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IUFS.L vs. SPLT.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IUFS.L vs. SPLT.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares S&P 500 Financials Sector UCITS ETF USD Acc (IUFS.L) and iShares Physical Platinum ETC (SPLT.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IUFS.L is traded in USD, while SPLT.L is traded in GBp. To make them comparable, the SPLT.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, IUFS.L achieves a -7.99% return, which is significantly lower than SPLT.L's -5.69% return. Over the past 10 years, IUFS.L has outperformed SPLT.L with an annualized return of 12.03%, while SPLT.L has yielded a comparatively lower 6.46% annualized return.


IUFS.L

1D
-1.55%
1M
-3.54%
YTD
-7.99%
6M
-4.48%
1Y
0.59%
3Y*
17.22%
5Y*
7.27%
10Y*
12.03%

SPLT.L

1D
-3.02%
1M
-5.30%
YTD
-5.69%
6M
13.54%
1Y
74.80%
3Y*
23.07%
5Y*
9.86%
10Y*
6.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUFS.L vs. SPLT.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IUFS.L
iShares S&P 500 Financials Sector UCITS ETF USD Acc
-7.99%15.05%30.22%12.12%-11.04%36.28%-3.33%31.22%-14.36%23.02%
SPLT.L
iShares Physical Platinum ETC
-5.69%120.07%-9.90%-6.07%10.71%-10.99%10.32%22.42%-15.00%1.98%

Correlation

The correlation between IUFS.L and SPLT.L is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.21

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

0.15

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

0.21

Correlation (10Y)
Calculated over the trailing 10-year period

0.17

Correlation (All Time)
Calculated using the full available price history since Nov 24, 2015

0.16

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Return for Risk

IUFS.L vs. SPLT.L — Risk / Return Rank

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

IUFS.L
IUFS.L Risk / Return Rank: 99
Overall Rank
IUFS.L Sharpe Ratio Rank: 99
Sharpe Ratio Rank
IUFS.L Sortino Ratio Rank: 99
Sortino Ratio Rank
IUFS.L Omega Ratio Rank: 99
Omega Ratio Rank
IUFS.L Calmar Ratio Rank: 99
Calmar Ratio Rank
IUFS.L Martin Ratio Rank: 99
Martin Ratio Rank

SPLT.L
SPLT.L Risk / Return Rank: 4141
Overall Rank
SPLT.L Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
SPLT.L Sortino Ratio Rank: 3737
Sortino Ratio Rank
SPLT.L Omega Ratio Rank: 4444
Omega Ratio Rank
SPLT.L Calmar Ratio Rank: 4545
Calmar Ratio Rank
SPLT.L Martin Ratio Rank: 3131
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.

IUFS.L vs. SPLT.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 iShares Physical Platinum ETC (SPLT.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.LSPLT.LDifference
Sharpe ratioReturn per unit of total volatility

-1.49

Sortino ratioReturn per unit of downside risk

-1.77

Omega ratioGain probability vs. loss probability

1.02

1.28

-0.26

Calmar ratioReturn relative to maximum drawdown

0.04

2.09

-2.05

Martin ratioReturn relative to average drawdown

0.11

4.38

-4.27

IUFS.L vs. SPLT.L - Sharpe Ratio Comparison

The current IUFS.L Sharpe Ratio is 0.04, which is lower than the SPLT.L Sharpe Ratio of 1.54. The chart below compares the historical Sharpe Ratios of IUFS.L and SPLT.L, 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


IUFS.LSPLT.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.04

1.54

-1.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

0.30

+0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.22

+0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.00

+0.51

Drawdowns

IUFS.L vs. SPLT.L - Drawdown Comparison

The maximum IUFS.L drawdown since its inception was -42.92%, smaller than the maximum SPLT.L drawdown of -70.11%. Use the drawdown chart below to compare losses from any high point for IUFS.L and SPLT.L.


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Drawdown Indicators


IUFS.LSPLT.LDifference

Max Drawdown

Largest peak-to-trough decline

-42.92%

-70.11%

+27.19%

Max Drawdown (1Y)

Largest decline over 1 year

-13.95%

-35.57%

+21.62%

Max Drawdown (3Y)

Largest decline over 3 years

-16.62%

-35.57%

+18.95%

Max Drawdown (5Y)

Largest decline over 5 years

-26.02%

-35.57%

+9.55%

Max Drawdown (10Y)

Largest decline over 10 years

-42.92%

-51.44%

+8.52%

Current Drawdown

Current decline from peak

-9.74%

-33.81%

+24.07%

Average Drawdown

Average peak-to-trough decline

-7.86%

-42.93%

+35.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.52%

17.03%

-11.51%

Volatility

IUFS.L vs. SPLT.L - Volatility Comparison

The current volatility for iShares S&P 500 Financials Sector UCITS ETF USD Acc (IUFS.L) is 3.42%, while iShares Physical Platinum ETC (SPLT.L) has a volatility of 11.84%. This indicates that IUFS.L experiences smaller price fluctuations and is considered to be less risky than SPLT.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.LSPLT.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.42%

11.84%

-8.42%

Volatility (6M)

Calculated over the trailing 6-month period

10.82%

42.93%

-32.11%

Volatility (1Y)

Calculated over the trailing 1-year period

14.40%

48.46%

-34.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.94%

32.41%

-13.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.07%

29.29%

-8.22%

IUFS.L vs. SPLT.L - Expense Ratio Comparison

IUFS.L has a 0.15% expense ratio, which is lower than SPLT.L's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

IUFS.L vs. SPLT.L - Dividend Comparison

Neither IUFS.L nor SPLT.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


IUFS.L and SPLT.L have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IUFS.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IUFS.L is cheaper with a 0.15% expense ratio, compared with 0.20% for SPLT.L.

IUFS.L is categorized as Financials Equities, while SPLT.L is Precious Metals. IUFS.L tracks S&P 500 Capped 35/20 Financials Index, while SPLT.L tracks Platinum. Their fees differ too: 0.15% for IUFS.L and 0.20% for SPLT.L.

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