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

IDUS.L vs. IUSA.L

Last updated Jun 5, 2026

IDUS.L (iShares Core S&P 500 UCITS ETF USD Distributing) and IUSA.L (iShares S&P 500 UCITS Dist) are both S&P 500 funds from iShares - IDUS.L tracks the S&P 500 while IUSA.L tracks the S&P 500 Index. Both are passively managed. Over the past 10 years, IDUS.L returned 15.19%/yr vs 15.68%/yr for IUSA.L. Their correlation of 0.88 suggests significant overlap in exposure. Both charge a 0.07% expense ratio.

Performance

IDUS.L vs. IUSA.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 UCITS Dist (IUSA.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 IUSA.L is traded in GBp. To make them comparable, the IUSA.L values have been converted to USD using the latest available exchange rates.

Returns By Period

The year-to-date returns for both investments are quite close, with IDUS.L having a 10.32% return and IUSA.L slightly higher at 10.40%. Both investments have delivered pretty close results over the past 10 years, with IDUS.L having a 15.19% annualized return and IUSA.L not far ahead at 15.68%.

IDUS.L

1D
0.00%
1M
4.47%
YTD
10.32%
6M
11.13%
1Y
27.84%
3Y*
22.16%
5Y*
13.71%
10Y*
15.19%

IUSA.L

1D
0.08%
1M
4.65%
YTD
10.40%
6M
11.47%
1Y
28.32%
3Y*
22.50%
5Y*
14.11%
10Y*
15.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)202520242023202220212020201920182017
IDUS.L
iShares Core S&P 500 UCITS ETF USD Distributing		10.32%17.36%25.31%26.75%-18.68%29.32%17.63%30.58%-5.51%21.54%
IUSA.L
iShares S&P 500 UCITS Dist		10.40%17.97%25.60%26.58%-18.47%30.35%17.64%32.16%-5.18%21.78%

Correlation

The correlation between IDUS.L and IUSA.L is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

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

0.92

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

0.92

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

0.93

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

0.92

Correlation (All Time)
Calculated using the full available price history since Jul 3, 2007

0.88

The correlation between IDUS.L and IUSA.L has been stable across timeframes, ranging from 0.88 to 0.93 - a consistent structural relationship.

IDUS.L vs. IUSA.L - Sectors Allocation Comparison

Sectors
IDUS.L
IUSA.L

Technology

38.3%
38.2%

Financial Services

11.2%
11.1%

Communication Services

10.6%
10.9%

Consumer Cyclical

9.7%
10.0%

Healthcare

8.3%
8.3%

Industrials

7.6%
7.9%

Consumer Defensive

4.6%
4.7%

Energy

3.3%
3.2%

Utilities

2.6%
2.2%

Real Estate

1.8%
1.9%

Basic Materials

1.7%
1.7%

Technology

IDUS.L
38.3%
IUSA.L
38.2%

Financial Services

IDUS.L
11.2%
IUSA.L
11.1%

Communication Services

IDUS.L
10.6%
IUSA.L
10.9%

Consumer Cyclical

IDUS.L
9.7%
IUSA.L
10.0%

Healthcare

IDUS.L
8.3%
IUSA.L
8.3%

Industrials

IDUS.L
7.6%
IUSA.L
7.9%

Consumer Defensive

IDUS.L
4.6%
IUSA.L
4.7%

Energy

IDUS.L
3.3%
IUSA.L
3.2%

Utilities

IDUS.L
2.6%
IUSA.L
2.2%

Real Estate

IDUS.L
1.8%
IUSA.L
1.9%

Basic Materials

IDUS.L
1.7%
IUSA.L
1.7%

Compare stocks, funds, or ETFs

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iShares Core S&P 500 UCITS ETF USD Distributing

iShares S&P 500 UCITS Dist

Often compared with IDUS.L:
IDUS.L vs. IUMS.LIDUS.L vs. IMSU.LIDUS.L vs. VUSD.LIDUS.L vs. CSPX.LIDUS.L vs. SPYL.LIDUS.L vs. CSPX.ASIDUS.L vs. IUUS.L
Often compared with IUSA.L:
IUSA.L vs. CSP1.LIUSA.L vs. VUAA.LIUSA.L vs. IAPD.ASIUSA.L vs. SPX5.LIUSA.L vs. SPXP.LIUSA.L vs. VOOIUSA.L vs. IVV

Return for Risk

IDUS.L vs. IUSA.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: 7575
Overall Rank
IDUS.L Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
IDUS.L Sortino Ratio Rank: 7979
Sortino Ratio Rank
IDUS.L Omega Ratio Rank: 7474
Omega Ratio Rank
IDUS.L Calmar Ratio Rank: 6969
Calmar Ratio Rank
IDUS.L Martin Ratio Rank: 7777
Martin Ratio Rank
IUSA.L
IUSA.L Risk / Return Rank: 8484
Overall Rank
IUSA.L Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
IUSA.L Sortino Ratio Rank: 8585
Sortino Ratio Rank
IUSA.L Omega Ratio Rank: 8686
Omega Ratio Rank
IUSA.L Calmar Ratio Rank: 8181
Calmar Ratio Rank
IUSA.L Martin Ratio Rank: 8080
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. IUSA.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 UCITS Dist (IUSA.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.

IDUS.LIUSA.LDifference
Sharpe ratioReturn per unit of total volatility
2.37
2.55

-0.18

Sortino ratioReturn per unit of downside risk
3.47
3.68

-0.20

Omega ratioGain probability vs. loss probability

1.43

1.46

-0.03

Calmar ratioReturn relative to maximum drawdown

3.39

3.28

+0.12

Martin ratioReturn relative to average drawdown

14.66

14.20

+0.46

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current IDUS.L Sharpe Ratio is 2.37, which is comparable to the IUSA.L Sharpe Ratio of 2.55. The chart below compares the historical Sharpe Ratios of IDUS.L and IUSA.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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Sharpe Ratios by Period

IDUS.LIUSA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.37

2.55

-0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.86

0.90

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.93

0.97

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.61

0.00

Drawdowns

IDUS.L vs. IUSA.L - Drawdown Comparison

The maximum IDUS.L drawdown since its inception was -55.48%, roughly equal to the maximum IUSA.L drawdown of -54.80%. Use the drawdown chart below to compare losses from any high point for IDUS.L and IUSA.L.

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Drawdown Indicators

IDUS.LIUSA.LDifference

Max Drawdown

Largest peak-to-trough decline

-55.48%

-54.80%

-0.68%

Max Drawdown (1Y)

Largest decline over 1 year

-8.17%

-8.60%

+0.43%

Max Drawdown (3Y)

Largest decline over 3 years

-18.48%

-19.12%

+0.64%

Max Drawdown (5Y)

Largest decline over 5 years

-24.38%

-25.00%

+0.62%

Max Drawdown (10Y)

Largest decline over 10 years

-33.83%

-33.42%

-0.41%

Current Drawdown

Current decline from peak

-0.57%

-0.53%

-0.04%

Average Drawdown

Average peak-to-trough decline

-8.11%

-7.66%

-0.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.90%

1.99%

-0.09%

Volatility

IDUS.L vs. IUSA.L - Volatility Comparison

iShares Core S&P 500 UCITS ETF USD Distributing (IDUS.L) has a higher volatility of 3.20% compared to iShares S&P 500 UCITS Dist (IUSA.L) at 2.57%. This indicates that IDUS.L's price experiences larger fluctuations and is considered to be riskier than IUSA.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.LIUSA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.20%

2.57%

+0.63%

Volatility (6M)

Calculated over the trailing 6-month period

8.57%

7.97%

+0.60%

Volatility (1Y)

Calculated over the trailing 1-year period

11.69%

11.04%

+0.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.00%

15.67%

+0.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.32%

16.16%

+0.16%

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

Both IDUS.L and IUSA.L have an expense ratio of 0.07%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

Dividends

IDUS.L vs. IUSA.L - Dividend Comparison

IDUS.L's dividend yield for the trailing twelve months is around 0.86%, less than IUSA.L's 1.15% yield.

PositionTTM20252024202320222021202020192018201720162015
IDUS.L
iShares Core S&P 500 UCITS ETF USD Distributing		0.86%0.92%1.02%1.22%1.44%1.03%1.32%1.49%1.74%1.44%1.42%1.55%
IUSA.L
iShares S&P 500 UCITS Dist		1.15%1.24%1.28%1.55%1.74%1.39%1.80%1.96%2.22%1.95%1.75%2.29%

Frequently Asked Questions

With a correlation of 0.92, IDUS.L and IUSA.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Both ETFs have the same 0.07% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

IDUS.L and IUSA.L have the same expense ratio: 0.07% per year.

IDUS.L tracks S&P 500, while IUSA.L tracks S&P 500 Index.

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