HLTW.L vs. KURE.L

Last updated Apr 2, 2026

Compare and contrast key facts about Lyxor UCITS MSCI World Health Care TR C-USD (HLTW.L) and KraneShares MSCI All China Health Care Index UCITS ETF USD (KURE.L).

HLTW.L and KURE.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. HLTW.L is a passively managed fund by Amundi that tracks the performance of the MSCI World/Health Care NR USD. It was launched on Aug 19, 2010. KURE.L is a passively managed fund by MLC Management that tracks the performance of the MSCI World/Health Care NR USD. It was launched on Jan 14, 2021. Both HLTW.L and KURE.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

HLTW.L vs. KURE.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lyxor UCITS MSCI World Health Care TR C-USD (HLTW.L) and KraneShares MSCI All China Health Care Index UCITS ETF USD (KURE.L). The values are adjusted to include any dividend payments, if applicable.

HLTW.L vs. KURE.L - Yearly Performance Comparison

	2026 (YTD)	2025
HLTW.L Lyxor UCITS MSCI World Health Care TR C-USD	-3.57%	14.53%
KURE.L KraneShares MSCI All China Health Care Index UCITS ETF USD	0.18%	11.52%

Returns By Period

In the year-to-date period, HLTW.L achieves a -3.57% return, which is significantly lower than KURE.L's 0.18% return.

HLTW.L

• 1D: 2.11%
• 1M: -5.28%
• YTD: -3.57%
• 6M: 4.47%
• 1Y: 6.17%
• 3Y*: 5.72%
• 5Y*: 5.28%
• 10Y*: 8.33%

KURE.L

• 1D: 1.67%
• 1M: -1.56%
• YTD: 0.18%
• 6M: -18.71%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

HLTW.L vs. KURE.L - Expense Ratio Comparison

HLTW.L has a 0.30% expense ratio, which is lower than KURE.L's 0.65% expense ratio.

KURE.L

KraneShares MSCI All China Health Care Index UCITS ETF USD

HLTW.L

Lyxor UCITS MSCI World Health Care TR C-USD

Return for Risk

HLTW.L vs. KURE.L — Risk / Return Rank

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

HLTW.L

HLTW.L Risk / Return Rank: 23
HLTW.L Sharpe Ratio Rank: 22
HLTW.L Sortino Ratio Rank: 21
HLTW.L Omega Ratio Rank: 20
HLTW.L Calmar Ratio Rank: 28
HLTW.L Martin Ratio Rank: 25

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.

HLTW.L vs. KURE.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor UCITS MSCI World Health Care TR C-USD (HLTW.L) and KraneShares MSCI All China Health Care Index UCITS ETF USD (KURE.L). 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.

	HLTW.L	KURE.L	Difference
Sharpe ratio Return per unit of total volatility	0.37	—	—
Sortino ratio Return per unit of downside risk	0.62	—	—
Omega ratio Gain probability vs. loss probability	1.08	—	—
Calmar ratio Return relative to maximum drawdown	0.76	—	—
Martin ratio Return relative to average drawdown	2.07	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	HLTW.L	KURE.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.37	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.38	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.56	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.76	0.48	+0.28

Correlation

The correlation between HLTW.L and KURE.L is 0.22, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

HLTW.L vs. KURE.L - Dividend Comparison

Neither HLTW.L nor KURE.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

HLTW.L vs. KURE.L - Drawdown Comparison

The maximum HLTW.L drawdown since its inception was -26.58%, roughly equal to the maximum KURE.L drawdown of -25.69%. Use the drawdown chart below to compare losses from any high point for HLTW.L and KURE.L.

Drawdown Indicators

	HLTW.L	KURE.L	Difference
Max Drawdown Largest peak-to-trough decline	-26.58%	-25.69%	-0.89%
Max Drawdown (1Y) Largest decline over 1 year	-9.73%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-19.19%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-26.58%	—	—
Current Drawdown Current decline from peak	-6.33%	-21.84%	+15.51%
Average Drawdown Average peak-to-trough decline	-5.17%	-9.53%	+4.36%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.55%	—	—

Volatility

Volatility by Period

	HLTW.L	KURE.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.82%	—	—
Volatility (6M) Calculated over the trailing 6-month period	9.27%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	16.47%	26.80%	-10.33%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.94%	26.80%	-12.86%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.77%	26.80%	-12.03%