PortfoliosLab logoPortfoliosLab logo
IUHC.L vs. XDEV.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IUHC.L vs. XDEV.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 Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

IUHC.L is traded in USD, while XDEV.DE is traded in EUR. To make them comparable, the XDEV.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 -0.88% return, which is significantly lower than XDEV.DE's 32.62% return. Over the past 10 years, IUHC.L has underperformed XDEV.DE with an annualized return of 9.60%, while XDEV.DE has yielded a comparatively higher 13.05% annualized 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%

XDEV.DE

1D
2.79%
1M
5.69%
YTD
32.62%
6M
35.11%
1Y
62.31%
3Y*
28.44%
5Y*
16.16%
10Y*
13.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUHC.L vs. XDEV.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IUHC.L
iShares S&P 500 Health Care Sector UCITS ETF USD (Acc)
-0.88%14.72%2.16%1.72%-2.63%27.58%11.93%20.55%4.52%22.16%
XDEV.DE
Xtrackers MSCI World Value Factor UCITS ETF 1C
32.62%40.82%5.25%19.34%-10.06%20.34%-3.95%19.47%-14.62%23.06%

Correlation

The correlation between IUHC.L and XDEV.DE is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.28

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

0.36

Correlation (5Y)
Calculated over the trailing 5-year period

0.47

Correlation (10Y)
Calculated over the trailing 10-year period

0.54

Correlation (All Time)
Calculated using the full available price history since Nov 20, 2015

0.54

Over the past year, the correlation between IUHC.L and XDEV.DE has dropped to 0.28 - well below their long-term average of 0.54, suggesting their price drivers have been diverging.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

IUHC.L vs. XDEV.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: 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

XDEV.DE
XDEV.DE Risk / Return Rank: 9797
Overall Rank
XDEV.DE Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
XDEV.DE Sortino Ratio Rank: 9797
Sortino Ratio Rank
XDEV.DE Omega Ratio Rank: 9696
Omega Ratio Rank
XDEV.DE Calmar Ratio Rank: 9797
Calmar Ratio Rank
XDEV.DE Martin Ratio Rank: 9797
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. XDEV.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 Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.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.

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.LXDEV.DEDifference
Sharpe ratioReturn per unit of total volatility

-3.02

Sortino ratioReturn per unit of downside risk

-3.83

Omega ratioGain probability vs. loss probability

1.17

1.68

-0.51

Calmar ratioReturn relative to maximum drawdown

1.38

7.29

-5.90

Martin ratioReturn relative to average drawdown

3.41

26.00

-22.59

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

The current IUHC.L Sharpe Ratio is 0.96, which is lower than the XDEV.DE Sharpe Ratio of 3.98. The chart below compares the historical Sharpe Ratios of IUHC.L and XDEV.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

IUHC.L vs. XDEV.DE - Drawdown Comparison

The maximum IUHC.L drawdown since its inception was -27.44%, smaller than the maximum XDEV.DE drawdown of -39.47%. Use the drawdown chart below to compare losses from any high point for IUHC.L and XDEV.DE.


Loading charts...

Drawdown Indicators


IUHC.LXDEV.DEDifference

Max Drawdown

Largest peak-to-trough decline

-27.44%

-39.47%

+12.03%

Max Drawdown (1Y)

Largest decline over 1 year

-10.40%

-8.51%

-1.89%

Max Drawdown (3Y)

Largest decline over 3 years

-17.62%

-15.96%

-1.66%

Max Drawdown (5Y)

Largest decline over 5 years

-17.62%

-26.32%

+8.70%

Max Drawdown (10Y)

Largest decline over 10 years

-27.44%

-39.47%

+12.03%

Current Drawdown

Current decline from peak

-3.36%

-1.89%

-1.47%

Average Drawdown

Average peak-to-trough decline

-4.90%

-11.38%

+6.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.20%

2.39%

+1.81%

Volatility

IUHC.L vs. XDEV.DE - Volatility Comparison

The current volatility for iShares S&P 500 Health Care Sector UCITS ETF USD (Acc) (IUHC.L) is 4.95%, while Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.DE) has a volatility of 6.44%. This indicates that IUHC.L experiences smaller price fluctuations and is considered to be less risky than XDEV.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


IUHC.LXDEV.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.95%

6.44%

-1.49%

Volatility (6M)

Calculated over the trailing 6-month period

10.82%

12.82%

-2.00%

Volatility (1Y)

Calculated over the trailing 1-year period

15.05%

15.59%

-0.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.80%

16.03%

-1.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.74%

17.74%

-2.00%

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

IUHC.L has a 0.15% expense ratio, which is lower than XDEV.DE's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

IUHC.L vs. XDEV.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


IUHC.L and XDEV.DE have a correlation of 0.28, 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 0.25% for XDEV.DE.

IUHC.L is categorized as Health & Biotech Equities, while XDEV.DE is Global Equities. IUHC.L tracks S&P 500 Capped 35/20 Health Care Index, while XDEV.DE tracks MSCI ACWI Value NR USD. They also come from different issuers: iShares and DWS. Their fees differ too: 0.15% for IUHC.L and 0.25% for XDEV.DE.

Portfolio Optimizer

Find the right allocation for IUHC.L and XDEV.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer