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

Key characteristics


VHTXLV
YTD Return8.24%8.71%
1Y Return16.90%17.86%
3Y Return (Ann)7.27%9.62%
5Y Return (Ann)11.01%11.93%
10Y Return (Ann)11.31%11.51%
Sharpe Ratio1.611.72
Daily Std Dev10.82%10.56%
Max Drawdown-39.12%-39.18%
Current Drawdown-0.01%0.00%

Correlation

0.97
-1.001.00

The correlation between VHT and XLV is 0.97, 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

VHT vs. XLV - Performance Comparison

In the year-to-date period, VHT achieves a 8.24% return, which is significantly lower than XLV's 8.71% return. Both investments have delivered pretty close results over the past 10 years, with VHT having a 11.31% annualized return and XLV not far ahead at 11.51%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


450.00%500.00%550.00%600.00%OctoberNovemberDecember2024FebruaryMarch
615.99%
566.99%
VHT
XLV

Compare stocks, funds, or ETFs


Vanguard Health Care ETF

Health Care Select Sector SPDR Fund

VHT vs. XLV - Expense Ratio Comparison

VHT has a 0.10% expense ratio, which is lower than XLV's 0.12% expense ratio.

XLV
Health Care Select Sector SPDR Fund
0.50%1.00%1.50%2.00%0.12%
0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

VHT vs. XLV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Health Care ETF (VHT) 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.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
VHT
Vanguard Health Care ETF
1.61
XLV
Health Care Select Sector SPDR Fund
1.72

VHT vs. XLV - Sharpe Ratio Comparison

The current VHT Sharpe Ratio is 1.61, which roughly equals the XLV Sharpe Ratio of 1.72. The chart below compares the 12-month rolling Sharpe Ratio of VHT and XLV.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00OctoberNovemberDecember2024FebruaryMarch
1.61
1.72
VHT
XLV

Dividends

VHT vs. XLV - Dividend Comparison

VHT's dividend yield for the trailing twelve months is around 1.28%, less than XLV's 1.49% yield.


TTM20232022202120202019201820172016201520142013
VHT
Vanguard Health Care ETF
1.28%1.36%1.33%1.14%1.21%1.89%1.38%1.31%1.45%1.22%1.02%1.12%
XLV
Health Care Select Sector SPDR Fund
1.49%1.59%1.47%1.33%1.49%2.16%1.56%1.46%1.59%1.43%1.34%1.51%

Drawdowns

VHT vs. XLV - Drawdown Comparison

The maximum VHT drawdown since its inception was -39.12%, roughly equal to the maximum XLV drawdown of -39.18%. The drawdown chart below compares losses from any high point along the way for VHT and XLV


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-0.01%
0
VHT
XLV

Volatility

VHT vs. XLV - Volatility Comparison

Vanguard Health Care ETF (VHT) has a higher volatility of 2.77% compared to Health Care Select Sector SPDR Fund (XLV) at 2.51%. This indicates that VHT's price experiences larger fluctuations and is considered to be riskier than XLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%2.50%3.00%3.50%4.00%4.50%OctoberNovemberDecember2024FebruaryMarch
2.77%
2.51%
VHT
XLV