IUHC.L vs. VUSA.DE
Compare and contrast key facts about iShares S&P 500 USD Health Care Sector UCITS (IUHC.L) and Vanguard S&P 500 UCITS ETF (VUSA.DE).
IUHC.L and VUSA.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 MSCI World/Health Care NR USD. It was launched on Nov 20, 2015. VUSA.DE is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on May 22, 2012. Both IUHC.L and VUSA.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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IUHC.L or VUSA.DE.
Performance
IUHC.L vs. VUSA.DE - Performance Comparison
Returns By Period
In the year-to-date period, IUHC.L achieves a 4.93% return, which is significantly lower than VUSA.DE's 29.72% return.
IUHC.L
4.93%
-7.07%
-2.02%
12.27%
9.35%
N/A
VUSA.DE
29.72%
4.13%
14.69%
36.00%
16.01%
N/A
Key characteristics
| IUHC.L | VUSA.DE | |
|---|---|---|
| Sharpe Ratio | 1.13 | 2.95 |
| Sortino Ratio | 1.59 | 3.97 |
| Omega Ratio | 1.20 | 1.60 |
| Calmar Ratio | 1.21 | 4.31 |
| Martin Ratio | 4.40 | 19.03 |
| Ulcer Index | 2.68% | 1.87% |
| Daily Std Dev | 10.42% | 12.03% |
| Max Drawdown | -27.44% | -33.63% |
| Current Drawdown | -9.70% | -1.75% |
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IUHC.L vs. VUSA.DE - Expense Ratio Comparison
IUHC.L has a 0.15% expense ratio, which is higher than VUSA.DE's 0.07% expense ratio. However, 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 VUSA.DE is 0.63, 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. VUSA.DE - 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 Vanguard S&P 500 UCITS ETF (VUSA.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.
Dividends
IUHC.L vs. VUSA.DE - Dividend Comparison
IUHC.L has not paid dividends to shareholders, while VUSA.DE's dividend yield for the trailing twelve months is around 0.79%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
IUHC.L iShares S&P 500 USD Health Care Sector UCITS | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VUSA.DE Vanguard S&P 500 UCITS ETF | 0.79% | 1.35% | 1.53% | 1.21% | 1.65% | 2.34% | 3.76% | 2.26% | 1.78% | 2.00% |
Drawdowns
IUHC.L vs. VUSA.DE - Drawdown Comparison
The maximum IUHC.L drawdown since its inception was -27.44%, smaller than the maximum VUSA.DE drawdown of -33.63%. Use the drawdown chart below to compare losses from any high point for IUHC.L and VUSA.DE. For additional features, visit the drawdowns tool.
Volatility
IUHC.L vs. VUSA.DE - Volatility Comparison
iShares S&P 500 USD Health Care Sector UCITS (IUHC.L) and Vanguard S&P 500 UCITS ETF (VUSA.DE) have volatilities of 3.77% and 3.81%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.