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IUCM.L vs. IU5C.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IUCM.L vs. IU5C.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 (IUCM.L) and iShares S&P 500 Communication Sector UCITS ETF USD (Acc) (IU5C.DE). The values are adjusted to include any dividend payments, if applicable.

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IUCM.L vs. IU5C.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
IUCM.L
iShares S&P 500 Communication Sector UCITS ETF USD Acc
-3.44%26.48%38.98%55.75%-40.54%22.36%22.64%30.83%-12.92%
IU5C.DE
iShares S&P 500 Communication Sector UCITS ETF USD (Acc)
-3.16%26.72%38.36%55.49%-40.59%21.39%22.37%33.01%-13.20%
Different Trading Currencies

IUCM.L is traded in USD, while IU5C.DE is traded in EUR. To make them comparable, the IU5C.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, IUCM.L achieves a -3.44% return, which is significantly lower than IU5C.DE's -3.16% return.


IUCM.L

1D
2.23%
1M
-4.15%
YTD
-3.44%
6M
0.57%
1Y
26.03%
3Y*
29.92%
5Y*
11.70%
10Y*

IU5C.DE

1D
1.87%
1M
-4.35%
YTD
-3.16%
6M
0.41%
1Y
25.96%
3Y*
29.95%
5Y*
11.66%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IUCM.L vs. IU5C.DE - Expense Ratio Comparison

Both IUCM.L and IU5C.DE 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

IUCM.L vs. IU5C.DE — Risk / Return Rank

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

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

IU5C.DE
IU5C.DE Risk / Return Rank: 5858
Overall Rank
IU5C.DE Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
IU5C.DE Sortino Ratio Rank: 5151
Sortino Ratio Rank
IU5C.DE Omega Ratio Rank: 4646
Omega Ratio Rank
IU5C.DE Calmar Ratio Rank: 7676
Calmar Ratio Rank
IU5C.DE Martin Ratio Rank: 6767
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.

IUCM.L vs. IU5C.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 (IUCM.L) and iShares S&P 500 Communication Sector UCITS ETF USD (Acc) (IU5C.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.


IUCM.LIU5C.DEDifference

Sharpe ratio

Return per unit of total volatility

1.52

1.44

+0.08

Sortino ratio

Return per unit of downside risk

2.26

2.15

+0.11

Omega ratio

Gain probability vs. loss probability

1.28

1.28

0.00

Calmar ratio

Return relative to maximum drawdown

2.65

2.66

-0.01

Martin ratio

Return relative to average drawdown

9.86

9.74

+0.13

IUCM.L vs. IU5C.DE - Sharpe Ratio Comparison

The current IUCM.L Sharpe Ratio is 1.52, which is comparable to the IU5C.DE Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of IUCM.L and IU5C.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.


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Sharpe Ratios by Period


IUCM.LIU5C.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.52

1.44

+0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.58

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

0.68

+0.02

Correlation

The correlation between IUCM.L and IU5C.DE is 0.94, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

IUCM.L vs. IU5C.DE - Dividend Comparison

Neither IUCM.L nor IU5C.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

IUCM.L vs. IU5C.DE - Drawdown Comparison

The maximum IUCM.L drawdown since its inception was -47.32%, roughly equal to the maximum IU5C.DE drawdown of -47.12%. Use the drawdown chart below to compare losses from any high point for IUCM.L and IU5C.DE.


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Drawdown Indicators


IUCM.LIU5C.DEDifference

Max Drawdown

Largest peak-to-trough decline

-47.32%

-39.23%

-8.09%

Max Drawdown (1Y)

Largest decline over 1 year

-9.86%

-11.56%

+1.70%

Max Drawdown (5Y)

Largest decline over 5 years

-47.32%

-39.23%

-8.09%

Current Drawdown

Current decline from peak

-6.12%

-5.18%

-0.94%

Average Drawdown

Average peak-to-trough decline

-10.39%

-8.79%

-1.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.61%

2.41%

+0.20%

Volatility

IUCM.L vs. IU5C.DE - Volatility Comparison

iShares S&P 500 Communication Sector UCITS ETF USD Acc (IUCM.L) has a higher volatility of 5.11% compared to iShares S&P 500 Communication Sector UCITS ETF USD (Acc) (IU5C.DE) at 4.82%. This indicates that IUCM.L's price experiences larger fluctuations and is considered to be riskier than IU5C.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IUCM.LIU5C.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.11%

4.82%

+0.29%

Volatility (6M)

Calculated over the trailing 6-month period

9.84%

9.91%

-0.07%

Volatility (1Y)

Calculated over the trailing 1-year period

17.14%

18.04%

-0.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.98%

20.04%

-0.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.42%

20.42%

0.00%