IUFS.L vs. XLFS.L

Last updated Apr 1, 2026

Compare and contrast key facts about iShares S&P 500 Financials Sector UCITS ETF USD Acc (IUFS.L) and Invesco Financials S&P US Select Sector UCITS ETF Acc (XLFS.L).

IUFS.L and XLFS.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. XLFS.L is a passively managed fund by Invesco that tracks the performance of the S&P® Select Sector Capped 20% Financials Index. It was launched on Dec 16, 2009. Both IUFS.L and XLFS.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. XLFS.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 Invesco Financials S&P US Select Sector UCITS ETF Acc (XLFS.L). The values are adjusted to include any dividend payments, if applicable.

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IUFS.L iShares S&P 500 Financials Sector UCITS ETF USD Acc	-11.32%	15.05%	30.22%	12.12%	-11.04%	36.28%	-3.33%	31.22%	-14.36%	23.02%
XLFS.L Invesco Financials S&P US Select Sector UCITS ETF Acc	-11.07%	14.99%	30.15%	12.12%	-11.03%	36.17%	-3.47%	31.51%	-14.44%	22.86%

Returns By Period

The year-to-date returns for both investments are quite close, with IUFS.L having a -11.32% return and XLFS.L slightly higher at -11.07%. Both investments have delivered pretty close results over the past 10 years, with IUFS.L having a 11.98% annualized return and XLFS.L not far behind at 11.97%.

IUFS.L

• 1D: 0.21%
• 1M: -5.02%
• YTD: -11.32%
• 6M: -8.44%
• 1Y: 0.14%
• 3Y*: 16.60%
• 5Y*: 8.80%
• 10Y*: 11.98%

XLFS.L

• 1D: 0.46%
• 1M: -4.15%
• YTD: -11.07%
• 6M: -8.37%
• 1Y: -0.76%
• 3Y*: 16.60%
• 5Y*: 8.86%
• 10Y*: 11.97%

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

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

IUFS.L has a 0.15% expense ratio, which is higher than XLFS.L's 0.14% 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%.

IUFS.L

iShares S&P 500 Financials Sector UCITS ETF USD Acc

XLFS.L

Invesco Financials S&P US Select Sector UCITS ETF Acc

Return for Risk

IUFS.L vs. XLFS.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: 11
IUFS.L Sharpe Ratio Rank: 12
IUFS.L Sortino Ratio Rank: 11
IUFS.L Omega Ratio Rank: 11
IUFS.L Calmar Ratio Rank: 11
IUFS.L Martin Ratio Rank: 10

XLFS.L

XLFS.L Risk / Return Rank: 12
XLFS.L Sharpe Ratio Rank: 12
XLFS.L Sortino Ratio Rank: 12
XLFS.L Omega Ratio Rank: 12
XLFS.L Calmar Ratio Rank: 11
XLFS.L Martin Ratio Rank: 11

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. XLFS.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 Invesco Financials S&P US Select Sector UCITS ETF Acc (XLFS.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	XLFS.L	Difference
Sharpe ratio Return per unit of total volatility	0.01	0.02	-0.01
Sortino ratio Return per unit of downside risk	0.14	0.15	-0.01
Omega ratio Gain probability vs. loss probability	1.02	1.02	0.00
Calmar ratio Return relative to maximum drawdown	-0.07	-0.05	-0.01
Martin ratio Return relative to average drawdown	-0.19	-0.16	-0.04
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. XLFS.L - Sharpe Ratio Comparison

The current IUFS.L Sharpe Ratio is 0.01, which is lower than the XLFS.L Sharpe Ratio of 0.02. The chart below compares the historical Sharpe Ratios of IUFS.L and XLFS.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	IUFS.L	XLFS.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.01	0.02	-0.01
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.46	0.47	0.00
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.57	0.57	0.00
Sharpe Ratio (All Time) Calculated using the full available price history	0.50	0.53	-0.03

Correlation

The correlation between IUFS.L and XLFS.L is 0.99, 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. XLFS.L - Dividend Comparison

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

Tickers have no history of dividend payments

Drawdowns

IUFS.L vs. XLFS.L - Drawdown Comparison

The maximum IUFS.L drawdown since its inception was -42.92%, roughly equal to the maximum XLFS.L drawdown of -42.76%. Use the drawdown chart below to compare losses from any high point for IUFS.L and XLFS.L.

Drawdown Indicators

	IUFS.L	XLFS.L	Difference
Max Drawdown Largest peak-to-trough decline	-42.92%	-42.76%	-0.16%
Max Drawdown (1Y) Largest decline over 1 year	-13.95%	-13.93%	-0.02%
Max Drawdown (5Y) Largest decline over 5 years	-26.02%	-26.06%	+0.04%
Max Drawdown (10Y) Largest decline over 10 years	-42.92%	-42.76%	-0.16%
Current Drawdown Current decline from peak	-13.01%	-12.89%	-0.12%
Average Drawdown Average peak-to-trough decline	-7.85%	-7.52%	-0.33%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.84%	4.87%	-0.03%

Volatility

IUFS.L vs. XLFS.L - Volatility Comparison

iShares S&P 500 Financials Sector UCITS ETF USD Acc (IUFS.L) and Invesco Financials S&P US Select Sector UCITS ETF Acc (XLFS.L) have volatilities of 4.99% and 4.80%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IUFS.L	XLFS.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.99%	4.80%	+0.19%
Volatility (6M) Calculated over the trailing 6-month period	10.73%	10.50%	+0.23%
Volatility (1Y) Calculated over the trailing 1-year period	18.50%	18.53%	-0.03%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.00%	19.00%	0.00%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.06%	20.92%	+0.14%