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

Correlation

The correlation between IYH and VOO is 0.77, 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.


-0.50.00.51.00.8

Performance

IYH vs. VOO - Performance Comparison

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

500.00%550.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
484.55%
602.93%
IYH
VOO

Key characteristics

Sharpe Ratio

IYH:

0.54

VOO:

2.25

Sortino Ratio

IYH:

0.81

VOO:

2.98

Omega Ratio

IYH:

1.10

VOO:

1.42

Calmar Ratio

IYH:

0.47

VOO:

3.31

Martin Ratio

IYH:

1.62

VOO:

14.77

Ulcer Index

IYH:

3.70%

VOO:

1.90%

Daily Std Dev

IYH:

11.04%

VOO:

12.46%

Max Drawdown

IYH:

-43.12%

VOO:

-33.99%

Current Drawdown

IYH:

-11.56%

VOO:

-2.47%

Returns By Period

In the year-to-date period, IYH achieves a 3.04% return, which is significantly lower than VOO's 26.02% return. Over the past 10 years, IYH has underperformed VOO with an annualized return of 8.81%, while VOO has yielded a comparatively higher 13.08% annualized return.


IYH

YTD

3.04%

1M

-2.78%

6M

-4.31%

1Y

4.74%

5Y*

7.45%

10Y*

8.81%

VOO

YTD

26.02%

1M

-0.11%

6M

9.35%

1Y

26.45%

5Y*

14.79%

10Y*

13.08%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


IYH vs. VOO - Expense Ratio Comparison

IYH has a 0.43% expense ratio, which is higher than VOO's 0.03% expense ratio.


IYH
iShares U.S. Healthcare ETF
Expense ratio chart for IYH: current value at 0.43% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.43%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

IYH vs. VOO - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for IYH, currently valued at 0.54, compared to the broader market0.002.004.000.542.25
The chart of Sortino ratio for IYH, currently valued at 0.81, compared to the broader market-2.000.002.004.006.008.0010.000.812.98
The chart of Omega ratio for IYH, currently valued at 1.10, compared to the broader market0.501.001.502.002.503.001.101.42
The chart of Calmar ratio for IYH, currently valued at 0.47, compared to the broader market0.005.0010.0015.000.473.31
The chart of Martin ratio for IYH, currently valued at 1.62, compared to the broader market0.0020.0040.0060.0080.00100.001.6214.77
IYH
VOO

The current IYH Sharpe Ratio is 0.54, which is lower than the VOO Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of IYH and VOO, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.54
2.25
IYH
VOO

Dividends

IYH vs. VOO - Dividend Comparison

IYH's dividend yield for the trailing twelve months is around 1.25%, more than VOO's 0.91% yield.


TTM20232022202120202019201820172016201520142013
IYH
iShares U.S. Healthcare ETF
1.25%1.18%1.10%0.94%1.16%1.14%1.95%1.10%1.29%2.02%1.05%1.12%
VOO
Vanguard S&P 500 ETF
0.91%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

IYH vs. VOO - Drawdown Comparison

The maximum IYH drawdown since its inception was -43.12%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for IYH and VOO. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-11.56%
-2.47%
IYH
VOO

Volatility

IYH vs. VOO - Volatility Comparison

iShares U.S. Healthcare ETF (IYH) and Vanguard S&P 500 ETF (VOO) have volatilities of 3.57% and 3.75%, 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.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.57%
3.75%
IYH
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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