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WDNA vs. IYH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between WDNA and IYH is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.7

Performance

WDNA vs. IYH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree BioRevolution Fund (WDNA) and iShares U.S. Healthcare ETF (IYH). The values are adjusted to include any dividend payments, if applicable.

-40.00%-20.00%0.00%20.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
-41.12%
15.21%
WDNA
IYH

Key characteristics

Sharpe Ratio

WDNA:

-0.52

IYH:

0.39

Sortino Ratio

WDNA:

-0.59

IYH:

0.61

Omega Ratio

WDNA:

0.93

IYH:

1.08

Calmar Ratio

WDNA:

-0.25

IYH:

0.36

Martin Ratio

WDNA:

-1.25

IYH:

1.23

Ulcer Index

WDNA:

9.28%

IYH:

3.54%

Daily Std Dev

WDNA:

22.40%

IYH:

11.08%

Max Drawdown

WDNA:

-51.90%

IYH:

-43.12%

Current Drawdown

WDNA:

-47.35%

IYH:

-12.16%

Returns By Period

In the year-to-date period, WDNA achieves a -13.90% return, which is significantly lower than IYH's 2.34% return.


WDNA

YTD

-13.90%

1M

-2.01%

6M

-7.34%

1Y

-13.99%

5Y*

N/A

10Y*

N/A

IYH

YTD

2.34%

1M

-2.69%

6M

-4.26%

1Y

3.63%

5Y*

7.32%

10Y*

8.35%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


WDNA vs. IYH - Expense Ratio Comparison

WDNA has a 0.45% expense ratio, which is higher than IYH's 0.43% expense ratio.


WDNA
WisdomTree BioRevolution Fund
Expense ratio chart for WDNA: current value at 0.45% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.45%
Expense ratio chart for IYH: current value at 0.43% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.43%

Risk-Adjusted Performance

WDNA vs. IYH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree BioRevolution Fund (WDNA) 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.


Sharpe ratio
The chart of Sharpe ratio for WDNA, currently valued at -0.52, compared to the broader market0.002.004.00-0.520.39
The chart of Sortino ratio for WDNA, currently valued at -0.59, compared to the broader market-2.000.002.004.006.008.0010.00-0.590.61
The chart of Omega ratio for WDNA, currently valued at 0.93, compared to the broader market0.501.001.502.002.503.000.931.08
The chart of Calmar ratio for WDNA, currently valued at -0.25, compared to the broader market0.005.0010.0015.00-0.250.36
The chart of Martin ratio for WDNA, currently valued at -1.25, compared to the broader market0.0020.0040.0060.0080.00100.00-1.251.23
WDNA
IYH

The current WDNA Sharpe Ratio is -0.52, which is lower than the IYH Sharpe Ratio of 0.39. The chart below compares the historical Sharpe Ratios of WDNA and IYH, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
-0.52
0.39
WDNA
IYH

Dividends

WDNA vs. IYH - Dividend Comparison

WDNA's dividend yield for the trailing twelve months is around 0.93%, less than IYH's 1.56% yield.


TTM20232022202120202019201820172016201520142013
WDNA
WisdomTree BioRevolution Fund
0.93%0.80%0.37%0.11%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IYH
iShares U.S. Healthcare ETF
1.26%1.18%1.10%0.94%1.16%1.14%1.95%1.10%1.29%2.02%1.05%1.12%

Drawdowns

WDNA vs. IYH - Drawdown Comparison

The maximum WDNA drawdown since its inception was -51.90%, which is greater than IYH's maximum drawdown of -43.12%. Use the drawdown chart below to compare losses from any high point for WDNA and IYH. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-47.35%
-12.16%
WDNA
IYH

Volatility

WDNA vs. IYH - Volatility Comparison

WisdomTree BioRevolution Fund (WDNA) has a higher volatility of 7.34% compared to iShares U.S. Healthcare ETF (IYH) at 3.48%. This indicates that WDNA'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.


2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
7.34%
3.48%
WDNA
IYH
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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