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RXD vs. IYH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RXD vs. IYH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort Health Care (RXD) 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, RXD achieves a -10.24% return, which is significantly lower than IYH's 5.57% return. Over the past 10 years, RXD has underperformed IYH with an annualized return of -19.63%, while IYH has yielded a comparatively higher 9.52% annualized return.


RXD

1D
0.47%
1M
0.46%
6M
-10.79%
YTD
-10.24%
1Y
-35.49%
3Y*
-10.24%
5Y*
-7.59%
10Y*
-19.63%
ALL TIME*
-22.75%

IYH

1D
-0.70%
1M
-1.26%
6M
5.78%
YTD
5.57%
1Y
25.47%
3Y*
8.11%
5Y*
4.87%
10Y*
9.52%
ALL TIME*
8.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$63.29M$47.38M$52.47M
$208.34K$158.30K$97.64K

RXD vs. IYH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RXD
ProShares UltraShort Health Care
-10.24%-21.66%4.83%3.25%1.20%-37.97%-44.25%-32.44%-14.33%-35.24%
IYH
iShares U.S. Healthcare ETF
5.57%13.16%2.99%2.14%-4.46%23.41%15.56%20.80%5.80%22.27%

Correlation

The correlation between RXD and IYH is -0.99, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.99

Correlation (3Y)
Balances recent behavior with more history.

-0.98

Correlation (5Y)
Shows whether the relationship held over a longer period.

-0.99

Correlation (10Y)
Provides a long-term view across more market conditions.

-0.91

Correlation (All Time)
Calculated using the full available price history since Feb 1, 2007

-0.86

The correlation between RXD and IYH shifts across timeframes, from -0.99 (5 years) to -0.86 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

RXD vs. IYH — Risk / Return Rank

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

RXD
RXD Risk / Return Rank: 11
Overall Rank
RXD Sharpe Ratio Rank: 11
Sharpe Ratio Rank
RXD Sortino Ratio Rank: 11
Sortino Ratio Rank
RXD Omega Ratio Rank: 11
Omega Ratio Rank
RXD Calmar Ratio Rank: 11
Calmar Ratio Rank
RXD Martin Ratio Rank: 11
Martin Ratio Rank

IYH
IYH Risk / Return Rank: 7070
Overall Rank
IYH Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
IYH Sortino Ratio Rank: 8282
Sortino Ratio Rank
IYH Omega Ratio Rank: 7070
Omega Ratio Rank
IYH Calmar Ratio Rank: 7171
Calmar Ratio Rank
IYH Martin Ratio Rank: 5151
Martin Ratio Rank
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.

RXD vs. IYH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort Health Care (RXD) 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.


RXDIYHDifference
Sharpe ratioReturn per unit of total volatility

-2.85

Sortino ratioReturn per unit of downside risk

-4.24

Omega ratioGain probability vs. loss probability

0.81

1.29

-0.48

Calmar ratioReturn relative to maximum drawdown

-0.89

2.47

-3.36

Martin ratioReturn relative to average drawdown

-1.40

5.85

-7.25

RXD vs. IYH - Sharpe Ratio Comparison

The current RXD Sharpe Ratio is -1.16, which is lower than the IYH Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of RXD 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

RXD vs. IYH - Drawdown Comparison

The maximum RXD drawdown since its inception was -99.68%, which is greater than IYH's maximum drawdown of -43.12%. Use the drawdown chart below to compare losses from any high point for RXD and IYH.


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Drawdown Indicators


RXDIYHDifference

Max Drawdown

Largest peak-to-trough decline

-99.68%

-43.12%

-56.56%

Max Drawdown (1Y)

Largest decline over 1 year

-40.79%

-10.64%

-30.15%

Max Drawdown (3Y)

Largest decline over 3 years

-42.58%

-17.91%

-24.67%

Max Drawdown (5Y)

Largest decline over 5 years

-46.11%

-17.91%

-28.20%

Max Drawdown (10Y)

Largest decline over 10 years

-91.52%

-28.40%

-63.12%

Current Drawdown

Current decline from peak

-99.67%

-2.77%

-96.90%

Average Drawdown

Average peak-to-trough decline

-82.00%

-8.92%

-73.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

25.78%

4.49%

+21.29%

Volatility

RXD vs. IYH - Volatility Comparison

ProShares UltraShort Health Care (RXD) has a higher volatility of 11.80% compared to iShares U.S. Healthcare ETF (IYH) at 5.88%. This indicates that RXD's price experiences larger fluctuations and is considered to be riskier than IYH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RXDIYHDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.80%

5.88%

+5.92%

Volatility (6M)

Calculated over the trailing 6-month period

24.09%

12.03%

+12.06%

Volatility (1Y)

Calculated over the trailing 1-year period

31.60%

15.86%

+15.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.35%

15.24%

+15.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.15%

16.82%

+16.33%

RXD vs. IYH - Expense Ratio Comparison

RXD has a 0.95% expense ratio, which is higher than IYH's 0.43% expense ratio.


Dividends

RXD vs. IYH - Dividend Comparison

RXD's dividend yield for the trailing twelve months is around 3.31%, more than IYH's 1.17% yield.


PositionTTM20252024202320222021202020192018201720162015
IYH
iShares U.S. Healthcare ETF
1.17%1.19%1.25%1.18%1.10%0.94%1.16%1.14%1.95%1.10%1.29%2.02%
RXD
ProShares UltraShort Health Care
3.31%3.29%4.36%3.17%0.67%0.00%0.17%1.73%0.22%0.00%0.00%0.00%

Frequently Asked Questions


RXD and IYH have a correlation of -0.99, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RXD has higher volatility (11.80%) compared to IYH (5.88%). In terms of maximum drawdown, RXD dropped -99.68% vs IYH's -43.12%.

On 10-year performance, IYH leads with 9.52% vs -19.63% for RXD. On fees, IYH is cheaper at 0.43% per year. On volatility, IYH has been the lower-risk option at 5.88%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, IYH has performed better with a 9.52% return vs -19.63%. 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 0.95% for RXD.

RXD has the higher dividend yield at 3.31%, compared with 1.17% for IYH.

RXD is categorized as Leveraged Equities, while IYH is Health & Biotech Equities. RXD tracks DJ Global United States (All) / Health Care -IND (-200%), while IYH tracks Dow Jones U.S. Health Care Index. They also come from different issuers: ProShares and iShares. Their fees differ too: 0.95% for RXD and 0.43% for IYH.

IYH currently has the higher Sharpe Ratio (1.69 vs -1.16), 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 RXD and IYH

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