HSPD.L vs. IUCS.L

Last updated Jun 5, 2026

HSPD.L (HSBC S&P 500 UCITS ETF) and IUCS.L (iShares S&P 500 Consumer Staples Sector UCITS ETF USD Accumulating) are both exchange-traded funds - HSPD.L is a S&P 500 fund tracking the S&P 500 Index, while IUCS.L is a Consumer Staples Equities fund tracking the S&P 500 Capped 35/20 Consumer Staples Index. Both are passively managed. Over the past 5 years, HSPD.L returned 13.69%/yr vs 6.77%/yr for IUCS.L. At a 0.41 correlation, their price movements are largely independent. HSPD.L charges 0.09%/yr vs 0.15%/yr for IUCS.L.

Performance

HSPD.L vs. IUCS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in HSBC S&P 500 UCITS ETF (HSPD.L) and iShares S&P 500 Consumer Staples Sector UCITS ETF USD Accumulating (IUCS.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, HSPD.L achieves a 10.31% return, which is significantly higher than IUCS.L's 6.36% return.

HSPD.L

• 1D: 0.02%
• 1M: 4.45%
• YTD: 10.31%
• 6M: 11.11%
• 1Y: 27.87%
• 3Y*: 22.18%
• 5Y*: 13.69%
• 10Y*: 15.23%

IUCS.L

• 1D: 0.10%
• 1M: -2.70%
• YTD: 6.36%
• 6M: 6.99%
• 1Y: 2.19%
• 3Y*: 8.36%
• 5Y*: 6.77%
• 10Y*: —

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

HSPD.L vs. IUCS.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
HSPD.L HSBC S&P 500 UCITS ETF	10.31%	17.39%	25.26%	26.91%	-18.83%	29.36%	17.88%	30.46%	-5.36%	15.86%
IUCS.L iShares S&P 500 Consumer Staples Sector UCITS ETF USD Accumulating	6.36%	3.96%	14.33%	-0.38%	-0.06%	18.15%	9.27%	27.30%	-9.43%	6.19%

Correlation

The correlation between HSPD.L and IUCS.L is 0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.00
Correlation (3Y) Calculated over the trailing 3-year period	0.15
Correlation (5Y) Calculated over the trailing 5-year period	0.36
Correlation (All Time) Calculated using the full available price history since Apr 10, 2017	0.41

Over the past year, the correlation between HSPD.L and IUCS.L has dropped to 0.00 - well below their long-term average of 0.41, suggesting their price drivers have been diverging.

HSPD.L vs. IUCS.L - Sectors Allocation Comparison

Sectors	HSPD.L	IUCS.L
Technology	35.6%	-
Financial Services	11.8%	-
Communication Services	11.2%	-
Consumer Cyclical	10.1%	1.0%
Healthcare	8.5%	-
Industrials	8.3%	-
Consumer Defensive	4.9%	99.0%
Energy	3.5%	-
Utilities	2.3%	-
Real Estate	1.9%	-
Basic Materials	1.8%	-

Return for Risk

HSPD.L vs. IUCS.L — Risk / Return Rank

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

HSPD.L

HSPD.L Risk / Return Rank: 75
HSPD.L Sharpe Ratio Rank: 75
HSPD.L Sortino Ratio Rank: 79
HSPD.L Omega Ratio Rank: 75
HSPD.L Calmar Ratio Rank: 68
HSPD.L Martin Ratio Rank: 76

IUCS.L

IUCS.L Risk / Return Rank: 11
IUCS.L Sharpe Ratio Rank: 11
IUCS.L Sortino Ratio Rank: 11
IUCS.L Omega Ratio Rank: 11
IUCS.L Calmar Ratio Rank: 12
IUCS.L Martin Ratio Rank: 11

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.

HSPD.L vs. IUCS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HSBC S&P 500 UCITS ETF (HSPD.L) and iShares S&P 500 Consumer Staples Sector UCITS ETF USD Accumulating (IUCS.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.

	HSPD.L	IUCS.L	Difference
Sharpe ratio: Return per unit of total volatility	2.39	0.16	+2.24
Sortino ratio: Return per unit of downside risk	3.47	0.32	+3.15
Omega ratio: Gain probability vs. loss probability	1.44	1.04	+0.40
Calmar ratio: Return relative to maximum drawdown	3.37	0.23	+3.13
Martin ratio: Return relative to average drawdown	14.45	0.49	+13.95
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

HSPD.L vs. IUCS.L - Sharpe Ratio Comparison

The current HSPD.L Sharpe Ratio is 2.39, which is higher than the IUCS.L Sharpe Ratio of 0.16. The chart below compares the historical Sharpe Ratios of HSPD.L and IUCS.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

	HSPD.L	IUCS.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.39	0.16	+2.24
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.86	0.50	+0.36
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.94	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.96	0.61	+0.35

Drawdowns

HSPD.L vs. IUCS.L - Drawdown Comparison

The maximum HSPD.L drawdown since its inception was -34.00%, which is greater than IUCS.L's maximum drawdown of -23.90%. Use the drawdown chart below to compare losses from any high point for HSPD.L and IUCS.L.

Drawdown Indicators

	HSPD.L	IUCS.L	Difference
Max Drawdown Largest peak-to-trough decline	-34.00%	-23.90%	-10.10%
Max Drawdown (1Y) Largest decline over 1 year	-8.24%	-9.42%	+1.18%
Max Drawdown (3Y) Largest decline over 3 years	-18.39%	-12.00%	-6.39%
Max Drawdown (5Y) Largest decline over 5 years	-24.59%	-17.20%	-7.39%
Max Drawdown (10Y) Largest decline over 10 years	-34.00%	—	—
Current Drawdown Current decline from peak	-0.52%	-8.12%	+7.60%
Average Drawdown Average peak-to-trough decline	-3.76%	-4.35%	+0.59%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.92%	4.43%	-2.51%

Volatility

HSPD.L vs. IUCS.L - Volatility Comparison

The current volatility for HSBC S&P 500 UCITS ETF (HSPD.L) is 3.23%, while iShares S&P 500 Consumer Staples Sector UCITS ETF USD Accumulating (IUCS.L) has a volatility of 5.63%. This indicates that HSPD.L experiences smaller price fluctuations and is considered to be less risky than IUCS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	HSPD.L	IUCS.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.23%	5.63%	-2.40%
Volatility (6M) Calculated over the trailing 6-month period	8.47%	11.25%	-2.78%
Volatility (1Y) Calculated over the trailing 1-year period	11.59%	13.79%	-2.20%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.91%	13.43%	+2.48%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.23%	14.99%	+1.24%

HSPD.L vs. IUCS.L - Expense Ratio Comparison

HSPD.L has a 0.09% expense ratio, which is lower than IUCS.L's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

HSPD.L vs. IUCS.L - Dividend Comparison

HSPD.L's dividend yield for the trailing twelve months is around 0.83%, while IUCS.L has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
HSPD.L HSBC S&P 500 UCITS ETF	0.83%	0.90%	1.00%	1.18%	1.34%	0.98%	1.32%	1.41%	1.68%	1.44%	1.65%	1.67%
IUCS.L iShares S&P 500 Consumer Staples Sector UCITS ETF USD Accumulating	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

Can I hold both HSPD.L and IUCS.L in my portfolio?

HSPD.L and IUCS.L have a correlation of 0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, HSPD.L or IUCS.L?

On fees, HSPD.L is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, HSPD.L or IUCS.L?

HSPD.L is cheaper with a 0.09% expense ratio, compared with 0.15% for IUCS.L.

What is the main difference between HSPD.L and IUCS.L?

HSPD.L is categorized as S&P 500, while IUCS.L is Consumer Staples Equities. HSPD.L tracks S&P 500 Index, while IUCS.L tracks S&P 500 Capped 35/20 Consumer Staples Index. They also come from different issuers: HSBC and iShares. Their fees differ too: 0.09% for HSPD.L and 0.15% for IUCS.L.