FLTR.L vs. IGUS.L
FLTR.L (Flutter Entertainment plc) is a stock, while IGUS.L (iShares S&P 500 GBP Hedged UCITS ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, FLTR.L returned -0.79%/yr vs 13.48%/yr for IGUS.L. At a 0.32 correlation, their price movements are largely independent.
Performance
FLTR.L vs. IGUS.L - Performance Comparison
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Returns By Period
In the year-to-date period, FLTR.L achieves a -52.39% return, which is significantly lower than IGUS.L's 9.82% return. Over the past 10 years, FLTR.L has underperformed IGUS.L with an annualized return of -0.79%, while IGUS.L has yielded a comparatively higher 13.48% annualized return.
FLTR.L
- 1D
- 2.02%
- 1M
- -0.29%
- YTD
- -52.39%
- 6M
- -51.36%
- 1Y
- -57.27%
- 3Y*
- -21.36%
- 5Y*
- -10.41%
- 10Y*
- -0.79%
IGUS.L
- 1D
- 0.06%
- 1M
- 3.38%
- YTD
- 9.82%
- 6M
- 10.28%
- 1Y
- 26.91%
- 3Y*
- 21.32%
- 5Y*
- 12.46%
- 10Y*
- 13.48%
FLTR.L vs. IGUS.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FLTR.L Flutter Entertainment plc | -52.39% | -22.15% | 48.64% | 23.47% | -4.00% | -22.17% | 69.57% | 48.79% | -25.40% | 2.87% |
IGUS.L iShares S&P 500 GBP Hedged UCITS ETF | 9.82% | 17.39% | 24.64% | 24.49% | -20.60% | 28.57% | 14.63% | 27.27% | -7.47% | 19.85% |
Correlation
The correlation between FLTR.L and IGUS.L is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.33 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.40 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since Oct 7, 2010 | 0.32 |
The correlation between FLTR.L and IGUS.L shifts across timeframes, from 0.18 (1 year) to 0.40 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
FLTR.L vs. IGUS.L — Risk / Return Rank
FLTR.L
IGUS.L
FLTR.L vs. IGUS.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Flutter Entertainment plc (FLTR.L) and iShares S&P 500 GBP Hedged UCITS ETF (IGUS.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.
| FLTR.L | IGUS.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.67 | ||
| Sortino ratioReturn per unit of downside risk | -5.46 | ||
| Omega ratioGain probability vs. loss probability | 0.71 | 1.42 | -0.71 |
| Calmar ratioReturn relative to maximum drawdown | -0.82 | 3.20 | -4.02 |
| Martin ratioReturn relative to average drawdown | -1.39 | 13.92 | -15.30 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FLTR.L | IGUS.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.39 | 2.28 | -3.67 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.28 | 0.77 | -1.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.02 | 0.81 | -0.83 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 0.82 | -0.22 |
Drawdowns
FLTR.L vs. IGUS.L - Drawdown Comparison
The maximum FLTR.L drawdown since its inception was -70.59%, which is greater than IGUS.L's maximum drawdown of -36.66%. Use the drawdown chart below to compare losses from any high point for FLTR.L and IGUS.L.
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Drawdown Indicators
| FLTR.L | IGUS.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.59% | -36.66% | -33.93% |
Max Drawdown (1Y)Largest decline over 1 year | -69.91% | -8.44% | -61.47% |
Max Drawdown (3Y)Largest decline over 3 years | -70.59% | -18.98% | -51.61% |
Max Drawdown (5Y)Largest decline over 5 years | -70.59% | -25.66% | -44.93% |
Max Drawdown (10Y)Largest decline over 10 years | -70.59% | -36.66% | -33.93% |
Current DrawdownCurrent decline from peak | -67.50% | -0.46% | -67.04% |
Average DrawdownAverage peak-to-trough decline | -15.05% | -4.15% | -10.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 41.48% | 1.94% | +39.54% |
Volatility
FLTR.L vs. IGUS.L - Volatility Comparison
Flutter Entertainment plc (FLTR.L) has a higher volatility of 12.50% compared to iShares S&P 500 GBP Hedged UCITS ETF (IGUS.L) at 3.21%. This indicates that FLTR.L's price experiences larger fluctuations and is considered to be riskier than IGUS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FLTR.L | IGUS.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.50% | 3.21% | +9.29% |
Volatility (6M)Calculated over the trailing 6-month period | 32.91% | 8.65% | +24.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 41.25% | 11.82% | +29.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.60% | 16.11% | +21.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.56% | 16.58% | +18.98% |
Dividends
FLTR.L vs. IGUS.L - Dividend Comparison
Neither FLTR.L nor IGUS.L has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FLTR.L Flutter Entertainment plc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.89% | 2.17% | 3.16% | 2.02% | 1.82% | 1.65% |
IGUS.L iShares S&P 500 GBP Hedged UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
FLTR.L and IGUS.L have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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