PortfoliosLab logoPortfoliosLab logo
IDUS.L vs. SPXS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IDUS.L vs. SPXS.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 UCITS ETF USD (Acc) (SPXS.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

The year-to-date returns for both stocks are quite close, with IDUS.L having a 9.03% return and SPXS.L slightly lower at 8.95%. Over the past 10 years, IDUS.L has outperformed SPXS.L with an annualized return of 14.74%, while SPXS.L has yielded a comparatively lower -27.46% 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%

SPXS.L

1D
-1.32%
1M
-0.60%
6M
8.00%
YTD
8.95%
1Y
-98.80%
3Y*
-74.24%
5Y*
-55.04%
10Y*
-27.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IDUS.L vs. SPXS.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%
SPXS.L
Invesco S&P 500 UCITS ETF USD (Acc)
8.95%-98.82%25.56%27.00%-18.53%29.64%17.89%30.86%-5.19%21.62%

Correlation

The correlation between IDUS.L and SPXS.L is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

1.00

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

1.00

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

0.99

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

0.99

Correlation (All Time)
Calculated using the full available price history since May 20, 2010

0.99

The correlation between IDUS.L and SPXS.L has been stable across timeframes, ranging from 0.99 to 1.00 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

IDUS.L vs. SPXS.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

SPXS.L
SPXS.L Risk / Return Rank: 22
Overall Rank
SPXS.L Sharpe Ratio Rank: 22
Sharpe Ratio Rank
SPXS.L Sortino Ratio Rank: 44
Sortino Ratio Rank
SPXS.L Omega Ratio Rank: 00
Omega Ratio Rank
SPXS.L Calmar Ratio Rank: 00
Calmar Ratio Rank
SPXS.L Martin Ratio Rank: 33
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. SPXS.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 UCITS ETF USD (Acc) (SPXS.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.LSPXS.LDifference
Sharpe ratioReturn per unit of total volatility

+2.65

Sortino ratioReturn per unit of downside risk

+3.28

Omega ratioGain probability vs. loss probability

1.30

0.51

+0.79

Calmar ratioReturn relative to maximum drawdown

2.43

-1.00

+3.43

Martin ratioReturn relative to average drawdown

9.86

-1.22

+11.09

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

The current IDUS.L Sharpe Ratio is 1.65, which is higher than the SPXS.L Sharpe Ratio of -0.99. The chart below compares the historical Sharpe Ratios of IDUS.L and SPXS.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.


Loading charts...

Drawdowns

IDUS.L vs. SPXS.L - Drawdown Comparison

The maximum IDUS.L drawdown since its inception was -55.36%, smaller than the maximum SPXS.L drawdown of -99.07%. Use the drawdown chart below to compare losses from any high point for IDUS.L and SPXS.L.


Loading charts...

Drawdown Indicators


IDUS.LSPXS.LDifference

Max Drawdown

Largest peak-to-trough decline

-55.36%

-99.07%

+43.71%

Max Drawdown (1Y)

Largest decline over 1 year

-8.18%

-99.07%

+90.89%

Max Drawdown (3Y)

Largest decline over 3 years

-18.48%

-99.07%

+80.59%

Max Drawdown (5Y)

Largest decline over 5 years

-24.38%

-99.07%

+74.69%

Max Drawdown (10Y)

Largest decline over 10 years

-33.82%

-99.07%

+65.25%

Current Drawdown

Current decline from peak

-1.73%

-98.91%

+97.18%

Average Drawdown

Average peak-to-trough decline

-8.01%

-7.69%

-0.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.02%

80.82%

-78.80%

Volatility

IDUS.L vs. SPXS.L - Volatility Comparison

iShares Core S&P 500 UCITS ETF USD Distributing (IDUS.L) and Invesco S&P 500 UCITS ETF USD (Acc) (SPXS.L) have volatilities of 3.09% and 3.01%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


IDUS.LSPXS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.09%

3.01%

+0.08%

Volatility (6M)

Calculated over the trailing 6-month period

9.34%

9.33%

+0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

12.11%

99.43%

-87.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.08%

47.12%

-31.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.28%

35.28%

-19.00%

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

IDUS.L has a 0.07% expense ratio, which is higher than SPXS.L's 0.05% 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. SPXS.L - Dividend Comparison

IDUS.L's dividend yield for the trailing twelve months is around 0.87%, while SPXS.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%
SPXS.L
Invesco S&P 500 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


With a correlation of 1.00, IDUS.L and SPXS.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, SPXS.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPXS.L is cheaper with a 0.05% expense ratio, compared with 0.07% for IDUS.L.

IDUS.L tracks S&P 500, while SPXS.L tracks S&P 500 Index. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.07% for IDUS.L and 0.05% for SPXS.L.

Portfolio Optimizer

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

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer