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IDUS.L vs. S5EE.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IDUS.L vs. S5EE.L

Last updated Jun 5, 2026

IDUS.L (iShares Core S&P 500 UCITS ETF USD Distributing) and S5EE.L (UBS S&P 500 ESG Elite UCITS ETF USD acc) are both S&P 500 funds - IDUS.L tracks the S&P 500 while S5EE.L tracks the S&P 500 Elite ESG Index USD. Both are passively managed. Over the past 5 years, IDUS.L returned 13.71%/yr vs 14.73%/yr for S5EE.L. Their correlation of 0.88 suggests significant overlap in exposure. IDUS.L charges 0.07%/yr vs 0.15%/yr for S5EE.L.

Performance

IDUS.L vs. S5EE.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 UBS S&P 500 ESG Elite UCITS ETF USD acc (S5EE.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 S5EE.L is traded in GBp. To make them comparable, the S5EE.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 10.32% return, which is significantly lower than S5EE.L's 19.95% return.

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%

S5EE.L

1D
-0.05%
1M
10.68%
YTD
19.95%
6M
23.16%
1Y
41.93%
3Y*
24.45%
5Y*
14.73%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

IDUS.L vs. S5EE.L - Yearly Performance Comparison

2026 (YTD)20252024202320222021
IDUS.L
iShares Core S&P 500 UCITS ETF USD Distributing		10.32%17.36%25.31%26.75%-18.68%22.66%
S5EE.L
UBS S&P 500 ESG Elite UCITS ETF USD acc		19.95%20.10%18.01%28.57%-19.18%24.25%

Correlation

The correlation between IDUS.L and S5EE.L is 0.82, 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

0.82

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

0.85

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

0.88

Correlation (All Time)
Calculated using the full available price history since Mar 15, 2021

0.88

The correlation between IDUS.L and S5EE.L has been stable across timeframes, ranging from 0.82 to 0.88 - a consistent structural relationship.

IDUS.L vs. S5EE.L - Sectors Allocation Comparison

Sectors
IDUS.L
S5EE.L

Technology

38.3%
48.5%

Financial Services

11.2%
16.0%

Communication Services

10.6%
2.7%

Consumer Cyclical

9.7%
4.5%

Healthcare

8.3%
11.3%

Industrials

7.6%
9.0%

Consumer Defensive

4.6%
3.1%

Energy

3.3%

-

Utilities

2.6%

-

Real Estate

1.8%
2.7%

Basic Materials

1.7%
2.3%

Technology

IDUS.L
38.3%
S5EE.L
48.5%

Financial Services

IDUS.L
11.2%
S5EE.L
16.0%

Communication Services

IDUS.L
10.6%
S5EE.L
2.7%

Consumer Cyclical

IDUS.L
9.7%
S5EE.L
4.5%

Healthcare

IDUS.L
8.3%
S5EE.L
11.3%

Industrials

IDUS.L
7.6%
S5EE.L
9.0%

Consumer Defensive

IDUS.L
4.6%
S5EE.L
3.1%

Energy

IDUS.L
3.3%
S5EE.L

-

Utilities

IDUS.L
2.6%
S5EE.L

-

Real Estate

IDUS.L
1.8%
S5EE.L
2.7%

Basic Materials

IDUS.L
1.7%
S5EE.L
2.3%

Compare stocks, funds, or ETFs

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iShares Core S&P 500 UCITS ETF USD Distributing

UBS S&P 500 ESG Elite UCITS ETF USD acc

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 S5EE.L:
S5EE.L vs. ^GSPCS5EE.L vs. VOOS5EE.L vs. GLDS5EE.L vs. SPMD.LS5EE.L vs. XWQS.LS5EE.L vs. SUAS.LS5EE.L vs. 5ESG.L

Return for Risk

IDUS.L vs. S5EE.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
S5EE.L
S5EE.L Risk / Return Rank: 9292
Overall Rank
S5EE.L Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
S5EE.L Sortino Ratio Rank: 9494
Sortino Ratio Rank
S5EE.L Omega Ratio Rank: 9494
Omega Ratio Rank
S5EE.L Calmar Ratio Rank: 8888
Calmar Ratio Rank
S5EE.L Martin Ratio Rank: 8888
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. S5EE.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 UBS S&P 500 ESG Elite UCITS ETF USD acc (S5EE.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.LS5EE.LDifference
Sharpe ratioReturn per unit of total volatility
2.37
3.32

-0.95

Sortino ratioReturn per unit of downside risk
3.47
4.81

-1.34

Omega ratioGain probability vs. loss probability

1.43

1.58

-0.15

Calmar ratioReturn relative to maximum drawdown

3.39

3.89

-0.50

Martin ratioReturn relative to average drawdown

14.66

16.41

-1.75

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. S5EE.L - Sharpe Ratio Comparison

The current IDUS.L Sharpe Ratio is 2.37, which is comparable to the S5EE.L Sharpe Ratio of 3.32. The chart below compares the historical Sharpe Ratios of IDUS.L and S5EE.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.LS5EE.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.37

3.32

-0.95

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.86

0.91

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.93

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

1.02

-0.41

Drawdowns

IDUS.L vs. S5EE.L - Drawdown Comparison

The maximum IDUS.L drawdown since its inception was -55.48%, which is greater than S5EE.L's maximum drawdown of -27.69%. Use the drawdown chart below to compare losses from any high point for IDUS.L and S5EE.L.

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Drawdown Indicators

IDUS.LS5EE.LDifference

Max Drawdown

Largest peak-to-trough decline

-55.48%

-27.69%

-27.79%

Max Drawdown (1Y)

Largest decline over 1 year

-8.17%

-10.73%

+2.56%

Max Drawdown (3Y)

Largest decline over 3 years

-18.48%

-18.29%

-0.19%

Max Drawdown (5Y)

Largest decline over 5 years

-24.38%

-27.69%

+3.31%

Max Drawdown (10Y)

Largest decline over 10 years

-33.83%

—

—

Current Drawdown

Current decline from peak

-0.57%

-0.05%

-0.52%

Average Drawdown

Average peak-to-trough decline

-8.11%

-5.74%

-2.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.90%

2.55%

-0.65%

Volatility

IDUS.L vs. S5EE.L - Volatility Comparison

The current volatility for iShares Core S&P 500 UCITS ETF USD Distributing (IDUS.L) is 3.20%, while UBS S&P 500 ESG Elite UCITS ETF USD acc (S5EE.L) has a volatility of 3.84%. This indicates that IDUS.L experiences smaller price fluctuations and is considered to be less risky than S5EE.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.LS5EE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.20%

3.84%

-0.64%

Volatility (6M)

Calculated over the trailing 6-month period

8.57%

9.68%

-1.11%

Volatility (1Y)

Calculated over the trailing 1-year period

11.69%

12.56%

-0.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.00%

16.15%

-0.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.32%

16.00%

+0.32%

IDUS.L vs. S5EE.L - Expense Ratio Comparison

IDUS.L has a 0.07% expense ratio, which is lower than S5EE.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. S5EE.L - Dividend Comparison

IDUS.L's dividend yield for the trailing twelve months is around 0.86%, while S5EE.L has not paid dividends to shareholders.

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%
S5EE.L
UBS S&P 500 ESG Elite 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 S5EE.L have a correlation of 0.82, 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 S5EE.L.

IDUS.L tracks S&P 500, while S5EE.L tracks S&P 500 Elite ESG Index USD. They also come from different issuers: iShares and UBS. Their fees differ too: 0.07% for IDUS.L and 0.15% for S5EE.L.

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