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

IDUS.L vs. SPLW.L

Last updated Apr 2, 2026

Compare and contrast key facts about iShares Core S&P 500 UCITS ETF USD Distributing (IDUS.L) and Invesco S&P 500 Low Volatility UCITS ETF Acc (SPLW.L).

IDUS.L and SPLW.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. SPLW.L is a passively managed fund by Invesco that tracks the performance of the S&P 500 Low Vol NTR Index. It was launched on Jul 14, 2021. Both IDUS.L and SPLW.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. SPLW.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 Invesco S&P 500 Low Volatility UCITS ETF Acc (SPLW.L). The values are adjusted to include any dividend payments, if applicable.

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

2026 (YTD)20252024202320222021
IDUS.L
iShares Core S&P 500 UCITS ETF USD Distributing		-4.07%17.36%25.31%26.75%-18.68%9.73%
SPLW.L
Invesco S&P 500 Low Volatility UCITS ETF Acc		2.26%4.80%13.46%-0.49%-4.28%10.45%

Returns By Period

In the year-to-date period, IDUS.L achieves a -4.07% return, which is significantly lower than SPLW.L's 2.26% 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%

SPLW.L

1D
0.82%
1M
-5.08%
YTD
2.26%
6M
1.18%
1Y
0.00%
3Y*
7.53%
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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iShares Core S&P 500 UCITS ETF USD Distributing

Invesco S&P 500 Low Volatility UCITS ETF Acc

Often compared with IDUS.L:
IDUS.L vs. CSPX.ASIDUS.L vs. CSPX.LIDUS.L vs. VUSD.LIDUS.L vs. VOOIDUS.L vs. SPYL.LIDUS.L vs. IUMS.LIDUS.L vs. VUAA.L
Often compared with SPLW.L:
SPLW.L vs. BNDSPLW.L vs. VOOSPLW.L vs. IUVL.LSPLW.L vs. CSPX.LSPLW.L vs. 3USL.LSPLW.L vs. IISU.LSPLW.L vs. IUCM.L

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

IDUS.L has a 0.07% expense ratio, which is lower than SPLW.L's 0.25% 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%.

SPLW.L
Invesco S&P 500 Low Volatility UCITS ETF Acc
IDUS.L
iShares Core S&P 500 UCITS ETF USD Distributing

Return for Risk

IDUS.L vs. SPLW.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: 6565
Overall Rank
IDUS.L Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
IDUS.L Sortino Ratio Rank: 6161
Sortino Ratio Rank
IDUS.L Omega Ratio Rank: 6161
Omega Ratio Rank
IDUS.L Calmar Ratio Rank: 7171
Calmar Ratio Rank
IDUS.L Martin Ratio Rank: 7373
Martin Ratio Rank
SPLW.L
SPLW.L Risk / Return Rank: 1111
Overall Rank
SPLW.L Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
SPLW.L Sortino Ratio Rank: 1010
Sortino Ratio Rank
SPLW.L Omega Ratio Rank: 1111
Omega Ratio Rank
SPLW.L Calmar Ratio Rank: 1111
Calmar Ratio Rank
SPLW.L Martin Ratio Rank: 1010
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. SPLW.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 Invesco S&P 500 Low Volatility UCITS ETF Acc (SPLW.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.LSPLW.LDifference

Sharpe ratio

Return per unit of total volatility

1.13

0.00

+1.13

Sortino ratio

Return per unit of downside risk

1.65

0.09

+1.56

Omega ratio

Gain probability vs. loss probability

1.24

1.01

+0.23

Calmar ratio

Return relative to maximum drawdown

2.10

-0.03

+2.14

Martin ratio

Return relative to average drawdown

8.68

-0.10

+8.78

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. SPLW.L - Sharpe Ratio Comparison

The current IDUS.L Sharpe Ratio is 1.13, which is higher than the SPLW.L Sharpe Ratio of 0.00. The chart below compares the historical Sharpe Ratios of IDUS.L and SPLW.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

IDUS.LSPLW.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.13

0.00

+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

0.44

+0.13

Correlation

The correlation between IDUS.L and SPLW.L is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

IDUS.L vs. SPLW.L - Dividend Comparison

IDUS.L's dividend yield for the trailing twelve months is around 0.98%, while SPLW.L has not paid dividends to shareholders.

TTM20252024202320222021202020192018201720162015
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%
SPLW.L
Invesco S&P 500 Low Volatility UCITS ETF 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%

Drawdowns

IDUS.L vs. SPLW.L - Drawdown Comparison

The maximum IDUS.L drawdown since its inception was -55.48%, which is greater than SPLW.L's maximum drawdown of -17.23%. Use the drawdown chart below to compare losses from any high point for IDUS.L and SPLW.L.

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Drawdown Indicators

IDUS.LSPLW.LDifference

Max Drawdown

Largest peak-to-trough decline

-55.48%

-17.23%

-38.25%

Max Drawdown (1Y)

Largest decline over 1 year

-11.83%

-9.44%

-2.39%

Max Drawdown (5Y)

Largest decline over 5 years

-24.38%

—

—

Max Drawdown (10Y)

Largest decline over 10 years

-33.83%

—

—

Current Drawdown

Current decline from peak

-5.41%

-5.08%

-0.33%

Average Drawdown

Average peak-to-trough decline

-8.18%

-5.08%

-3.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.04%

2.89%

-0.85%

Volatility

IDUS.L vs. SPLW.L - Volatility Comparison

iShares Core S&P 500 UCITS ETF USD Distributing (IDUS.L) has a higher volatility of 4.80% compared to Invesco S&P 500 Low Volatility UCITS ETF Acc (SPLW.L) at 3.19%. This indicates that IDUS.L's price experiences larger fluctuations and is considered to be riskier than SPLW.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.LSPLW.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.80%

3.19%

+1.61%

Volatility (6M)

Calculated over the trailing 6-month period

8.68%

6.96%

+1.72%

Volatility (1Y)

Calculated over the trailing 1-year period

16.17%

12.97%

+3.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.98%

12.30%

+3.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.28%

12.30%

+3.98%