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XHE vs. VT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XHE vs. VT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P Health Care Equipment ETF (XHE) and Vanguard Total World Stock ETF (VT). The values are adjusted to include any dividend payments, if applicable.

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XHE vs. VT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XHE
SPDR S&P Health Care Equipment ETF
-11.32%-0.23%5.08%-6.23%-23.34%3.04%32.91%22.30%8.90%30.51%
VT
Vanguard Total World Stock ETF
-1.71%22.43%16.49%22.02%-18.00%18.27%16.59%26.81%-9.76%24.50%

Returns By Period

In the year-to-date period, XHE achieves a -11.32% return, which is significantly lower than VT's -1.71% return. Over the past 10 years, XHE has underperformed VT with an annualized return of 6.47%, while VT has yielded a comparatively higher 11.53% annualized return.


XHE

1D
2.61%
1M
-11.49%
YTD
-11.32%
6M
-0.63%
1Y
-4.73%
3Y*
-5.75%
5Y*
-8.14%
10Y*
6.47%

VT

1D
3.08%
1M
-6.22%
YTD
-1.71%
6M
1.42%
1Y
21.53%
3Y*
16.86%
5Y*
9.22%
10Y*
11.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XHE vs. VT - Expense Ratio Comparison

XHE has a 0.35% expense ratio, which is higher than VT's 0.06% expense ratio.


Return for Risk

XHE vs. VT — 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: 88
Sharpe Ratio Rank
XHE Sortino Ratio Rank: 88
Sortino Ratio Rank
XHE Omega Ratio Rank: 88
Omega Ratio Rank
XHE Calmar Ratio Rank: 88
Calmar Ratio Rank
XHE Martin Ratio Rank: 77
Martin Ratio Rank

VT
VT Risk / Return Rank: 7777
Overall Rank
VT Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
VT Sortino Ratio Rank: 7676
Sortino Ratio Rank
VT Omega Ratio Rank: 7777
Omega Ratio Rank
VT Calmar Ratio Rank: 7575
Calmar Ratio Rank
VT Martin Ratio Rank: 8282
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. VT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Health Care Equipment ETF (XHE) and Vanguard Total World Stock ETF (VT). 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.


XHEVTDifference

Sharpe ratio

Return per unit of total volatility

-0.20

1.25

-1.45

Sortino ratio

Return per unit of downside risk

-0.12

1.84

-1.97

Omega ratio

Gain probability vs. loss probability

0.99

1.27

-0.29

Calmar ratio

Return relative to maximum drawdown

-0.24

1.83

-2.07

Martin ratio

Return relative to average drawdown

-0.70

8.51

-9.21

XHE vs. VT - Sharpe Ratio Comparison

The current XHE Sharpe Ratio is -0.20, which is lower than the VT Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of XHE and VT, 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


XHEVTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.20

1.25

-1.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.34

0.58

-0.92

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

0.67

-0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.40

+0.01

Correlation

The correlation between XHE and VT is 0.68, 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.


Dividends

XHE vs. VT - Dividend Comparison

XHE's dividend yield for the trailing twelve months is around 0.09%, less than VT's 1.82% yield.


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%
VT
Vanguard Total World Stock ETF
1.82%1.82%1.95%2.08%2.20%1.82%1.66%2.32%2.53%2.11%2.39%2.45%

Drawdowns

XHE vs. VT - Drawdown Comparison

The maximum XHE drawdown since its inception was -49.92%, roughly equal to the maximum VT drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for XHE and VT.


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Drawdown Indicators


XHEVTDifference

Max Drawdown

Largest peak-to-trough decline

-49.92%

-50.27%

+0.35%

Max Drawdown (1Y)

Largest decline over 1 year

-18.29%

-11.84%

-6.45%

Max Drawdown (5Y)

Largest decline over 5 years

-49.92%

-26.38%

-23.54%

Max Drawdown (10Y)

Largest decline over 10 years

-49.92%

-34.24%

-15.68%

Current Drawdown

Current decline from peak

-41.21%

-6.89%

-34.32%

Average Drawdown

Average peak-to-trough decline

-12.96%

-7.08%

-5.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.16%

2.55%

+3.61%

Volatility

XHE vs. VT - Volatility Comparison

SPDR S&P Health Care Equipment ETF (XHE) has a higher volatility of 7.05% compared to Vanguard Total World Stock ETF (VT) at 6.33%. This indicates that XHE's price experiences larger fluctuations and is considered to be riskier than VT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XHEVTDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.05%

6.33%

+0.72%

Volatility (6M)

Calculated over the trailing 6-month period

14.87%

9.95%

+4.92%

Volatility (1Y)

Calculated over the trailing 1-year period

23.86%

17.24%

+6.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.25%

15.98%

+8.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.82%

17.20%

+5.62%