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IESU.L vs. IUES.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IESU.L vs. IUES.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares S&P 500 Energy Sector UCITS ETF USD (Acc) (IESU.L) and iShares S&P 500 Energy Sector UCITS ETF USD (Acc) (IUES.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IESU.L is traded in GBp, while IUES.L is traded in USD. To make them comparable, the IUES.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

The year-to-date returns for both investments are quite close, with IESU.L having a 27.25% return and IUES.L slightly higher at 27.42%. Both investments have delivered pretty close results over the past 10 years, with IESU.L having a 8.52% annualized return and IUES.L not far behind at 8.49%.


IESU.L

1D
2.33%
1M
3.67%
6M
18.53%
YTD
27.25%
1Y
35.48%
3Y*
13.78%
5Y*
22.56%
10Y*
8.52%

IUES.L

1D
2.83%
1M
3.69%
6M
18.75%
YTD
27.42%
1Y
34.91%
3Y*
13.81%
5Y*
22.56%
10Y*
8.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IESU.L vs. IUES.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IESU.L
iShares S&P 500 Energy Sector UCITS ETF USD (Acc)
27.25%2.26%5.45%-5.96%83.53%53.82%-35.62%5.37%-13.39%-10.01%
IUES.L
iShares S&P 500 Energy Sector UCITS ETF USD (Acc)
27.42%2.08%5.69%-5.63%83.32%53.38%-35.31%4.57%-13.26%-9.61%

Correlation

The correlation between IESU.L and IUES.L is 0.97 - 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

0.97

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

0.96

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

0.96

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

0.96

Correlation (All Time)
Calculated using the full available price history since Nov 20, 2015

0.96

The correlation between IESU.L and IUES.L has been stable across timeframes, ranging from 0.96 to 0.97 - a consistent structural relationship.

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Return for Risk

IESU.L vs. IUES.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IESU.L
IESU.L Risk / Return Rank: 4747
Overall Rank
IESU.L Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
IESU.L Sortino Ratio Rank: 4646
Sortino Ratio Rank
IESU.L Omega Ratio Rank: 5050
Omega Ratio Rank
IESU.L Calmar Ratio Rank: 4949
Calmar Ratio Rank
IESU.L Martin Ratio Rank: 3939
Martin Ratio Rank

IUES.L
IUES.L Risk / Return Rank: 5151
Overall Rank
IUES.L Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
IUES.L Sortino Ratio Rank: 5151
Sortino Ratio Rank
IUES.L Omega Ratio Rank: 5252
Omega Ratio Rank
IUES.L Calmar Ratio Rank: 5353
Calmar Ratio Rank
IUES.L Martin Ratio Rank: 4242
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.

IESU.L vs. IUES.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Energy Sector UCITS ETF USD (Acc) (IESU.L) and iShares S&P 500 Energy Sector UCITS ETF USD (Acc) (IUES.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.


IESU.LIUES.LDifference
Sharpe ratioReturn per unit of total volatility

-0.02

Sortino ratioReturn per unit of downside risk

-0.04

Omega ratioGain probability vs. loss probability

1.26

1.26

0.00

Calmar ratioReturn relative to maximum drawdown

2.04

2.00

+0.03

Martin ratioReturn relative to average drawdown

4.96

4.87

+0.09

IESU.L vs. IUES.L - Sharpe Ratio Comparison

The current IESU.L Sharpe Ratio is 1.44, which is comparable to the IUES.L Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of IESU.L and IUES.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

IESU.L vs. IUES.L - Drawdown Comparison

The maximum IESU.L drawdown since its inception was -63.88%, roughly equal to the maximum IUES.L drawdown of -62.43%. Use the drawdown chart below to compare losses from any high point for IESU.L and IUES.L.


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Drawdown Indicators


IESU.LIUES.LDifference

Max Drawdown

Largest peak-to-trough decline

-63.88%

-62.43%

-1.45%

Max Drawdown (1Y)

Largest decline over 1 year

-17.34%

-17.37%

+0.03%

Max Drawdown (3Y)

Largest decline over 3 years

-26.36%

-23.95%

-2.41%

Max Drawdown (5Y)

Largest decline over 5 years

-26.36%

-23.95%

-2.41%

Max Drawdown (10Y)

Largest decline over 10 years

-62.16%

-62.43%

+0.27%

Current Drawdown

Current decline from peak

-11.59%

-11.53%

-0.06%

Average Drawdown

Average peak-to-trough decline

-20.51%

-15.97%

-4.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.13%

7.15%

-0.02%

Volatility

IESU.L vs. IUES.L - Volatility Comparison

iShares S&P 500 Energy Sector UCITS ETF USD (Acc) (IESU.L) and iShares S&P 500 Energy Sector UCITS ETF USD (Acc) (IUES.L) have volatilities of 7.73% and 7.98%, 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


IESU.LIUES.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.73%

7.98%

-0.25%

Volatility (6M)

Calculated over the trailing 6-month period

21.73%

20.73%

+1.00%

Volatility (1Y)

Calculated over the trailing 1-year period

24.62%

23.81%

+0.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.09%

26.70%

+2.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.16%

28.24%

+0.92%

IESU.L vs. IUES.L - Expense Ratio Comparison

Both IESU.L and IUES.L have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

IESU.L vs. IUES.L - Dividend Comparison

Neither IESU.L nor IUES.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.97, IESU.L and IUES.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.

Both ETFs have the same 0.15% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

IESU.L and IUES.L have the same expense ratio: 0.15% per year.

IESU.L tracks S&P 500 Capped 35/20 Energy Index NTR, while IUES.L tracks MSCI World/Energy NR USD.

Portfolio Optimizer

Find the right allocation for IESU.L and IUES.L

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

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