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

Correlation

The correlation between XLV and IBB 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.


-0.50.00.51.0
Correlation: 0.7

Performance

XLV vs. IBB - Performance Comparison

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

200.00%300.00%400.00%500.00%600.00%NovemberDecember2025FebruaryMarchApril
583.82%
283.57%
XLV
IBB

Key characteristics

Sharpe Ratio

XLV:

0.01

IBB:

-0.06

Sortino Ratio

XLV:

0.11

IBB:

0.06

Omega Ratio

XLV:

1.01

IBB:

1.01

Calmar Ratio

XLV:

0.01

IBB:

-0.03

Martin Ratio

XLV:

0.02

IBB:

-0.16

Ulcer Index

XLV:

5.96%

IBB:

7.78%

Daily Std Dev

XLV:

14.30%

IBB:

21.05%

Max Drawdown

XLV:

-39.17%

IBB:

-62.85%

Current Drawdown

XLV:

-11.56%

IBB:

-28.76%

Returns By Period

In the year-to-date period, XLV achieves a 0.26% return, which is significantly higher than IBB's -5.97% return. Over the past 10 years, XLV has outperformed IBB with an annualized return of 8.31%, while IBB has yielded a comparatively lower 0.90% annualized return.


XLV

YTD

0.26%

1M

-5.42%

6M

-7.27%

1Y

-0.89%

5Y*

8.21%

10Y*

8.31%

IBB

YTD

-5.97%

1M

-6.60%

6M

-12.16%

1Y

-2.52%

5Y*

-0.04%

10Y*

0.90%

*Annualized

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XLV vs. IBB - Expense Ratio Comparison

XLV has a 0.12% expense ratio, which is lower than IBB's 0.47% expense ratio.


Expense ratio chart for IBB: current value is 0.47%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IBB: 0.47%
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%

Risk-Adjusted Performance

XLV vs. IBB — 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

IBB
The Risk-Adjusted Performance Rank of IBB is 2020
Overall Rank
The Sharpe Ratio Rank of IBB is 1919
Sharpe Ratio Rank
The Sortino Ratio Rank of IBB is 2020
Sortino Ratio Rank
The Omega Ratio Rank of IBB is 1919
Omega Ratio Rank
The Calmar Ratio Rank of IBB is 2020
Calmar Ratio Rank
The Martin Ratio Rank of IBB is 1919
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. IBB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Health Care Select Sector SPDR Fund (XLV) and iShares Nasdaq Biotechnology ETF (IBB). 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
IBB: -0.06
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
IBB: 0.06
The chart of Omega ratio for XLV, currently valued at 1.01, compared to the broader market0.501.001.502.00
XLV: 1.01
IBB: 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
IBB: -0.03
The chart of Martin ratio for XLV, currently valued at 0.02, compared to the broader market0.0020.0040.0060.00
XLV: 0.02
IBB: -0.16

The current XLV Sharpe Ratio is 0.01, which is higher than the IBB Sharpe Ratio of -0.06. The chart below compares the historical Sharpe Ratios of XLV and IBB, 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
-0.06
XLV
IBB

Dividends

XLV vs. IBB - Dividend Comparison

XLV's dividend yield for the trailing twelve months is around 1.70%, more than IBB's 0.31% 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%
IBB
iShares Nasdaq Biotechnology ETF
0.31%0.29%0.26%0.31%0.21%0.20%0.17%0.19%0.30%0.19%0.03%0.15%

Drawdowns

XLV vs. IBB - Drawdown Comparison

The maximum XLV drawdown since its inception was -39.17%, smaller than the maximum IBB drawdown of -62.85%. Use the drawdown chart below to compare losses from any high point for XLV and IBB. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-11.56%
-28.76%
XLV
IBB

Volatility

XLV vs. IBB - Volatility Comparison

The current volatility for Health Care Select Sector SPDR Fund (XLV) is 9.12%, while iShares Nasdaq Biotechnology ETF (IBB) has a volatility of 12.79%. This indicates that XLV experiences smaller price fluctuations and is considered to be less risky than IBB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
9.12%
12.79%
XLV
IBB