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XLVP.L vs. IHCU.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XLVP.L vs. IHCU.L - Performance Comparison

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

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Returns By Period

In the year-to-date period, XLVP.L achieves a 2.65% return, which is significantly lower than IHCU.L's 3.10% return. Both investments have delivered pretty close results over the past 10 years, with XLVP.L having a 9.21% annualized return and IHCU.L not far ahead at 9.36%.


XLVP.L

1D
-0.15%
1M
3.82%
6M
1.46%
YTD
2.65%
1Y
20.58%
3Y*
7.03%
5Y*
6.17%
10Y*
9.21%

IHCU.L

1D
0.45%
1M
4.09%
6M
1.95%
YTD
3.10%
1Y
20.87%
3Y*
7.15%
5Y*
6.27%
10Y*
9.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XLVP.L vs. IHCU.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XLVP.L
Invesco US Health Care Sector UCITS ETF
2.65%6.91%3.77%-3.87%8.97%29.14%8.22%16.79%10.28%11.01%
IHCU.L
iShares S&P 500 Health Care Sector UCITS ETF USD (Acc)
3.10%6.77%3.96%-3.89%8.99%29.15%8.09%16.89%10.43%11.31%

Correlation

The correlation between XLVP.L and IHCU.L is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.99

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

0.99

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

0.99

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

0.98

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

0.98

The correlation between XLVP.L and IHCU.L has been stable across timeframes, ranging from 0.98 to 0.99 - a consistent structural relationship.

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Return for Risk

XLVP.L vs. IHCU.L — Risk / Return Rank

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

XLVP.L
XLVP.L Risk / Return Rank: 4343
Overall Rank
XLVP.L Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
XLVP.L Sortino Ratio Rank: 5050
Sortino Ratio Rank
XLVP.L Omega Ratio Rank: 4343
Omega Ratio Rank
XLVP.L Calmar Ratio Rank: 4242
Calmar Ratio Rank
XLVP.L Martin Ratio Rank: 3535
Martin Ratio Rank

IHCU.L
IHCU.L Risk / Return Rank: 4444
Overall Rank
IHCU.L Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
IHCU.L Sortino Ratio Rank: 5151
Sortino Ratio Rank
IHCU.L Omega Ratio Rank: 4343
Omega Ratio Rank
IHCU.L Calmar Ratio Rank: 4343
Calmar Ratio Rank
IHCU.L Martin Ratio Rank: 3636
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.

XLVP.L vs. IHCU.L - Risk-Adjusted Trends Comparison

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


XLVP.LIHCU.LDifference
Sharpe ratioReturn per unit of total volatility

-0.02

Sortino ratioReturn per unit of downside risk

-0.02

Omega ratioGain probability vs. loss probability

1.23

1.23

0.00

Calmar ratioReturn relative to maximum drawdown

1.77

1.79

-0.02

Martin ratioReturn relative to average drawdown

4.42

4.47

-0.06

XLVP.L vs. IHCU.L - Sharpe Ratio Comparison

The current XLVP.L Sharpe Ratio is 1.34, which is comparable to the IHCU.L Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of XLVP.L and IHCU.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.


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Drawdowns

XLVP.L vs. IHCU.L - Drawdown Comparison

The maximum XLVP.L drawdown since its inception was -19.67%, smaller than the maximum IHCU.L drawdown of -38.44%. Use the drawdown chart below to compare losses from any high point for XLVP.L and IHCU.L.


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Drawdown Indicators


XLVP.LIHCU.LDifference

Max Drawdown

Largest peak-to-trough decline

-19.67%

-38.44%

+18.77%

Max Drawdown (1Y)

Largest decline over 1 year

-11.56%

-11.54%

-0.02%

Max Drawdown (3Y)

Largest decline over 3 years

-19.67%

-23.98%

+4.31%

Max Drawdown (5Y)

Largest decline over 5 years

-19.67%

-23.98%

+4.31%

Max Drawdown (10Y)

Largest decline over 10 years

-19.67%

-23.98%

+4.31%

Current Drawdown

Current decline from peak

-4.32%

-4.34%

+0.02%

Average Drawdown

Average peak-to-trough decline

-4.61%

-9.78%

+5.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.65%

4.63%

+0.02%

Volatility

XLVP.L vs. IHCU.L - Volatility Comparison

Invesco US Health Care Sector UCITS ETF (XLVP.L) and iShares S&P 500 Health Care Sector UCITS ETF USD (Acc) (IHCU.L) have volatilities of 5.57% and 5.45%, 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.


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Volatility by Period


XLVP.LIHCU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.57%

5.45%

+0.12%

Volatility (6M)

Calculated over the trailing 6-month period

11.12%

11.14%

-0.02%

Volatility (1Y)

Calculated over the trailing 1-year period

15.30%

15.18%

+0.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.42%

20.31%

-5.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.67%

18.55%

-2.88%

XLVP.L vs. IHCU.L - Expense Ratio Comparison

XLVP.L has a 0.14% expense ratio, which is lower than IHCU.L's 0.15% 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

XLVP.L vs. IHCU.L - Dividend Comparison

Neither XLVP.L nor IHCU.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.99, XLVP.L and IHCU.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, XLVP.L is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XLVP.L is cheaper with a 0.14% expense ratio, compared with 0.15% for IHCU.L.

XLVP.L tracks MSCI World/Health Care NR USD, while IHCU.L tracks iShares S&P 500 Health Care Sector UCITS ETF USD (Acc). They also come from different issuers: Invesco and iShares. Their fees differ too: 0.14% for XLVP.L and 0.15% for IHCU.L.

Portfolio Optimizer

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