IUCS.L vs. IISU.L
Compare and contrast key facts about iShares S&P 500 Consumer Staples Sector UCITS ETF USD Accumulating (IUCS.L) and iShares S&P 500 Industrials Sector UCITS ETF USD (Acc) (IISU.L).
IUCS.L and IISU.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IUCS.L is a passively managed fund by iShares that tracks the performance of the S&P 500 Capped 35/20 Consumer Staples Index. It was launched on Mar 20, 2017. IISU.L is a passively managed fund by iShares that tracks the performance of the S&P 500 Capped 35/20 Industrials Index. It was launched on Mar 20, 2017. Both IUCS.L and IISU.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
IUCS.L vs. IISU.L - Performance Comparison
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IUCS.L vs. IISU.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IUCS.L iShares S&P 500 Consumer Staples Sector UCITS ETF USD Accumulating | 6.07% | 3.96% | 14.33% | -0.38% | -0.06% | 18.15% | 9.27% | 27.30% | -9.43% | 6.19% |
IISU.L iShares S&P 500 Industrials Sector UCITS ETF USD (Acc) | 5.67% | 19.63% | 17.30% | 17.33% | -5.28% | 21.09% | 9.50% | 29.46% | -14.33% | 16.25% |
Different Trading Currencies
IUCS.L is traded in USD, while IISU.L is traded in GBp. To make them comparable, the IISU.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, IUCS.L achieves a 6.07% return, which is significantly higher than IISU.L's 5.67% return.
IUCS.L
- 1D
- -0.40%
- 1M
- -7.17%
- YTD
- 6.07%
- 6M
- 7.19%
- 1Y
- 4.75%
- 3Y*
- 7.86%
- 5Y*
- 7.88%
- 10Y*
- —
IISU.L
- 1D
- 3.47%
- 1M
- -7.09%
- YTD
- 5.67%
- 6M
- 7.53%
- 1Y
- 26.67%
- 3Y*
- 19.34%
- 5Y*
- 12.25%
- 10Y*
- —
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IUCS.L vs. IISU.L - Expense Ratio Comparison
Both IUCS.L and IISU.L 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
IUCS.L vs. IISU.L — Risk / Return Rank
IUCS.L
IISU.L
IUCS.L vs. IISU.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Consumer Staples Sector UCITS ETF USD Accumulating (IUCS.L) and iShares S&P 500 Industrials Sector UCITS ETF USD (Acc) (IISU.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.
| IUCS.L | IISU.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.32 | 1.50 | -1.18 |
Sortino ratioReturn per unit of downside risk | 0.56 | 2.12 | -1.56 |
Omega ratioGain probability vs. loss probability | 1.07 | 1.29 | -0.22 |
Calmar ratioReturn relative to maximum drawdown | 0.50 | 2.35 | -1.86 |
Martin ratioReturn relative to average drawdown | 1.18 | 9.78 | -8.60 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IUCS.L | IISU.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.32 | 1.50 | -1.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.72 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 0.62 | -0.01 |
Correlation
The correlation between IUCS.L and IISU.L is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
IUCS.L vs. IISU.L - Dividend Comparison
Neither IUCS.L nor IISU.L has paid dividends to shareholders.
Drawdowns
IUCS.L vs. IISU.L - Drawdown Comparison
The maximum IUCS.L drawdown since its inception was -23.90%, smaller than the maximum IISU.L drawdown of -41.81%. Use the drawdown chart below to compare losses from any high point for IUCS.L and IISU.L.
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Drawdown Indicators
| IUCS.L | IISU.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.90% | -34.66% | +10.76% |
Max Drawdown (1Y)Largest decline over 1 year | -8.95% | -11.69% | +2.74% |
Max Drawdown (5Y)Largest decline over 5 years | -17.20% | -21.12% | +3.92% |
Current DrawdownCurrent decline from peak | -8.37% | -6.39% | -1.98% |
Average DrawdownAverage peak-to-trough decline | -4.31% | -4.52% | +0.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.76% | 2.69% | +1.07% |
Volatility
IUCS.L vs. IISU.L - Volatility Comparison
The current volatility for iShares S&P 500 Consumer Staples Sector UCITS ETF USD Accumulating (IUCS.L) is 4.47%, while iShares S&P 500 Industrials Sector UCITS ETF USD (Acc) (IISU.L) has a volatility of 5.87%. This indicates that IUCS.L experiences smaller price fluctuations and is considered to be less risky than IISU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IUCS.L | IISU.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.47% | 5.87% | -1.40% |
Volatility (6M)Calculated over the trailing 6-month period | 10.33% | 9.97% | +0.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.62% | 17.71% | -3.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.20% | 16.98% | -3.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.94% | 19.62% | -4.68% |