XPH vs. IHE
Compare and contrast key facts about SPDR S&P Pharmaceuticals ETF (XPH) and iShares U.S. Pharmaceuticals ETF (IHE).
XPH and IHE 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. IHE is a passively managed fund by iShares that tracks the performance of the Dow Jones U.S. Select Pharmaceuticals Index. It was launched on May 5, 2006. Both XPH and IHE 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 IHE.
Performance
XPH vs. IHE - Performance Comparison
Returns By Period
In the year-to-date period, XPH achieves a 13.28% return, which is significantly higher than IHE's 12.17% return. Over the past 10 years, XPH has underperformed IHE with an annualized return of 0.05%, while IHE has yielded a comparatively higher 4.71% annualized return.
XPH
13.28%
0.74%
16.74%
28.75%
4.27%
0.05%
IHE
12.17%
-3.46%
5.50%
19.15%
8.42%
4.71%
Key characteristics
| XPH | IHE | |
|---|---|---|
| Sharpe Ratio | 1.71 | 1.56 |
| Sortino Ratio | 2.46 | 2.25 |
| Omega Ratio | 1.29 | 1.27 |
| Calmar Ratio | 0.77 | 1.69 |
| Martin Ratio | 4.44 | 5.37 |
| Ulcer Index | 6.47% | 3.57% |
| Daily Std Dev | 16.83% | 12.24% |
| Max Drawdown | -48.03% | -38.20% |
| Current Drawdown | -19.04% | -5.67% |
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XPH vs. IHE - Expense Ratio Comparison
XPH has a 0.35% expense ratio, which is lower than IHE's 0.42% expense ratio.
Correlation
The correlation between XPH and IHE is 0.90, 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.
Risk-Adjusted Performance
XPH vs. IHE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Pharmaceuticals ETF (XPH) and iShares U.S. Pharmaceuticals ETF (IHE). 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.
Dividends
XPH vs. IHE - Dividend Comparison
XPH's dividend yield for the trailing twelve months is around 1.50%, less than IHE's 1.55% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XPH SPDR S&P Pharmaceuticals ETF | 1.50% | 1.28% | 1.64% | 0.95% | 0.47% | 0.64% | 0.65% | 0.67% | 0.63% | 7.15% | 5.55% | 2.06% |
IHE iShares U.S. Pharmaceuticals ETF | 1.55% | 1.39% | 2.01% | 1.49% | 1.19% | 1.40% | 1.25% | 1.36% | 0.92% | 1.93% | 1.20% | 1.06% |
Drawdowns
XPH vs. IHE - Drawdown Comparison
The maximum XPH drawdown since its inception was -48.03%, which is greater than IHE's maximum drawdown of -38.20%. Use the drawdown chart below to compare losses from any high point for XPH and IHE. For additional features, visit the drawdowns tool.
Volatility
XPH vs. IHE - Volatility Comparison
SPDR S&P Pharmaceuticals ETF (XPH) has a higher volatility of 5.51% compared to iShares U.S. Pharmaceuticals ETF (IHE) at 4.42%. This indicates that XPH's price experiences larger fluctuations and is considered to be riskier than IHE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.