IUFS.L vs. URNU.L

Last updated Jun 4, 2026

IUFS.L (iShares S&P 500 Financials Sector UCITS ETF USD Acc) and URNU.L (Global X Uranium UCITS ETF USD Acc) are both exchange-traded funds - IUFS.L is a Financials Equities fund tracking the S&P 500 Capped 35/20 Financials Index, while URNU.L is a Commodity Producers Equities fund tracking the Solactive Global Uranium & Nuclear Components Total Return v2 Index. Both are passively managed. Over the past 3 years, IUFS.L returned 17.22%/yr vs 40.65%/yr for URNU.L. At a 0.36 correlation, their price movements are largely independent. IUFS.L charges 0.15%/yr vs 0.65%/yr for URNU.L.

Performance

IUFS.L vs. URNU.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 Global X Uranium UCITS ETF USD Acc (URNU.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, IUFS.L achieves a -7.99% return, which is significantly lower than URNU.L's 18.28% 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%

URNU.L

• 1D: -5.59%
• 1M: -9.24%
• YTD: 18.28%
• 6M: 15.14%
• 1Y: 63.01%
• 3Y*: 40.65%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

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

	2026 (YTD)	2025	2024	2023	2022
IUFS.L iShares S&P 500 Financials Sector UCITS ETF USD Acc	-7.99%	15.05%	30.22%	12.12%	1.90%
URNU.L Global X Uranium UCITS ETF USD Acc	18.28%	70.47%	1.22%	39.91%	3.03%

Correlation

The correlation between IUFS.L and URNU.L is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.28
Correlation (3Y) Calculated over the trailing 3-year period	0.33
Correlation (All Time) Calculated using the full available price history since Dec 20, 2022	0.36

IUFS.L vs. URNU.L - Sectors Allocation Comparison

Sectors	IUFS.L	URNU.L
Financial Services	98.0%	-
Technology	1.7%	0.9%
Industrials	0.2%	25.4%
Basic Materials	-	4.3%
Communication Services	-	-
Consumer Cyclical	-	-
Consumer Defensive	-	-
Energy	-	60.4%
Healthcare	-	-
Real Estate	-	-
Utilities	-	9.0%

Return for Risk

IUFS.L vs. URNU.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: 9
IUFS.L Sharpe Ratio Rank: 9
IUFS.L Sortino Ratio Rank: 9
IUFS.L Omega Ratio Rank: 9
IUFS.L Calmar Ratio Rank: 9
IUFS.L Martin Ratio Rank: 9

URNU.L

URNU.L Risk / Return Rank: 34
URNU.L Sharpe Ratio Rank: 34
URNU.L Sortino Ratio Rank: 35
URNU.L Omega Ratio Rank: 32
URNU.L Calmar Ratio Rank: 38
URNU.L Martin Ratio Rank: 31

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. URNU.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 Global X Uranium UCITS ETF USD Acc (URNU.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	URNU.L	Difference
Sharpe ratio: Return per unit of total volatility	0.04	1.24	-1.20
Sortino ratio: Return per unit of downside risk	0.16	1.86	-1.70
Omega ratio: Gain probability vs. loss probability	1.02	1.22	-0.20
Calmar ratio: Return relative to maximum drawdown	0.04	1.89	-1.84
Martin ratio: Return relative to average drawdown	0.11	4.58	-4.47
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current IUFS.L Sharpe Ratio is 0.04, which is lower than the URNU.L Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of IUFS.L and URNU.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.

Sharpe Ratios by Period

	IUFS.L	URNU.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.04	1.24	-1.20
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.38	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.57	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.52	0.90	-0.38

Drawdowns

IUFS.L vs. URNU.L - Drawdown Comparison

The maximum IUFS.L drawdown since its inception was -42.92%, which is greater than URNU.L's maximum drawdown of -38.62%. Use the drawdown chart below to compare losses from any high point for IUFS.L and URNU.L.

Drawdown Indicators

	IUFS.L	URNU.L	Difference
Max Drawdown Largest peak-to-trough decline	-42.92%	-38.62%	-4.30%
Max Drawdown (1Y) Largest decline over 1 year	-13.95%	-33.08%	+19.13%
Max Drawdown (3Y) Largest decline over 3 years	-16.62%	-38.62%	+22.00%
Max Drawdown (5Y) Largest decline over 5 years	-26.02%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-42.92%	—	—
Current Drawdown Current decline from peak	-9.74%	-16.00%	+6.26%
Average Drawdown Average peak-to-trough decline	-7.86%	-10.92%	+3.06%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.52%	13.68%	-8.16%

Volatility

IUFS.L vs. URNU.L - Volatility Comparison

The current volatility for iShares S&P 500 Financials Sector UCITS ETF USD Acc (IUFS.L) is 3.42%, while Global X Uranium UCITS ETF USD Acc (URNU.L) has a volatility of 15.62%. This indicates that IUFS.L experiences smaller price fluctuations and is considered to be less risky than URNU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IUFS.L	URNU.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.42%	15.62%	-12.20%
Volatility (6M) Calculated over the trailing 6-month period	10.82%	35.43%	-24.61%
Volatility (1Y) Calculated over the trailing 1-year period	14.40%	50.30%	-35.90%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.94%	40.63%	-21.69%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.07%	40.63%	-19.56%

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

IUFS.L has a 0.15% expense ratio, which is lower than URNU.L's 0.65% expense ratio.

Dividends

IUFS.L vs. URNU.L - Dividend Comparison

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

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both IUFS.L and URNU.L in my portfolio?

IUFS.L and URNU.L have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, IUFS.L or URNU.L?

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.

Which ETF is cheaper, IUFS.L or URNU.L?

IUFS.L is cheaper with a 0.15% expense ratio, compared with 0.65% for URNU.L.

What is the main difference between IUFS.L and URNU.L?

IUFS.L is categorized as Financials Equities, while URNU.L is Commodity Producers Equities. IUFS.L tracks S&P 500 Capped 35/20 Financials Index, while URNU.L tracks Solactive Global Uranium & Nuclear Components Total Return v2 Index. They also come from different issuers: iShares and Global X. Their fees differ too: 0.15% for IUFS.L and 0.65% for URNU.L.