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XHE vs. ARKG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XHE vs. ARKG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P Health Care Equipment ETF (XHE) and ARK Genomic Revolution Multi-Sector ETF (ARKG). The values are adjusted to include any dividend payments, if applicable.

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XHE vs. ARKG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XHE
SPDR S&P Health Care Equipment ETF
-10.92%-0.23%5.08%-6.23%-23.34%3.04%32.91%22.30%8.90%30.51%
ARKG
ARK Genomic Revolution Multi-Sector ETF
-6.49%23.04%-28.24%16.22%-53.90%-33.92%180.40%44.00%-1.26%46.61%

Returns By Period

In the year-to-date period, XHE achieves a -10.92% return, which is significantly lower than ARKG's -6.49% return. Over the past 10 years, XHE has outperformed ARKG with an annualized return of 6.52%, while ARKG has yielded a comparatively lower 4.95% annualized return.


XHE

1D
0.46%
1M
-10.31%
YTD
-10.92%
6M
-0.10%
1Y
-3.79%
3Y*
-5.61%
5Y*
-8.06%
10Y*
6.52%

ARKG

1D
2.54%
1M
-9.43%
YTD
-6.49%
6M
-6.10%
1Y
34.11%
3Y*
-3.42%
5Y*
-21.16%
10Y*
4.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XHE vs. ARKG - Expense Ratio Comparison

XHE has a 0.35% expense ratio, which is lower than ARKG's 0.75% expense ratio.


Return for Risk

XHE vs. ARKG — Risk / Return Rank

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

XHE
XHE Risk / Return Rank: 88
Overall Rank
XHE Sharpe Ratio Rank: 99
Sharpe Ratio Rank
XHE Sortino Ratio Rank: 99
Sortino Ratio Rank
XHE Omega Ratio Rank: 99
Omega Ratio Rank
XHE Calmar Ratio Rank: 88
Calmar Ratio Rank
XHE Martin Ratio Rank: 77
Martin Ratio Rank

ARKG
ARKG Risk / Return Rank: 4040
Overall Rank
ARKG Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
ARKG Sortino Ratio Rank: 4949
Sortino Ratio Rank
ARKG Omega Ratio Rank: 3737
Omega Ratio Rank
ARKG Calmar Ratio Rank: 4141
Calmar Ratio Rank
ARKG Martin Ratio Rank: 3333
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.

XHE vs. ARKG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Health Care Equipment ETF (XHE) and ARK Genomic Revolution Multi-Sector ETF (ARKG). 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.


XHEARKGDifference

Sharpe ratio

Return per unit of total volatility

-0.16

0.77

-0.93

Sortino ratio

Return per unit of downside risk

-0.06

1.38

-1.44

Omega ratio

Gain probability vs. loss probability

0.99

1.16

-0.16

Calmar ratio

Return relative to maximum drawdown

-0.24

1.11

-1.34

Martin ratio

Return relative to average drawdown

-0.69

2.98

-3.67

XHE vs. ARKG - Sharpe Ratio Comparison

The current XHE Sharpe Ratio is -0.16, which is lower than the ARKG Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of XHE and ARKG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


XHEARKGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.16

0.77

-0.93

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.33

-0.47

+0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

0.12

+0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.08

+0.33

Correlation

The correlation between XHE and ARKG is 0.71, 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.


Dividends

XHE vs. ARKG - Dividend Comparison

XHE's dividend yield for the trailing twelve months is around 0.09%, while ARKG has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
XHE
SPDR S&P Health Care Equipment ETF
0.09%0.08%0.04%0.03%0.04%0.00%0.00%0.05%0.09%0.78%0.17%7.22%
ARKG
ARK Genomic Revolution Multi-Sector ETF
0.00%0.00%0.00%0.00%0.00%0.62%0.85%3.14%0.82%1.34%0.00%0.00%

Drawdowns

XHE vs. ARKG - Drawdown Comparison

The maximum XHE drawdown since its inception was -49.92%, smaller than the maximum ARKG drawdown of -83.59%. Use the drawdown chart below to compare losses from any high point for XHE and ARKG.


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Drawdown Indicators


XHEARKGDifference

Max Drawdown

Largest peak-to-trough decline

-49.92%

-83.59%

+33.67%

Max Drawdown (1Y)

Largest decline over 1 year

-18.29%

-27.51%

+9.22%

Max Drawdown (5Y)

Largest decline over 5 years

-49.92%

-80.18%

+30.26%

Max Drawdown (10Y)

Largest decline over 10 years

-49.92%

-83.59%

+33.67%

Current Drawdown

Current decline from peak

-40.94%

-75.76%

+34.82%

Average Drawdown

Average peak-to-trough decline

-12.97%

-35.32%

+22.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.24%

10.24%

-4.00%

Volatility

XHE vs. ARKG - Volatility Comparison

The current volatility for SPDR S&P Health Care Equipment ETF (XHE) is 7.01%, while ARK Genomic Revolution Multi-Sector ETF (ARKG) has a volatility of 13.41%. This indicates that XHE experiences smaller price fluctuations and is considered to be less risky than ARKG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XHEARKGDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.01%

13.41%

-6.40%

Volatility (6M)

Calculated over the trailing 6-month period

14.84%

31.90%

-17.06%

Volatility (1Y)

Calculated over the trailing 1-year period

23.86%

44.84%

-20.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.25%

45.39%

-21.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.81%

40.94%

-18.13%