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

Performance

IMSU.L vs. SPAG.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 Agribusiness UCITS ETF USD (Acc) (SPAG.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, IMSU.L achieves a 10.77% return, which is significantly lower than SPAG.L's 13.12% return.


IMSU.L

1D
0.24%
1M
-4.73%
6M
3.70%
YTD
10.77%
1Y
14.35%
3Y*
6.84%
5Y*
6.56%
10Y*

SPAG.L

1D
0.79%
1M
2.73%
6M
6.06%
YTD
13.12%
1Y
16.53%
3Y*
4.27%
5Y*
5.31%
10Y*
7.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
IMSU.L
iShares S&P 500 Materials Sector UCITS ETF USD (Acc)
10.77%3.37%0.69%6.26%-1.35%28.63%16.34%19.09%-9.88%-12.89%
SPAG.L
iShares Agribusiness UCITS ETF USD (Acc)
13.12%8.75%-4.21%-13.78%15.09%24.65%6.64%13.92%-7.95%7.67%

Correlation

The correlation between IMSU.L and SPAG.L is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.49

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

0.60

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

0.67

Correlation (All Time)
Calculated using the full available price history since Mar 22, 2017

0.72

Over the past year, the correlation between IMSU.L and SPAG.L has dropped to 0.49 - well below their long-term average of 0.72, suggesting their price drivers have been diverging.

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Return for Risk

IMSU.L vs. SPAG.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: 3232
Overall Rank
IMSU.L Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
IMSU.L Sortino Ratio Rank: 3131
Sortino Ratio Rank
IMSU.L Omega Ratio Rank: 2929
Omega Ratio Rank
IMSU.L Calmar Ratio Rank: 3333
Calmar Ratio Rank
IMSU.L Martin Ratio Rank: 3535
Martin Ratio Rank

SPAG.L
SPAG.L Risk / Return Rank: 4545
Overall Rank
SPAG.L Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
SPAG.L Sortino Ratio Rank: 4949
Sortino Ratio Rank
SPAG.L Omega Ratio Rank: 4646
Omega Ratio Rank
SPAG.L Calmar Ratio Rank: 4444
Calmar Ratio Rank
SPAG.L Martin Ratio Rank: 3838
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. SPAG.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 Agribusiness UCITS ETF USD (Acc) (SPAG.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.


IMSU.LSPAG.LDifference
Sharpe ratioReturn per unit of total volatility

-0.36

Sortino ratioReturn per unit of downside risk

-0.52

Omega ratioGain probability vs. loss probability

1.16

1.23

-0.06

Calmar ratioReturn relative to maximum drawdown

1.33

1.72

-0.39

Martin ratioReturn relative to average drawdown

4.15

4.42

-0.27

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

The current IMSU.L Sharpe Ratio is 0.92, which is comparable to the SPAG.L Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of IMSU.L and SPAG.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

IMSU.L vs. SPAG.L - Drawdown Comparison

The maximum IMSU.L drawdown since its inception was -33.22%, smaller than the maximum SPAG.L drawdown of -43.95%. Use the drawdown chart below to compare losses from any high point for IMSU.L and SPAG.L.


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Drawdown Indicators


IMSU.LSPAG.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.22%

-43.95%

+10.73%

Max Drawdown (1Y)

Largest decline over 1 year

-10.76%

-9.56%

-1.20%

Max Drawdown (3Y)

Largest decline over 3 years

-25.16%

-27.60%

+2.44%

Max Drawdown (5Y)

Largest decline over 5 years

-25.16%

-31.95%

+6.79%

Max Drawdown (10Y)

Largest decline over 10 years

-31.95%

Current Drawdown

Current decline from peak

-4.97%

-9.23%

+4.26%

Average Drawdown

Average peak-to-trough decline

-11.10%

-17.43%

+6.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.45%

3.73%

-0.28%

Volatility

IMSU.L vs. SPAG.L - Volatility Comparison

iShares S&P 500 Materials Sector UCITS ETF USD (Acc) (IMSU.L) has a higher volatility of 5.32% compared to iShares Agribusiness UCITS ETF USD (Acc) (SPAG.L) at 3.41%. This indicates that IMSU.L's price experiences larger fluctuations and is considered to be riskier than SPAG.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.LSPAG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.32%

3.41%

+1.91%

Volatility (6M)

Calculated over the trailing 6-month period

12.58%

10.09%

+2.49%

Volatility (1Y)

Calculated over the trailing 1-year period

15.50%

12.80%

+2.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.58%

20.67%

+0.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.92%

18.97%

+5.95%

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

IMSU.L has a 0.15% expense ratio, which is lower than SPAG.L's 0.55% expense ratio.


Dividends

IMSU.L vs. SPAG.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


IMSU.L and SPAG.L have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IMSU.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IMSU.L is cheaper with a 0.15% expense ratio, compared with 0.55% for SPAG.L.

IMSU.L tracks MSCI World/Materials NR USD, while SPAG.L tracks S&P Commodity Producers Agribusiness Index NTR. Their fees differ too: 0.15% for IMSU.L and 0.55% for SPAG.L.

Portfolio Optimizer

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