — Risk / Return Rank

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

IYH

IYH Risk / Return Rank: 17
IYH Sharpe Ratio Rank: 16
IYH Sortino Ratio Rank: 16
IYH Omega Ratio Rank: 15
IYH Calmar Ratio Rank: 19
IYH Martin Ratio Rank: 17

LFSC

LFSC Risk / Return Rank: 86
LFSC Sharpe Ratio Rank: 89
LFSC Sortino Ratio Rank: 90
LFSC Omega Ratio Rank: 82
LFSC Calmar Ratio Rank: 91
LFSC Martin Ratio Rank: 79

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. LFSC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Healthcare ETF (IYH) and F/m Emerald Life Sciences Innovation ETF (LFSC). 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.

	IYH	LFSC	Difference
Sharpe ratio Return per unit of total volatility	0.14	1.93	-1.78
Sortino ratio Return per unit of downside risk	0.33	2.65	-2.32
Omega ratio Gain probability vs. loss probability	1.04	1.33	-0.29
Calmar ratio Return relative to maximum drawdown	0.30	3.20	-2.90
Martin ratio Return relative to average drawdown	0.62	8.96	-8.34
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IYH vs. LFSC - Sharpe Ratio Comparison

The current IYH Sharpe Ratio is 0.14, which is lower than the LFSC Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of IYH and LFSC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	IYH	LFSC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.14	1.93	-1.78
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.36	—	—
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	0.94	-0.52

Correlation

The correlation between IYH and LFSC is 0.52, 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. LFSC - Dividend Comparison

IYH's dividend yield for the trailing twelve months is around 1.31%, while LFSC has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
LFSC F/m Emerald Life Sciences Innovation ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

IYH vs. LFSC - Drawdown Comparison

The maximum IYH drawdown since its inception was -43.12%, which is greater than LFSC's maximum drawdown of -29.74%. Use the drawdown chart below to compare losses from any high point for IYH and LFSC.

Drawdown Indicators

	IYH	LFSC	Difference
Max Drawdown Largest peak-to-trough decline	-43.12%	-29.74%	-13.38%
Max Drawdown (1Y) Largest decline over 1 year	-10.52%	-16.25%	+5.73%
Max Drawdown (5Y) Largest decline over 5 years	-17.91%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-28.40%	—	—
Current Drawdown Current decline from peak	-8.17%	-11.08%	+2.91%
Average Drawdown Average peak-to-trough decline	-8.97%	-8.25%	-0.72%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.58%	5.80%	-0.22%

Volatility

IYH vs. LFSC - Volatility Comparison

The current volatility for iShares U.S. Healthcare ETF (IYH) is 4.87%, while F/m Emerald Life Sciences Innovation ETF (LFSC) has a volatility of 10.35%. This indicates that IYH experiences smaller price fluctuations and is considered to be less risky than LFSC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IYH	LFSC	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.87%	10.35%	-5.48%
Volatility (6M) Calculated over the trailing 6-month period	10.57%	19.97%	-9.40%
Volatility (1Y) Calculated over the trailing 1-year period	17.96%	29.24%	-11.28%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.79%	29.31%	-14.52%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.70%	29.31%	-12.61%