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XHC.TO vs. HIG.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XHC.TO vs. HIG.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares Global Healthcare Index ETF (CAD-Hedged) (XHC.TO) and Brompton Global Healthcare Income & Growth ETF (HIG.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XHC.TO achieves a 2.94% return, which is significantly higher than HIG.TO's -2.36% return. Over the past 10 years, XHC.TO has outperformed HIG.TO with an annualized return of 7.17%, while HIG.TO has yielded a comparatively lower 5.34% annualized return.


XHC.TO

1D
1.91%
1M
5.64%
6M
1.00%
YTD
2.94%
1Y
17.24%
3Y*
6.27%
5Y*
3.56%
10Y*
7.17%

HIG.TO

1D
1.09%
1M
3.25%
6M
-3.82%
YTD
-2.36%
1Y
8.50%
3Y*
4.12%
5Y*
0.89%
10Y*
5.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XHC.TO vs. HIG.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XHC.TO
iShares Global Healthcare Index ETF (CAD-Hedged)
2.94%10.91%1.22%2.14%-3.57%17.32%8.71%22.47%2.20%16.83%
HIG.TO
Brompton Global Healthcare Income & Growth ETF
-2.36%13.94%-0.33%-1.53%-14.75%24.68%5.06%24.08%5.65%7.03%

Correlation

The correlation between XHC.TO and HIG.TO is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.81

Correlation (3Y)
Calculated over the trailing 3-year period

0.70

Correlation (5Y)
Calculated over the trailing 5-year period

0.67

Correlation (10Y)
Calculated over the trailing 10-year period

0.59

Correlation (All Time)
Calculated using the full available price history since Sep 24, 2015

0.58

Over the past year, XHC.TO and HIG.TO have become more correlated (0.81) than their long-term average of 0.58, meaning their price movements have been converging.

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Return for Risk

XHC.TO vs. HIG.TO — Risk / Return Rank

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

XHC.TO
XHC.TO Risk / Return Rank: 3737
Overall Rank
XHC.TO Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
XHC.TO Sortino Ratio Rank: 4141
Sortino Ratio Rank
XHC.TO Omega Ratio Rank: 3636
Omega Ratio Rank
XHC.TO Calmar Ratio Rank: 3838
Calmar Ratio Rank
XHC.TO Martin Ratio Rank: 3232
Martin Ratio Rank

HIG.TO
HIG.TO Risk / Return Rank: 1919
Overall Rank
HIG.TO Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
HIG.TO Sortino Ratio Rank: 2121
Sortino Ratio Rank
HIG.TO Omega Ratio Rank: 1919
Omega Ratio Rank
HIG.TO Calmar Ratio Rank: 1818
Calmar Ratio Rank
HIG.TO Martin Ratio Rank: 1818
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

XHC.TO vs. HIG.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Healthcare Index ETF (CAD-Hedged) (XHC.TO) and Brompton Global Healthcare Income & Growth ETF (HIG.TO). 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.


XHC.TOHIG.TODifference
Sharpe ratioReturn per unit of total volatility

+0.54

Sortino ratioReturn per unit of downside risk

+0.82

Omega ratioGain probability vs. loss probability

1.20

1.11

+0.10

Calmar ratioReturn relative to maximum drawdown

1.60

0.60

+1.00

Martin ratioReturn relative to average drawdown

3.81

1.41

+2.39

XHC.TO vs. HIG.TO - Sharpe Ratio Comparison

The current XHC.TO Sharpe Ratio is 1.12, which is higher than the HIG.TO Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of XHC.TO and HIG.TO, 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

XHC.TO vs. HIG.TO - Drawdown Comparison

The maximum XHC.TO drawdown since its inception was -27.28%, smaller than the maximum HIG.TO drawdown of -31.83%. Use the drawdown chart below to compare losses from any high point for XHC.TO and HIG.TO.


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Drawdown Indicators


XHC.TOHIG.TODifference

Max Drawdown

Largest peak-to-trough decline

-27.28%

-31.83%

+4.55%

Max Drawdown (1Y)

Largest decline over 1 year

-10.79%

-14.18%

+3.39%

Max Drawdown (3Y)

Largest decline over 3 years

-18.81%

-14.18%

-4.63%

Max Drawdown (5Y)

Largest decline over 5 years

-18.81%

-24.58%

+5.77%

Max Drawdown (10Y)

Largest decline over 10 years

-27.28%

-31.83%

+4.55%

Current Drawdown

Current decline from peak

-2.60%

-6.98%

+4.38%

Average Drawdown

Average peak-to-trough decline

-5.16%

-8.17%

+3.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.54%

6.03%

-1.49%

Volatility

XHC.TO vs. HIG.TO - Volatility Comparison

iShares Global Healthcare Index ETF (CAD-Hedged) (XHC.TO) and Brompton Global Healthcare Income & Growth ETF (HIG.TO) have volatilities of 6.11% and 6.38%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XHC.TOHIG.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.11%

6.38%

-0.27%

Volatility (6M)

Calculated over the trailing 6-month period

11.82%

11.19%

+0.63%

Volatility (1Y)

Calculated over the trailing 1-year period

15.53%

14.80%

+0.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.24%

15.17%

-0.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.85%

17.37%

-1.52%

Dividends

XHC.TO vs. HIG.TO - Dividend Comparison

XHC.TO's dividend yield for the trailing twelve months is around 1.88%, less than HIG.TO's 8.91% yield.


PositionTTM20252024202320222021202020192018201720162015
HIG.TO
Brompton Global Healthcare Income & Growth ETF
8.91%8.32%8.71%8.03%6.97%5.29%6.22%6.12%7.11%6.43%6.47%1.80%
XHC.TO
iShares Global Healthcare Index ETF (CAD-Hedged)
1.88%1.87%4.42%2.38%0.84%0.80%0.97%1.07%1.68%1.14%1.63%2.14%

Frequently Asked Questions


XHC.TO and HIG.TO have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

They also come from different issuers: iShares and Brompton.

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