For some reason I'm getting the feeling that this is a choice between two sigil stones that ilovelamp has. If that's the case, I'd also consider which of the two had the more useful defensive spell, and take that into consideration when making the choice. There are two different Sigil Stones with shock damage, I believe; One of them has Shock Shield, and the other has Night Eye, as their alternate effects. Both of those are good. The Damage Health sigil only has Fortify Health as its alternative, and I question the value of that, unless you're playing a low-health character. So, if it's a case of sigil stones, I guess I'd vote for the Damage Health.
Having said that, I like the Shock Damage better between the two, if only because I like the appearance of the effect when it hits.