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XLV vs. FHLC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between XLV and FHLC is 0.73, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

XLV vs. FHLC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Health Care Select Sector SPDR Fund (XLV) and Fidelity MSCI Health Care Index ETF (FHLC). The values are adjusted to include any dividend payments, if applicable.

190.00%200.00%210.00%220.00%230.00%240.00%NovemberDecember2025FebruaryMarchApril
214.01%
203.84%
XLV
FHLC

Key characteristics

Sharpe Ratio

XLV:

0.01

FHLC:

-0.02

Sortino Ratio

XLV:

0.11

FHLC:

0.08

Omega Ratio

XLV:

1.01

FHLC:

1.01

Calmar Ratio

XLV:

0.01

FHLC:

-0.01

Martin Ratio

XLV:

0.02

FHLC:

-0.04

Ulcer Index

XLV:

5.96%

FHLC:

5.90%

Daily Std Dev

XLV:

14.30%

FHLC:

14.65%

Max Drawdown

XLV:

-39.17%

FHLC:

-28.76%

Current Drawdown

XLV:

-11.56%

FHLC:

-12.14%

Returns By Period

In the year-to-date period, XLV achieves a 0.26% return, which is significantly higher than FHLC's -0.94% return. Over the past 10 years, XLV has outperformed FHLC with an annualized return of 8.31%, while FHLC has yielded a comparatively lower 7.83% annualized return.


XLV

YTD

0.26%

1M

-5.42%

6M

-7.27%

1Y

-0.89%

5Y*

8.21%

10Y*

8.31%

FHLC

YTD

-0.94%

1M

-5.55%

6M

-8.09%

1Y

-1.32%

5Y*

7.17%

10Y*

7.83%

*Annualized

Compare stocks, funds, or ETFs

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XLV vs. FHLC - Expense Ratio Comparison

XLV has a 0.12% expense ratio, which is higher than FHLC's 0.08% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Expense ratio chart for XLV: current value is 0.12%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
XLV: 0.12%
Expense ratio chart for FHLC: current value is 0.08%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FHLC: 0.08%

Risk-Adjusted Performance

XLV vs. FHLC — Risk-Adjusted Performance Rank

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

XLV
The Risk-Adjusted Performance Rank of XLV is 2323
Overall Rank
The Sharpe Ratio Rank of XLV is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of XLV is 2222
Sortino Ratio Rank
The Omega Ratio Rank of XLV is 2222
Omega Ratio Rank
The Calmar Ratio Rank of XLV is 2424
Calmar Ratio Rank
The Martin Ratio Rank of XLV is 2323
Martin Ratio Rank

FHLC
The Risk-Adjusted Performance Rank of FHLC is 2121
Overall Rank
The Sharpe Ratio Rank of FHLC is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of FHLC is 2020
Sortino Ratio Rank
The Omega Ratio Rank of FHLC is 2020
Omega Ratio Rank
The Calmar Ratio Rank of FHLC is 2222
Calmar Ratio Rank
The Martin Ratio Rank of FHLC is 2222
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

XLV vs. FHLC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Health Care Select Sector SPDR Fund (XLV) and Fidelity MSCI Health Care Index ETF (FHLC). 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.


The chart of Sharpe ratio for XLV, currently valued at 0.01, compared to the broader market-1.000.001.002.003.004.00
XLV: 0.01
FHLC: -0.02
The chart of Sortino ratio for XLV, currently valued at 0.11, compared to the broader market-2.000.002.004.006.008.00
XLV: 0.11
FHLC: 0.08
The chart of Omega ratio for XLV, currently valued at 1.01, compared to the broader market0.501.001.502.00
XLV: 1.01
FHLC: 1.01
The chart of Calmar ratio for XLV, currently valued at 0.01, compared to the broader market0.002.004.006.008.0010.0012.00
XLV: 0.01
FHLC: -0.01
The chart of Martin ratio for XLV, currently valued at 0.02, compared to the broader market0.0020.0040.0060.00
XLV: 0.02
FHLC: -0.04

The current XLV Sharpe Ratio is 0.01, which is higher than the FHLC Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of XLV and FHLC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.01
-0.02
XLV
FHLC

Dividends

XLV vs. FHLC - Dividend Comparison

XLV's dividend yield for the trailing twelve months is around 1.70%, more than FHLC's 1.55% yield.


TTM20242023202220212020201920182017201620152014
XLV
Health Care Select Sector SPDR Fund
1.70%1.67%1.59%1.47%1.33%1.49%2.17%1.58%1.47%1.60%1.43%1.35%
FHLC
Fidelity MSCI Health Care Index ETF
1.55%1.51%1.40%1.30%1.16%1.45%1.18%2.14%1.38%1.40%2.07%1.03%

Drawdowns

XLV vs. FHLC - Drawdown Comparison

The maximum XLV drawdown since its inception was -39.17%, which is greater than FHLC's maximum drawdown of -28.76%. Use the drawdown chart below to compare losses from any high point for XLV and FHLC. For additional features, visit the drawdowns tool.


-16.00%-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%NovemberDecember2025FebruaryMarchApril
-11.56%
-12.14%
XLV
FHLC

Volatility

XLV vs. FHLC - Volatility Comparison

Health Care Select Sector SPDR Fund (XLV) and Fidelity MSCI Health Care Index ETF (FHLC) have volatilities of 9.12% and 9.40%, 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.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%NovemberDecember2025FebruaryMarchApril
9.12%
9.40%
XLV
FHLC