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IISU.L vs. IUSA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IISU.L vs. IUSA.L

Last updated Jun 5, 2026

IISU.L (iShares S&P 500 Industrials Sector UCITS ETF USD (Acc)) and IUSA.L (iShares S&P 500 UCITS Dist) are both exchange-traded funds - IISU.L is a Industrials Equities fund tracking the S&P 500 Capped 35/20 Industrials Index, while IUSA.L is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 5 years, IISU.L returned 13.38%/yr vs 15.33%/yr for IUSA.L. A 0.79 correlation means they provide meaningful diversification when combined. IISU.L charges 0.15%/yr vs 0.07%/yr for IUSA.L.

Performance

IISU.L vs. IUSA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares S&P 500 Industrials Sector UCITS ETF USD (Acc) (IISU.L) and iShares S&P 500 UCITS Dist (IUSA.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, IISU.L achieves a 12.64% return, which is significantly higher than IUSA.L's 10.67% return.

IISU.L

1D
-0.05%
1M
2.79%
YTD
12.64%
6M
13.01%
1Y
24.29%
3Y*
18.78%
5Y*
13.38%
10Y*
—

IUSA.L

1D
0.04%
1M
5.55%
YTD
10.67%
6M
10.66%
1Y
29.55%
3Y*
19.42%
5Y*
15.33%
10Y*
16.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IISU.L vs. IUSA.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IISU.L
iShares S&P 500 Industrials Sector UCITS ETF USD (Acc)		12.64%11.24%19.29%11.45%6.06%22.20%6.25%24.46%-9.19%7.89%
IUSA.L
iShares S&P 500 UCITS Dist		10.67%9.70%27.73%20.24%-8.72%31.54%14.15%27.06%0.51%7.87%

Correlation

The correlation between IISU.L and IUSA.L is 0.64, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

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

0.64

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

0.71

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

0.76

Correlation (All Time)
Calculated using the full available price history since Mar 23, 2017

0.79

The correlation between IISU.L and IUSA.L shifts across timeframes, from 0.64 (1 year) to 0.79 (all time), reflecting how their relationship changes across market environments.

IISU.L vs. IUSA.L - Sectors Allocation Comparison

Sectors
IISU.L
IUSA.L

Industrials

90.4%
7.9%

Utilities

4.9%
2.2%

Technology

3.8%
38.2%

Consumer Cyclical

0.5%
10.0%

Basic Materials

0.2%
1.7%

Communication Services

-

10.9%

Consumer Defensive

-

4.7%

Energy

-

3.2%

Financial Services

-

11.1%

Healthcare

-

8.3%

Real Estate

-

1.9%

Industrials

IISU.L
90.4%
IUSA.L
7.9%

Utilities

IISU.L
4.9%
IUSA.L
2.2%

Technology

IISU.L
3.8%
IUSA.L
38.2%

Consumer Cyclical

IISU.L
0.5%
IUSA.L
10.0%

Basic Materials

IISU.L
0.2%
IUSA.L
1.7%

Communication Services

IISU.L

-

IUSA.L
10.9%

Consumer Defensive

IISU.L

-

IUSA.L
4.7%

Energy

IISU.L

-

IUSA.L
3.2%

Financial Services

IISU.L

-

IUSA.L
11.1%

Healthcare

IISU.L

-

IUSA.L
8.3%

Real Estate

IISU.L

-

IUSA.L
1.9%

Compare stocks, funds, or ETFs

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iShares S&P 500 Industrials Sector UCITS ETF USD (Acc)

iShares S&P 500 UCITS Dist

Often compared with IISU.L:
IISU.L vs. UIFS.LIISU.L vs. JRDG.LIISU.L vs. VOOIISU.L vs. SGLN.LIISU.L vs. XLIIISU.L vs. BRIP.LIISU.L vs. QQQ
Often compared with IUSA.L:
IUSA.L vs. CSP1.LIUSA.L vs. VUAA.LIUSA.L vs. IAPD.ASIUSA.L vs. SPX5.LIUSA.L vs. SPXP.LIUSA.L vs. VOOIUSA.L vs. IVV

Return for Risk

IISU.L vs. IUSA.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IISU.L
IISU.L Risk / Return Rank: 5353
Overall Rank
IISU.L Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
IISU.L Sortino Ratio Rank: 5555
Sortino Ratio Rank
IISU.L Omega Ratio Rank: 5151
Omega Ratio Rank
IISU.L Calmar Ratio Rank: 5353
Calmar Ratio Rank
IISU.L Martin Ratio Rank: 4949
Martin Ratio Rank
IUSA.L
IUSA.L Risk / Return Rank: 8484
Overall Rank
IUSA.L Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
IUSA.L Sortino Ratio Rank: 8585
Sortino Ratio Rank
IUSA.L Omega Ratio Rank: 8686
Omega Ratio Rank
IUSA.L Calmar Ratio Rank: 8181
Calmar Ratio Rank
IUSA.L Martin Ratio Rank: 8080
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.

IISU.L vs. IUSA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Industrials Sector UCITS ETF USD (Acc) (IISU.L) and iShares S&P 500 UCITS Dist (IUSA.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.

IISU.LIUSA.LDifference
Sharpe ratioReturn per unit of total volatility
1.83
2.82

-0.99

Sortino ratioReturn per unit of downside risk
2.59
3.78

-1.19

Omega ratioGain probability vs. loss probability

1.32

1.53

-0.21

Calmar ratioReturn relative to maximum drawdown

2.58

4.20

-1.62

Martin ratioReturn relative to average drawdown

8.22

15.53

-7.31

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IISU.L vs. IUSA.L - Sharpe Ratio Comparison

The current IISU.L Sharpe Ratio is 1.83, which is lower than the IUSA.L Sharpe Ratio of 2.82. The chart below compares the historical Sharpe Ratios of IISU.L and IUSA.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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Sharpe Ratios by Period

IISU.LIUSA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.83

2.82

-0.99

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.84

1.07

-0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

1.06

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.58

+0.05

Drawdowns

IISU.L vs. IUSA.L - Drawdown Comparison

The maximum IISU.L drawdown since its inception was -34.66%, smaller than the maximum IUSA.L drawdown of -38.58%. Use the drawdown chart below to compare losses from any high point for IISU.L and IUSA.L.

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Drawdown Indicators

IISU.LIUSA.LDifference

Max Drawdown

Largest peak-to-trough decline

-34.66%

-38.58%

+3.92%

Max Drawdown (1Y)

Largest decline over 1 year

-9.36%

-7.01%

-2.35%

Max Drawdown (3Y)

Largest decline over 3 years

-21.12%

-21.08%

-0.04%

Max Drawdown (5Y)

Largest decline over 5 years

-21.12%

-21.08%

-0.04%

Max Drawdown (10Y)

Largest decline over 10 years

—

-25.42%

—

Current Drawdown

Current decline from peak

-1.34%

-0.22%

-1.12%

Average Drawdown

Average peak-to-trough decline

-4.51%

-7.29%

+2.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.95%

1.90%

+1.05%

Volatility

IISU.L vs. IUSA.L - Volatility Comparison

iShares S&P 500 Industrials Sector UCITS ETF USD (Acc) (IISU.L) has a higher volatility of 4.54% compared to iShares S&P 500 UCITS Dist (IUSA.L) at 2.62%. This indicates that IISU.L's price experiences larger fluctuations and is considered to be riskier than IUSA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IISU.LIUSA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.54%

2.62%

+1.92%

Volatility (6M)

Calculated over the trailing 6-month period

10.37%

7.13%

+3.24%

Volatility (1Y)

Calculated over the trailing 1-year period

13.25%

10.44%

+2.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.96%

14.33%

+1.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.65%

15.60%

+3.05%

IISU.L vs. IUSA.L - Expense Ratio Comparison

IISU.L has a 0.15% expense ratio, which is higher than IUSA.L's 0.07% 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

IISU.L vs. IUSA.L - Dividend Comparison

IISU.L has not paid dividends to shareholders, while IUSA.L's dividend yield for the trailing twelve months is around 1.15%.

PositionTTM20252024202320222021202020192018201720162015
IISU.L
iShares S&P 500 Industrials Sector 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%
IUSA.L
iShares S&P 500 UCITS Dist		1.15%1.24%1.28%1.55%1.74%1.39%1.80%1.96%2.22%1.95%1.75%2.29%

Frequently Asked Questions

IISU.L and IUSA.L have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IUSA.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IUSA.L is cheaper with a 0.07% expense ratio, compared with 0.15% for IISU.L.

IISU.L is categorized as Industrials Equities, while IUSA.L is S&P 500. IISU.L tracks S&P 500 Capped 35/20 Industrials Index, while IUSA.L tracks S&P 500 Index. Their fees differ too: 0.15% for IISU.L and 0.07% for IUSA.L.

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