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

IUFS.L vs. VUSA.L

Last updated Jun 26, 2026

IUFS.L (iShares S&P 500 Financials Sector UCITS ETF USD Acc) and VUSA.L (Vanguard S&P 500 UCITS ETF) are both exchange-traded funds - IUFS.L is a Financials Equities fund tracking the S&P 500 Capped 35/20 Financials Index, while VUSA.L is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, IUFS.L returned 13.77%/yr vs 15.57%/yr for VUSA.L. A 0.68 correlation means they provide meaningful diversification when combined. IUFS.L charges 0.15%/yr vs 0.07%/yr for VUSA.L.

Performance

IUFS.L vs. VUSA.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 Vanguard S&P 500 UCITS ETF (VUSA.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 VUSA.L is traded in GBP. To make them comparable, the VUSA.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 -0.93% return, which is significantly lower than VUSA.L's 8.19% return. Over the past 10 years, IUFS.L has underperformed VUSA.L with an annualized return of 13.77%, while VUSA.L has yielded a comparatively higher 15.57% annualized return.

IUFS.L

1D
0.31%
1M
5.04%
YTD
-0.93%
6M
-1.41%
1Y
6.92%
3Y*
19.97%
5Y*
9.59%
10Y*
13.77%

VUSA.L

1D
0.00%
1M
-1.23%
YTD
8.19%
6M
7.98%
1Y
22.60%
3Y*
20.89%
5Y*
13.02%
10Y*
15.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)202520242023202220212020201920182017
IUFS.L
iShares S&P 500 Financials Sector UCITS ETF USD Acc		-0.93%15.05%30.22%12.12%-11.06%36.31%-3.28%31.05%-14.32%22.99%
VUSA.L
Vanguard S&P 500 UCITS ETF		7.40%17.64%25.21%26.14%-18.75%29.79%17.13%31.61%-5.76%21.26%

Correlation

The correlation between IUFS.L and VUSA.L is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.48

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

0.57

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

0.67

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

0.67

Correlation (All Time)
Calculated using the full available price history since Nov 20, 2015

0.68

The correlation between IUFS.L and VUSA.L shifts across timeframes, from 0.48 (1 year) to 0.68 (all time), reflecting how their relationship changes across market environments.

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

Sectors
IUFS.L
VUSA.L

Financial Services

98.0%
11.6%

Technology

1.8%
35.7%

Industrials

0.2%
8.3%

Basic Materials

-

1.8%

Communication Services

-

11.3%

Consumer Cyclical

-

10.2%

Consumer Defensive

-

4.9%

Energy

-

3.5%

Healthcare

-

8.5%

Real Estate

-

1.9%

Utilities

-

2.4%

Financial Services

IUFS.L
98.0%
VUSA.L
11.6%

Technology

IUFS.L
1.8%
VUSA.L
35.7%

Industrials

IUFS.L
0.2%
VUSA.L
8.3%

Basic Materials

IUFS.L

-

VUSA.L
1.8%

Communication Services

IUFS.L

-

VUSA.L
11.3%

Consumer Cyclical

IUFS.L

-

VUSA.L
10.2%

Consumer Defensive

IUFS.L

-

VUSA.L
4.9%

Energy

IUFS.L

-

VUSA.L
3.5%

Healthcare

IUFS.L

-

VUSA.L
8.5%

Real Estate

IUFS.L

-

VUSA.L
1.9%

Utilities

IUFS.L

-

VUSA.L
2.4%

Compare stocks, funds, or ETFs

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iShares S&P 500 Financials Sector UCITS ETF USD Acc

Vanguard S&P 500 UCITS ETF

Often compared with IUFS.L:
IUFS.L vs. GLDIUFS.L vs. XUFN.DEIUFS.L vs. WDFE.LIUFS.L vs. HEAL.LIUFS.L vs. XLFS.LIUFS.L vs. CSP1.LIUFS.L vs. XLFQ.L
Often compared with VUSA.L:
VUSA.L vs. CSPX.ASVUSA.L vs. VOOVUSA.L vs. VWRL.LVUSA.L vs. SGLN.LVUSA.L vs. VNRT.LVUSA.L vs. VUSA.DEVUSA.L vs. VUKE.L

Return for Risk

IUFS.L vs. VUSA.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: 1515
Overall Rank
IUFS.L Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
IUFS.L Sortino Ratio Rank: 1515
Sortino Ratio Rank
IUFS.L Omega Ratio Rank: 1515
Omega Ratio Rank
IUFS.L Calmar Ratio Rank: 1414
Calmar Ratio Rank
IUFS.L Martin Ratio Rank: 1515
Martin Ratio Rank
VUSA.L
VUSA.L Risk / Return Rank: 8282
Overall Rank
VUSA.L Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
VUSA.L Sortino Ratio Rank: 8383
Sortino Ratio Rank
VUSA.L Omega Ratio Rank: 8484
Omega Ratio Rank
VUSA.L Calmar Ratio Rank: 8080
Calmar Ratio Rank
VUSA.L Martin Ratio Rank: 7979
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. VUSA.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 Vanguard S&P 500 UCITS ETF (VUSA.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

IUFS.LVUSA.LDifference
Sharpe ratioReturn per unit of total volatility
0.47
1.96

-1.49

Sortino ratioReturn per unit of downside risk
0.79
2.84

-2.06

Omega ratioGain probability vs. loss probability

1.09

1.35

-0.26

Calmar ratioReturn relative to maximum drawdown

0.50

2.59

-2.10

Martin ratioReturn relative to average drawdown

1.23

10.77

-9.55

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

The current IUFS.L Sharpe Ratio is 0.47, which is lower than the VUSA.L Sharpe Ratio of 1.96. The chart below compares the historical Sharpe Ratios of IUFS.L and VUSA.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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Drawdowns

IUFS.L vs. VUSA.L - Drawdown Comparison

The maximum IUFS.L drawdown since its inception was -42.89%, which is greater than VUSA.L's maximum drawdown of -33.51%. Use the drawdown chart below to compare losses from any high point for IUFS.L and VUSA.L.

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Drawdown Indicators

IUFS.LVUSA.LDifference

Max Drawdown

Largest peak-to-trough decline

-42.89%

-33.51%

-9.38%

Max Drawdown (1Y)

Largest decline over 1 year

-13.92%

-8.68%

-5.24%

Max Drawdown (3Y)

Largest decline over 3 years

-16.59%

-18.46%

+1.87%

Max Drawdown (5Y)

Largest decline over 5 years

-26.02%

-25.31%

-0.71%

Max Drawdown (10Y)

Largest decline over 10 years

-42.89%

-33.51%

-9.38%

Current Drawdown

Current decline from peak

-2.78%

-2.40%

-0.38%

Average Drawdown

Average peak-to-trough decline

-7.83%

-3.68%

-4.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.62%

2.09%

+3.53%

Volatility

IUFS.L vs. VUSA.L - Volatility Comparison

iShares S&P 500 Financials Sector UCITS ETF USD Acc (IUFS.L) has a higher volatility of 5.19% compared to Vanguard S&P 500 UCITS ETF (VUSA.L) at 3.69%. This indicates that IUFS.L's price experiences larger fluctuations and is considered to be riskier than VUSA.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.LVUSA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.19%

3.69%

+1.50%

Volatility (6M)

Calculated over the trailing 6-month period

11.53%

8.53%

+3.00%

Volatility (1Y)

Calculated over the trailing 1-year period

14.64%

11.50%

+3.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.98%

15.69%

+3.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.07%

16.22%

+4.85%

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

IUFS.L has a 0.15% expense ratio, which is higher than VUSA.L's 0.07% expense ratio. However, 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. VUSA.L - Dividend Comparison

IUFS.L has not paid dividends to shareholders, while VUSA.L's dividend yield for the trailing twelve months is around 0.89%.

PositionTTM20252024202320222021202020192018201720162015
IUFS.L
iShares S&P 500 Financials Sector UCITS ETF USD Acc		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VUSA.L
Vanguard S&P 500 UCITS ETF		0.89%0.95%1.00%1.24%1.41%1.04%1.44%1.50%1.72%1.61%1.58%1.74%

Frequently Asked Questions

IUFS.L and VUSA.L have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VUSA.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VUSA.L is cheaper with a 0.07% expense ratio, compared with 0.15% for IUFS.L.

IUFS.L is categorized as Financials Equities, while VUSA.L is S&P 500. IUFS.L tracks S&P 500 Capped 35/20 Financials Index, while VUSA.L tracks S&P 500 Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.15% for IUFS.L and 0.07% for VUSA.L.

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