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IU5C.DE vs. VUSA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IU5C.DE vs. VUSA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares S&P 500 Communication Sector UCITS ETF USD (Acc) (IU5C.DE) and Vanguard S&P 500 UCITS ETF (VUSA.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IU5C.DE achieves a 3.08% return, which is significantly lower than VUSA.DE's 11.38% return.


IU5C.DE

1D
1.39%
1M
-2.99%
YTD
3.08%
6M
0.70%
1Y
17.66%
3Y*
23.65%
5Y*
12.43%
10Y*

VUSA.DE

1D
-0.12%
1M
4.37%
YTD
11.38%
6M
10.86%
1Y
25.53%
3Y*
18.87%
5Y*
14.76%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IU5C.DE vs. VUSA.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
IU5C.DE
iShares S&P 500 Communication Sector UCITS ETF USD (Acc)
3.08%12.25%46.75%50.73%-37.12%31.78%11.48%35.88%-11.68%
VUSA.DE
Vanguard S&P 500 UCITS ETF
11.38%4.74%32.32%22.44%-14.26%40.76%6.77%34.46%-12.21%

Correlation

The correlation between IU5C.DE and VUSA.DE is 0.57, 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

0.57

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

0.69

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

0.76

Correlation (All Time)
Calculated using the full available price history since Sep 28, 2018

0.79

Over the past year, the correlation between IU5C.DE and VUSA.DE has dropped to 0.57 - well below their long-term average of 0.79, suggesting their price drivers have been diverging.

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Return for Risk

IU5C.DE vs. VUSA.DE — Risk / Return Rank

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

IU5C.DE
IU5C.DE Risk / Return Rank: 4242
Overall Rank
IU5C.DE Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
IU5C.DE Sortino Ratio Rank: 4040
Sortino Ratio Rank
IU5C.DE Omega Ratio Rank: 3535
Omega Ratio Rank
IU5C.DE Calmar Ratio Rank: 4848
Calmar Ratio Rank
IU5C.DE Martin Ratio Rank: 4848
Martin Ratio Rank

VUSA.DE
VUSA.DE Risk / Return Rank: 6969
Overall Rank
VUSA.DE Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
VUSA.DE Sortino Ratio Rank: 6565
Sortino Ratio Rank
VUSA.DE Omega Ratio Rank: 7070
Omega Ratio Rank
VUSA.DE Calmar Ratio Rank: 7272
Calmar Ratio Rank
VUSA.DE Martin Ratio Rank: 7070
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.

IU5C.DE vs. VUSA.DE - Risk-Adjusted Trends 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 Vanguard S&P 500 UCITS ETF (VUSA.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.DEVUSA.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.85

Sortino ratioReturn per unit of downside risk

-0.97

Omega ratioGain probability vs. loss probability

1.23

1.41

-0.18

Calmar ratioReturn relative to maximum drawdown

2.32

3.57

-1.25

Martin ratioReturn relative to average drawdown

7.89

12.71

-4.82

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

The current IU5C.DE Sharpe Ratio is 1.35, which is lower than the VUSA.DE Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of IU5C.DE and VUSA.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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Sharpe Ratios by Period


IU5C.DEVUSA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.35

2.20

-0.85

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

0.96

-0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.73

0.89

-0.16

Drawdowns

IU5C.DE vs. VUSA.DE - Drawdown Comparison

The maximum IU5C.DE drawdown since its inception was -39.23%, which is greater than VUSA.DE's maximum drawdown of -33.63%. Use the drawdown chart below to compare losses from any high point for IU5C.DE and VUSA.DE.


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Drawdown Indicators


IU5C.DEVUSA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-39.23%

-33.63%

-5.60%

Max Drawdown (1Y)

Largest decline over 1 year

-8.06%

-7.13%

-0.93%

Max Drawdown (3Y)

Largest decline over 3 years

-23.61%

-23.24%

-0.37%

Max Drawdown (5Y)

Largest decline over 5 years

-39.23%

-23.24%

-15.99%

Current Drawdown

Current decline from peak

-4.21%

-0.44%

-3.77%

Average Drawdown

Average peak-to-trough decline

-8.63%

-4.40%

-4.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.37%

2.01%

+0.36%

Volatility

IU5C.DE vs. VUSA.DE - Volatility Comparison

iShares S&P 500 Communication Sector UCITS ETF USD (Acc) (IU5C.DE) has a higher volatility of 4.12% compared to Vanguard S&P 500 UCITS ETF (VUSA.DE) at 2.68%. This indicates that IU5C.DE's price experiences larger fluctuations and is considered to be riskier than VUSA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IU5C.DEVUSA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.12%

2.68%

+1.44%

Volatility (6M)

Calculated over the trailing 6-month period

9.51%

7.59%

+1.92%

Volatility (1Y)

Calculated over the trailing 1-year period

13.87%

11.58%

+2.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.30%

15.17%

+4.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.91%

16.77%

+3.14%

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

IU5C.DE has a 0.15% expense ratio, which is higher than VUSA.DE's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

IU5C.DE vs. VUSA.DE - Dividend Comparison

IU5C.DE has not paid dividends to shareholders, while VUSA.DE's dividend yield for the trailing twelve months is around 0.87%.


PositionTTM202520242023202220212020201920182017
IU5C.DE
iShares S&P 500 Communication Sector UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VUSA.DE
Vanguard S&P 500 UCITS ETF
0.87%0.97%1.00%1.25%1.45%1.02%1.43%1.45%1.74%0.41%

Frequently Asked Questions


IU5C.DE and VUSA.DE have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

VUSA.DE is cheaper with a 0.07% expense ratio, compared with 0.15% for IU5C.DE.

IU5C.DE is categorized as Communications Equities, while VUSA.DE is S&P 500. IU5C.DE tracks S&P 500 Capped 35/20 Communication Services, while VUSA.DE tracks S&P 500 Net Total Return. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.15% for IU5C.DE and 0.07% for VUSA.DE.

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