JDOC vs. IYH

In the year-to-date period, JDOC achieves a -2.23% return, which is significantly higher than IYH's -4.47% return.

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JDOC has a 0.65% expense ratio, which is higher than IYH's 0.43% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Jpmorgan Healthcare Leaders ETF (JDOC) and iShares U.S. Healthcare ETF (IYH). 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 current JDOC Sharpe Ratio is -0.50, which is lower than the IYH Sharpe Ratio of -0.34. The chart below compares the historical Sharpe Ratios of JDOC and IYH, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

JDOC's dividend yield for the trailing twelve months is around 5.70%, more than IYH's 1.30% yield.

The maximum JDOC drawdown since its inception was -20.87%, smaller than the maximum IYH drawdown of -43.13%. Use the drawdown chart below to compare losses from any high point for JDOC and IYH.

The current volatility for Jpmorgan Healthcare Leaders ETF (JDOC) is 7.07%, while iShares U.S. Healthcare ETF (IYH) has a volatility of 7.78%. This indicates that JDOC experiences smaller price fluctuations and is considered to be less risky than IYH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.