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

Performance

IUHC.L vs. DFNS.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 VanEck Defense UCITS ETF (DFNS.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IUHC.L achieves a -0.88% return, which is significantly lower than DFNS.L's 0.90% return.


IUHC.L

1D
-0.08%
1M
5.46%
YTD
-0.88%
6M
0.57%
1Y
14.44%
3Y*
6.86%
5Y*
5.75%
10Y*
9.60%

DFNS.L

1D
0.00%
1M
-0.02%
YTD
0.90%
6M
2.54%
1Y
12.91%
3Y*
40.45%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023
IUHC.L
iShares S&P 500 Health Care Sector UCITS ETF USD (Acc)
-0.88%14.72%2.16%8.13%
DFNS.L
VanEck Defense UCITS ETF
0.90%68.21%43.74%25.97%

Correlation

The correlation between IUHC.L and DFNS.L is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.13

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

0.24

Correlation (All Time)
Calculated using the full available price history since Mar 31, 2023

0.25

The correlation between IUHC.L and DFNS.L shifts across timeframes, from 0.13 (1 year) to 0.25 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IUHC.L vs. DFNS.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: 3030
Overall Rank
IUHC.L Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
IUHC.L Sortino Ratio Rank: 3232
Sortino Ratio Rank
IUHC.L Omega Ratio Rank: 2828
Omega Ratio Rank
IUHC.L Calmar Ratio Rank: 3232
Calmar Ratio Rank
IUHC.L Martin Ratio Rank: 2828
Martin Ratio Rank

DFNS.L
DFNS.L Risk / Return Rank: 1818
Overall Rank
DFNS.L Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
DFNS.L Sortino Ratio Rank: 1919
Sortino Ratio Rank
DFNS.L Omega Ratio Rank: 1818
Omega Ratio Rank
DFNS.L Calmar Ratio Rank: 1818
Calmar Ratio Rank
DFNS.L Martin Ratio Rank: 1818
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. DFNS.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 VanEck Defense UCITS ETF (DFNS.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.LDFNS.LDifference
Sharpe ratioReturn per unit of total volatility

+0.44

Sortino ratioReturn per unit of downside risk

+0.63

Omega ratioGain probability vs. loss probability

1.17

1.10

+0.07

Calmar ratioReturn relative to maximum drawdown

1.38

0.66

+0.73

Martin ratioReturn relative to average drawdown

3.41

1.61

+1.80

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

The current IUHC.L Sharpe Ratio is 0.96, which is higher than the DFNS.L Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of IUHC.L and DFNS.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

IUHC.L vs. DFNS.L - Drawdown Comparison

The maximum IUHC.L drawdown since its inception was -27.44%, which is greater than DFNS.L's maximum drawdown of -19.66%. Use the drawdown chart below to compare losses from any high point for IUHC.L and DFNS.L.


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Drawdown Indicators


IUHC.LDFNS.LDifference

Max Drawdown

Largest peak-to-trough decline

-27.44%

-19.66%

-7.78%

Max Drawdown (1Y)

Largest decline over 1 year

-10.40%

-19.66%

+9.26%

Max Drawdown (3Y)

Largest decline over 3 years

-17.62%

-19.66%

+2.04%

Max Drawdown (5Y)

Largest decline over 5 years

-17.62%

Max Drawdown (10Y)

Largest decline over 10 years

-27.44%

Current Drawdown

Current decline from peak

-3.36%

-17.48%

+14.12%

Average Drawdown

Average peak-to-trough decline

-4.90%

-3.49%

-1.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.20%

8.00%

-3.80%

Volatility

IUHC.L vs. DFNS.L - Volatility Comparison

The current volatility for iShares S&P 500 Health Care Sector UCITS ETF USD (Acc) (IUHC.L) is 4.95%, while VanEck Defense UCITS ETF (DFNS.L) has a volatility of 8.29%. This indicates that IUHC.L experiences smaller price fluctuations and is considered to be less risky than DFNS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IUHC.LDFNS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.95%

8.29%

-3.34%

Volatility (6M)

Calculated over the trailing 6-month period

10.82%

19.56%

-8.74%

Volatility (1Y)

Calculated over the trailing 1-year period

15.05%

25.07%

-10.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.80%

21.58%

-6.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.74%

21.58%

-5.84%

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

IUHC.L has a 0.15% expense ratio, which is lower than DFNS.L's 0.55% expense ratio.


Dividends

IUHC.L vs. DFNS.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


IUHC.L and DFNS.L have a correlation of 0.13, 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 0.55% for DFNS.L.

IUHC.L is categorized as Health & Biotech Equities, while DFNS.L is Aerospace & Defense. IUHC.L tracks S&P 500 Capped 35/20 Health Care Index, while DFNS.L tracks MarketVector™ Global Defense Industry Index. They also come from different issuers: iShares and VanEck. Their fees differ too: 0.15% for IUHC.L and 0.55% for DFNS.L.

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