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BYBG.L vs. IUUS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

BYBG.L vs. IUUS.L

Last updated Jun 5, 2026

BYBG.L (Amundi S&P 500 Buyback ETF-C USD) and IUUS.L (iShares S&P 500 Utilities Sector UCITS ETF USD (Acc)) are both S&P 500 funds - BYBG.L tracks the S&P 500 Buyback NTR while IUUS.L tracks the S&P 500 Capped 35/20 Utilities. Both are passively managed. Over the past 5 years, BYBG.L returned 11.34%/yr vs 9.60%/yr for IUUS.L. At a 0.38 correlation, their price movements are largely independent. Both charge a 0.15% expense ratio.

Performance

BYBG.L vs. IUUS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Amundi S&P 500 Buyback ETF-C USD (BYBG.L) and iShares S&P 500 Utilities Sector UCITS ETF USD (Acc) (IUUS.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

BYBG.L is traded in GBp, while IUUS.L is traded in USD. To make them comparable, the IUUS.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, BYBG.L achieves a 8.46% return, which is significantly higher than IUUS.L's 1.78% return.

BYBG.L

1D
0.96%
1M
5.70%
YTD
8.46%
6M
9.28%
1Y
23.82%
3Y*
15.56%
5Y*
11.34%
10Y*
13.89%

IUUS.L

1D
-2.15%
1M
-6.09%
YTD
1.78%
6M
-0.79%
1Y
9.53%
3Y*
9.75%
5Y*
9.60%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

BYBG.L vs. IUUS.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
BYBG.L
Amundi S&P 500 Buyback ETF-C USD		8.46%9.41%15.83%9.58%-1.29%35.95%1.99%26.54%-3.60%9.23%
IUUS.L
iShares S&P 500 Utilities Sector UCITS ETF USD (Acc)		1.78%7.55%25.06%-12.65%14.20%19.51%-4.01%19.94%9.25%-4.00%

Correlation

The correlation between BYBG.L and IUUS.L is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.21

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

0.35

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

0.39

Correlation (All Time)
Calculated using the full available price history since Mar 23, 2017

0.38

The correlation between BYBG.L and IUUS.L shifts across timeframes, from 0.21 (1 year) to 0.39 (5 years), reflecting how their relationship changes across market environments.

BYBG.L vs. IUUS.L - Sectors Allocation Comparison

Sectors
BYBG.L
IUUS.L

Financial Services

27.9%

-

Technology

22.4%

-

Consumer Cyclical

15.8%

-

Industrials

9.0%

-

Healthcare

7.5%

-

Energy

5.2%

-

Communication Services

4.6%

-

Consumer Defensive

3.7%

-

Basic Materials

3.1%

-

Utilities

0.9%
100.0%

Real Estate

-

-

Financial Services

BYBG.L
27.9%
IUUS.L

-

Technology

BYBG.L
22.4%
IUUS.L

-

Consumer Cyclical

BYBG.L
15.8%
IUUS.L

-

Industrials

BYBG.L
9.0%
IUUS.L

-

Healthcare

BYBG.L
7.5%
IUUS.L

-

Energy

BYBG.L
5.2%
IUUS.L

-

Communication Services

BYBG.L
4.6%
IUUS.L

-

Consumer Defensive

BYBG.L
3.7%
IUUS.L

-

Basic Materials

BYBG.L
3.1%
IUUS.L

-

Utilities

BYBG.L
0.9%
IUUS.L
100.0%

Real Estate

BYBG.L

-

IUUS.L

-

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Amundi S&P 500 Buyback ETF-C USD

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

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Often compared with IUUS.L:
IUUS.L vs. XLUIUUS.L vs. 2B7A.DEIUUS.L vs. XLUP.LIUUS.L vs. XDWU.LIUUS.L vs. VPUIUUS.L vs. SXLU.LIUUS.L vs. IUIT.L

Return for Risk

BYBG.L vs. IUUS.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
BYBG.L
BYBG.L Risk / Return Rank: 7171
Overall Rank
BYBG.L Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
BYBG.L Sortino Ratio Rank: 6565
Sortino Ratio Rank
BYBG.L Omega Ratio Rank: 6363
Omega Ratio Rank
BYBG.L Calmar Ratio Rank: 8787
Calmar Ratio Rank
BYBG.L Martin Ratio Rank: 7474
Martin Ratio Rank
IUUS.L
IUUS.L Risk / Return Rank: 1919
Overall Rank
IUUS.L Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
IUUS.L Sortino Ratio Rank: 1818
Sortino Ratio Rank
IUUS.L Omega Ratio Rank: 1818
Omega Ratio Rank
IUUS.L Calmar Ratio Rank: 2121
Calmar Ratio Rank
IUUS.L Martin Ratio Rank: 1919
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.

BYBG.L vs. IUUS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi S&P 500 Buyback ETF-C USD (BYBG.L) and iShares S&P 500 Utilities Sector UCITS ETF USD (Acc) (IUUS.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.

BYBG.LIUUS.LDifference
Sharpe ratioReturn per unit of total volatility
2.15
0.62

+1.53

Sortino ratioReturn per unit of downside risk
2.99
0.94

+2.04

Omega ratioGain probability vs. loss probability

1.38

1.11

+0.26

Calmar ratioReturn relative to maximum drawdown

4.88

1.00

+3.89

Martin ratioReturn relative to average drawdown

13.84

2.16

+11.68

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BYBG.L vs. IUUS.L - Sharpe Ratio Comparison

The current BYBG.L Sharpe Ratio is 2.15, which is higher than the IUUS.L Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of BYBG.L and IUUS.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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Sharpe Ratios by Period

BYBG.LIUUS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.15

0.62

+1.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

0.56

+0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.68

0.41

+0.27

Drawdowns

BYBG.L vs. IUUS.L - Drawdown Comparison

The maximum BYBG.L drawdown since its inception was -35.57%, which is greater than IUUS.L's maximum drawdown of -29.76%. Use the drawdown chart below to compare losses from any high point for BYBG.L and IUUS.L.

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Drawdown Indicators

BYBG.LIUUS.LDifference

Max Drawdown

Largest peak-to-trough decline

-35.57%

-29.76%

-5.81%

Max Drawdown (1Y)

Largest decline over 1 year

-4.86%

-9.52%

+4.66%

Max Drawdown (3Y)

Largest decline over 3 years

-20.63%

-13.84%

-6.79%

Max Drawdown (5Y)

Largest decline over 5 years

-20.63%

-29.76%

+9.13%

Max Drawdown (10Y)

Largest decline over 10 years

-35.57%

—

—

Current Drawdown

Current decline from peak

0.00%

-8.86%

+8.86%

Average Drawdown

Average peak-to-trough decline

-4.68%

-8.79%

+4.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.72%

4.41%

-2.69%

Volatility

BYBG.L vs. IUUS.L - Volatility Comparison

The current volatility for Amundi S&P 500 Buyback ETF-C USD (BYBG.L) is 2.72%, while iShares S&P 500 Utilities Sector UCITS ETF USD (Acc) (IUUS.L) has a volatility of 5.65%. This indicates that BYBG.L experiences smaller price fluctuations and is considered to be less risky than IUUS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

BYBG.LIUUS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.72%

5.65%

-2.93%

Volatility (6M)

Calculated over the trailing 6-month period

7.49%

12.69%

-5.20%

Volatility (1Y)

Calculated over the trailing 1-year period

11.02%

15.28%

-4.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.15%

17.22%

-2.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.02%

18.72%

-0.70%

BYBG.L vs. IUUS.L - Expense Ratio Comparison

Both BYBG.L and IUUS.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

BYBG.L vs. IUUS.L - Dividend Comparison

Neither BYBG.L nor IUUS.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

BYBG.L and IUUS.L have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

BYBG.L and IUUS.L have the same expense ratio: 0.15% per year.

BYBG.L tracks S&P 500 Buyback NTR, while IUUS.L tracks S&P 500 Capped 35/20 Utilities. They also come from different issuers: Amundi and iShares.

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