XPH vs. VHT
Compare and contrast key facts about SPDR S&P Pharmaceuticals ETF (XPH) and Vanguard Health Care ETF (VHT).
XPH and VHT 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. VHT is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Health Care 25/50 Index. It was launched on Jan 26, 2004. Both XPH and VHT 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 VHT.
Performance
XPH vs. VHT - Performance Comparison
Returns By Period
In the year-to-date period, XPH achieves a 12.72% return, which is significantly higher than VHT's 7.00% return. Over the past 10 years, XPH has underperformed VHT with an annualized return of 0.03%, while VHT has yielded a comparatively higher 9.35% annualized return.
XPH
12.72%
-0.77%
15.68%
28.11%
4.17%
0.03%
VHT
7.00%
-4.35%
1.15%
13.61%
9.16%
9.35%
Key characteristics
| XPH | VHT | |
|---|---|---|
| Sharpe Ratio | 1.71 | 1.26 |
| Sortino Ratio | 2.47 | 1.78 |
| Omega Ratio | 1.29 | 1.23 |
| Calmar Ratio | 0.77 | 1.45 |
| Martin Ratio | 4.46 | 5.17 |
| Ulcer Index | 6.47% | 2.74% |
| Daily Std Dev | 16.84% | 11.24% |
| Max Drawdown | -48.03% | -39.12% |
| Current Drawdown | -19.44% | -7.51% |
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XPH vs. VHT - Expense Ratio Comparison
XPH has a 0.35% expense ratio, which is higher than VHT's 0.10% expense ratio.
Correlation
The correlation between XPH and VHT is 0.80, 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. VHT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Pharmaceuticals ETF (XPH) 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.
Dividends
XPH vs. VHT - Dividend Comparison
XPH's dividend yield for the trailing twelve months is around 1.51%, more than VHT's 1.45% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XPH SPDR S&P Pharmaceuticals ETF | 1.51% | 1.28% | 1.64% | 0.95% | 0.47% | 0.64% | 0.65% | 0.67% | 0.63% | 7.15% | 5.55% | 2.06% |
VHT Vanguard Health Care ETF | 1.45% | 1.36% | 1.33% | 1.14% | 1.21% | 1.89% | 1.38% | 1.31% | 1.45% | 1.22% | 1.02% | 1.12% |
Drawdowns
XPH vs. VHT - Drawdown Comparison
The maximum XPH drawdown since its inception was -48.03%, which is greater than VHT's maximum drawdown of -39.12%. Use the drawdown chart below to compare losses from any high point for XPH and VHT. For additional features, visit the drawdowns tool.
Volatility
XPH vs. VHT - Volatility Comparison
SPDR S&P Pharmaceuticals ETF (XPH) has a higher volatility of 5.54% compared to Vanguard Health Care ETF (VHT) at 4.11%. This indicates that XPH's price experiences larger fluctuations and is considered to be riskier than VHT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.