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PPH vs. PABU
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PPH vs. PABU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Vectors Pharmaceutical ETF (PPH) and iShares Paris-Aligned Climate MSCI USA ETF (PABU). The values are adjusted to include any dividend payments, if applicable.

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PPH vs. PABU - Yearly Performance Comparison


2026 (YTD)2025202420232022
PPH
VanEck Vectors Pharmaceutical ETF
0.69%22.00%8.05%6.95%4.06%
PABU
iShares Paris-Aligned Climate MSCI USA ETF
-8.86%13.08%24.84%29.51%-15.45%

Returns By Period

In the year-to-date period, PPH achieves a 0.69% return, which is significantly higher than PABU's -8.86% return.


PPH

1D
1.94%
1M
-7.00%
YTD
0.69%
6M
15.81%
1Y
16.30%
3Y*
12.44%
5Y*
10.59%
10Y*
8.04%

PABU

1D
3.26%
1M
-4.28%
YTD
-8.86%
6M
-7.30%
1Y
11.67%
3Y*
14.98%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PPH vs. PABU - Expense Ratio Comparison

PPH has a 0.36% expense ratio, which is higher than PABU's 0.10% expense ratio.


Return for Risk

PPH vs. PABU — Risk / Return Rank

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

PPH
PPH Risk / Return Rank: 5050
Overall Rank
PPH Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
PPH Sortino Ratio Rank: 4949
Sortino Ratio Rank
PPH Omega Ratio Rank: 4343
Omega Ratio Rank
PPH Calmar Ratio Rank: 6262
Calmar Ratio Rank
PPH Martin Ratio Rank: 4545
Martin Ratio Rank

PABU
PABU Risk / Return Rank: 3535
Overall Rank
PABU Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
PABU Sortino Ratio Rank: 3535
Sortino Ratio Rank
PABU Omega Ratio Rank: 3535
Omega Ratio Rank
PABU Calmar Ratio Rank: 3636
Calmar Ratio Rank
PABU Martin Ratio Rank: 3434
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.

PPH vs. PABU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Pharmaceutical ETF (PPH) and iShares Paris-Aligned Climate MSCI USA ETF (PABU). 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.


PPHPABUDifference

Sharpe ratio

Return per unit of total volatility

0.83

0.60

+0.23

Sortino ratio

Return per unit of downside risk

1.26

1.01

+0.25

Omega ratio

Gain probability vs. loss probability

1.16

1.14

+0.02

Calmar ratio

Return relative to maximum drawdown

1.48

0.92

+0.57

Martin ratio

Return relative to average drawdown

4.08

3.13

+0.96

PPH vs. PABU - Sharpe Ratio Comparison

The current PPH Sharpe Ratio is 0.83, which is higher than the PABU Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of PPH and PABU, 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


PPHPABUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.83

0.60

+0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.48

-0.18

Correlation

The correlation between PPH and PABU is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

PPH vs. PABU - Dividend Comparison

PPH's dividend yield for the trailing twelve months is around 1.77%, more than PABU's 1.04% yield.


TTM20252024202320222021202020192018201720162015
PPH
VanEck Vectors Pharmaceutical ETF
1.77%1.78%1.98%2.09%1.55%1.62%1.66%1.77%1.97%1.92%2.43%1.93%
PABU
iShares Paris-Aligned Climate MSCI USA ETF
1.04%0.90%1.00%1.06%1.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

PPH vs. PABU - Drawdown Comparison

The maximum PPH drawdown since its inception was -51.45%, which is greater than PABU's maximum drawdown of -22.76%. Use the drawdown chart below to compare losses from any high point for PPH and PABU.


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Drawdown Indicators


PPHPABUDifference

Max Drawdown

Largest peak-to-trough decline

-51.45%

-22.76%

-28.69%

Max Drawdown (1Y)

Largest decline over 1 year

-10.02%

-13.40%

+3.38%

Max Drawdown (5Y)

Largest decline over 5 years

-20.26%

Max Drawdown (10Y)

Largest decline over 10 years

-29.70%

Current Drawdown

Current decline from peak

-7.00%

-10.58%

+3.58%

Average Drawdown

Average peak-to-trough decline

-17.38%

-5.79%

-11.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.14%

3.93%

+0.21%

Volatility

PPH vs. PABU - Volatility Comparison

The current volatility for VanEck Vectors Pharmaceutical ETF (PPH) is 5.11%, while iShares Paris-Aligned Climate MSCI USA ETF (PABU) has a volatility of 5.70%. This indicates that PPH experiences smaller price fluctuations and is considered to be less risky than PABU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PPHPABUDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.11%

5.70%

-0.59%

Volatility (6M)

Calculated over the trailing 6-month period

12.37%

10.43%

+1.94%

Volatility (1Y)

Calculated over the trailing 1-year period

19.67%

19.49%

+0.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.85%

18.87%

-4.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.95%

18.87%

-1.92%