IISU.L vs. UIFS.L
Compare and contrast key facts about iShares S&P 500 Industrials Sector UCITS ETF USD (Acc) (IISU.L) and iShares S&P 500 Financials Sector UCITS ETF USD (Acc) (UIFS.L).
IISU.L and UIFS.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IISU.L is a passively managed fund by iShares that tracks the performance of the S&P 500 Capped 35/20 Industrials Index. It was launched on Mar 20, 2017. UIFS.L is a passively managed fund by iShares that tracks the performance of the S&P 500 Capped 35/20 Financials Index. It was launched on Nov 20, 2015. Both IISU.L and UIFS.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
IISU.L vs. UIFS.L - Performance Comparison
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IISU.L vs. UIFS.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IISU.L iShares S&P 500 Industrials Sector UCITS ETF USD (Acc) | 6.87% | 11.24% | 19.29% | 11.45% | 6.06% | 22.20% | 6.25% | 24.46% | -9.19% | 7.89% |
UIFS.L iShares S&P 500 Financials Sector UCITS ETF USD (Acc) | -8.56% | 7.07% | 32.24% | 6.12% | -0.45% | 38.07% | -6.59% | 27.05% | -9.40% | 12.15% |
Returns By Period
In the year-to-date period, IISU.L achieves a 6.87% return, which is significantly higher than UIFS.L's -8.56% return.
IISU.L
- 1D
- 2.80%
- 1M
- -6.39%
- YTD
- 6.87%
- 6M
- 8.92%
- 1Y
- 23.04%
- 3Y*
- 16.35%
- 5Y*
- 13.13%
- 10Y*
- —
UIFS.L
- 1D
- 1.10%
- 1M
- -2.00%
- YTD
- -8.56%
- 6M
- -5.66%
- 1Y
- -1.94%
- 3Y*
- 14.47%
- 5Y*
- 10.08%
- 10Y*
- 12.90%
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IISU.L vs. UIFS.L - Expense Ratio Comparison
Both IISU.L and UIFS.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%.
Return for Risk
IISU.L vs. UIFS.L — Risk / Return Rank
IISU.L
UIFS.L
IISU.L vs. UIFS.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 Financials Sector UCITS ETF USD (Acc) (UIFS.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.L | UIFS.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.37 | -0.11 | +1.48 |
Sortino ratioReturn per unit of downside risk | 1.92 | -0.03 | +1.95 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.00 | +0.27 |
Calmar ratioReturn relative to maximum drawdown | 2.41 | -0.17 | +2.58 |
Martin ratioReturn relative to average drawdown | 8.41 | -0.46 | +8.87 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IISU.L | UIFS.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.37 | -0.11 | +1.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.83 | 0.57 | +0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.64 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.60 | +0.01 |
Correlation
The correlation between IISU.L and UIFS.L is 0.77, 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
IISU.L vs. UIFS.L - Dividend Comparison
Neither IISU.L nor UIFS.L has paid dividends to shareholders.
Drawdowns
IISU.L vs. UIFS.L - Drawdown Comparison
The maximum IISU.L drawdown since its inception was -34.66%, roughly equal to the maximum UIFS.L drawdown of -35.31%. Use the drawdown chart below to compare losses from any high point for IISU.L and UIFS.L.
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Drawdown Indicators
| IISU.L | UIFS.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.66% | -35.31% | +0.65% |
Max Drawdown (1Y)Largest decline over 1 year | -11.69% | -12.90% | +1.21% |
Max Drawdown (5Y)Largest decline over 5 years | -21.12% | -18.72% | -2.40% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.31% | — |
Current DrawdownCurrent decline from peak | -6.39% | -10.42% | +4.03% |
Average DrawdownAverage peak-to-trough decline | -4.52% | -6.05% | +1.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.69% | 4.61% | -1.92% |
Volatility
IISU.L vs. UIFS.L - Volatility Comparison
iShares S&P 500 Industrials Sector UCITS ETF USD (Acc) (IISU.L) has a higher volatility of 5.32% compared to iShares S&P 500 Financials Sector UCITS ETF USD (Acc) (UIFS.L) at 4.86%. This indicates that IISU.L's price experiences larger fluctuations and is considered to be riskier than UIFS.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.L | UIFS.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.32% | 4.86% | +0.46% |
Volatility (6M)Calculated over the trailing 6-month period | 9.54% | 10.66% | -1.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.80% | 17.80% | -1.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.90% | 17.61% | -1.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.69% | 20.14% | -1.45% |