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

IDUS.L vs. VUAA.L

Last updated Apr 2, 2026

Compare and contrast key facts about iShares Core S&P 500 UCITS ETF USD Distributing (IDUS.L) and Vanguard S&P 500 UCITS ETF USD Accumulation (VUAA.L).

IDUS.L and VUAA.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. VUAA.L is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Net Total Return. It was launched on May 14, 2019. Both IDUS.L and VUAA.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. VUAA.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 Vanguard S&P 500 UCITS ETF USD Accumulation (VUAA.L). The values are adjusted to include any dividend payments, if applicable.

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

2026 (YTD)2025202420232022202120202019
IDUS.L
iShares Core S&P 500 UCITS ETF USD Distributing		-4.07%17.36%25.31%26.75%-18.68%29.32%17.63%12.65%
VUAA.L
Vanguard S&P 500 UCITS ETF USD Accumulation		-4.06%17.37%25.27%26.68%-18.63%29.34%17.66%12.72%

Returns By Period

The year-to-date returns for both investments are quite close, with IDUS.L having a -4.07% return and VUAA.L slightly higher at -4.06%.

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%

VUAA.L

1D
2.50%
1M
-3.64%
YTD
-4.06%
6M
-0.94%
1Y
18.29%
3Y*
18.65%
5Y*
11.80%
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

Vanguard S&P 500 UCITS ETF USD Accumulation

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. IUUS.L
Often compared with VUAA.L:
VUAA.L vs. VOOVUAA.L vs. CSPX.LVUAA.L vs. VWCE.DEVUAA.L vs. VUSA.ASVUAA.L vs. SXR8.DEVUAA.L vs. VUAG.LVUAA.L vs. SPY

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

Both IDUS.L and VUAA.L have an expense ratio of 0.07%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

IDUS.L
iShares Core S&P 500 UCITS ETF USD Distributing
VUAA.L
Vanguard S&P 500 UCITS ETF USD Accumulation

Return for Risk

IDUS.L vs. VUAA.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
VUAA.L
VUAA.L Risk / Return Rank: 6868
Overall Rank
VUAA.L Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
VUAA.L Sortino Ratio Rank: 6262
Sortino Ratio Rank
VUAA.L Omega Ratio Rank: 6363
Omega Ratio Rank
VUAA.L Calmar Ratio Rank: 7777
Calmar Ratio Rank
VUAA.L Martin Ratio Rank: 7777
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. VUAA.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 Vanguard S&P 500 UCITS ETF USD Accumulation (VUAA.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.LVUAA.LDifference

Sharpe ratio

Return per unit of total volatility

1.13

1.14

-0.01

Sortino ratio

Return per unit of downside risk

1.65

1.65

-0.01

Omega ratio

Gain probability vs. loss probability

1.24

1.24

0.00

Calmar ratio

Return relative to maximum drawdown

2.10

2.13

-0.02

Martin ratio

Return relative to average drawdown

8.68

8.63

+0.05

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. VUAA.L - Sharpe Ratio Comparison

The current IDUS.L Sharpe Ratio is 1.13, which is comparable to the VUAA.L Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of IDUS.L and VUAA.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.LVUAA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.13

1.14

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

0.74

0.00

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

0.79

-0.22

Correlation

The correlation between IDUS.L and VUAA.L is 0.99, 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. VUAA.L - Dividend Comparison

IDUS.L's dividend yield for the trailing twelve months is around 0.98%, while VUAA.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%
VUAA.L
Vanguard S&P 500 UCITS ETF USD Accumulation		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. VUAA.L - Drawdown Comparison

The maximum IDUS.L drawdown since its inception was -55.48%, which is greater than VUAA.L's maximum drawdown of -34.05%. Use the drawdown chart below to compare losses from any high point for IDUS.L and VUAA.L.

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Drawdown Indicators

IDUS.LVUAA.LDifference

Max Drawdown

Largest peak-to-trough decline

-55.48%

-34.05%

-21.43%

Max Drawdown (1Y)

Largest decline over 1 year

-11.83%

-11.75%

-0.08%

Max Drawdown (5Y)

Largest decline over 5 years

-24.38%

-24.36%

-0.02%

Max Drawdown (10Y)

Largest decline over 10 years

-33.83%

—

—

Current Drawdown

Current decline from peak

-5.41%

-5.41%

0.00%

Average Drawdown

Average peak-to-trough decline

-8.18%

-5.20%

-2.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.04%

2.05%

-0.01%

Volatility

IDUS.L vs. VUAA.L - Volatility Comparison

iShares Core S&P 500 UCITS ETF USD Distributing (IDUS.L) and Vanguard S&P 500 UCITS ETF USD Accumulation (VUAA.L) have volatilities of 4.80% and 4.87%, 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.

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Volatility by Period

IDUS.LVUAA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.80%

4.87%

-0.07%

Volatility (6M)

Calculated over the trailing 6-month period

8.68%

8.72%

-0.04%

Volatility (1Y)

Calculated over the trailing 1-year period

16.17%

16.07%

+0.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.98%

15.97%

+0.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.28%

17.88%

-1.60%