IUHC.L vs. CH5.L
Compare and contrast key facts about iShares S&P 500 USD Health Care Sector UCITS (IUHC.L) and Amundi ETF MSCI Europe Healthcare UCITS ETF (CH5.L).
IUHC.L and CH5.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IUHC.L is a passively managed fund by iShares that tracks the performance of the MSCI World/Health Care NR USD. It was launched on Nov 20, 2015. CH5.L is a passively managed fund by Amundi that tracks the performance of the MSCI World/Health Care NR USD. It was launched on Dec 4, 2008. Both IUHC.L and CH5.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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IUHC.L or CH5.L.
Performance
IUHC.L vs. CH5.L - Performance Comparison
Returns By Period
In the year-to-date period, IUHC.L achieves a 4.93% return, which is significantly higher than CH5.L's -62.53% return.
IUHC.L
4.93%
-7.07%
-2.02%
12.27%
9.35%
N/A
CH5.L
-62.53%
-8.83%
-66.03%
-61.67%
-12.99%
-3.35%
Key characteristics
| IUHC.L | CH5.L | |
|---|---|---|
| Sharpe Ratio | 1.13 | -0.96 |
| Sortino Ratio | 1.59 | -0.92 |
| Omega Ratio | 1.20 | 0.57 |
| Calmar Ratio | 1.21 | -0.92 |
| Martin Ratio | 4.40 | -1.43 |
| Ulcer Index | 2.68% | 42.84% |
| Daily Std Dev | 10.42% | 63.57% |
| Max Drawdown | -27.44% | -66.33% |
| Current Drawdown | -9.70% | -66.33% |
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IUHC.L vs. CH5.L - Expense Ratio Comparison
IUHC.L has a 0.15% expense ratio, which is lower than CH5.L's 0.25% 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%.
Correlation
The correlation between IUHC.L and CH5.L is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
IUHC.L vs. CH5.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 USD Health Care Sector UCITS (IUHC.L) and Amundi ETF MSCI Europe Healthcare UCITS ETF (CH5.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.
Dividends
IUHC.L vs. CH5.L - Dividend Comparison
Neither IUHC.L nor CH5.L has paid dividends to shareholders.
Drawdowns
IUHC.L vs. CH5.L - Drawdown Comparison
The maximum IUHC.L drawdown since its inception was -27.44%, smaller than the maximum CH5.L drawdown of -66.33%. Use the drawdown chart below to compare losses from any high point for IUHC.L and CH5.L. For additional features, visit the drawdowns tool.
Volatility
IUHC.L vs. CH5.L - Volatility Comparison
The current volatility for iShares S&P 500 USD Health Care Sector UCITS (IUHC.L) is 3.77%, while Amundi ETF MSCI Europe Healthcare UCITS ETF (CH5.L) has a volatility of 4.52%. This indicates that IUHC.L experiences smaller price fluctuations and is considered to be less risky than CH5.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.