^SPXHC vs. IVV

In the year-to-date period, ^SPXHC achieves a 2.26% return, which is significantly lower than IVV's 28.26% return. Over the past 10 years, ^SPXHC has underperformed IVV with an annualized return of 7.36%, while IVV has yielded a comparatively higher 13.22% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for S&P 500 Health Care Index (^SPXHC) and iShares Core S&P 500 ETF (IVV). 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.

The current ^SPXHC Sharpe Ratio is 0.30, which is lower than the IVV Sharpe Ratio of 2.31. The chart below compares the historical Sharpe Ratios of ^SPXHC and IVV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum ^SPXHC drawdown since its inception was -40.78%, smaller than the maximum IVV drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for ^SPXHC and IVV. For additional features, visit the drawdowns tool.

The current volatility for S&P 500 Health Care Index (^SPXHC) is 3.53%, while iShares Core S&P 500 ETF (IVV) has a volatility of 3.94%. This indicates that ^SPXHC experiences smaller price fluctuations and is considered to be less risky than IVV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.