^SPXHC vs. IVV

In the year-to-date period, ^SPXHC achieves a -3.82% return, which is significantly lower than IVV's 0.90% return. Over the past 10 years, ^SPXHC has underperformed IVV with an annualized return of 5.99%, while IVV has yielded a comparatively higher 12.79% 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 -0.40, which is lower than the IVV Sharpe Ratio of 0.73. 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.

S&P 500 Health Care Index (^SPXHC) has a higher volatility of 7.59% compared to iShares Core S&P 500 ETF (IVV) at 4.82%. This indicates that ^SPXHC's price experiences larger fluctuations and is considered to be riskier than IVV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.