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IUHC.L vs. CBUF.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IUHC.L vs. CBUF.DE - 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) (IUHC.L) and iShares MSCI World Health Care Sector ESG UCITS ETF USD Dist (CBUF.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IUHC.L is traded in USD, while CBUF.DE is traded in EUR. To make them comparable, the CBUF.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, IUHC.L achieves a -2.09% return, which is significantly higher than CBUF.DE's -3.34% return.


IUHC.L

1D
3.00%
1M
4.72%
YTD
-2.09%
6M
-0.45%
1Y
15.03%
3Y*
6.58%
5Y*
5.75%
10Y*
9.20%

CBUF.DE

1D
2.86%
1M
3.20%
YTD
-3.34%
6M
-1.77%
1Y
9.24%
3Y*
3.36%
5Y*
3.69%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUHC.L vs. CBUF.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
IUHC.L
iShares S&P 500 Health Care Sector UCITS ETF USD (Acc)
-2.09%14.67%2.16%1.72%-2.63%27.58%11.93%10.95%
CBUF.DE
iShares MSCI World Health Care Sector ESG UCITS ETF USD Dist
-3.34%15.78%-5.01%3.50%-3.54%20.13%12.83%12.16%

Correlation

The correlation between IUHC.L and CBUF.DE 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

0.85

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

0.87

Correlation (All Time)
Calculated using the full available price history since Oct 23, 2019

0.88

The correlation between IUHC.L and CBUF.DE has been stable across timeframes, ranging from 0.85 to 0.88 - a consistent structural relationship.

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Return for Risk

IUHC.L vs. CBUF.DE — Risk / Return Rank

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

IUHC.L
IUHC.L Risk / Return Rank: 2929
Overall Rank
IUHC.L Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
IUHC.L Sortino Ratio Rank: 3030
Sortino Ratio Rank
IUHC.L Omega Ratio Rank: 2727
Omega Ratio Rank
IUHC.L Calmar Ratio Rank: 3030
Calmar Ratio Rank
IUHC.L Martin Ratio Rank: 2727
Martin Ratio Rank

CBUF.DE
CBUF.DE Risk / Return Rank: 1717
Overall Rank
CBUF.DE Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
CBUF.DE Sortino Ratio Rank: 1818
Sortino Ratio Rank
CBUF.DE Omega Ratio Rank: 1717
Omega Ratio Rank
CBUF.DE Calmar Ratio Rank: 1818
Calmar Ratio Rank
CBUF.DE Martin Ratio Rank: 1717
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.

IUHC.L vs. CBUF.DE - 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) (IUHC.L) and iShares MSCI World Health Care Sector ESG UCITS ETF USD Dist (CBUF.DE). 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.


IUHC.LCBUF.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.37

Sortino ratioReturn per unit of downside risk

+0.57

Omega ratioGain probability vs. loss probability

1.18

1.12

+0.06

Calmar ratioReturn relative to maximum drawdown

1.43

0.85

+0.58

Martin ratioReturn relative to average drawdown

3.57

2.04

+1.53

IUHC.L vs. CBUF.DE - Sharpe Ratio Comparison

The current IUHC.L Sharpe Ratio is 1.00, which is higher than the CBUF.DE Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of IUHC.L and CBUF.DE, 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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Sharpe Ratios by Period


IUHC.LCBUF.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.00

0.63

+0.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

0.25

+0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.46

+0.11

Drawdowns

IUHC.L vs. CBUF.DE - Drawdown Comparison

The maximum IUHC.L drawdown since its inception was -27.44%, roughly equal to the maximum CBUF.DE drawdown of -26.47%. Use the drawdown chart below to compare losses from any high point for IUHC.L and CBUF.DE.


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Drawdown Indicators


IUHC.LCBUF.DEDifference

Max Drawdown

Largest peak-to-trough decline

-27.44%

-26.47%

-0.97%

Max Drawdown (1Y)

Largest decline over 1 year

-10.44%

-10.82%

+0.38%

Max Drawdown (3Y)

Largest decline over 3 years

-17.63%

-20.93%

+3.30%

Max Drawdown (5Y)

Largest decline over 5 years

-17.63%

-20.93%

+3.30%

Max Drawdown (10Y)

Largest decline over 10 years

-27.44%

Current Drawdown

Current decline from peak

-4.57%

-6.00%

+1.43%

Average Drawdown

Average peak-to-trough decline

-4.90%

-5.46%

+0.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.20%

4.52%

-0.32%

Volatility

IUHC.L vs. CBUF.DE - Volatility Comparison

iShares S&P 500 Health Care Sector UCITS ETF USD (Acc) (IUHC.L) and iShares MSCI World Health Care Sector ESG UCITS ETF USD Dist (CBUF.DE) have volatilities of 4.89% and 4.93%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IUHC.LCBUF.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.89%

4.93%

-0.04%

Volatility (6M)

Calculated over the trailing 6-month period

10.81%

10.44%

+0.37%

Volatility (1Y)

Calculated over the trailing 1-year period

15.00%

14.54%

+0.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.82%

14.68%

+0.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.71%

16.23%

-0.52%

IUHC.L vs. CBUF.DE - Expense Ratio Comparison

IUHC.L has a 0.15% expense ratio, which is lower than CBUF.DE's 0.18% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

IUHC.L vs. CBUF.DE - Dividend Comparison

IUHC.L has not paid dividends to shareholders, while CBUF.DE's dividend yield for the trailing twelve months is around 1.08%.


PositionTTM2025202420232022202120202019
CBUF.DE
iShares MSCI World Health Care Sector ESG UCITS ETF USD Dist
1.08%1.06%1.02%1.16%1.09%1.05%1.27%0.10%
IUHC.L
iShares S&P 500 Health Care Sector UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


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

IUHC.L is cheaper with a 0.15% expense ratio, compared with 0.18% for CBUF.DE.

IUHC.L tracks S&P 500 Capped 35/20 Health Care Index, while CBUF.DE tracks MSCI World Health Care ESG Reduced Carbon Select 20 35 Capped. Their fees differ too: 0.15% for IUHC.L and 0.18% for CBUF.DE.

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