IUHC.L vs. CSKR.L

Last updated Jul 16, 2026

IUHC.L (iShares S&P 500 Health Care Sector UCITS ETF USD (Acc)) and CSKR.L (iShares MSCI Korea UCITS ETF (Acc)) are both exchange-traded funds - IUHC.L is a Health & Biotech Equities fund tracking the S&P 500 Capped 35/20 Health Care Index, while CSKR.L is a South Korea Equities fund tracking the MSCI Korea NR USD. Both are passively managed. Over the past 10 years, IUHC.L returned 9.45%/yr vs 14.48%/yr for CSKR.L. At a 0.36 correlation, their price movements are largely independent. IUHC.L charges 0.15%/yr vs 0.65%/yr for CSKR.L.

Performance

IUHC.L vs. CSKR.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) (IUHC.L) and iShares MSCI Korea UCITS ETF (Acc) (CSKR.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, IUHC.L achieves a 2.89% return, which is significantly lower than CSKR.L's 72.76% return. Over the past 10 years, IUHC.L has underperformed CSKR.L with an annualized return of 9.45%, while CSKR.L has yielded a comparatively higher 14.48% annualized return.

IUHC.L

• 1D: 0.47%
• 1M: 4.22%
• 6M: 1.83%
• YTD: 2.89%
• 1Y: 21.38%
• 3Y*: 8.05%
• 5Y*: 5.73%
• 10Y*: 9.45%

CSKR.L

• 1D: -3.25%
• 1M: -19.12%
• 6M: 54.56%
• YTD: 72.76%
• 1Y: 142.30%
• 3Y*: 38.85%
• 5Y*: 14.94%
• 10Y*: 14.48%

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

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IUHC.L iShares S&P 500 Health Care Sector UCITS ETF USD (Acc)	2.89%	14.72%	2.16%	1.72%	-2.63%	27.58%	11.93%	20.55%	4.52%	22.16%
CSKR.L iShares MSCI Korea UCITS ETF (Acc)	72.76%	99.45%	-22.66%	19.75%	-28.52%	-8.24%	44.24%	10.58%	-19.38%	42.24%

Correlation

The correlation between IUHC.L and CSKR.L is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.01
Correlation (3Y) Calculated over the trailing 3-year period	0.16
Correlation (5Y) Calculated over the trailing 5-year period	0.26
Correlation (10Y) Calculated over the trailing 10-year period	0.35
Correlation (All Time) Calculated using the full available price history since Nov 20, 2015	0.36

Over the past year, the correlation between IUHC.L and CSKR.L has dropped to 0.01 - well below their long-term average of 0.36, suggesting their price drivers have been diverging.

IUHC.L vs. CSKR.L - Sectors Allocation Comparison

Sectors	IUHC.L	CSKR.L
Healthcare	100.0%	2.6%
Basic Materials	-	1.3%
Communication Services	-	2.3%
Consumer Cyclical	-	5.4%
Consumer Defensive	-	1.3%
Energy	-	0.7%
Financial Services	-	9.0%
Industrials	-	15.5%
Real Estate	-	-
Technology	-	61.5%
Utilities	-	0.2%

Return for Risk

IUHC.L vs. CSKR.L — 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: 47
IUHC.L Sharpe Ratio Rank: 48
IUHC.L Sortino Ratio Rank: 54
IUHC.L Omega Ratio Rank: 46
IUHC.L Calmar Ratio Rank: 50
IUHC.L Martin Ratio Rank: 39

CSKR.L

CSKR.L Risk / Return Rank: 93
CSKR.L Sharpe Ratio Rank: 96
CSKR.L Sortino Ratio Rank: 89
CSKR.L Omega Ratio Rank: 91
CSKR.L Calmar Ratio Rank: 95
CSKR.L Martin Ratio Rank: 93

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. CSKR.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) (IUHC.L) and iShares MSCI Korea UCITS ETF (Acc) (CSKR.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.

	IUHC.L	CSKR.L	Difference
Sharpe ratio: Return per unit of total volatility	1.37	3.16	-1.79
Sortino ratio: Return per unit of downside risk	2.14	3.32	-1.17
Omega ratio: Gain probability vs. loss probability	1.24	1.47	-0.23
Calmar ratio: Return relative to maximum drawdown	2.05	6.11	-4.06
Martin ratio: Return relative to average drawdown	5.06	18.52	-13.46

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

The current IUHC.L Sharpe Ratio is 1.37, which is lower than the CSKR.L Sharpe Ratio of 3.16. The chart below compares the historical Sharpe Ratios of IUHC.L and CSKR.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.

Drawdowns

IUHC.L vs. CSKR.L - Drawdown Comparison

The maximum IUHC.L drawdown since its inception was -27.44%, smaller than the maximum CSKR.L drawdown of -50.88%. Use the drawdown chart below to compare losses from any high point for IUHC.L and CSKR.L.

Drawdown Indicators

	IUHC.L	CSKR.L	Difference
Max Drawdown Largest peak-to-trough decline	-27.44%	-50.88%	+23.44%
Max Drawdown (1Y) Largest decline over 1 year	-10.40%	-23.16%	+12.76%
Max Drawdown (3Y) Largest decline over 3 years	-17.62%	-29.00%	+11.38%
Max Drawdown (5Y) Largest decline over 5 years	-17.62%	-47.87%	+30.25%
Max Drawdown (10Y) Largest decline over 10 years	-27.44%	-50.88%	+23.44%
Current Drawdown Current decline from peak	-3.39%	-22.57%	+19.18%
Average Drawdown Average peak-to-trough decline	-4.88%	-18.15%	+13.27%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.21%	7.65%	-3.44%

Volatility

IUHC.L vs. CSKR.L - Volatility Comparison

The current volatility for iShares S&P 500 Health Care Sector UCITS ETF USD (Acc) (IUHC.L) is 5.97%, while iShares MSCI Korea UCITS ETF (Acc) (CSKR.L) has a volatility of 19.70%. This indicates that IUHC.L experiences smaller price fluctuations and is considered to be less risky than CSKR.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IUHC.L	CSKR.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.97%	19.70%	-13.73%
Volatility (6M) Calculated over the trailing 6-month period	11.61%	40.83%	-29.22%
Volatility (1Y) Calculated over the trailing 1-year period	15.58%	44.70%	-29.12%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.99%	29.66%	-14.67%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.77%	27.00%	-11.23%

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

IUHC.L has a 0.15% expense ratio, which is lower than CSKR.L's 0.65% expense ratio.

Dividends

IUHC.L vs. CSKR.L - Dividend Comparison

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

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both IUHC.L and CSKR.L in my portfolio?

IUHC.L and CSKR.L have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, IUHC.L or CSKR.L?

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.

Which ETF is cheaper, IUHC.L or CSKR.L?

IUHC.L is cheaper with a 0.15% expense ratio, compared with 0.65% for CSKR.L.

What is the main difference between IUHC.L and CSKR.L?

IUHC.L is categorized as Health & Biotech Equities, while CSKR.L is South Korea Equities. IUHC.L tracks S&P 500 Capped 35/20 Health Care Index, while CSKR.L tracks MSCI Korea NR USD. Their fees differ too: 0.15% for IUHC.L and 0.65% for CSKR.L.