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

Correlation

The correlation between RYH and XLV is 0.73, 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. XLV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P 500® Equal Weight Health Care ETF (RYH) and Health Care Select Sector SPDR Fund (XLV). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Returns By Period


RYH

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

3Y*

N/A

5Y*

N/A

10Y*

N/A

XLV

YTD

-3.56%

1M

-4.27%

6M

-8.82%

1Y

-7.01%

3Y*

1.15%

5Y*

7.03%

10Y*

7.59%

*Annualized

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RYH vs. XLV - Expense Ratio Comparison

RYH has a 0.40% expense ratio, which is higher than XLV's 0.12% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

RYH vs. XLV — Risk-Adjusted Performance Rank

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

RYH
The Risk-Adjusted Performance Rank of RYH is 1515
Overall Rank
The Sharpe Ratio Rank of RYH is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of RYH is 1515
Sortino Ratio Rank
The Omega Ratio Rank of RYH is 1515
Omega Ratio Rank
The Calmar Ratio Rank of RYH is 1717
Calmar Ratio Rank
The Martin Ratio Rank of RYH is 1515
Martin Ratio Rank

XLV
The Risk-Adjusted Performance Rank of XLV is 44
Overall Rank
The Sharpe Ratio Rank of XLV is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of XLV is 44
Sortino Ratio Rank
The Omega Ratio Rank of XLV is 44
Omega Ratio Rank
The Calmar Ratio Rank of XLV is 22
Calmar Ratio Rank
The Martin Ratio Rank of XLV is 44
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

RYH vs. XLV - 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 Health Care Select Sector SPDR Fund (XLV). 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.



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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

RYH vs. XLV - Dividend Comparison

RYH has not paid dividends to shareholders, while XLV's dividend yield for the trailing twelve months is around 1.77%.


TTM20242023202220212020201920182017201620152014
RYH
Invesco S&P 500® Equal Weight Health Care ETF
0.00%0.00%0.69%0.64%0.50%0.51%0.54%0.53%0.47%0.48%0.49%0.43%
XLV
Health Care Select Sector SPDR Fund
1.77%1.67%1.59%1.47%1.33%1.49%2.17%1.58%1.47%1.60%1.43%1.35%

Drawdowns

RYH vs. XLV - Drawdown Comparison


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

RYH vs. XLV - Volatility Comparison


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