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IU5C.DE vs. IUS2.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


IU5C.DEIUS2.DE
YTD Return39.73%41.63%
1Y Return45.22%74.11%
3Y Return (Ann)9.18%3.16%
5Y Return (Ann)14.78%7.39%
Sharpe Ratio2.762.52
Sortino Ratio3.713.70
Omega Ratio1.521.49
Calmar Ratio3.871.66
Martin Ratio13.3814.80
Ulcer Index3.25%4.32%
Daily Std Dev15.66%25.68%
Max Drawdown-39.23%-49.73%
Current Drawdown0.00%0.00%

Correlation

-0.50.00.51.00.4

The correlation between IU5C.DE and IUS2.DE is 0.43, 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.

Performance

IU5C.DE vs. IUS2.DE - Performance Comparison

The year-to-date returns for both investments are quite close, with IU5C.DE having a 39.73% return and IUS2.DE slightly higher at 41.63%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
16.91%
28.35%
IU5C.DE
IUS2.DE

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Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


IU5C.DE vs. IUS2.DE - Expense Ratio Comparison

IU5C.DE has a 0.15% expense ratio, which is lower than IUS2.DE's 0.35% expense ratio.


IUS2.DE
iShares S&P U.S. Banks UCITS ETF USD (Acc)
Expense ratio chart for IUS2.DE: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
Expense ratio chart for IU5C.DE: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

Risk-Adjusted Performance

IU5C.DE vs. IUS2.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Communication Sector UCITS ETF USD (Acc) (IU5C.DE) and iShares S&P U.S. Banks UCITS ETF USD (Acc) (IUS2.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.


IU5C.DE
Sharpe ratio
The chart of Sharpe ratio for IU5C.DE, currently valued at 2.73, compared to the broader market-2.000.002.004.006.002.73
Sortino ratio
The chart of Sortino ratio for IU5C.DE, currently valued at 3.74, compared to the broader market0.005.0010.003.74
Omega ratio
The chart of Omega ratio for IU5C.DE, currently valued at 1.52, compared to the broader market1.001.502.002.503.001.52
Calmar ratio
The chart of Calmar ratio for IU5C.DE, currently valued at 2.21, compared to the broader market0.005.0010.0015.002.21
Martin ratio
The chart of Martin ratio for IU5C.DE, currently valued at 15.55, compared to the broader market0.0020.0040.0060.0080.00100.0015.55
IUS2.DE
Sharpe ratio
The chart of Sharpe ratio for IUS2.DE, currently valued at 2.45, compared to the broader market-2.000.002.004.006.002.45
Sortino ratio
The chart of Sortino ratio for IUS2.DE, currently valued at 3.53, compared to the broader market0.005.0010.003.53
Omega ratio
The chart of Omega ratio for IUS2.DE, currently valued at 1.46, compared to the broader market1.001.502.002.503.001.46
Calmar ratio
The chart of Calmar ratio for IUS2.DE, currently valued at 1.48, compared to the broader market0.005.0010.0015.001.48
Martin ratio
The chart of Martin ratio for IUS2.DE, currently valued at 15.11, compared to the broader market0.0020.0040.0060.0080.00100.0015.11

IU5C.DE vs. IUS2.DE - Sharpe Ratio Comparison

The current IU5C.DE Sharpe Ratio is 2.76, which is comparable to the IUS2.DE Sharpe Ratio of 2.52. The chart below compares the historical Sharpe Ratios of IU5C.DE and IUS2.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.73
2.45
IU5C.DE
IUS2.DE

Dividends

IU5C.DE vs. IUS2.DE - Dividend Comparison

Neither IU5C.DE nor IUS2.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

IU5C.DE vs. IUS2.DE - Drawdown Comparison

The maximum IU5C.DE drawdown since its inception was -39.23%, smaller than the maximum IUS2.DE drawdown of -49.73%. Use the drawdown chart below to compare losses from any high point for IU5C.DE and IUS2.DE. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember0
-4.58%
IU5C.DE
IUS2.DE

Volatility

IU5C.DE vs. IUS2.DE - Volatility Comparison

The current volatility for iShares S&P 500 Communication Sector UCITS ETF USD (Acc) (IU5C.DE) is 4.50%, while iShares S&P U.S. Banks UCITS ETF USD (Acc) (IUS2.DE) has a volatility of 10.84%. This indicates that IU5C.DE experiences smaller price fluctuations and is considered to be less risky than IUS2.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
4.50%
10.84%
IU5C.DE
IUS2.DE