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IMSU.L vs. IUCM.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IMSU.L vs. IUCM.L - Performance Comparison

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

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IMSU.L vs. IUCM.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
IMSU.L
iShares S&P 500 Materials Sector UCITS ETF USD (Acc)
11.43%3.37%0.69%6.26%-1.35%28.63%16.34%19.09%-13.03%
IUCM.L
iShares S&P 500 Communication Sector UCITS ETF USD Acc
-1.85%17.47%41.41%47.96%-33.47%23.51%19.04%25.86%-8.26%
Different Trading Currencies

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

Returns By Period

In the year-to-date period, IMSU.L achieves a 11.43% return, which is significantly higher than IUCM.L's -1.85% return.


IMSU.L

1D
1.35%
1M
-4.24%
YTD
11.43%
6M
14.29%
1Y
15.31%
3Y*
6.98%
5Y*
7.55%
10Y*

IUCM.L

1D
1.99%
1M
-3.06%
YTD
-1.85%
6M
2.27%
1Y
22.86%
3Y*
26.84%
5Y*
12.65%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IMSU.L vs. IUCM.L - Expense Ratio Comparison

Both IMSU.L and IUCM.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

IMSU.L vs. IUCM.L — Risk / Return Rank

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

IMSU.L
IMSU.L Risk / Return Rank: 4545
Overall Rank
IMSU.L Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
IMSU.L Sortino Ratio Rank: 4444
Sortino Ratio Rank
IMSU.L Omega Ratio Rank: 4141
Omega Ratio Rank
IMSU.L Calmar Ratio Rank: 4848
Calmar Ratio Rank
IMSU.L Martin Ratio Rank: 4747
Martin Ratio Rank

IUCM.L
IUCM.L Risk / Return Rank: 8080
Overall Rank
IUCM.L Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
IUCM.L Sortino Ratio Rank: 8383
Sortino Ratio Rank
IUCM.L Omega Ratio Rank: 7373
Omega Ratio Rank
IUCM.L Calmar Ratio Rank: 8484
Calmar Ratio Rank
IUCM.L Martin Ratio Rank: 8282
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.

IMSU.L vs. IUCM.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Materials Sector UCITS ETF USD (Acc) (IMSU.L) and iShares S&P 500 Communication Sector UCITS ETF USD Acc (IUCM.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.


IMSU.LIUCM.LDifference

Sharpe ratio

Return per unit of total volatility

0.90

1.35

-0.45

Sortino ratio

Return per unit of downside risk

1.30

1.96

-0.66

Omega ratio

Gain probability vs. loss probability

1.17

1.24

-0.07

Calmar ratio

Return relative to maximum drawdown

1.41

2.84

-1.43

Martin ratio

Return relative to average drawdown

5.08

9.65

-4.57

IMSU.L vs. IUCM.L - Sharpe Ratio Comparison

The current IMSU.L Sharpe Ratio is 0.90, which is lower than the IUCM.L Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of IMSU.L and IUCM.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


IMSU.LIUCM.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.90

1.35

-0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.65

-0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.70

-0.23

Correlation

The correlation between IMSU.L and IUCM.L is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

IMSU.L vs. IUCM.L - Dividend Comparison

Neither IMSU.L nor IUCM.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

IMSU.L vs. IUCM.L - Drawdown Comparison

The maximum IMSU.L drawdown since its inception was -28.25%, smaller than the maximum IUCM.L drawdown of -38.32%. Use the drawdown chart below to compare losses from any high point for IMSU.L and IUCM.L.


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Drawdown Indicators


IMSU.LIUCM.LDifference

Max Drawdown

Largest peak-to-trough decline

-28.25%

-47.32%

+19.07%

Max Drawdown (1Y)

Largest decline over 1 year

-12.29%

-9.86%

-2.43%

Max Drawdown (5Y)

Largest decline over 5 years

-21.70%

-47.32%

+25.62%

Current Drawdown

Current decline from peak

-4.40%

-6.12%

+1.72%

Average Drawdown

Average peak-to-trough decline

-5.58%

-10.39%

+4.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.98%

2.61%

+0.37%

Volatility

IMSU.L vs. IUCM.L - Volatility Comparison

iShares S&P 500 Materials Sector UCITS ETF USD (Acc) (IMSU.L) has a higher volatility of 6.92% compared to iShares S&P 500 Communication Sector UCITS ETF USD Acc (IUCM.L) at 5.22%. This indicates that IMSU.L's price experiences larger fluctuations and is considered to be riskier than IUCM.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IMSU.LIUCM.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.92%

5.22%

+1.70%

Volatility (6M)

Calculated over the trailing 6-month period

11.61%

10.32%

+1.29%

Volatility (1Y)

Calculated over the trailing 1-year period

16.93%

16.90%

+0.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.33%

19.53%

-3.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.52%

20.33%

-1.81%