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

Performance

IDUS.L vs. SPMV.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 Edge S&P 500 Minimum Volatility UCITS ETF USD (Acc) (SPMV.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IDUS.L achieves a 9.03% return, which is significantly higher than SPMV.L's 4.24% return. Over the past 10 years, IDUS.L has outperformed SPMV.L with an annualized return of 14.74%, while SPMV.L has yielded a comparatively lower 9.98% 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%

SPMV.L

1D
-0.19%
1M
0.14%
6M
4.46%
YTD
4.24%
1Y
10.52%
3Y*
12.84%
5Y*
8.28%
10Y*
9.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IDUS.L vs. SPMV.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%
SPMV.L
iShares Edge S&P 500 Minimum Volatility UCITS ETF USD (Acc)
4.24%11.55%18.68%9.94%-11.05%24.98%7.41%31.25%-5.35%16.05%

Correlation

The correlation between IDUS.L and SPMV.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

0.82

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

0.87

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

0.87

Correlation (All Time)
Calculated using the full available price history since Nov 30, 2012

0.88

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

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Return for Risk

IDUS.L vs. SPMV.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

SPMV.L
SPMV.L Risk / Return Rank: 4747
Overall Rank
SPMV.L Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
SPMV.L Sortino Ratio Rank: 4848
Sortino Ratio Rank
SPMV.L Omega Ratio Rank: 4545
Omega Ratio Rank
SPMV.L Calmar Ratio Rank: 4343
Calmar Ratio Rank
SPMV.L Martin Ratio Rank: 5252
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. SPMV.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 Edge S&P 500 Minimum Volatility UCITS ETF USD (Acc) (SPMV.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.LSPMV.LDifference
Sharpe ratioReturn per unit of total volatility

+0.41

Sortino ratioReturn per unit of downside risk

+0.63

Omega ratioGain probability vs. loss probability

1.30

1.22

+0.07

Calmar ratioReturn relative to maximum drawdown

2.43

1.68

+0.75

Martin ratioReturn relative to average drawdown

9.86

6.62

+3.25

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

The current IDUS.L Sharpe Ratio is 1.65, which is higher than the SPMV.L Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of IDUS.L and SPMV.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. SPMV.L - Drawdown Comparison

The maximum IDUS.L drawdown since its inception was -55.36%, which is greater than SPMV.L's maximum drawdown of -33.34%. Use the drawdown chart below to compare losses from any high point for IDUS.L and SPMV.L.


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Drawdown Indicators


IDUS.LSPMV.LDifference

Max Drawdown

Largest peak-to-trough decline

-55.36%

-33.34%

-22.02%

Max Drawdown (1Y)

Largest decline over 1 year

-8.18%

-6.23%

-1.95%

Max Drawdown (3Y)

Largest decline over 3 years

-18.48%

-12.31%

-6.17%

Max Drawdown (5Y)

Largest decline over 5 years

-24.38%

-18.58%

-5.80%

Max Drawdown (10Y)

Largest decline over 10 years

-33.82%

-33.34%

-0.48%

Current Drawdown

Current decline from peak

-1.73%

-0.75%

-0.98%

Average Drawdown

Average peak-to-trough decline

-8.01%

-3.13%

-4.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.02%

1.59%

+0.43%

Volatility

IDUS.L vs. SPMV.L - Volatility Comparison

iShares Core S&P 500 UCITS ETF USD Distributing (IDUS.L) has a higher volatility of 3.09% compared to iShares Edge S&P 500 Minimum Volatility UCITS ETF USD (Acc) (SPMV.L) at 1.82%. This indicates that IDUS.L's price experiences larger fluctuations and is considered to be riskier than SPMV.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.LSPMV.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.09%

1.82%

+1.27%

Volatility (6M)

Calculated over the trailing 6-month period

9.34%

6.37%

+2.97%

Volatility (1Y)

Calculated over the trailing 1-year period

12.11%

8.50%

+3.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.08%

12.67%

+3.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.28%

13.77%

+2.51%

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

IDUS.L has a 0.07% expense ratio, which is lower than SPMV.L's 0.20% 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. SPMV.L - Dividend Comparison

IDUS.L's dividend yield for the trailing twelve months is around 0.87%, while SPMV.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%
SPMV.L
iShares Edge S&P 500 Minimum Volatility 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 SPMV.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 0.20% for SPMV.L.

IDUS.L tracks S&P 500, while SPMV.L tracks S&P 500 Minimum Volatility Net in USD. Their fees differ too: 0.07% for IDUS.L and 0.20% for SPMV.L.

Portfolio Optimizer

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

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