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IYH vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IYH and SPY is 0.74, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

IYH vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Healthcare ETF (IYH) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

450.00%500.00%550.00%NovemberDecember2025FebruaryMarchApril
514.64%
484.03%
IYH
SPY

Key characteristics

Sharpe Ratio

IYH:

-0.05

SPY:

0.54

Sortino Ratio

IYH:

0.03

SPY:

0.89

Omega Ratio

IYH:

1.00

SPY:

1.13

Calmar Ratio

IYH:

-0.05

SPY:

0.58

Martin Ratio

IYH:

-0.12

SPY:

2.39

Ulcer Index

IYH:

6.24%

SPY:

4.51%

Daily Std Dev

IYH:

14.54%

SPY:

20.07%

Max Drawdown

IYH:

-43.13%

SPY:

-55.19%

Current Drawdown

IYH:

-12.83%

SPY:

-10.54%

Returns By Period

In the year-to-date period, IYH achieves a -1.39% return, which is significantly higher than SPY's -6.44% return. Over the past 10 years, IYH has underperformed SPY with an annualized return of 7.82%, while SPY has yielded a comparatively higher 11.95% annualized return.


IYH

YTD

-1.39%

1M

-5.79%

6M

-8.68%

1Y

-1.87%

5Y*

7.35%

10Y*

7.82%

SPY

YTD

-6.44%

1M

-5.00%

6M

-5.02%

1Y

9.54%

5Y*

15.80%

10Y*

11.95%

*Annualized

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IYH vs. SPY - Expense Ratio Comparison

IYH has a 0.43% expense ratio, which is higher than SPY's 0.09% expense ratio.


Expense ratio chart for IYH: current value is 0.43%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IYH: 0.43%
Expense ratio chart for SPY: current value is 0.09%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SPY: 0.09%

Risk-Adjusted Performance

IYH vs. SPY — Risk-Adjusted Performance Rank

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

IYH
The Risk-Adjusted Performance Rank of IYH is 1919
Overall Rank
The Sharpe Ratio Rank of IYH is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of IYH is 1818
Sortino Ratio Rank
The Omega Ratio Rank of IYH is 1818
Omega Ratio Rank
The Calmar Ratio Rank of IYH is 1919
Calmar Ratio Rank
The Martin Ratio Rank of IYH is 2020
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 6565
Overall Rank
The Sharpe Ratio Rank of SPY is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 6464
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 6565
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 6969
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 6767
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IYH vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Healthcare ETF (IYH) and SPDR S&P 500 ETF (SPY). 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.


The chart of Sharpe ratio for IYH, currently valued at -0.05, compared to the broader market-1.000.001.002.003.004.00
IYH: -0.05
SPY: 0.54
The chart of Sortino ratio for IYH, currently valued at 0.03, compared to the broader market-2.000.002.004.006.008.00
IYH: 0.03
SPY: 0.89
The chart of Omega ratio for IYH, currently valued at 1.00, compared to the broader market0.501.001.502.002.50
IYH: 1.00
SPY: 1.13
The chart of Calmar ratio for IYH, currently valued at -0.05, compared to the broader market0.002.004.006.008.0010.0012.00
IYH: -0.05
SPY: 0.58
The chart of Martin ratio for IYH, currently valued at -0.12, compared to the broader market0.0020.0040.0060.00
IYH: -0.12
SPY: 2.39

The current IYH Sharpe Ratio is -0.05, which is lower than the SPY Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of IYH and SPY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
-0.05
0.54
IYH
SPY

Dividends

IYH vs. SPY - Dividend Comparison

IYH's dividend yield for the trailing twelve months is around 1.26%, less than SPY's 1.31% yield.


TTM20242023202220212020201920182017201620152014
IYH
iShares U.S. Healthcare ETF
1.26%1.25%1.18%1.10%0.94%1.16%1.14%1.95%1.10%1.29%2.02%1.05%
SPY
SPDR S&P 500 ETF
1.31%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

IYH vs. SPY - Drawdown Comparison

The maximum IYH drawdown since its inception was -43.13%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for IYH and SPY. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-12.83%
-10.54%
IYH
SPY

Volatility

IYH vs. SPY - Volatility Comparison

The current volatility for iShares U.S. Healthcare ETF (IYH) is 9.33%, while SPDR S&P 500 ETF (SPY) has a volatility of 15.13%. This indicates that IYH experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
9.33%
15.13%
IYH
SPY