Correlation
The correlation between XPH and IBB is 0.66, 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.
XPH vs. IBB
Compare and contrast key facts about SPDR S&P Pharmaceuticals ETF (XPH) and iShares Nasdaq Biotechnology ETF (IBB).
XPH and IBB are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XPH is a passively managed fund by State Street that tracks the performance of the S&P Pharmaceuticals Select Industry Index. It was launched on Jun 19, 2006. IBB is a passively managed fund by iShares that tracks the performance of the NASDAQ Biotechnology Index. It was launched on Feb 5, 2001. Both XPH and IBB 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: XPH or IBB.
Performance
XPH vs. IBB - Performance Comparison
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Key characteristics
XPH:
0.12
IBB:
-0.37
XPH:
0.29
IBB:
-0.40
XPH:
1.04
IBB:
0.95
XPH:
0.06
IBB:
-0.25
XPH:
0.25
IBB:
-0.93
XPH:
8.73%
IBB:
9.65%
XPH:
21.56%
IBB:
22.86%
XPH:
-48.03%
IBB:
-62.85%
XPH:
-28.99%
IBB:
-30.18%
Returns By Period
In the year-to-date period, XPH achieves a -5.32% return, which is significantly higher than IBB's -7.85% return. Over the past 10 years, XPH has underperformed IBB with an annualized return of -2.66%, while IBB has yielded a comparatively higher 0.28% annualized return.
XPH
-5.32%
0.60%
-11.57%
1.87%
0.30%
-0.04%
-2.66%
IBB
-7.85%
-2.53%
-13.89%
-8.84%
1.72%
-1.74%
0.28%
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XPH vs. IBB - Expense Ratio Comparison
XPH has a 0.35% expense ratio, which is lower than IBB's 0.47% expense ratio.
Risk-Adjusted Performance
XPH vs. IBB — Risk-Adjusted Performance Rank
XPH
IBB
XPH vs. IBB - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Pharmaceuticals ETF (XPH) 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.
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Dividends
XPH vs. IBB - Dividend Comparison
XPH's dividend yield for the trailing twelve months is around 1.62%, more than IBB's 0.31% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XPH SPDR S&P Pharmaceuticals ETF | 1.62% | 1.58% | 1.28% | 1.64% | 0.95% | 0.47% | 0.64% | 0.65% | 0.67% | 0.63% | 7.15% | 5.55% |
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
XPH vs. IBB - Drawdown Comparison
The maximum XPH drawdown since its inception was -48.03%, smaller than the maximum IBB drawdown of -62.85%. Use the drawdown chart below to compare losses from any high point for XPH and IBB.
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Volatility
XPH vs. IBB - Volatility Comparison
The current volatility for SPDR S&P Pharmaceuticals ETF (XPH) is 7.61%, while iShares Nasdaq Biotechnology ETF (IBB) has a volatility of 10.26%. This indicates that XPH 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.
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