XLV vs. NVO
Compare and contrast key facts about State Street Health Care Select Sector SPDR ETF (XLV) and Novo Nordisk A/S (NVO).
XLV is a passively managed fund by State Street that tracks the performance of the Health Care Select Sector Index. It was launched on Dec 16, 1998.
Performance
XLV vs. NVO - Performance Comparison
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XLV vs. NVO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XLV State Street Health Care Select Sector SPDR ETF | -4.18% | 14.50% | 2.47% | 2.07% | -2.08% | 26.04% | 13.30% | 20.45% | 6.28% | 21.77% |
NVO Novo Nordisk A/S | -25.80% | -39.22% | -15.93% | 54.84% | 22.66% | 63.52% | 23.33% | 28.70% | -12.98% | 52.92% |
Returns By Period
In the year-to-date period, XLV achieves a -4.18% return, which is significantly higher than NVO's -25.80% return. Over the past 10 years, XLV has outperformed NVO with an annualized return of 9.80%, while NVO has yielded a comparatively lower 5.04% annualized return.
XLV
- 1D
- 0.76%
- 1M
- -6.43%
- YTD
- -4.18%
- 6M
- 3.83%
- 1Y
- 4.90%
- 3Y*
- 6.25%
- 5Y*
- 6.59%
- 10Y*
- 9.80%
NVO
- 1D
- -0.73%
- 1M
- -0.01%
- YTD
- -25.80%
- 6M
- -36.19%
- 1Y
- -43.88%
- 3Y*
- -20.88%
- 5Y*
- 3.69%
- 10Y*
- 5.04%
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Return for Risk
XLV vs. NVO — Risk / Return Rank
XLV
NVO
XLV vs. NVO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street Health Care Select Sector SPDR ETF (XLV) and Novo Nordisk A/S (NVO). 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.
| XLV | NVO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.28 | -0.81 | +1.09 |
Sortino ratioReturn per unit of downside risk | 0.51 | -0.99 | +1.50 |
Omega ratioGain probability vs. loss probability | 1.06 | 0.86 | +0.20 |
Calmar ratioReturn relative to maximum drawdown | 0.28 | -0.82 | +1.10 |
Martin ratioReturn relative to average drawdown | 0.58 | -1.41 | +2.00 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XLV | NVO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.28 | -0.81 | +1.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.10 | +0.36 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.16 | +0.44 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.46 | 0.00 |
Correlation
The correlation between XLV and NVO is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
XLV vs. NVO - Dividend Comparison
XLV's dividend yield for the trailing twelve months is around 1.70%, less than NVO's 4.94% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XLV State Street Health Care Select Sector SPDR ETF | 1.70% | 1.60% | 1.67% | 1.59% | 1.47% | 1.33% | 1.49% | 2.17% | 1.57% | 1.47% | 1.60% | 1.43% |
NVO Novo Nordisk A/S | 4.94% | 3.31% | 1.68% | 1.00% | 1.20% | 1.35% | 1.87% | 2.14% | 1.45% | 1.52% | 2.87% | 0.92% |
Drawdowns
XLV vs. NVO - Drawdown Comparison
The maximum XLV drawdown since its inception was -39.17%, smaller than the maximum NVO drawdown of -74.70%. Use the drawdown chart below to compare losses from any high point for XLV and NVO.
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Drawdown Indicators
| XLV | NVO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.17% | -74.70% | +35.53% |
Max Drawdown (1Y)Largest decline over 1 year | -10.76% | -55.03% | +44.27% |
Max Drawdown (5Y)Largest decline over 5 years | -17.11% | -74.70% | +57.59% |
Max Drawdown (10Y)Largest decline over 10 years | -28.40% | -74.70% | +46.30% |
Current DrawdownCurrent decline from peak | -7.41% | -73.49% | +66.08% |
Average DrawdownAverage peak-to-trough decline | -7.12% | -17.56% | +10.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.11% | 31.83% | -26.72% |
Volatility
XLV vs. NVO - Volatility Comparison
The current volatility for State Street Health Care Select Sector SPDR ETF (XLV) is 4.79%, while Novo Nordisk A/S (NVO) has a volatility of 9.39%. This indicates that XLV experiences smaller price fluctuations and is considered to be less risky than NVO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XLV | NVO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.79% | 9.39% | -4.60% |
Volatility (6M)Calculated over the trailing 6-month period | 10.29% | 38.79% | -28.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.73% | 54.16% | -36.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.56% | 37.82% | -23.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.53% | 32.28% | -15.75% |