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RYH vs. VHT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


RYHVHT

Correlation

-0.50.00.51.00.9

The correlation between RYH and VHT is 0.90, 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.

Performance

RYH vs. VHT - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember0
2.64%
RYH
VHT

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RYH vs. VHT - Expense Ratio Comparison

RYH has a 0.40% expense ratio, which is higher than VHT's 0.10% expense ratio.


RYH
Invesco S&P 500® Equal Weight Health Care ETF
Expense ratio chart for RYH: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%
Expense ratio chart for VHT: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

RYH vs. VHT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500® Equal Weight Health Care ETF (RYH) and Vanguard Health Care ETF (VHT). 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.


RYH
Sharpe ratio
No data
Calmar ratio
The chart of Calmar ratio for RYH, currently valued at 0.00, compared to the broader market0.005.0010.0015.000.00
VHT
Sharpe ratio
The chart of Sharpe ratio for VHT, currently valued at 1.93, compared to the broader market-2.000.002.004.006.001.93
Sortino ratio
The chart of Sortino ratio for VHT, currently valued at 2.69, compared to the broader market-2.000.002.004.006.008.0010.0012.002.69
Omega ratio
The chart of Omega ratio for VHT, currently valued at 1.35, compared to the broader market1.001.502.002.503.001.35
Calmar ratio
The chart of Calmar ratio for VHT, currently valued at 1.75, compared to the broader market0.005.0010.0015.001.75
Martin ratio
The chart of Martin ratio for VHT, currently valued at 8.79, compared to the broader market0.0020.0040.0060.0080.00100.00120.008.79

RYH vs. VHT - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
-1.00
1.93
RYH
VHT

Dividends

RYH vs. VHT - Dividend Comparison

RYH has not paid dividends to shareholders, while VHT's dividend yield for the trailing twelve months is around 1.41%.


TTM20232022202120202019201820172016201520142013
RYH
Invesco S&P 500® Equal Weight Health Care ETF
0.00%0.69%0.64%0.50%0.51%0.54%0.53%0.47%0.48%0.49%0.43%0.42%
VHT
Vanguard Health Care ETF
1.41%1.36%1.33%1.14%1.21%1.89%1.38%1.31%1.45%1.22%1.02%1.12%

Drawdowns

RYH vs. VHT - Drawdown Comparison


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-10.07%
-5.14%
RYH
VHT

Volatility

RYH vs. VHT - Volatility Comparison

The current volatility for Invesco S&P 500® Equal Weight Health Care ETF (RYH) is 0.00%, while Vanguard Health Care ETF (VHT) has a volatility of 3.19%. This indicates that RYH experiences smaller price fluctuations and is considered to be less risky than VHT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%JuneJulyAugustSeptemberOctoberNovember0
3.19%
RYH
VHT