KURE.L vs. IUHC.L

Last updated Apr 3, 2026

Compare and contrast key facts about KraneShares MSCI All China Health Care Index UCITS ETF USD (KURE.L) and iShares S&P 500 Health Care Sector UCITS ETF USD (Acc) (IUHC.L).

KURE.L and IUHC.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. KURE.L is a passively managed fund by MLC Management that tracks the performance of the MSCI World/Health Care NR USD. It was launched on Jan 14, 2021. 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. Both KURE.L and IUHC.L 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

KURE.L vs. IUHC.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in KraneShares MSCI All China Health Care Index UCITS ETF USD (KURE.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.

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

	2026 (YTD)	2025
KURE.L KraneShares MSCI All China Health Care Index UCITS ETF USD	4.61%	11.52%
IUHC.L iShares S&P 500 Health Care Sector UCITS ETF USD (Acc)	-5.01%	13.99%

Returns By Period

In the year-to-date period, KURE.L achieves a 4.61% return, which is significantly higher than IUHC.L's -5.01% return.

KURE.L

• 1D: 4.42%
• 1M: 7.96%
• YTD: 4.61%
• 6M: -16.90%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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%

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

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

KURE.L has a 0.65% expense ratio, which is higher than IUHC.L's 0.15% expense ratio.

KURE.L

KraneShares MSCI All China Health Care Index UCITS ETF USD

IUHC.L

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

Return for Risk

KURE.L vs. IUHC.L — 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

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.

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

This table presents a comparison of risk-adjusted performance metrics for KraneShares MSCI All China Health Care Index UCITS ETF USD (KURE.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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	KURE.L	IUHC.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.22	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.42	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.60	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.67	0.56	+0.11

Correlation

The correlation between KURE.L and IUHC.L is 0.17, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

KURE.L vs. IUHC.L - Dividend Comparison

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

Tickers have no history of dividend payments

Drawdowns

KURE.L vs. IUHC.L - Drawdown Comparison

The maximum KURE.L drawdown since its inception was -25.69%, smaller than the maximum IUHC.L drawdown of -27.44%. Use the drawdown chart below to compare losses from any high point for KURE.L and IUHC.L.

Drawdown Indicators

	KURE.L	IUHC.L	Difference
Max Drawdown Largest peak-to-trough decline	-25.69%	-27.44%	+1.75%
Max Drawdown (1Y) Largest decline over 1 year	—	-10.58%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-17.63%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-27.44%	—
Current Drawdown Current decline from peak	-18.38%	-7.43%	-10.95%
Average Drawdown Average peak-to-trough decline	-9.57%	-4.86%	-4.71%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	3.40%	—

Volatility

Volatility by Period

	KURE.L	IUHC.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	4.75%	—
Volatility (6M) Calculated over the trailing 6-month period	—	9.62%	—
Volatility (1Y) Calculated over the trailing 1-year period	27.12%	17.40%	+9.72%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	27.12%	14.64%	+12.48%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.12%	15.64%	+11.48%