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ISP6.L vs. IUSA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ISP6.L vs. IUSA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares S&P SmallCap 600 UCITS ETF (ISP6.L) and iShares Core S&P 500 UCITS ETF USD Dist (IUSA.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ISP6.L is traded in GBp, while IUSA.DE is traded in EUR. To make them comparable, the IUSA.DE values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, ISP6.L achieves a 19.53% return, which is significantly higher than IUSA.DE's 8.99% return. Over the past 10 years, ISP6.L has underperformed IUSA.DE with an annualized return of 9.92%, while IUSA.DE has yielded a comparatively higher 14.43% annualized return.


ISP6.L

1D
-1.07%
1M
0.54%
6M
12.95%
YTD
19.53%
1Y
30.48%
3Y*
12.10%
5Y*
7.74%
10Y*
9.92%

IUSA.DE

1D
-1.11%
1M
-1.70%
6M
7.38%
YTD
8.99%
1Y
19.74%
3Y*
18.13%
5Y*
13.27%
10Y*
14.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ISP6.L vs. IUSA.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ISP6.L
iShares S&P SmallCap 600 UCITS ETF
19.53%-0.91%8.76%10.98%-6.72%27.86%6.87%17.51%-4.56%3.05%
IUSA.DE
iShares Core S&P 500 UCITS ETF USD Dist
8.99%10.14%26.59%20.02%-9.56%30.82%12.79%27.55%0.26%11.22%

Correlation

The correlation between ISP6.L and IUSA.DE is 0.60, 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

0.60

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

0.61

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

0.66

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

0.69

Correlation (All Time)
Calculated using the full available price history since May 9, 2008

0.70

The correlation between ISP6.L and IUSA.DE shifts across timeframes, from 0.60 (1 year) to 0.70 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

ISP6.L vs. IUSA.DE — Risk / Return Rank

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

ISP6.L
ISP6.L Risk / Return Rank: 8282
Overall Rank
ISP6.L Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
ISP6.L Sortino Ratio Rank: 7777
Sortino Ratio Rank
ISP6.L Omega Ratio Rank: 7777
Omega Ratio Rank
ISP6.L Calmar Ratio Rank: 9292
Calmar Ratio Rank
ISP6.L Martin Ratio Rank: 8686
Martin Ratio Rank

IUSA.DE
IUSA.DE Risk / Return Rank: 7474
Overall Rank
IUSA.DE Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
IUSA.DE Sortino Ratio Rank: 7272
Sortino Ratio Rank
IUSA.DE Omega Ratio Rank: 7373
Omega Ratio Rank
IUSA.DE Calmar Ratio Rank: 7777
Calmar Ratio Rank
IUSA.DE Martin Ratio Rank: 7777
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.

ISP6.L vs. IUSA.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P SmallCap 600 UCITS ETF (ISP6.L) and iShares Core S&P 500 UCITS ETF USD Dist (IUSA.DE). 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.


ISP6.LIUSA.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.22

Sortino ratioReturn per unit of downside risk

+0.29

Omega ratioGain probability vs. loss probability

1.35

1.31

+0.04

Calmar ratioReturn relative to maximum drawdown

4.57

2.75

+1.81

Martin ratioReturn relative to average drawdown

13.61

9.65

+3.96

ISP6.L vs. IUSA.DE - Sharpe Ratio Comparison

The current ISP6.L Sharpe Ratio is 1.97, which is comparable to the IUSA.DE Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of ISP6.L and IUSA.DE, 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

ISP6.L vs. IUSA.DE - Drawdown Comparison

The maximum ISP6.L drawdown since its inception was -66.35%, which is greater than IUSA.DE's maximum drawdown of -36.31%. Use the drawdown chart below to compare losses from any high point for ISP6.L and IUSA.DE.


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Drawdown Indicators


ISP6.LIUSA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-66.35%

-36.31%

-30.04%

Max Drawdown (1Y)

Largest decline over 1 year

-6.45%

-7.07%

+0.62%

Max Drawdown (3Y)

Largest decline over 3 years

-30.26%

-22.11%

-8.15%

Max Drawdown (5Y)

Largest decline over 5 years

-30.26%

-22.11%

-8.15%

Max Drawdown (10Y)

Largest decline over 10 years

-39.08%

-26.26%

-12.82%

Current Drawdown

Current decline from peak

-3.45%

-1.93%

-1.52%

Average Drawdown

Average peak-to-trough decline

-15.49%

-4.94%

-10.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.17%

2.02%

+0.15%

Volatility

ISP6.L vs. IUSA.DE - Volatility Comparison

iShares S&P SmallCap 600 UCITS ETF (ISP6.L) has a higher volatility of 4.43% compared to iShares Core S&P 500 UCITS ETF USD Dist (IUSA.DE) at 2.98%. This indicates that ISP6.L's price experiences larger fluctuations and is considered to be riskier than IUSA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ISP6.LIUSA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.43%

2.98%

+1.45%

Volatility (6M)

Calculated over the trailing 6-month period

10.85%

7.79%

+3.06%

Volatility (1Y)

Calculated over the trailing 1-year period

15.22%

11.26%

+3.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.08%

14.80%

+4.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.38%

15.79%

+4.59%

ISP6.L vs. IUSA.DE - Expense Ratio Comparison

ISP6.L has a 0.40% expense ratio, which is higher than IUSA.DE's 0.07% expense ratio.


Dividends

ISP6.L vs. IUSA.DE - Dividend Comparison

ISP6.L's dividend yield for the trailing twelve months is around 0.53%, less than IUSA.DE's 0.86% yield.


PositionTTM20252024202320222021202020192018201720162015
ISP6.L
iShares S&P SmallCap 600 UCITS ETF
0.53%1.22%1.15%1.08%1.00%0.65%0.94%0.97%0.96%0.78%0.77%0.53%
IUSA.DE
iShares Core S&P 500 UCITS ETF USD Dist
0.86%0.94%0.99%1.25%1.46%0.99%1.40%1.48%1.70%1.51%1.37%1.52%

Frequently Asked Questions


ISP6.L and IUSA.DE have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

IUSA.DE is cheaper with a 0.07% expense ratio, compared with 0.40% for ISP6.L.

ISP6.L is categorized as Small Cap Blend Equities, while IUSA.DE is S&P 500. ISP6.L tracks Russell 2000 TR USD, while IUSA.DE tracks S&P 500 Index. Their fees differ too: 0.40% for ISP6.L and 0.07% for IUSA.DE.

Portfolio Optimizer

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