PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
HSPD.L vs. IUIS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

HSPD.L vs. IUIS.L

Last updated Jun 5, 2026

HSPD.L (HSBC S&P 500 UCITS ETF) and IUIS.L (iShares S&P 500 Industrials Sector UCITS ETF USD (Acc)) are both S&P 500 funds - HSPD.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, HSPD.L returned 13.69%/yr vs 12.20%/yr for IUIS.L. A 0.80 correlation means they provide meaningful diversification when combined. HSPD.L charges 0.09%/yr vs 0.15%/yr for IUIS.L.

Performance

HSPD.L vs. IUIS.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 Industrials Sector UCITS ETF USD (Acc) (IUIS.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, HSPD.L achieves a 10.31% return, which is significantly lower than IUIS.L's 12.57% 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%

IUIS.L

1D
-0.10%
1M
1.82%
YTD
12.57%
6M
13.85%
1Y
23.10%
3Y*
21.90%
5Y*
12.20%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)202520242023202220212020201920182017
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%16.50%
IUIS.L
iShares S&P 500 Industrials Sector UCITS ETF USD (Acc)		12.57%19.24%17.42%17.93%-5.28%20.71%9.96%28.50%-14.17%16.92%

Correlation

The correlation between HSPD.L and IUIS.L is 0.70, 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

0.70

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

0.74

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

0.80

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

0.80

The correlation between HSPD.L and IUIS.L shifts across timeframes, from 0.70 (1 year) to 0.80 (5 years), reflecting how their relationship changes across market environments.

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

Sectors
HSPD.L
IUIS.L

Technology

35.6%
3.7%

Financial Services

11.8%

-

Communication Services

11.2%

-

Consumer Cyclical

10.1%
0.5%

Healthcare

8.5%

-

Industrials

8.3%
90.1%

Consumer Defensive

4.9%

-

Energy

3.5%

-

Utilities

2.3%
5.3%

Real Estate

1.9%

-

Basic Materials

1.8%
0.2%

Technology

HSPD.L
35.6%
IUIS.L
3.7%

Financial Services

HSPD.L
11.8%
IUIS.L

-

Communication Services

HSPD.L
11.2%
IUIS.L

-

Consumer Cyclical

HSPD.L
10.1%
IUIS.L
0.5%

Healthcare

HSPD.L
8.5%
IUIS.L

-

Industrials

HSPD.L
8.3%
IUIS.L
90.1%

Consumer Defensive

HSPD.L
4.9%
IUIS.L

-

Energy

HSPD.L
3.5%
IUIS.L

-

Utilities

HSPD.L
2.3%
IUIS.L
5.3%

Real Estate

HSPD.L
1.9%
IUIS.L

-

Basic Materials

HSPD.L
1.8%
IUIS.L
0.2%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

HSBC S&P 500 UCITS ETF

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

Often compared with HSPD.L:
HSPD.L vs. HSPX.LHSPD.L vs. CSPX.LHSPD.L vs. HUKX.LHSPD.L vs. HSBCHSPD.L vs. VOOHSPD.L vs. SPYHSPD.L vs. CNDX.L
Often compared with IUIS.L:
IUIS.L vs. UC63.LIUIS.L vs. VOOIUIS.L vs. IUIT.LIUIS.L vs. IUUS.LIUIS.L vs. VUAG.LIUIS.L vs. VUAA.LIUIS.L vs. APLE

Return for Risk

HSPD.L vs. IUIS.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: 7575
Overall Rank
HSPD.L Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
HSPD.L Sortino Ratio Rank: 7979
Sortino Ratio Rank
HSPD.L Omega Ratio Rank: 7575
Omega Ratio Rank
HSPD.L Calmar Ratio Rank: 6868
Calmar Ratio Rank
HSPD.L Martin Ratio Rank: 7676
Martin Ratio Rank
IUIS.L
IUIS.L Risk / Return Rank: 4747
Overall Rank
IUIS.L Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
IUIS.L Sortino Ratio Rank: 5050
Sortino Ratio Rank
IUIS.L Omega Ratio Rank: 4444
Omega Ratio Rank
IUIS.L Calmar Ratio Rank: 4545
Calmar Ratio Rank
IUIS.L Martin Ratio Rank: 5151
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.

HSPD.L vs. IUIS.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 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.

HSPD.LIUIS.LDifference
Sharpe ratioReturn per unit of total volatility
2.39
1.58

+0.82

Sortino ratioReturn per unit of downside risk
3.47
2.42

+1.05

Omega ratioGain probability vs. loss probability

1.44

1.28

+0.16

Calmar ratioReturn relative to maximum drawdown

3.37

2.21

+1.16

Martin ratioReturn relative to average drawdown

14.45

8.53

+5.92

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. IUIS.L - Sharpe Ratio Comparison

The current HSPD.L Sharpe Ratio is 2.39, which is higher than the IUIS.L Sharpe Ratio of 1.58. The chart below compares the historical Sharpe Ratios of HSPD.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.

Loading charts...

Sharpe Ratios by Period

HSPD.LIUIS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.39

1.58

+0.82

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.86

0.70

+0.16

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

0.65

+0.31

Drawdowns

HSPD.L vs. IUIS.L - Drawdown Comparison

The maximum HSPD.L drawdown since its inception was -34.00%, smaller than the maximum IUIS.L drawdown of -42.18%. Use the drawdown chart below to compare losses from any high point for HSPD.L and IUIS.L.

Loading charts...

Drawdown Indicators

HSPD.LIUIS.LDifference

Max Drawdown

Largest peak-to-trough decline

-34.00%

-42.18%

+8.18%

Max Drawdown (1Y)

Largest decline over 1 year

-8.24%

-10.42%

+2.18%

Max Drawdown (3Y)

Largest decline over 3 years

-18.39%

-19.59%

+1.20%

Max Drawdown (5Y)

Largest decline over 5 years

-24.59%

-21.22%

-3.37%

Max Drawdown (10Y)

Largest decline over 10 years

-34.00%

—

—

Current Drawdown

Current decline from peak

-0.52%

-0.84%

+0.32%

Average Drawdown

Average peak-to-trough decline

-3.76%

-5.14%

+1.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.92%

2.70%

-0.78%

Volatility

HSPD.L vs. IUIS.L - Volatility Comparison

The current volatility for HSBC S&P 500 UCITS ETF (HSPD.L) is 3.23%, while iShares S&P 500 Industrials Sector UCITS ETF USD (Acc) (IUIS.L) has a volatility of 4.96%. This indicates that HSPD.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.

Loading charts...

Volatility by Period

HSPD.LIUIS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.23%

4.96%

-1.73%

Volatility (6M)

Calculated over the trailing 6-month period

8.47%

11.91%

-3.44%

Volatility (1Y)

Calculated over the trailing 1-year period

11.59%

14.58%

-2.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.91%

17.30%

-1.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.23%

19.62%

-3.39%

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

HSPD.L has a 0.09% expense ratio, which is lower than IUIS.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. IUIS.L - Dividend Comparison

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

PositionTTM20252024202320222021202020192018201720162015
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%
IUIS.L
iShares S&P 500 Industrials Sector UCITS ETF USD (Acc)		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

HSPD.L and IUIS.L have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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.

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

HSPD.L tracks S&P 500 Index, while IUIS.L tracks S&P 500 Capped 35/20 Industrials Index. They also come from different issuers: HSBC and iShares. Their fees differ too: 0.09% for HSPD.L and 0.15% for IUIS.L.

Portfolio Optimizer

Find the right allocation for HSPD.L and IUIS.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer