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JPRE vs. IYH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JPRE vs. IYH - Performance Comparison

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

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Returns By Period

In the year-to-date period, JPRE achieves a 13.29% return, which is significantly higher than IYH's -1.10% return.


JPRE

1D
-0.70%
1M
3.63%
YTD
13.29%
6M
12.69%
1Y
12.70%
3Y*
10.20%
5Y*
10Y*

IYH

1D
-0.46%
1M
5.37%
YTD
-1.10%
6M
-1.60%
1Y
14.30%
3Y*
6.09%
5Y*
4.89%
10Y*
9.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JPRE vs. IYH - Yearly Performance Comparison


2026 (YTD)2025202420232022
JPRE
JPMorgan Realty Income ETF
13.29%1.36%7.43%13.41%-9.60%
IYH
iShares U.S. Healthcare ETF
-1.10%13.16%2.99%2.14%5.49%

Correlation

The correlation between JPRE and IYH is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.42

Correlation (3Y)
Calculated over the trailing 3-year period

0.52

Correlation (All Time)
Calculated using the full available price history since May 23, 2022

0.57

The correlation between JPRE and IYH shifts across timeframes, from 0.42 (1 year) to 0.56 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

JPRE vs. IYH — Risk / Return Rank

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

JPRE
JPRE Risk / Return Rank: 3030
Overall Rank
JPRE Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
JPRE Sortino Ratio Rank: 2626
Sortino Ratio Rank
JPRE Omega Ratio Rank: 2727
Omega Ratio Rank
JPRE Calmar Ratio Rank: 3535
Calmar Ratio Rank
JPRE Martin Ratio Rank: 3333
Martin Ratio Rank

IYH
IYH Risk / Return Rank: 2929
Overall Rank
IYH Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
IYH Sortino Ratio Rank: 3030
Sortino Ratio Rank
IYH Omega Ratio Rank: 2727
Omega Ratio Rank
IYH Calmar Ratio Rank: 3030
Calmar Ratio Rank
IYH Martin Ratio Rank: 2626
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.

JPRE vs. IYH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Realty Income ETF (JPRE) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


JPREIYHDifference
Sharpe ratioReturn per unit of total volatility

0.00

Sortino ratioReturn per unit of downside risk

-0.19

Omega ratioGain probability vs. loss probability

1.17

1.17

0.00

Calmar ratioReturn relative to maximum drawdown

1.66

1.35

+0.31

Martin ratioReturn relative to average drawdown

4.55

3.21

+1.33

JPRE vs. IYH - Sharpe Ratio Comparison

The current JPRE Sharpe Ratio is 0.95, which is comparable to the IYH Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of JPRE and IYH, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

JPRE vs. IYH - Drawdown Comparison

The maximum JPRE drawdown since its inception was -23.84%, smaller than the maximum IYH drawdown of -43.12%. Use the drawdown chart below to compare losses from any high point for JPRE and IYH.


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Drawdown Indicators


JPREIYHDifference

Max Drawdown

Largest peak-to-trough decline

-23.84%

-43.12%

+19.28%

Max Drawdown (1Y)

Largest decline over 1 year

-7.70%

-10.64%

+2.94%

Max Drawdown (3Y)

Largest decline over 3 years

-16.27%

-17.91%

+1.64%

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

-0.70%

-4.38%

+3.68%

Average Drawdown

Average peak-to-trough decline

-8.10%

-8.96%

+0.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.80%

4.46%

-1.66%

Volatility

JPRE vs. IYH - Volatility Comparison

JPMorgan Realty Income ETF (JPRE) and iShares U.S. Healthcare ETF (IYH) have volatilities of 5.15% and 4.97%, 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


JPREIYHDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.15%

4.97%

+0.18%

Volatility (6M)

Calculated over the trailing 6-month period

10.07%

10.61%

-0.54%

Volatility (1Y)

Calculated over the trailing 1-year period

13.47%

15.11%

-1.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.29%

14.97%

+3.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.29%

16.75%

+1.54%

JPRE vs. IYH - Expense Ratio Comparison

JPRE has a 0.50% expense ratio, which is higher than IYH's 0.43% expense ratio.


Dividends

JPRE vs. IYH - Dividend Comparison

JPRE's dividend yield for the trailing twelve months is around 2.20%, more than IYH's 1.51% yield.


PositionTTM20252024202320222021202020192018201720162015
IYH
iShares U.S. Healthcare ETF
1.51%1.19%1.25%1.18%1.10%0.94%1.16%1.14%1.95%1.10%1.29%2.02%
JPRE
JPMorgan Realty Income ETF
2.20%2.62%2.21%3.26%10.60%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


JPRE and IYH have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

JPRE has higher volatility (5.15%) compared to IYH (4.97%). In terms of maximum drawdown, JPRE dropped -23.84% vs IYH's -43.12%.

On 3-year performance, JPRE leads with 10.20% vs 6.09% for IYH. On fees, IYH is cheaper at 0.43% per year. On volatility, IYH has been the lower-risk option at 4.97%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, JPRE has performed better with a 10.20% return vs 6.09%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IYH is cheaper with a 0.43% expense ratio, compared with 0.50% for JPRE.

JPRE has the higher dividend yield at 2.20%, compared with 1.51% for IYH.

JPRE is categorized as REIT, while IYH is Health & Biotech Equities. They also come from different issuers: JPMorgan and iShares. Their fees differ too: 0.50% for JPRE and 0.43% for IYH.

IYH currently has the higher Sharpe Ratio (0.95 vs 0.95), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for JPRE and IYH

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