XHS vs. SPY
Compare and contrast key facts about SPDR S&P Health Care Services ETF (XHS) and SPDR S&P 500 ETF (SPY).
XHS and SPY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XHS is a passively managed fund by State Street that tracks the performance of the S&P Health Care Services Select Industry Index. It was launched on Sep 28, 2011. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993. Both XHS and SPY are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XHS or SPY.
Performance
XHS vs. SPY - Performance Comparison
Returns By Period
In the year-to-date period, XHS achieves a 3.26% return, which is significantly lower than SPY's 24.40% return. Over the past 10 years, XHS has underperformed SPY with an annualized return of 6.03%, while SPY has yielded a comparatively higher 13.04% annualized return.
XHS
3.26%
-6.14%
0.26%
10.19%
5.96%
6.03%
SPY
24.40%
0.59%
11.33%
31.86%
15.23%
13.04%
Key characteristics
| XHS | SPY | |
|---|---|---|
| Sharpe Ratio | 0.56 | 2.64 |
| Sortino Ratio | 0.93 | 3.53 |
| Omega Ratio | 1.11 | 1.49 |
| Calmar Ratio | 0.35 | 3.81 |
| Martin Ratio | 2.50 | 17.21 |
| Ulcer Index | 3.89% | 1.86% |
| Daily Std Dev | 17.32% | 12.15% |
| Max Drawdown | -39.32% | -55.19% |
| Current Drawdown | -20.13% | -2.17% |
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XHS vs. SPY - Expense Ratio Comparison
XHS has a 0.35% expense ratio, which is higher than SPY's 0.09% expense ratio.
Correlation
The correlation between XHS and SPY is 0.67, 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.
Risk-Adjusted Performance
XHS vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Health Care Services ETF (XHS) and SPDR S&P 500 ETF (SPY). 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.
Dividends
XHS vs. SPY - Dividend Comparison
XHS's dividend yield for the trailing twelve months is around 0.33%, less than SPY's 1.20% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XHS SPDR S&P Health Care Services ETF | 0.33% | 0.23% | 0.19% | 0.20% | 0.23% | 2.37% | 0.34% | 0.22% | 0.29% | 0.92% | 1.17% | 0.46% |
SPY SPDR S&P 500 ETF | 1.20% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
XHS vs. SPY - Drawdown Comparison
The maximum XHS drawdown since its inception was -39.32%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for XHS and SPY. For additional features, visit the drawdowns tool.
Volatility
XHS vs. SPY - Volatility Comparison
SPDR S&P Health Care Services ETF (XHS) has a higher volatility of 6.86% compared to SPDR S&P 500 ETF (SPY) at 4.08%. This indicates that XHS's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.