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PSCH vs. MHIP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PSCH vs. MHIP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P SmallCap Health Care ETF (PSCH) and Milliman Healthcare Inflation Plus ETF (MHIP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


PSCH

1D
0.65%
1M
-0.09%
6M
20.27%
YTD
21.97%
1Y
41.37%
3Y*
7.41%
5Y*
-2.71%
10Y*
8.26%
ALL TIME*
12.50%

MHIP

1D
0.39%
1M
-0.68%
6M
YTD
1Y
3Y*
5Y*
10Y*
ALL TIME*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$1.34K$877.52$4.14K
$1.89M$1.58M$1.08M

PSCH vs. MHIP - Yearly Performance Comparison


Correlation

The correlation between PSCH and MHIP is 0.65, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (All Time)
Calculated using the full available price history since Apr 21, 2026

0.65

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Return for Risk

PSCH vs. MHIP — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

PSCH
PSCH Risk / Return Rank: 7878
Overall Rank
PSCH Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
PSCH Sortino Ratio Rank: 8585
Sortino Ratio Rank
PSCH Omega Ratio Rank: 8080
Omega Ratio Rank
PSCH Calmar Ratio Rank: 7373
Calmar Ratio Rank
PSCH Martin Ratio Rank: 6868
Martin Ratio Rank

MHIP

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

PSCH vs. MHIP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P SmallCap Health Care ETF (PSCH) and Milliman Healthcare Inflation Plus ETF (MHIP). 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.


PSCHMHIPDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.35

Calmar ratioReturn relative to maximum drawdown

2.71

Martin ratioReturn relative to average drawdown

8.67

PSCH vs. MHIP - Sharpe Ratio Comparison


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Drawdowns

PSCH vs. MHIP - Drawdown Comparison

The maximum PSCH drawdown since its inception was -46.32%, which is greater than MHIP's maximum drawdown of -3.09%. Use the drawdown chart below to compare losses from any high point for PSCH and MHIP.


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Drawdown Indicators


PSCHMHIPDifference

Max Drawdown

Largest peak-to-trough decline

-46.32%

-3.09%

-43.23%

Max Drawdown (1Y)

Largest decline over 1 year

-15.36%

Max Drawdown (3Y)

Largest decline over 3 years

-22.98%

Max Drawdown (5Y)

Largest decline over 5 years

-45.37%

Max Drawdown (10Y)

Largest decline over 10 years

-46.32%

Current Drawdown

Current decline from peak

-16.84%

-1.02%

-15.82%

Average Drawdown

Average peak-to-trough decline

-13.52%

-1.30%

-12.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.78%

Volatility

PSCH vs. MHIP - Volatility Comparison


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Volatility by Period


PSCHMHIPDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.74%

Volatility (6M)

Calculated over the trailing 6-month period

14.66%

Volatility (1Y)

Calculated over the trailing 1-year period

20.13%

10.92%

+9.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.95%

10.92%

+12.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.64%

10.92%

+12.72%

PSCH vs. MHIP - Expense Ratio Comparison

PSCH has a 0.29% expense ratio, which is lower than MHIP's 0.55% expense ratio.


Dividends

PSCH vs. MHIP - Dividend Comparison

PSCH's dividend yield for the trailing twelve months is around 0.01%, while MHIP has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
MHIP
Milliman Healthcare Inflation Plus ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PSCH
Invesco S&P SmallCap Health Care ETF
0.01%0.04%0.27%0.01%2.27%0.00%0.00%0.00%0.00%0.00%0.03%

Frequently Asked Questions


PSCH and MHIP have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, PSCH is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PSCH is cheaper with a 0.29% expense ratio, compared with 0.55% for MHIP.

PSCH has the higher dividend yield at 0.01%, compared with 0.00% for MHIP.

They also come from different issuers: Invesco and Milliman. Their fees differ too: 0.29% for PSCH and 0.55% for MHIP.

Portfolio Optimizer

Find the right allocation for PSCH and MHIP

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