IUHC.L vs. LHTC.DE

Last updated Apr 3, 2026

Compare and contrast key facts about iShares S&P 500 Health Care Sector UCITS ETF USD (Acc) (IUHC.L) and Lyxor STOXX Europe 600 Healthcare UCITS ETF Acc (LHTC.DE).

IUHC.L and LHTC.DE 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 S&P 500 Capped 35/20 Health Care Index. It was launched on Jun 15, 2020. LHTC.DE is a passively managed fund by Amundi that tracks the performance of the STOXX® Europe 600 Health Care. It was launched on Aug 18, 2006. Both IUHC.L and LHTC.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

IUHC.L vs. LHTC.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 Lyxor STOXX Europe 600 Healthcare UCITS ETF Acc (LHTC.DE). The values are adjusted to include any dividend payments, if applicable.

IUHC.L vs. LHTC.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)	-5.01%	14.67%	2.16%	1.72%	-2.63%	27.58%	11.93%	20.60%	4.44%	22.21%
LHTC.DE Lyxor STOXX Europe 600 Healthcare UCITS ETF Acc	-1.97%	20.92%	-2.02%	10.99%	-11.36%	15.59%	7.63%	24.72%	-1.79%	19.12%

Different Trading Currencies

IUHC.L is traded in USD, while LHTC.DE is traded in EUR. To make them comparable, the LHTC.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 -5.01% return, which is significantly lower than LHTC.DE's -1.97% return. Over the past 10 years, IUHC.L has outperformed LHTC.DE with an annualized return of 9.35%, while LHTC.DE has yielded a comparatively lower 6.98% annualized return.

IUHC.L

• 1D: -0.46%
• 1M: -4.98%
• YTD: -5.01%
• 6M: 3.95%
• 1Y: 3.79%
• 3Y*: 5.55%
• 5Y*: 6.13%
• 10Y*: 9.35%

LHTC.DE

• 1D: -0.26%
• 1M: -2.87%
• YTD: -1.97%
• 6M: 3.28%
• 1Y: 13.66%
• 3Y*: 6.88%
• 5Y*: 6.30%
• 10Y*: 6.98%

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

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

IUHC.L has a 0.15% expense ratio, which is lower than LHTC.DE's 0.30% expense ratio.

LHTC.DE

Lyxor STOXX Europe 600 Healthcare UCITS ETF Acc

IUHC.L

iShares S&P 500 Health Care Sector UCITS ETF USD (Acc)

Return for Risk

IUHC.L vs. LHTC.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: 17
IUHC.L Sharpe Ratio Rank: 17
IUHC.L Sortino Ratio Rank: 16
IUHC.L Omega Ratio Rank: 16
IUHC.L Calmar Ratio Rank: 18
IUHC.L Martin Ratio Rank: 18

LHTC.DE

LHTC.DE Risk / Return Rank: 21
LHTC.DE Sharpe Ratio Rank: 21
LHTC.DE Sortino Ratio Rank: 20
LHTC.DE Omega Ratio Rank: 20
LHTC.DE Calmar Ratio Rank: 22
LHTC.DE Martin Ratio Rank: 21

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. LHTC.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 Lyxor STOXX Europe 600 Healthcare UCITS ETF Acc (LHTC.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	LHTC.DE	Difference
Sharpe ratio Return per unit of total volatility	0.22	0.65	-0.43
Sortino ratio Return per unit of downside risk	0.42	1.00	-0.58
Omega ratio Gain probability vs. loss probability	1.05	1.13	-0.08
Calmar ratio Return relative to maximum drawdown	0.41	0.89	-0.48
Martin ratio Return relative to average drawdown	1.16	2.72	-1.55
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current IUHC.L Sharpe Ratio is 0.22, which is lower than the LHTC.DE Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of IUHC.L and LHTC.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	IUHC.L	LHTC.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.22	0.65	-0.43
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.42	0.36	+0.05
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.60	0.42	+0.18
Sharpe Ratio (All Time) Calculated using the full available price history	0.56	0.37	+0.19

Correlation

The correlation between IUHC.L and LHTC.DE is 0.62, 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.

Dividends

IUHC.L vs. LHTC.DE - Dividend Comparison

Neither IUHC.L nor LHTC.DE has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

IUHC.L vs. LHTC.DE - Drawdown Comparison

The maximum IUHC.L drawdown since its inception was -27.44%, smaller than the maximum LHTC.DE drawdown of -44.23%. Use the drawdown chart below to compare losses from any high point for IUHC.L and LHTC.DE.

Drawdown Indicators

	IUHC.L	LHTC.DE	Difference
Max Drawdown Largest peak-to-trough decline	-27.44%	-40.53%	+13.09%
Max Drawdown (1Y) Largest decline over 1 year	-10.58%	-12.43%	+1.85%
Max Drawdown (5Y) Largest decline over 5 years	-17.63%	-26.48%	+8.85%
Max Drawdown (10Y) Largest decline over 10 years	-27.44%	-26.48%	-0.96%
Current Drawdown Current decline from peak	-7.43%	-9.46%	+2.03%
Average Drawdown Average peak-to-trough decline	-4.86%	-9.29%	+4.43%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.40%	4.35%	-0.95%

Volatility

IUHC.L vs. LHTC.DE - Volatility Comparison

The current volatility for iShares S&P 500 Health Care Sector UCITS ETF USD (Acc) (IUHC.L) is 4.75%, while Lyxor STOXX Europe 600 Healthcare UCITS ETF Acc (LHTC.DE) has a volatility of 5.44%. This indicates that IUHC.L experiences smaller price fluctuations and is considered to be less risky than LHTC.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IUHC.L	LHTC.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.75%	5.44%	-0.69%
Volatility (6M) Calculated over the trailing 6-month period	9.62%	11.36%	-1.74%
Volatility (1Y) Calculated over the trailing 1-year period	17.40%	21.00%	-3.60%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.64%	17.10%	-2.46%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.64%	16.71%	-1.07%