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XPH vs. MHIP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XPH vs. MHIP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P Pharmaceuticals ETF (XPH) and Milliman Healthcare Inflation Plus ETF (MHIP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


XPH

1D
-2.37%
1M
10.98%
6M
20.41%
YTD
19.55%
1Y
59.80%
3Y*
18.81%
5Y*
7.00%
10Y*
5.22%

MHIP

1D
-0.57%
1M
1.53%
6M
YTD
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XPH vs. MHIP - Yearly Performance Comparison


Correlation

The correlation between XPH and MHIP is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Apr 21, 2026

0.51

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Return for Risk

XPH vs. MHIP — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XPH
XPH Risk / Return Rank: 9191
Overall Rank
XPH Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
XPH Sortino Ratio Rank: 9292
Sortino Ratio Rank
XPH Omega Ratio Rank: 8787
Omega Ratio Rank
XPH Calmar Ratio Rank: 9393
Calmar Ratio Rank
XPH Martin Ratio Rank: 9292
Martin Ratio Rank

MHIP

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

XPH vs. MHIP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Pharmaceuticals ETF (XPH) and Milliman Healthcare Inflation Plus ETF (MHIP). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


XPHMHIPDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.43

Calmar ratioReturn relative to maximum drawdown

5.02

Martin ratioReturn relative to average drawdown

17.95

XPH vs. MHIP - Sharpe Ratio Comparison


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Drawdowns

XPH vs. MHIP - Drawdown Comparison

The maximum XPH drawdown since its inception was -48.03%, which is greater than MHIP's maximum drawdown of -3.09%. Use the drawdown chart below to compare losses from any high point for XPH and MHIP.


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Drawdown Indicators


XPHMHIPDifference

Max Drawdown

Largest peak-to-trough decline

-48.03%

-3.09%

-44.94%

Max Drawdown (1Y)

Largest decline over 1 year

-11.97%

Max Drawdown (3Y)

Largest decline over 3 years

-23.57%

Max Drawdown (5Y)

Largest decline over 5 years

-31.63%

Max Drawdown (10Y)

Largest decline over 10 years

-35.97%

Current Drawdown

Current decline from peak

-4.61%

-1.48%

-3.13%

Average Drawdown

Average peak-to-trough decline

-17.17%

-1.25%

-15.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.34%

Volatility

XPH vs. MHIP - Volatility Comparison


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Volatility by Period


XPHMHIPDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.24%

Volatility (6M)

Calculated over the trailing 6-month period

17.37%

Volatility (1Y)

Calculated over the trailing 1-year period

22.49%

11.73%

+10.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.10%

11.73%

+9.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.10%

11.73%

+10.37%

XPH vs. MHIP - Expense Ratio Comparison

XPH has a 0.35% expense ratio, which is lower than MHIP's 0.55% expense ratio.


Dividends

XPH vs. MHIP - Dividend Comparison

XPH's dividend yield for the trailing twelve months is around 0.50%, while MHIP has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
MHIP
Milliman Healthcare Inflation Plus ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XPH
SPDR S&P Pharmaceuticals ETF
0.50%0.83%1.58%1.28%1.64%0.95%0.47%0.64%0.65%0.67%0.63%7.15%

Frequently Asked Questions


XPH and MHIP have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XPH is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XPH is cheaper with a 0.35% expense ratio, compared with 0.55% for MHIP.

XPH has the higher dividend yield at 0.50%, compared with 0.00% for MHIP.

They also come from different issuers: State Street and Milliman. Their fees differ too: 0.35% for XPH and 0.55% for MHIP.

Portfolio Optimizer

Find the right allocation for XPH and MHIP

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