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IDUS.L vs. SPX5.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IDUS.L vs. SPX5.L

Last updated Jul 16, 2026
Documentation

IDUS.L (iShares Core S&P 500 UCITS ETF USD Distributing) and SPX5.L (SPDR S&P 500 UCITS ETF) are both S&P 500 funds - IDUS.L tracks the S&P 500 while SPX5.L tracks the S&P 500 Index. Both are passively managed. Over the past 10 years, IDUS.L returned 14.89%/yr vs 14.83%/yr for SPX5.L. Their correlation of 0.92 suggests significant overlap in exposure. IDUS.L charges 0.07%/yr vs 0.03%/yr for SPX5.L.

Performance

IDUS.L vs. SPX5.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 SPDR S&P 500 UCITS ETF (SPX5.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 SPX5.L is traded in GBP. To make them comparable, the SPX5.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 10.27% return and SPX5.L slightly higher at 10.65%. Both investments have delivered pretty close results over the past 10 years, with IDUS.L having a 14.89% annualized return and SPX5.L not far behind at 14.83%.

IDUS.L

1D
0.23%
1M
0.01%
6M
9.87%
YTD
10.27%
1Y
21.75%
3Y*
20.00%
5Y*
13.04%
10Y*
14.89%

SPX5.L

1D
0.62%
1M
0.56%
6M
10.32%
YTD
10.65%
1Y
22.27%
3Y*
20.25%
5Y*
13.15%
10Y*
14.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IDUS.L vs. SPX5.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IDUS.L
iShares Core S&P 500 UCITS ETF USD Distributing		10.27%17.36%25.31%26.76%-18.70%29.33%17.62%30.58%-5.49%21.53%
SPX5.L
SPDR S&P 500 UCITS ETF		10.65%17.59%25.34%26.07%-18.73%29.78%17.00%31.40%-6.51%20.79%

Correlation

The correlation between IDUS.L and SPX5.L is 0.93, 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

0.93

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

0.91

Correlation (All Time)
Calculated using the full available price history since Mar 19, 2012

0.92

The correlation between IDUS.L and SPX5.L has been stable across timeframes, ranging from 0.91 to 0.93 - a consistent structural relationship.

IDUS.L vs. SPX5.L - Sectors Allocation Comparison

Sectors
IDUS.L
SPX5.L

Technology

39.1%
39.1%

Financial Services

11.1%
11.1%

Communication Services

10.6%
10.8%

Consumer Cyclical

9.9%
9.9%

Healthcare

8.3%
8.4%

Industrials

7.8%
7.8%

Consumer Defensive

4.5%
4.5%

Energy

3.1%
3.2%

Utilities

2.1%
2.1%

Real Estate

1.8%
1.8%

Basic Materials

1.7%
1.3%

Technology

IDUS.L
39.1%
SPX5.L
39.1%

Financial Services

IDUS.L
11.1%
SPX5.L
11.1%

Communication Services

IDUS.L
10.6%
SPX5.L
10.8%

Consumer Cyclical

IDUS.L
9.9%
SPX5.L
9.9%

Healthcare

IDUS.L
8.3%
SPX5.L
8.4%

Industrials

IDUS.L
7.8%
SPX5.L
7.8%

Consumer Defensive

IDUS.L
4.5%
SPX5.L
4.5%

Energy

IDUS.L
3.1%
SPX5.L
3.2%

Utilities

IDUS.L
2.1%
SPX5.L
2.1%

Real Estate

IDUS.L
1.8%
SPX5.L
1.8%

Basic Materials

IDUS.L
1.7%
SPX5.L
1.3%

Compare stocks, funds, or ETFs

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iShares Core S&P 500 UCITS ETF USD Distributing

SPDR S&P 500 UCITS ETF

Often compared with IDUS.L:
IDUS.L vs. IUMS.LIDUS.L vs. IMSU.LIDUS.L vs. VUSD.LIDUS.L vs. SPYL.LIDUS.L vs. CSPX.ASIDUS.L vs. CSPX.LIDUS.L vs. IUUS.L
Often compared with SPX5.L:
SPX5.L vs. SPYSPX5.L vs. SPXP.LSPX5.L vs. VUSA.DESPX5.L vs. VUSA.LSPX5.L vs. VOOSPX5.L vs. IUSA.LSPX5.L vs. EQQQ.L

Return for Risk

IDUS.L vs. SPX5.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: 6969
Overall Rank
IDUS.L Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
IDUS.L Sortino Ratio Rank: 7474
Sortino Ratio Rank
IDUS.L Omega Ratio Rank: 6666
Omega Ratio Rank
IDUS.L Calmar Ratio Rank: 6565
Calmar Ratio Rank
IDUS.L Martin Ratio Rank: 7373
Martin Ratio Rank
SPX5.L
SPX5.L Risk / Return Rank: 7373
Overall Rank
SPX5.L Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
SPX5.L Sortino Ratio Rank: 7272
Sortino Ratio Rank
SPX5.L Omega Ratio Rank: 7474
Omega Ratio Rank
SPX5.L Calmar Ratio Rank: 7272
Calmar Ratio Rank
SPX5.L Martin Ratio Rank: 7272
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. SPX5.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 SPDR S&P 500 UCITS ETF (SPX5.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.LSPX5.LDifference
Sharpe ratioReturn per unit of total volatility
1.79
1.92

-0.13

Sortino ratioReturn per unit of downside risk
2.69
2.78

-0.10

Omega ratioGain probability vs. loss probability

1.32

1.34

-0.02

Calmar ratioReturn relative to maximum drawdown

2.65

2.57

+0.08

Martin ratioReturn relative to average drawdown

10.75

10.47

+0.28

IDUS.L vs. SPX5.L - Sharpe Ratio Comparison

The current IDUS.L Sharpe Ratio is 1.79, which is comparable to the SPX5.L Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of IDUS.L and SPX5.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. SPX5.L - Drawdown Comparison

The maximum IDUS.L drawdown since its inception was -55.36%, which is greater than SPX5.L's maximum drawdown of -42.43%. Use the drawdown chart below to compare losses from any high point for IDUS.L and SPX5.L.

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Drawdown Indicators

IDUS.LSPX5.LDifference

Max Drawdown

Largest peak-to-trough decline

-55.36%

-42.43%

-12.93%

Max Drawdown (1Y)

Largest decline over 1 year

-8.18%

-8.64%

+0.46%

Max Drawdown (3Y)

Largest decline over 3 years

-18.48%

-18.43%

-0.05%

Max Drawdown (5Y)

Largest decline over 5 years

-24.38%

-25.18%

+0.80%

Max Drawdown (10Y)

Largest decline over 10 years

-33.82%

-33.47%

-0.35%

Current Drawdown

Current decline from peak

-0.61%

-0.19%

-0.42%

Average Drawdown

Average peak-to-trough decline

-8.02%

-7.96%

-0.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.02%

2.12%

-0.10%

Volatility

IDUS.L vs. SPX5.L - Volatility Comparison

The current volatility for iShares Core S&P 500 UCITS ETF USD Distributing (IDUS.L) is 2.87%, while SPDR S&P 500 UCITS ETF (SPX5.L) has a volatility of 3.10%. This indicates that IDUS.L experiences smaller price fluctuations and is considered to be less risky than SPX5.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.LSPX5.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.87%

3.10%

-0.23%

Volatility (6M)

Calculated over the trailing 6-month period

9.29%

8.62%

+0.67%

Volatility (1Y)

Calculated over the trailing 1-year period

12.08%

11.54%

+0.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.07%

15.61%

+0.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.28%

16.03%

+0.25%

IDUS.L vs. SPX5.L - Expense Ratio Comparison

IDUS.L has a 0.07% expense ratio, which is higher than SPX5.L's 0.03% expense ratio. However, 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. SPX5.L - Dividend Comparison

IDUS.L's dividend yield for the trailing twelve months is around 0.86%, less than SPX5.L's 0.92% 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%
SPX5.L
SPDR S&P 500 UCITS ETF		0.92%0.98%1.03%1.21%1.39%0.98%1.40%1.48%0.78%1.19%1.49%1.68%

Frequently Asked Questions

With a correlation of 0.93, IDUS.L and SPX5.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.

On fees, SPX5.L is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPX5.L is cheaper with a 0.03% expense ratio, compared with 0.07% for IDUS.L.

IDUS.L tracks S&P 500, while SPX5.L tracks S&P 500 Index. They also come from different issuers: iShares and State Street. Their fees differ too: 0.07% for IDUS.L and 0.03% for SPX5.L.

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