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

Performance

XHC.TO vs. LMAX.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 Hamilton Healthcare Yield Maximizer ETF (LMAX.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 -5.65% return, which is significantly lower than LMAX.TO's -4.95% return.


XHC.TO

1D
0.59%
1M
0.77%
YTD
-5.65%
6M
-5.54%
1Y
7.72%
3Y*
2.70%
5Y*
3.54%
10Y*
6.87%

LMAX.TO

1D
1.06%
1M
1.95%
YTD
-4.95%
6M
-6.28%
1Y
7.58%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024
XHC.TO
iShares Global Healthcare Index ETF (CAD-Hedged)
-5.65%10.91%-3.84%
LMAX.TO
Hamilton Healthcare Yield Maximizer ETF
-4.95%7.03%4.91%

Correlation

The correlation between XHC.TO and LMAX.TO is 0.85, 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

0.85

Correlation (All Time)
Calculated using the full available price history since Feb 8, 2024

0.82

The correlation between XHC.TO and LMAX.TO has been stable across timeframes, ranging from 0.82 to 0.85 - a consistent structural relationship.

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Return for Risk

XHC.TO vs. LMAX.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: 1717
Overall Rank
XHC.TO Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
XHC.TO Sortino Ratio Rank: 1717
Sortino Ratio Rank
XHC.TO Omega Ratio Rank: 1616
Omega Ratio Rank
XHC.TO Calmar Ratio Rank: 1818
Calmar Ratio Rank
XHC.TO Martin Ratio Rank: 1717
Martin Ratio Rank

LMAX.TO
LMAX.TO Risk / Return Rank: 1717
Overall Rank
LMAX.TO Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
LMAX.TO Sortino Ratio Rank: 1717
Sortino Ratio Rank
LMAX.TO Omega Ratio Rank: 1717
Omega Ratio Rank
LMAX.TO Calmar Ratio Rank: 1717
Calmar Ratio Rank
LMAX.TO Martin Ratio Rank: 1616
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. LMAX.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 Hamilton Healthcare Yield Maximizer ETF (LMAX.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.


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

-0.04

Sortino ratioReturn per unit of downside risk

0.00

Omega ratioGain probability vs. loss probability

1.10

1.11

0.00

Calmar ratioReturn relative to maximum drawdown

0.72

0.63

+0.09

Martin ratioReturn relative to average drawdown

1.76

1.53

+0.23

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

The current XHC.TO Sharpe Ratio is 0.54, which is comparable to the LMAX.TO Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of XHC.TO and LMAX.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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Sharpe Ratios by Period


XHC.TOLMAX.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.54

0.58

-0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

0.21

+0.46

Drawdowns

XHC.TO vs. LMAX.TO - Drawdown Comparison

The maximum XHC.TO drawdown since its inception was -27.28%, which is greater than LMAX.TO's maximum drawdown of -15.87%. Use the drawdown chart below to compare losses from any high point for XHC.TO and LMAX.TO.


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Drawdown Indicators


XHC.TOLMAX.TODifference

Max Drawdown

Largest peak-to-trough decline

-27.28%

-15.87%

-11.41%

Max Drawdown (1Y)

Largest decline over 1 year

-10.79%

-12.16%

+1.37%

Max Drawdown (3Y)

Largest decline over 3 years

-18.81%

Max Drawdown (5Y)

Largest decline over 5 years

-18.81%

Max Drawdown (10Y)

Largest decline over 10 years

-27.28%

Current Drawdown

Current decline from peak

-9.76%

-9.67%

-0.09%

Average Drawdown

Average peak-to-trough decline

-4.85%

-5.21%

+0.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.39%

4.95%

-0.56%

Volatility

XHC.TO vs. LMAX.TO - Volatility Comparison

iShares Global Healthcare Index ETF (CAD-Hedged) (XHC.TO) has a higher volatility of 4.76% compared to Hamilton Healthcare Yield Maximizer ETF (LMAX.TO) at 4.38%. This indicates that XHC.TO's price experiences larger fluctuations and is considered to be riskier than LMAX.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XHC.TOLMAX.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.76%

4.38%

+0.38%

Volatility (6M)

Calculated over the trailing 6-month period

10.21%

9.50%

+0.71%

Volatility (1Y)

Calculated over the trailing 1-year period

14.34%

13.23%

+1.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.87%

13.71%

+0.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.75%

13.71%

+2.04%

XHC.TO vs. LMAX.TO - Expense Ratio Comparison

XHC.TO has a 0.66% expense ratio, which is higher than LMAX.TO's 0.65% expense ratio.


Dividends

XHC.TO vs. LMAX.TO - Dividend Comparison

XHC.TO's dividend yield for the trailing twelve months is around 1.98%, less than LMAX.TO's 13.45% yield.


PositionTTM20252024202320222021202020192018201720162015
LMAX.TO
Hamilton Healthcare Yield Maximizer ETF
13.45%12.51%11.36%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XHC.TO
iShares Global Healthcare Index ETF (CAD-Hedged)
1.98%1.87%4.42%2.38%0.84%0.79%0.96%1.07%1.68%1.14%1.63%2.15%

Frequently Asked Questions


XHC.TO and LMAX.TO have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, LMAX.TO is cheaper at 0.65% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LMAX.TO is cheaper with a 0.65% expense ratio, compared with 0.66% for XHC.TO.

They also come from different issuers: iShares and Hamilton. Their fees differ too: 0.66% for XHC.TO and 0.65% for LMAX.TO.

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