IUHC.L vs. EXV4.DE
IUHC.L (iShares S&P 500 Health Care Sector UCITS ETF USD (Acc)) and EXV4.DE (iShares STOXX Europe 600 Health Care UCITS ETF (DE)) are both Health & Biotech Equities funds from iShares - IUHC.L tracks the S&P 500 Capped 35/20 Health Care Index while EXV4.DE tracks the STOXX® Europe 600 Health Care. Both are passively managed. Over the past 10 years, IUHC.L returned 9.20%/yr vs 6.02%/yr for EXV4.DE. A 0.62 correlation means they provide meaningful diversification when combined. IUHC.L charges 0.15%/yr vs 0.46%/yr for EXV4.DE.
Performance
IUHC.L vs. EXV4.DE - Performance Comparison
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Different Trading Currencies
IUHC.L is traded in USD, while EXV4.DE is traded in EUR. To make them comparable, the EXV4.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 EXV4.DE's -3.72% return. Over the past 10 years, IUHC.L has outperformed EXV4.DE with an annualized return of 9.20%, while EXV4.DE has yielded a comparatively lower 6.02% annualized 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%
EXV4.DE
- 1D
- 2.95%
- 1M
- 0.66%
- YTD
- -3.72%
- 6M
- -1.25%
- 1Y
- 6.63%
- 3Y*
- 5.11%
- 5Y*
- 4.01%
- 10Y*
- 6.02%
IUHC.L vs. EXV4.DE - 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) | -2.09% | 14.67% | 2.16% | 1.72% | -2.63% | 27.58% | 11.93% | 20.60% | 4.44% | 22.21% |
EXV4.DE iShares STOXX Europe 600 Health Care UCITS ETF (DE) | -3.72% | 21.06% | -2.09% | 10.92% | -11.27% | 15.25% | 7.05% | 29.84% | -5.67% | 19.09% |
Correlation
The correlation between IUHC.L and EXV4.DE is 0.61, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.62 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.56 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.60 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.62 |
Correlation (All Time) Calculated using the full available price history since Nov 24, 2015 | 0.62 |
The correlation between IUHC.L and EXV4.DE has been stable across timeframes, ranging from 0.56 to 0.62 - a consistent structural relationship.
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Return for Risk
IUHC.L vs. EXV4.DE — Risk / Return Rank
IUHC.L
EXV4.DE
IUHC.L vs. EXV4.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 STOXX Europe 600 Health Care UCITS ETF (DE) (EXV4.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.L | EXV4.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.63 | ||
| Sortino ratioReturn per unit of downside risk | +0.94 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.08 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 1.43 | 0.45 | +0.98 |
| Martin ratioReturn relative to average drawdown | 3.57 | 1.05 | +2.52 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IUHC.L | EXV4.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.00 | 0.36 | +0.63 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.39 | 0.23 | +0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.35 | +0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.34 | +0.23 |
Drawdowns
IUHC.L vs. EXV4.DE - Drawdown Comparison
The maximum IUHC.L drawdown since its inception was -27.44%, smaller than the maximum EXV4.DE drawdown of -41.59%. Use the drawdown chart below to compare losses from any high point for IUHC.L and EXV4.DE.
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Drawdown Indicators
| IUHC.L | EXV4.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.44% | -41.59% | +14.15% |
Max Drawdown (1Y)Largest decline over 1 year | -10.44% | -14.54% | +4.10% |
Max Drawdown (3Y)Largest decline over 3 years | -17.63% | -27.38% | +9.75% |
Max Drawdown (5Y)Largest decline over 5 years | -17.63% | -28.73% | +11.10% |
Max Drawdown (10Y)Largest decline over 10 years | -27.44% | -28.73% | +1.29% |
Current DrawdownCurrent decline from peak | -4.57% | -11.49% | +6.92% |
Average DrawdownAverage peak-to-trough decline | -4.90% | -7.92% | +3.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.20% | 6.29% | -2.09% |
Volatility
IUHC.L vs. EXV4.DE - Volatility Comparison
The current volatility for iShares S&P 500 Health Care Sector UCITS ETF USD (Acc) (IUHC.L) is 4.89%, while iShares STOXX Europe 600 Health Care UCITS ETF (DE) (EXV4.DE) has a volatility of 5.82%. This indicates that IUHC.L experiences smaller price fluctuations and is considered to be less risky than EXV4.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IUHC.L | EXV4.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.89% | 5.82% | -0.93% |
Volatility (6M)Calculated over the trailing 6-month period | 10.81% | 13.24% | -2.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.00% | 18.16% | -3.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.82% | 17.45% | -2.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.71% | 16.94% | -1.23% |
IUHC.L vs. EXV4.DE - Expense Ratio Comparison
IUHC.L has a 0.15% expense ratio, which is lower than EXV4.DE's 0.46% expense ratio.
Dividends
IUHC.L vs. EXV4.DE - Dividend Comparison
IUHC.L has not paid dividends to shareholders, while EXV4.DE's dividend yield for the trailing twelve months is around 1.61%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXV4.DE iShares STOXX Europe 600 Health Care UCITS ETF (DE) | 1.61% | 1.58% | 1.45% | 1.60% | 1.59% | 1.47% | 1.24% | 1.79% | 1.85% | 2.64% | 2.90% | 2.60% |
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% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IUHC.L and EXV4.DE have a correlation of 0.61, 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 0.46% for EXV4.DE.
IUHC.L tracks S&P 500 Capped 35/20 Health Care Index, while EXV4.DE tracks STOXX® Europe 600 Health Care. Their fees differ too: 0.15% for IUHC.L and 0.46% for EXV4.DE.
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