CB5.L vs. IUFS.L

Last updated Jun 5, 2026

CB5.L (Amundi ETF MSCI Europe Banks UCITS ETF) and IUFS.L (iShares S&P 500 Financials Sector UCITS ETF USD Acc) are both Financials Equities funds - CB5.L tracks the MSCI World/Financials NR USD while IUFS.L tracks the S&P 500 Capped 35/20 Financials Index. Both are passively managed. Over the past year, CB5.L returned 44.85% vs 4.53% for IUFS.L. At a 0.42 correlation, their price movements are largely independent. CB5.L charges 0.25%/yr vs 0.15%/yr for IUFS.L.

Performance

CB5.L vs. IUFS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Amundi ETF MSCI Europe Banks UCITS ETF (CB5.L) and iShares S&P 500 Financials Sector UCITS ETF USD Acc (IUFS.L). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

CB5.L is traded in GBp, while IUFS.L is traded in USD. To make them comparable, the IUFS.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, CB5.L achieves a 6.56% return, which is significantly higher than IUFS.L's -4.67% return.

CB5.L

• 1D: 0.41%
• 1M: 6.43%
• YTD: 6.56%
• 6M: 13.41%
• 1Y: 44.85%
• 3Y*: —
• 5Y*: —
• 10Y*: —

IUFS.L

• 1D: 3.18%
• 1M: 2.14%
• YTD: -4.67%
• 6M: -2.72%
• 1Y: 4.53%
• 3Y*: 15.54%
• 5Y*: 9.11%
• 10Y*: 13.04%

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

CB5.L vs. IUFS.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024
CB5.L Amundi ETF MSCI Europe Banks UCITS ETF	6.56%	83.78%	6.12%
IUFS.L iShares S&P 500 Financials Sector UCITS ETF USD Acc	-4.67%	6.85%	21.55%

Correlation

The correlation between CB5.L and IUFS.L is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.47
Correlation (All Time) Calculated using the full available price history since Jun 6, 2024	0.42

CB5.L vs. IUFS.L - Sectors Allocation Comparison

Sectors	CB5.L	IUFS.L
Financial Services	55.4%	98.0%
Technology	24.7%	1.7%
Industrials	15.3%	0.2%
Healthcare	2.5%	-
Consumer Defensive	2.4%	-
Consumer Cyclical	2.3%	-
Basic Materials	2.2%	-
Energy	1.8%	-
Utilities	0.4%	-
Communication Services	0.2%	-
Real Estate	-	-

Return for Risk

CB5.L vs. IUFS.L — Risk / Return Rank

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

CB5.L

CB5.L Risk / Return Rank: 60
CB5.L Sharpe Ratio Rank: 63
CB5.L Sortino Ratio Rank: 60
CB5.L Omega Ratio Rank: 57
CB5.L Calmar Ratio Rank: 60
CB5.L Martin Ratio Rank: 59

IUFS.L

IUFS.L Risk / Return Rank: 12
IUFS.L Sharpe Ratio Rank: 13
IUFS.L Sortino Ratio Rank: 12
IUFS.L Omega Ratio Rank: 12
IUFS.L Calmar Ratio Rank: 12
IUFS.L Martin Ratio Rank: 12

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.

CB5.L vs. IUFS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi ETF MSCI Europe Banks UCITS ETF (CB5.L) and iShares S&P 500 Financials Sector UCITS ETF USD Acc (IUFS.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.

	CB5.L	IUFS.L	Difference
Sharpe ratio: Return per unit of total volatility	2.09	0.30	+1.79
Sortino ratio: Return per unit of downside risk	2.81	0.52	+2.29
Omega ratio: Gain probability vs. loss probability	1.35	1.06	+0.29
Calmar ratio: Return relative to maximum drawdown	2.94	0.34	+2.60
Martin ratio: Return relative to average drawdown	10.36	0.82	+9.54
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CB5.L vs. IUFS.L - Sharpe Ratio Comparison

The current CB5.L Sharpe Ratio is 2.09, which is higher than the IUFS.L Sharpe Ratio of 0.30. The chart below compares the historical Sharpe Ratios of CB5.L and IUFS.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.

Sharpe Ratios by Period

	CB5.L	IUFS.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.09	0.30	+1.79
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.49	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.62	—
Sharpe Ratio (All Time) Calculated using the full available price history	2.03	0.59	+1.44

Drawdowns

CB5.L vs. IUFS.L - Drawdown Comparison

The maximum CB5.L drawdown since its inception was -17.55%, smaller than the maximum IUFS.L drawdown of -35.96%. Use the drawdown chart below to compare losses from any high point for CB5.L and IUFS.L.

Drawdown Indicators

	CB5.L	IUFS.L	Difference
Max Drawdown Largest peak-to-trough decline	-17.55%	-35.96%	+18.41%
Max Drawdown (1Y) Largest decline over 1 year	-15.17%	-13.28%	-1.89%
Max Drawdown (3Y) Largest decline over 3 years	—	-18.90%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-18.90%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-35.96%	—
Current Drawdown Current decline from peak	-1.20%	-6.64%	+5.44%
Average Drawdown Average peak-to-trough decline	-2.47%	-6.09%	+3.62%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.32%	5.52%	-1.20%

Volatility

CB5.L vs. IUFS.L - Volatility Comparison

Amundi ETF MSCI Europe Banks UCITS ETF (CB5.L) has a higher volatility of 6.12% compared to iShares S&P 500 Financials Sector UCITS ETF USD Acc (IUFS.L) at 4.58%. This indicates that CB5.L's price experiences larger fluctuations and is considered to be riskier than IUFS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CB5.L	IUFS.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.12%	4.58%	+1.54%
Volatility (6M) Calculated over the trailing 6-month period	17.68%	11.57%	+6.11%
Volatility (1Y) Calculated over the trailing 1-year period	21.41%	15.11%	+6.30%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.79%	18.53%	+3.26%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.79%	20.96%	+0.83%

CB5.L vs. IUFS.L - Expense Ratio Comparison

CB5.L has a 0.25% expense ratio, which is higher than IUFS.L's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

CB5.L vs. IUFS.L - Dividend Comparison

Neither CB5.L nor IUFS.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both CB5.L and IUFS.L in my portfolio?

CB5.L and IUFS.L have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, CB5.L or IUFS.L?

On fees, IUFS.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, CB5.L or IUFS.L?

IUFS.L is cheaper with a 0.15% expense ratio, compared with 0.25% for CB5.L.

What is the main difference between CB5.L and IUFS.L?

CB5.L tracks MSCI World/Financials NR USD, while IUFS.L tracks S&P 500 Capped 35/20 Financials Index. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.25% for CB5.L and 0.15% for IUFS.L.