500U.L vs. IUIS.L

Last updated Jul 18, 2026

500U.L (Amundi S&P 500 Swap UCITS ETF USD Acc) and IUIS.L (iShares S&P 500 Industrials Sector UCITS ETF USD (Acc)) are both S&P 500 funds - 500U.L tracks the S&P 500 Index while IUIS.L tracks the S&P 500 Capped 35/20 Industrials Index. Both are passively managed. Over the past 5 years, 500U.L returned 12.87%/yr vs 13.33%/yr for IUIS.L. A 0.77 correlation means they provide meaningful diversification when combined. Both charge a 0.15% expense ratio.

Performance

500U.L vs. IUIS.L - Performance Comparison

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

Returns By Period

In the year-to-date period, 500U.L achieves a 9.03% return, which is significantly lower than IUIS.L's 16.08% return.

500U.L

• 1D: -1.21%
• 1M: -0.44%
• 6M: 8.07%
• YTD: 9.03%
• 1Y: 20.04%
• 3Y*: 19.47%
• 5Y*: 12.87%
• 10Y*: —

IUIS.L

• 1D: 0.07%
• 1M: -0.46%
• 6M: 8.43%
• YTD: 16.08%
• 1Y: 20.57%
• 3Y*: 19.39%
• 5Y*: 13.33%
• 10Y*: —

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

500U.L vs. IUIS.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
500U.L Amundi S&P 500 Swap UCITS ETF USD Acc	9.03%	17.42%	25.42%	26.85%	-18.63%	29.68%	17.93%	31.98%	-2.14%
IUIS.L iShares S&P 500 Industrials Sector UCITS ETF USD (Acc)	16.08%	19.17%	17.53%	17.86%	-5.28%	20.71%	9.96%	28.50%	-15.39%

Correlation

The correlation between 500U.L and IUIS.L is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.66
Correlation (3Y) Calculated over the trailing 3-year period	0.74
Correlation (5Y) Calculated over the trailing 5-year period	0.79
Correlation (All Time) Calculated using the full available price history since Apr 4, 2018	0.77

The correlation between 500U.L and IUIS.L shifts across timeframes, from 0.66 (1 year) to 0.79 (5 years), reflecting how their relationship changes across market environments.

500U.L vs. IUIS.L - Sectors Allocation Comparison

Sectors	500U.L	IUIS.L
Technology	39.0%	3.5%
Financial Services	11.1%	-
Communication Services	10.6%	-
Consumer Cyclical	9.9%	0.5%
Healthcare	8.3%	-
Industrials	7.8%	90.3%
Consumer Defensive	4.5%	-
Energy	3.1%	-
Utilities	2.1%	5.3%
Real Estate	1.8%	-
Basic Materials	1.7%	0.2%

Return for Risk

500U.L vs. IUIS.L — Risk / Return Rank

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

500U.L

500U.L Risk / Return Rank: 65
500U.L Sharpe Ratio Rank: 64
500U.L Sortino Ratio Rank: 69
500U.L Omega Ratio Rank: 62
500U.L Calmar Ratio Rank: 61
500U.L Martin Ratio Rank: 70

IUIS.L

IUIS.L Risk / Return Rank: 51
IUIS.L Sharpe Ratio Rank: 50
IUIS.L Sortino Ratio Rank: 55
IUIS.L Omega Ratio Rank: 46
IUIS.L Calmar Ratio Rank: 49
IUIS.L Martin Ratio Rank: 56

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.

500U.L vs. IUIS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi S&P 500 Swap UCITS ETF USD Acc (500U.L) and iShares S&P 500 Industrials Sector UCITS ETF USD (Acc) (IUIS.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.

	500U.L	IUIS.L	Difference
Sharpe ratio: Return per unit of total volatility	1.65	1.36	+0.29
Sortino ratio: Return per unit of downside risk	2.49	2.09	+0.39
Omega ratio: Gain probability vs. loss probability	1.30	1.24	+0.06
Calmar ratio: Return relative to maximum drawdown	2.39	1.97	+0.43
Martin ratio: Return relative to average drawdown	9.82	7.43	+2.39

500U.L vs. IUIS.L - Sharpe Ratio Comparison

The current 500U.L Sharpe Ratio is 1.65, which is comparable to the IUIS.L Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of 500U.L and IUIS.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

500U.L vs. IUIS.L - Drawdown Comparison

The maximum 500U.L drawdown since its inception was -34.04%, smaller than the maximum IUIS.L drawdown of -42.18%. Use the drawdown chart below to compare losses from any high point for 500U.L and IUIS.L.

Drawdown Indicators

	500U.L	IUIS.L	Difference
Max Drawdown Largest peak-to-trough decline	-34.04%	-42.18%	+8.14%
Max Drawdown (1Y) Largest decline over 1 year	-8.34%	-10.42%	+2.08%
Max Drawdown (3Y) Largest decline over 3 years	-18.29%	-19.63%	+1.34%
Max Drawdown (5Y) Largest decline over 5 years	-24.22%	-21.22%	-3.00%
Current Drawdown Current decline from peak	-1.75%	-2.49%	+0.74%
Average Drawdown Average peak-to-trough decline	-4.83%	-5.04%	+0.21%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.04%	2.76%	-0.72%

Volatility

500U.L vs. IUIS.L - Volatility Comparison

The current volatility for Amundi S&P 500 Swap UCITS ETF USD Acc (500U.L) is 3.17%, while iShares S&P 500 Industrials Sector UCITS ETF USD (Acc) (IUIS.L) has a volatility of 4.84%. This indicates that 500U.L experiences smaller price fluctuations and is considered to be less risky than IUIS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	500U.L	IUIS.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.17%	4.84%	-1.67%
Volatility (6M) Calculated over the trailing 6-month period	9.41%	12.66%	-3.25%
Volatility (1Y) Calculated over the trailing 1-year period	12.11%	15.16%	-3.05%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.89%	17.36%	-1.47%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.12%	19.49%	-2.37%

500U.L vs. IUIS.L - Expense Ratio Comparison

Both 500U.L and IUIS.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

500U.L vs. IUIS.L - Dividend Comparison

Neither 500U.L nor IUIS.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both 500U.L and IUIS.L in my portfolio?

500U.L and IUIS.L have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, 500U.L or IUIS.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, 500U.L or IUIS.L?

500U.L and IUIS.L have the same expense ratio: 0.15% per year.

What is the main difference between 500U.L and IUIS.L?

500U.L tracks S&P 500 Index, while IUIS.L tracks S&P 500 Capped 35/20 Industrials Index. They also come from different issuers: Amundi and iShares.