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MDEV vs. XHE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MDEV vs. XHE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Indxx Medical Devices ETF (MDEV) and SPDR S&P Health Care Equipment ETF (XHE). The values are adjusted to include any dividend payments, if applicable.

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MDEV vs. XHE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
MDEV
First Trust Indxx Medical Devices ETF
-9.41%2.00%1.79%7.55%-28.59%4.16%
XHE
SPDR S&P Health Care Equipment ETF
-11.32%-0.23%5.08%-6.23%-23.34%-8.97%

Returns By Period

In the year-to-date period, MDEV achieves a -9.41% return, which is significantly higher than XHE's -11.32% return.


MDEV

1D
2.23%
1M
-9.05%
YTD
-9.41%
6M
-4.81%
1Y
-5.71%
3Y*
-2.27%
5Y*
10Y*

XHE

1D
2.61%
1M
-11.49%
YTD
-11.32%
6M
-0.63%
1Y
-4.73%
3Y*
-5.75%
5Y*
-8.14%
10Y*
6.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MDEV vs. XHE - Expense Ratio Comparison

MDEV has a 0.70% expense ratio, which is higher than XHE's 0.35% expense ratio.


Return for Risk

MDEV vs. XHE — Risk / Return Rank

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

MDEV
MDEV Risk / Return Rank: 55
Overall Rank
MDEV Sharpe Ratio Rank: 66
Sharpe Ratio Rank
MDEV Sortino Ratio Rank: 66
Sortino Ratio Rank
MDEV Omega Ratio Rank: 66
Omega Ratio Rank
MDEV Calmar Ratio Rank: 66
Calmar Ratio Rank
MDEV Martin Ratio Rank: 33
Martin Ratio Rank

XHE
XHE Risk / Return Rank: 88
Overall Rank
XHE Sharpe Ratio Rank: 88
Sharpe Ratio Rank
XHE Sortino Ratio Rank: 88
Sortino Ratio Rank
XHE Omega Ratio Rank: 88
Omega Ratio Rank
XHE Calmar Ratio Rank: 88
Calmar Ratio Rank
XHE Martin Ratio Rank: 77
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.

MDEV vs. XHE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Indxx Medical Devices ETF (MDEV) and SPDR S&P Health Care Equipment ETF (XHE). 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.


MDEVXHEDifference

Sharpe ratio

Return per unit of total volatility

-0.30

-0.20

-0.10

Sortino ratio

Return per unit of downside risk

-0.31

-0.12

-0.19

Omega ratio

Gain probability vs. loss probability

0.96

0.99

-0.02

Calmar ratio

Return relative to maximum drawdown

-0.37

-0.24

-0.13

Martin ratio

Return relative to average drawdown

-1.17

-0.70

-0.47

MDEV vs. XHE - Sharpe Ratio Comparison

The current MDEV Sharpe Ratio is -0.30, which is lower than the XHE Sharpe Ratio of -0.20. The chart below compares the historical Sharpe Ratios of MDEV and XHE, 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


MDEVXHEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.30

-0.20

-0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.31

0.41

-0.72

Correlation

The correlation between MDEV and XHE is 0.85, 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

MDEV vs. XHE - Dividend Comparison

MDEV has not paid dividends to shareholders, while XHE's dividend yield for the trailing twelve months is around 0.09%.


TTM20252024202320222021202020192018201720162015
MDEV
First Trust Indxx Medical Devices ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XHE
SPDR S&P Health Care Equipment ETF
0.09%0.08%0.04%0.03%0.04%0.00%0.00%0.05%0.09%0.78%0.17%7.22%

Drawdowns

MDEV vs. XHE - Drawdown Comparison

The maximum MDEV drawdown since its inception was -42.34%, smaller than the maximum XHE drawdown of -49.92%. Use the drawdown chart below to compare losses from any high point for MDEV and XHE.


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Drawdown Indicators


MDEVXHEDifference

Max Drawdown

Largest peak-to-trough decline

-42.34%

-49.92%

+7.58%

Max Drawdown (1Y)

Largest decline over 1 year

-14.88%

-18.29%

+3.41%

Max Drawdown (5Y)

Largest decline over 5 years

-49.92%

Max Drawdown (10Y)

Largest decline over 10 years

-49.92%

Current Drawdown

Current decline from peak

-32.20%

-41.21%

+9.01%

Average Drawdown

Average peak-to-trough decline

-25.39%

-12.96%

-12.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.66%

6.16%

-1.50%

Volatility

MDEV vs. XHE - Volatility Comparison

The current volatility for First Trust Indxx Medical Devices ETF (MDEV) is 5.67%, while SPDR S&P Health Care Equipment ETF (XHE) has a volatility of 7.05%. This indicates that MDEV experiences smaller price fluctuations and is considered to be less risky than XHE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MDEVXHEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.67%

7.05%

-1.38%

Volatility (6M)

Calculated over the trailing 6-month period

10.88%

14.87%

-3.99%

Volatility (1Y)

Calculated over the trailing 1-year period

18.99%

23.86%

-4.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.00%

24.25%

-5.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.00%

22.82%

-3.82%