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IHCU.L vs. HLTW.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IHCU.L vs. HLTW.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares S&P 500 Health Care Sector UCITS ETF USD (Acc) (IHCU.L) and Lyxor UCITS MSCI World Health Care TR C-USD (HLTW.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IHCU.L is traded in GBp, while HLTW.L is traded in USD. To make them comparable, the HLTW.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, IHCU.L achieves a 5.35% return, which is significantly higher than HLTW.L's 2.92% return. Over the past 10 years, IHCU.L has outperformed HLTW.L with an annualized return of 9.50%, while HLTW.L has yielded a comparatively lower 7.92% annualized return.


IHCU.L

1D
0.83%
1M
6.67%
6M
4.07%
YTD
5.35%
1Y
23.48%
3Y*
7.53%
5Y*
6.73%
10Y*
9.50%

HLTW.L

1D
0.61%
1M
4.25%
6M
1.13%
YTD
2.92%
1Y
18.93%
3Y*
5.94%
5Y*
5.07%
10Y*
7.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
IHCU.L
iShares S&P 500 Health Care Sector UCITS ETF USD (Acc)
5.35%6.77%3.96%-3.89%8.99%29.15%8.09%16.89%10.43%11.31%
HLTW.L
Lyxor UCITS MSCI World Health Care TR C-USD
2.92%7.49%2.14%-2.07%5.56%21.73%9.62%18.18%8.08%9.20%

Correlation

The correlation between IHCU.L and HLTW.L is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.88

Correlation (3Y)
Calculated over the trailing 3-year period

0.86

Correlation (5Y)
Calculated over the trailing 5-year period

0.87

Correlation (10Y)
Calculated over the trailing 10-year period

0.87

Correlation (All Time)
Calculated using the full available price history since Nov 20, 2015

0.88

The correlation between IHCU.L and HLTW.L has been stable across timeframes, ranging from 0.86 to 0.88 - a consistent structural relationship.

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Return for Risk

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

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

IHCU.L
IHCU.L Risk / Return Rank: 5656
Overall Rank
IHCU.L Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
IHCU.L Sortino Ratio Rank: 6666
Sortino Ratio Rank
IHCU.L Omega Ratio Rank: 5555
Omega Ratio Rank
IHCU.L Calmar Ratio Rank: 5353
Calmar Ratio Rank
IHCU.L Martin Ratio Rank: 4242
Martin Ratio Rank

HLTW.L
HLTW.L Risk / Return Rank: 3737
Overall Rank
HLTW.L Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
HLTW.L Sortino Ratio Rank: 3434
Sortino Ratio Rank
HLTW.L Omega Ratio Rank: 9595
Omega Ratio Rank
HLTW.L Calmar Ratio Rank: 1515
Calmar Ratio Rank
HLTW.L Martin Ratio Rank: 3131
Martin Ratio Rank
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Health Care Sector UCITS ETF USD (Acc) (IHCU.L) and Lyxor UCITS MSCI World Health Care TR C-USD (HLTW.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.

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.


IHCU.LHLTW.LDifference
Sharpe ratioReturn per unit of total volatility

+1.38

Sortino ratioReturn per unit of downside risk

+0.83

Omega ratioGain probability vs. loss probability

1.26

1.55

-0.29

Calmar ratioReturn relative to maximum drawdown

2.03

0.35

+1.68

Martin ratioReturn relative to average drawdown

5.06

3.45

+1.61

IHCU.L vs. HLTW.L - Sharpe Ratio Comparison

The current IHCU.L Sharpe Ratio is 1.53, which is higher than the HLTW.L Sharpe Ratio of 0.14. The chart below compares the historical Sharpe Ratios of IHCU.L and HLTW.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

IHCU.L vs. HLTW.L - Drawdown Comparison

The maximum IHCU.L drawdown since its inception was -38.44%, smaller than the maximum HLTW.L drawdown of -54.59%. Use the drawdown chart below to compare losses from any high point for IHCU.L and HLTW.L.


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Drawdown Indicators


IHCU.LHLTW.LDifference

Max Drawdown

Largest peak-to-trough decline

-38.44%

-54.59%

+16.15%

Max Drawdown (1Y)

Largest decline over 1 year

-11.54%

-54.44%

+42.90%

Max Drawdown (3Y)

Largest decline over 3 years

-23.98%

-54.59%

+30.61%

Max Drawdown (5Y)

Largest decline over 5 years

-23.98%

-54.59%

+30.61%

Max Drawdown (10Y)

Largest decline over 10 years

-23.98%

-54.59%

+30.61%

Current Drawdown

Current decline from peak

-2.26%

-2.49%

+0.23%

Average Drawdown

Average peak-to-trough decline

-9.78%

-4.13%

-5.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.63%

5.47%

-0.84%

Volatility

IHCU.L vs. HLTW.L - Volatility Comparison

The current volatility for iShares S&P 500 Health Care Sector UCITS ETF USD (Acc) (IHCU.L) is 5.51%, while Lyxor UCITS MSCI World Health Care TR C-USD (HLTW.L) has a volatility of 5.82%. This indicates that IHCU.L experiences smaller price fluctuations and is considered to be less risky than HLTW.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IHCU.LHLTW.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.51%

5.82%

-0.31%

Volatility (6M)

Calculated over the trailing 6-month period

11.29%

11.93%

-0.64%

Volatility (1Y)

Calculated over the trailing 1-year period

15.29%

130.82%

-115.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.32%

59.96%

-39.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.56%

43.91%

-25.35%

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

IHCU.L has a 0.15% expense ratio, which is lower than HLTW.L's 0.30% expense ratio.


Dividends

IHCU.L vs. HLTW.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


IHCU.L and HLTW.L have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IHCU.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IHCU.L is cheaper with a 0.15% expense ratio, compared with 0.30% for HLTW.L.

IHCU.L tracks S&P 500 Capped 35/20 Health Care Index NTR (USD), while HLTW.L tracks MSCI World/Health Care NR USD. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.15% for IHCU.L and 0.30% for HLTW.L.

Portfolio Optimizer

Find the right allocation for IHCU.L and HLTW.L

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