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

Performance

IHCU.L vs. IUHC.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 iShares S&P 500 Health Care Sector UCITS ETF USD (Acc) (IUHC.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 IUHC.L is traded in USD. To make them comparable, the IUHC.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 3.10% return, which is significantly higher than IUHC.L's 2.47% return. Both investments have delivered pretty close results over the past 10 years, with IHCU.L having a 9.36% annualized return and IUHC.L not far behind at 9.17%.


IHCU.L

1D
0.45%
1M
4.09%
6M
1.95%
YTD
3.10%
1Y
20.87%
3Y*
7.15%
5Y*
6.27%
10Y*
9.36%

IUHC.L

1D
-0.57%
1M
3.31%
6M
1.21%
YTD
2.47%
1Y
20.09%
3Y*
6.87%
5Y*
6.09%
10Y*
9.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
IHCU.L
iShares S&P 500 Health Care Sector UCITS ETF USD (Acc)
3.10%6.77%3.96%-3.89%8.99%29.15%8.09%16.89%10.43%11.31%
IUHC.L
iShares S&P 500 Health Care Sector UCITS ETF USD (Acc)
2.47%6.55%3.95%-3.36%8.95%28.79%8.64%15.97%10.72%11.60%

Correlation

The correlation between IHCU.L and IUHC.L is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.96

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

0.94

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

0.93

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

0.93

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

0.93

The correlation between IHCU.L and IUHC.L has been stable across timeframes, ranging from 0.93 to 0.96 - a consistent structural relationship.

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Return for Risk

IHCU.L vs. IUHC.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: 4444
Overall Rank
IHCU.L Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
IHCU.L Sortino Ratio Rank: 5151
Sortino Ratio Rank
IHCU.L Omega Ratio Rank: 4343
Omega Ratio Rank
IHCU.L Calmar Ratio Rank: 4343
Calmar Ratio Rank
IHCU.L Martin Ratio Rank: 3636
Martin Ratio Rank

IUHC.L
IUHC.L Risk / Return Rank: 4747
Overall Rank
IUHC.L Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
IUHC.L Sortino Ratio Rank: 5454
Sortino Ratio Rank
IUHC.L Omega Ratio Rank: 4646
Omega Ratio Rank
IUHC.L Calmar Ratio Rank: 5050
Calmar Ratio Rank
IUHC.L Martin Ratio Rank: 3939
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. IUHC.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 iShares S&P 500 Health Care Sector UCITS ETF USD (Acc) (IUHC.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.LIUHC.LDifference
Sharpe ratioReturn per unit of total volatility

+0.12

Sortino ratioReturn per unit of downside risk

+0.20

Omega ratioGain probability vs. loss probability

1.23

1.22

+0.02

Calmar ratioReturn relative to maximum drawdown

1.79

1.71

+0.08

Martin ratioReturn relative to average drawdown

4.47

4.25

+0.22

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

The current IHCU.L Sharpe Ratio is 1.36, which is comparable to the IUHC.L Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of IHCU.L and IUHC.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. IUHC.L - Drawdown Comparison

The maximum IHCU.L drawdown since its inception was -38.44%, which is greater than IUHC.L's maximum drawdown of -19.70%. Use the drawdown chart below to compare losses from any high point for IHCU.L and IUHC.L.


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Drawdown Indicators


IHCU.LIUHC.LDifference

Max Drawdown

Largest peak-to-trough decline

-38.44%

-19.70%

-18.74%

Max Drawdown (1Y)

Largest decline over 1 year

-11.54%

-11.71%

+0.17%

Max Drawdown (3Y)

Largest decline over 3 years

-23.98%

-19.70%

-4.28%

Max Drawdown (5Y)

Largest decline over 5 years

-23.98%

-19.70%

-4.28%

Max Drawdown (10Y)

Largest decline over 10 years

-23.98%

-19.70%

-4.28%

Current Drawdown

Current decline from peak

-4.34%

-4.61%

+0.27%

Average Drawdown

Average peak-to-trough decline

-9.78%

-4.69%

-5.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.63%

4.72%

-0.09%

Volatility

IHCU.L vs. IUHC.L - Volatility Comparison

The current volatility for iShares S&P 500 Health Care Sector UCITS ETF USD (Acc) (IHCU.L) is 5.45%, while iShares S&P 500 Health Care Sector UCITS ETF USD (Acc) (IUHC.L) has a volatility of 6.01%. This indicates that IHCU.L experiences smaller price fluctuations and is considered to be less risky than IUHC.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.LIUHC.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.45%

6.01%

-0.56%

Volatility (6M)

Calculated over the trailing 6-month period

11.14%

11.98%

-0.84%

Volatility (1Y)

Calculated over the trailing 1-year period

15.18%

16.18%

-1.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.31%

15.37%

+4.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.55%

16.45%

+2.10%

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

Both IHCU.L and IUHC.L have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

IHCU.L vs. IUHC.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.96, IHCU.L and IUHC.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Both ETFs have the same 0.15% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

IHCU.L and IUHC.L have the same expense ratio: 0.15% per year.

IHCU.L tracks iShares S&P 500 Health Care Sector UCITS ETF USD (Acc), while IUHC.L tracks S&P 500 Capped 35/20 Health Care Index.

Portfolio Optimizer

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

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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