PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
XLV vs. VHT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


XLVVHT
YTD Return1.88%1.28%
1Y Return5.37%4.36%
3Y Return (Ann)6.10%3.50%
5Y Return (Ann)11.96%11.01%
10Y Return (Ann)11.10%10.95%
Sharpe Ratio0.430.34
Daily Std Dev10.70%10.98%
Max Drawdown-39.18%-39.12%
Current Drawdown-6.29%-6.44%

Correlation

-0.50.00.51.01.0

The correlation between XLV and VHT is 0.97, 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.

Performance

XLV vs. VHT - Performance Comparison

In the year-to-date period, XLV achieves a 1.88% return, which is significantly higher than VHT's 1.28% return. Both investments have delivered pretty close results over the past 10 years, with XLV having a 11.10% annualized return and VHT not far behind at 10.95%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%NovemberDecember2024FebruaryMarchApril
7.48%
8.24%
XLV
VHT

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Health Care Select Sector SPDR Fund

Vanguard Health Care ETF

XLV vs. VHT - Expense Ratio Comparison

XLV has a 0.12% expense ratio, which is higher than VHT's 0.10% expense ratio.

XLV
Health Care Select Sector SPDR Fund
0.50%1.00%1.50%2.00%0.12%
0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

XLV vs. VHT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Health Care Select Sector SPDR Fund (XLV) and Vanguard Health Care ETF (VHT). 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
Sharpe ratio
The chart of Sharpe ratio for XLV, currently valued at 0.43, compared to the broader market-1.000.001.002.003.004.005.000.43
Sortino ratio
The chart of Sortino ratio for XLV, currently valued at 0.69, compared to the broader market-2.000.002.004.006.008.000.69
Omega ratio
The chart of Omega ratio for XLV, currently valued at 1.08, compared to the broader market1.001.502.002.501.08
Calmar ratio
The chart of Calmar ratio for XLV, currently valued at 0.40, compared to the broader market0.002.004.006.008.0010.0012.000.40
Martin ratio
The chart of Martin ratio for XLV, currently valued at 1.46, compared to the broader market0.0020.0040.0060.0080.001.46
VHT
Sharpe ratio
The chart of Sharpe ratio for VHT, currently valued at 0.34, compared to the broader market-1.000.001.002.003.004.005.000.34
Sortino ratio
The chart of Sortino ratio for VHT, currently valued at 0.55, compared to the broader market-2.000.002.004.006.008.000.55
Omega ratio
The chart of Omega ratio for VHT, currently valued at 1.06, compared to the broader market1.001.502.002.501.06
Calmar ratio
The chart of Calmar ratio for VHT, currently valued at 0.26, compared to the broader market0.002.004.006.008.0010.0012.000.26
Martin ratio
The chart of Martin ratio for VHT, currently valued at 1.02, compared to the broader market0.0020.0040.0060.0080.001.02

XLV vs. VHT - Sharpe Ratio Comparison

The current XLV Sharpe Ratio is 0.43, which roughly equals the VHT Sharpe Ratio of 0.34. The chart below compares the 12-month rolling Sharpe Ratio of XLV and VHT.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00NovemberDecember2024FebruaryMarchApril
0.43
0.34
XLV
VHT

Dividends

XLV vs. VHT - Dividend Comparison

XLV's dividend yield for the trailing twelve months is around 1.59%, more than VHT's 1.37% yield.


TTM20232022202120202019201820172016201520142013
XLV
Health Care Select Sector SPDR Fund
1.59%1.59%1.47%1.33%1.49%2.16%1.56%1.46%1.59%1.43%1.34%1.51%
VHT
Vanguard Health Care ETF
1.37%1.36%1.33%1.14%1.21%1.89%1.38%1.31%1.45%1.22%1.02%1.12%

Drawdowns

XLV vs. VHT - Drawdown Comparison

The maximum XLV drawdown since its inception was -39.18%, roughly equal to the maximum VHT drawdown of -39.12%. Use the drawdown chart below to compare losses from any high point for XLV and VHT. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-6.29%
-6.44%
XLV
VHT

Volatility

XLV vs. VHT - Volatility Comparison

Health Care Select Sector SPDR Fund (XLV) and Vanguard Health Care ETF (VHT) have volatilities of 3.50% and 3.61%, 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.


2.00%2.50%3.00%3.50%4.00%4.50%NovemberDecember2024FebruaryMarchApril
3.50%
3.61%
XLV
VHT