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IDUS.L vs. IESU.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IDUS.L vs. IESU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core S&P 500 UCITS ETF USD Distributing (IDUS.L) and iShares S&P 500 Energy Sector UCITS ETF USD (Acc) (IESU.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, IDUS.L achieves a 9.03% return, which is significantly lower than IESU.L's 28.54% return. Over the past 10 years, IDUS.L has outperformed IESU.L with an annualized return of 14.74%, while IESU.L has yielded a comparatively lower 8.78% annualized return.


IDUS.L

1D
-1.25%
1M
-0.53%
6M
8.03%
YTD
9.03%
1Y
19.99%
3Y*
19.41%
5Y*
12.78%
10Y*
14.74%

IESU.L

1D
0.85%
1M
6.06%
6M
21.20%
YTD
28.54%
1Y
36.33%
3Y*
14.63%
5Y*
22.27%
10Y*
8.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IDUS.L vs. IESU.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IDUS.L
iShares Core S&P 500 UCITS ETF USD Distributing
9.03%17.36%25.31%26.76%-18.70%29.33%17.62%30.58%-5.49%21.53%
IESU.L
iShares S&P 500 Energy Sector UCITS ETF USD (Acc)
28.54%9.98%3.69%-1.00%63.91%52.43%-33.64%9.60%-18.29%-1.45%

Correlation

The correlation between IDUS.L and IESU.L is -0.18, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.18

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

0.09

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

0.24

Correlation (10Y)
Calculated over the trailing 10-year period

0.38

Correlation (All Time)
Calculated using the full available price history since Nov 20, 2015

0.41

The correlation between IDUS.L and IESU.L shifts across timeframes, from -0.18 (1 year) to 0.41 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IDUS.L vs. IESU.L — Risk / Return Rank

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

IDUS.L
IDUS.L Risk / Return Rank: 6868
Overall Rank
IDUS.L Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
IDUS.L Sortino Ratio Rank: 7171
Sortino Ratio Rank
IDUS.L Omega Ratio Rank: 6565
Omega Ratio Rank
IDUS.L Calmar Ratio Rank: 6464
Calmar Ratio Rank
IDUS.L Martin Ratio Rank: 7272
Martin Ratio Rank

IESU.L
IESU.L Risk / Return Rank: 5252
Overall Rank
IESU.L Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
IESU.L Sortino Ratio Rank: 5151
Sortino Ratio Rank
IESU.L Omega Ratio Rank: 5656
Omega Ratio Rank
IESU.L Calmar Ratio Rank: 5555
Calmar Ratio Rank
IESU.L Martin Ratio Rank: 4242
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.

IDUS.L vs. IESU.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P 500 UCITS ETF USD Distributing (IDUS.L) and iShares S&P 500 Energy Sector UCITS ETF USD (Acc) (IESU.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IDUS.LIESU.LDifference
Sharpe ratioReturn per unit of total volatility

+0.14

Sortino ratioReturn per unit of downside risk

+0.48

Omega ratioGain probability vs. loss probability

1.30

1.26

+0.03

Calmar ratioReturn relative to maximum drawdown

2.43

2.21

+0.23

Martin ratioReturn relative to average drawdown

9.86

5.65

+4.21

IDUS.L vs. IESU.L - Sharpe Ratio Comparison

The current IDUS.L Sharpe Ratio is 1.65, which is comparable to the IESU.L Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of IDUS.L and IESU.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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Drawdowns

IDUS.L vs. IESU.L - Drawdown Comparison

The maximum IDUS.L drawdown since its inception was -55.36%, smaller than the maximum IESU.L drawdown of -72.57%. Use the drawdown chart below to compare losses from any high point for IDUS.L and IESU.L.


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Drawdown Indicators


IDUS.LIESU.LDifference

Max Drawdown

Largest peak-to-trough decline

-55.36%

-72.57%

+17.21%

Max Drawdown (1Y)

Largest decline over 1 year

-8.18%

-16.37%

+8.19%

Max Drawdown (3Y)

Largest decline over 3 years

-18.48%

-22.55%

+4.07%

Max Drawdown (5Y)

Largest decline over 5 years

-24.38%

-27.74%

+3.36%

Max Drawdown (10Y)

Largest decline over 10 years

-33.82%

-66.85%

+33.03%

Current Drawdown

Current decline from peak

-1.73%

-8.87%

+7.14%

Average Drawdown

Average peak-to-trough decline

-8.01%

-24.88%

+16.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.02%

6.42%

-4.40%

Volatility

IDUS.L vs. IESU.L - Volatility Comparison

The current volatility for iShares Core S&P 500 UCITS ETF USD Distributing (IDUS.L) is 3.09%, while iShares S&P 500 Energy Sector UCITS ETF USD (Acc) (IESU.L) has a volatility of 6.97%. This indicates that IDUS.L experiences smaller price fluctuations and is considered to be less risky than IESU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IDUS.LIESU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.09%

6.97%

-3.88%

Volatility (6M)

Calculated over the trailing 6-month period

9.34%

21.03%

-11.69%

Volatility (1Y)

Calculated over the trailing 1-year period

12.11%

23.89%

-11.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.08%

29.47%

-13.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.28%

29.81%

-13.53%

IDUS.L vs. IESU.L - Expense Ratio Comparison

IDUS.L has a 0.07% expense ratio, which is lower than IESU.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

IDUS.L vs. IESU.L - Dividend Comparison

IDUS.L's dividend yield for the trailing twelve months is around 0.87%, while IESU.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IDUS.L
iShares Core S&P 500 UCITS ETF USD Distributing
0.87%0.92%1.02%1.22%1.44%1.03%1.32%1.49%1.74%1.44%1.42%1.55%
IESU.L
iShares S&P 500 Energy 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


IDUS.L and IESU.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.

On fees, IDUS.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IDUS.L is cheaper with a 0.07% expense ratio, compared with 0.15% for IESU.L.

IDUS.L is categorized as S&P 500, while IESU.L is Energy Equities. IDUS.L tracks S&P 500, while IESU.L tracks S&P 500 Capped 35/20 Energy Index NTR. Their fees differ too: 0.07% for IDUS.L and 0.15% for IESU.L.

Portfolio Optimizer

Find the right allocation for IDUS.L and IESU.L

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

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