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IYH vs. VHT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IYH vs. VHT - Performance Comparison

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

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IYH vs. VHT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IYH
iShares U.S. Healthcare ETF
-4.28%13.16%2.99%2.14%-4.46%23.41%15.56%20.80%5.80%22.27%
VHT
Vanguard Health Care ETF
-4.28%15.46%2.66%2.52%-5.60%20.57%18.29%21.87%5.58%23.26%

Returns By Period

As of year-to-date, both investments have demonstrated similar returns, with IYH at -4.28% and VHT at -4.28%. Both investments have delivered pretty close results over the past 10 years, with IYH having a 9.51% annualized return and VHT not far ahead at 9.80%.


IYH

1D
0.78%
1M
-5.70%
YTD
-4.28%
6M
3.41%
1Y
5.26%
3Y*
5.68%
5Y*
5.52%
10Y*
9.51%

VHT

1D
0.80%
1M
-5.87%
YTD
-4.28%
6M
3.91%
1Y
7.48%
3Y*
6.44%
5Y*
5.25%
10Y*
9.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IYH vs. VHT - Expense Ratio Comparison

IYH has a 0.43% expense ratio, which is higher than VHT's 0.10% expense ratio.


Return for Risk

IYH vs. VHT — Risk / Return Rank

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

IYH
IYH Risk / Return Rank: 1818
Overall Rank
IYH Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
IYH Sortino Ratio Rank: 1919
Sortino Ratio Rank
IYH Omega Ratio Rank: 1818
Omega Ratio Rank
IYH Calmar Ratio Rank: 1818
Calmar Ratio Rank
IYH Martin Ratio Rank: 1717
Martin Ratio Rank

VHT
VHT Risk / Return Rank: 2323
Overall Rank
VHT Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
VHT Sortino Ratio Rank: 2323
Sortino Ratio Rank
VHT Omega Ratio Rank: 2222
Omega Ratio Rank
VHT Calmar Ratio Rank: 2424
Calmar Ratio Rank
VHT Martin Ratio Rank: 2121
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. VHT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Healthcare ETF (IYH) and Vanguard Health Care ETF (VHT). 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.


IYHVHTDifference

Sharpe ratio

Return per unit of total volatility

0.30

0.43

-0.13

Sortino ratio

Return per unit of downside risk

0.53

0.71

-0.17

Omega ratio

Gain probability vs. loss probability

1.07

1.09

-0.02

Calmar ratio

Return relative to maximum drawdown

0.32

0.53

-0.21

Martin ratio

Return relative to average drawdown

0.68

1.25

-0.57

IYH vs. VHT - Sharpe Ratio Comparison

The current IYH Sharpe Ratio is 0.30, which is lower than the VHT Sharpe Ratio of 0.43. The chart below compares the historical Sharpe Ratios of IYH and VHT, 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


IYHVHTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.30

0.43

-0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

0.36

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.58

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.56

-0.13

Correlation

The correlation between IYH and VHT is 0.98, 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

IYH vs. VHT - Dividend Comparison

IYH's dividend yield for the trailing twelve months is around 1.30%, less than VHT's 1.71% yield.


TTM20252024202320222021202020192018201720162015
IYH
iShares U.S. Healthcare ETF
1.30%1.19%1.25%1.18%1.10%0.94%1.16%1.14%1.95%1.10%1.29%2.02%
VHT
Vanguard Health Care ETF
1.71%1.61%1.53%1.36%1.33%1.14%1.21%1.89%1.38%1.31%1.45%1.22%

Drawdowns

IYH vs. VHT - Drawdown Comparison

The maximum IYH drawdown since its inception was -43.12%, which is greater than VHT's maximum drawdown of -39.12%. Use the drawdown chart below to compare losses from any high point for IYH and VHT.


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Drawdown Indicators


IYHVHTDifference

Max Drawdown

Largest peak-to-trough decline

-43.12%

-39.12%

-4.00%

Max Drawdown (1Y)

Largest decline over 1 year

-10.52%

-10.40%

-0.12%

Max Drawdown (5Y)

Largest decline over 5 years

-17.91%

-17.71%

-0.20%

Max Drawdown (10Y)

Largest decline over 10 years

-28.40%

-28.85%

+0.45%

Current Drawdown

Current decline from peak

-7.45%

-7.31%

-0.14%

Average Drawdown

Average peak-to-trough decline

-8.97%

-5.98%

-2.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.95%

4.42%

+0.53%

Volatility

IYH vs. VHT - Volatility Comparison

iShares U.S. Healthcare ETF (IYH) and Vanguard Health Care ETF (VHT) have volatilities of 4.91% and 5.14%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IYHVHTDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.91%

5.14%

-0.23%

Volatility (6M)

Calculated over the trailing 6-month period

10.32%

10.08%

+0.24%

Volatility (1Y)

Calculated over the trailing 1-year period

17.95%

17.61%

+0.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.79%

14.85%

-0.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.70%

16.94%

-0.24%