IUMS.L vs. IUHC.L

Last updated Jul 18, 2026

IUMS.L (iShares S&P 500 Materials Sector UCITS ETF USD (Acc)) and IUHC.L (iShares S&P 500 Health Care Sector UCITS ETF USD (Acc)) are both exchange-traded funds - IUMS.L is a S&P 500 fund tracking the S&P 500 Capped 35/20 Materials Index NTR, while IUHC.L is a Health & Biotech Equities fund tracking the S&P 500 Capped 35/20 Health Care Index. Both are passively managed. Over the past 5 years, IUMS.L returned 6.05%/yr vs 6.22%/yr for IUHC.L. A 0.52 correlation means they provide meaningful diversification when combined. Both charge a 0.15% expense ratio.

Performance

IUMS.L vs. IUHC.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares S&P 500 Materials Sector UCITS ETF USD (Acc) (IUMS.L) and iShares S&P 500 Health Care Sector UCITS ETF USD (Acc) (IUHC.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, IUMS.L achieves a 10.83% return, which is significantly higher than IUHC.L's 5.29% return.

IUMS.L

• 1D: 0.00%
• 1M: -4.17%
• 6M: 4.36%
• YTD: 10.83%
• 1Y: 14.66%
• 3Y*: 7.91%
• 5Y*: 6.05%
• 10Y*: —

IUHC.L

• 1D: 0.61%
• 1M: 7.10%
• 6M: 4.62%
• YTD: 5.29%
• 1Y: 23.87%
• 3Y*: 8.64%
• 5Y*: 6.22%
• 10Y*: 9.75%

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

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IUMS.L iShares S&P 500 Materials Sector UCITS ETF USD (Acc)	10.83%	10.92%	-0.97%	12.43%	-11.90%	26.93%	20.54%	22.81%	-14.90%	18.00%
IUHC.L iShares S&P 500 Health Care Sector UCITS ETF USD (Acc)	5.29%	14.72%	2.16%	1.72%	-2.63%	27.58%	11.93%	20.55%	4.52%	12.64%

Correlation

The correlation between IUMS.L and IUHC.L is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.33
Correlation (3Y) Calculated over the trailing 3-year period	0.42
Correlation (5Y) Calculated over the trailing 5-year period	0.49
Correlation (All Time) Calculated using the full available price history since Mar 22, 2017	0.52

The correlation between IUMS.L and IUHC.L shifts across timeframes, from 0.33 (1 year) to 0.52 (all time), reflecting how their relationship changes across market environments.

IUMS.L vs. IUHC.L - Sectors Allocation Comparison

Sectors	IUMS.L	IUHC.L
Basic Materials	91.3%	-
Consumer Cyclical	8.7%	-
Industrials	1.1%	-
Communication Services	-	-
Consumer Defensive	-	-
Energy	-	-
Financial Services	-	-
Healthcare	-	100.0%
Real Estate	-	-
Technology	-	-
Utilities	-	-

Return for Risk

IUMS.L vs. IUHC.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IUMS.L

IUMS.L Risk / Return Rank: 29
IUMS.L Sharpe Ratio Rank: 29
IUMS.L Sortino Ratio Rank: 28
IUMS.L Omega Ratio Rank: 27
IUMS.L Calmar Ratio Rank: 31
IUMS.L Martin Ratio Rank: 31

IUHC.L

IUHC.L Risk / Return Rank: 55
IUHC.L Sharpe Ratio Rank: 57
IUHC.L Sortino Ratio Rank: 64
IUHC.L Omega Ratio Rank: 55
IUHC.L Calmar Ratio Rank: 58
IUHC.L Martin Ratio Rank: 44

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.

IUMS.L vs. IUHC.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Materials Sector UCITS ETF USD (Acc) (IUMS.L) and iShares S&P 500 Health Care Sector UCITS ETF USD (Acc) (IUHC.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.

	IUMS.L	IUHC.L	Difference
Sharpe ratio: Return per unit of total volatility	0.85	1.53	-0.68
Sortino ratio: Return per unit of downside risk	1.27	2.36	-1.08
Omega ratio: Gain probability vs. loss probability	1.15	1.27	-0.12
Calmar ratio: Return relative to maximum drawdown	1.27	2.29	-1.01
Martin ratio: Return relative to average drawdown	3.56	5.65	-2.09

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

The current IUMS.L Sharpe Ratio is 0.85, which is lower than the IUHC.L Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of IUMS.L and IUHC.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.

Drawdowns

IUMS.L vs. IUHC.L - Drawdown Comparison

The maximum IUMS.L drawdown since its inception was -35.83%, which is greater than IUHC.L's maximum drawdown of -27.44%. Use the drawdown chart below to compare losses from any high point for IUMS.L and IUHC.L.

Drawdown Indicators

	IUMS.L	IUHC.L	Difference
Max Drawdown Largest peak-to-trough decline	-35.83%	-27.44%	-8.39%
Max Drawdown (1Y) Largest decline over 1 year	-11.49%	-10.40%	-1.09%
Max Drawdown (3Y) Largest decline over 3 years	-22.86%	-17.62%	-5.24%
Max Drawdown (5Y) Largest decline over 5 years	-25.24%	-17.62%	-7.62%
Max Drawdown (10Y) Largest decline over 10 years	—	-27.44%	—
Current Drawdown Current decline from peak	-4.90%	-1.13%	-3.77%
Average Drawdown Average peak-to-trough decline	-7.01%	-4.88%	-2.13%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.11%	4.21%	-0.10%

Volatility

IUMS.L vs. IUHC.L - Volatility Comparison

iShares S&P 500 Materials Sector UCITS ETF USD (Acc) (IUMS.L) and iShares S&P 500 Health Care Sector UCITS ETF USD (Acc) (IUHC.L) have volatilities of 5.30% and 5.44%, 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.

Volatility by Period

	IUMS.L	IUHC.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.30%	5.44%	-0.14%
Volatility (6M) Calculated over the trailing 6-month period	14.00%	11.72%	+2.28%
Volatility (1Y) Calculated over the trailing 1-year period	17.25%	15.58%	+1.67%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.00%	15.01%	+3.99%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.05%	15.77%	+4.28%

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

Both IUMS.L and IUHC.L have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

Dividends

IUMS.L vs. IUHC.L - Dividend Comparison

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

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both IUMS.L and IUHC.L in my portfolio?

IUMS.L and IUHC.L have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, IUMS.L or IUHC.L?

Both ETFs have the same 0.15% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, IUMS.L or IUHC.L?

IUMS.L and IUHC.L have the same expense ratio: 0.15% per year.

What is the main difference between IUMS.L and IUHC.L?

IUMS.L is categorized as S&P 500, while IUHC.L is Health & Biotech Equities. IUMS.L tracks S&P 500 Capped 35/20 Materials Index NTR, while IUHC.L tracks S&P 500 Capped 35/20 Health Care Index.