IUFS.L vs. GXLF.L
Compare and contrast key facts about iShares S&P 500 Financials Sector UCITS ETF USD Acc (IUFS.L) and SPDR S&P US Financials Select Sector UCITS ETF (GXLF.L).
IUFS.L and GXLF.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IUFS.L is a passively managed fund by iShares that tracks the performance of the S&P 500 Capped 35/20 Financials Index. It was launched on Nov 20, 2015. GXLF.L is a passively managed fund by State Street that tracks the performance of the MSCI World/Financials NR USD. It was launched on Jul 7, 2015. Both IUFS.L and GXLF.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
IUFS.L vs. GXLF.L - Performance Comparison
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IUFS.L vs. GXLF.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
IUFS.L iShares S&P 500 Financials Sector UCITS ETF USD Acc | -9.56% | 15.05% | 30.22% | 12.12% | -9.22% |
GXLF.L SPDR S&P US Financials Select Sector UCITS ETF | -9.66% | 15.40% | 30.00% | 11.65% | -8.69% |
Different Trading Currencies
IUFS.L is traded in USD, while GXLF.L is traded in GBP. To make them comparable, the GXLF.L values have been converted to USD using the latest available exchange rates.
Returns By Period
The year-to-date returns for both stocks are quite close, with IUFS.L having a -9.56% return and GXLF.L slightly lower at -9.66%.
IUFS.L
- 1D
- 1.98%
- 1M
- -2.40%
- YTD
- -9.56%
- 6M
- -6.71%
- 1Y
- 1.03%
- 3Y*
- 17.37%
- 5Y*
- 9.23%
- 10Y*
- 12.20%
GXLF.L
- 1D
- 1.80%
- 1M
- -2.77%
- YTD
- -9.66%
- 6M
- -6.85%
- 1Y
- 0.95%
- 3Y*
- 17.40%
- 5Y*
- —
- 10Y*
- —
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IUFS.L vs. GXLF.L - Expense Ratio Comparison
Both IUFS.L and GXLF.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
IUFS.L vs. GXLF.L — Risk / Return Rank
IUFS.L
GXLF.L
IUFS.L vs. GXLF.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Financials Sector UCITS ETF USD Acc (IUFS.L) and SPDR S&P US Financials Select Sector UCITS ETF (GXLF.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.
| IUFS.L | GXLF.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.06 | 0.05 | 0.00 |
Sortino ratioReturn per unit of downside risk | 0.21 | 0.20 | +0.01 |
Omega ratioGain probability vs. loss probability | 1.03 | 1.03 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 0.04 | 0.01 | +0.02 |
Martin ratioReturn relative to average drawdown | 0.11 | 0.04 | +0.07 |
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
| IUFS.L | GXLF.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.06 | 0.05 | 0.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.47 | +0.04 |
Correlation
The correlation between IUFS.L and GXLF.L is 0.93, 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
IUFS.L vs. GXLF.L - Dividend Comparison
Neither IUFS.L nor GXLF.L has paid dividends to shareholders.
Drawdowns
IUFS.L vs. GXLF.L - Drawdown Comparison
The maximum IUFS.L drawdown since its inception was -42.92%, which is greater than GXLF.L's maximum drawdown of -20.30%. Use the drawdown chart below to compare losses from any high point for IUFS.L and GXLF.L.
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Drawdown Indicators
| IUFS.L | GXLF.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.92% | -18.21% | -24.71% |
Max Drawdown (1Y)Largest decline over 1 year | -13.95% | -12.80% | -1.15% |
Max Drawdown (5Y)Largest decline over 5 years | -26.02% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -42.92% | — | — |
Current DrawdownCurrent decline from peak | -11.29% | -10.36% | -0.93% |
Average DrawdownAverage peak-to-trough decline | -7.85% | -5.69% | -2.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.62% | 4.57% | +0.05% |
Volatility
IUFS.L vs. GXLF.L - Volatility Comparison
iShares S&P 500 Financials Sector UCITS ETF USD Acc (IUFS.L) has a higher volatility of 5.40% compared to SPDR S&P US Financials Select Sector UCITS ETF (GXLF.L) at 4.97%. This indicates that IUFS.L's price experiences larger fluctuations and is considered to be riskier than GXLF.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IUFS.L | GXLF.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.40% | 4.97% | +0.43% |
Volatility (6M)Calculated over the trailing 6-month period | 10.89% | 10.86% | +0.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.61% | 18.30% | +0.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.02% | 17.96% | +1.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.07% | 17.96% | +3.11% |