IDUS.L vs. S5SD.L
Compare and contrast key facts about iShares Core S&P 500 UCITS ETF USD Distributing (IDUS.L) and UBS ETF (IE) S&P 500 ESG UCITS ETF USD A-dis (S5SD.L).
IDUS.L and S5SD.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IDUS.L is a passively managed fund by iShares that tracks the performance of the S&P 500. It was launched on Mar 15, 2002. S5SD.L is a passively managed fund by UBS that tracks the performance of the S&P 500 Index. It was launched on Mar 25, 2019. Both IDUS.L and S5SD.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
IDUS.L vs. S5SD.L - Performance Comparison
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IDUS.L vs. S5SD.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
IDUS.L iShares Core S&P 500 UCITS ETF USD Distributing | -4.07% | 26.38% |
S5SD.L UBS ETF (IE) S&P 500 ESG UCITS ETF USD A-dis | -6.66% | 28.19% |
Different Trading Currencies
IDUS.L is traded in USD, while S5SD.L is traded in GBp. To make them comparable, the S5SD.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 -4.07% return, which is significantly higher than S5SD.L's -6.66% return.
IDUS.L
- 1D
- 2.45%
- 1M
- -3.69%
- YTD
- -4.07%
- 6M
- -0.96%
- 1Y
- 18.28%
- 3Y*
- 18.68%
- 5Y*
- 11.81%
- 10Y*
- 13.87%
S5SD.L
- 1D
- 0.91%
- 1M
- -6.52%
- YTD
- -6.66%
- 6M
- -2.01%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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IDUS.L vs. S5SD.L - Expense Ratio Comparison
IDUS.L has a 0.07% expense ratio, which is lower than S5SD.L's 0.12% 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%.
Return for Risk
IDUS.L vs. S5SD.L — Risk / Return Rank
IDUS.L
S5SD.L
IDUS.L vs. S5SD.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 ETF (IE) S&P 500 ESG UCITS ETF USD A-dis (S5SD.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.L | S5SD.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.13 | — | — |
Sortino ratioReturn per unit of downside risk | 1.65 | — | — |
Omega ratioGain probability vs. loss probability | 1.24 | — | — |
Calmar ratioReturn relative to maximum drawdown | 2.10 | — | — |
Martin ratioReturn relative to average drawdown | 8.68 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IDUS.L | S5SD.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.13 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.74 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.85 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 1.84 | -1.27 |
Correlation
The correlation between IDUS.L and S5SD.L is 0.88, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
IDUS.L vs. S5SD.L - Dividend Comparison
IDUS.L's dividend yield for the trailing twelve months is around 0.98%, while S5SD.L has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDUS.L iShares Core S&P 500 UCITS ETF USD Distributing | 0.98% | 0.92% | 1.02% | 1.22% | 1.44% | 1.03% | 1.32% | 1.49% | 1.74% | 1.44% | 1.42% | 1.55% |
S5SD.L UBS ETF (IE) S&P 500 ESG UCITS ETF USD A-dis | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
IDUS.L vs. S5SD.L - Drawdown Comparison
The maximum IDUS.L drawdown since its inception was -55.48%, which is greater than S5SD.L's maximum drawdown of -9.53%. Use the drawdown chart below to compare losses from any high point for IDUS.L and S5SD.L.
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Drawdown Indicators
| IDUS.L | S5SD.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.48% | -7.32% | -48.16% |
Max Drawdown (1Y)Largest decline over 1 year | -11.83% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -24.38% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -33.83% | — | — |
Current DrawdownCurrent decline from peak | -5.41% | -6.38% | +0.97% |
Average DrawdownAverage peak-to-trough decline | -8.18% | -1.33% | -6.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.04% | — | — |
Volatility
IDUS.L vs. S5SD.L - Volatility Comparison
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Volatility by Period
| IDUS.L | S5SD.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.80% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 8.68% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 16.17% | 11.56% | +4.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.98% | 11.56% | +4.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.28% | 11.56% | +4.72% |