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IUIS.L vs. IDUS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IUIS.L vs. IDUS.L

Last updated Jun 5, 2026

IUIS.L (iShares S&P 500 Industrials Sector UCITS ETF USD (Acc)) and IDUS.L (iShares Core S&P 500 UCITS ETF USD Distributing) are both S&P 500 funds from iShares - IUIS.L tracks the S&P 500 Capped 35/20 Industrials Index while IDUS.L tracks the S&P 500. Both are passively managed. Over the past 5 years, IUIS.L returned 12.20%/yr vs 13.71%/yr for IDUS.L. A 0.79 correlation means they provide meaningful diversification when combined. IUIS.L charges 0.15%/yr vs 0.07%/yr for IDUS.L.

Performance

IUIS.L vs. IDUS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares S&P 500 Industrials Sector UCITS ETF USD (Acc) (IUIS.L) and iShares Core S&P 500 UCITS ETF USD Distributing (IDUS.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IUIS.L achieves a 12.57% return, which is significantly higher than IDUS.L's 10.32% return.

IUIS.L

1D
-0.10%
1M
1.82%
YTD
12.57%
6M
13.85%
1Y
23.10%
3Y*
21.90%
5Y*
12.20%
10Y*
—

IDUS.L

1D
0.00%
1M
4.47%
YTD
10.32%
6M
11.13%
1Y
27.84%
3Y*
22.16%
5Y*
13.71%
10Y*
15.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUIS.L vs. IDUS.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IUIS.L
iShares S&P 500 Industrials Sector UCITS ETF USD (Acc)		12.57%19.24%17.42%17.93%-5.28%20.71%9.96%28.50%-14.17%16.92%
IDUS.L
iShares Core S&P 500 UCITS ETF USD Distributing		10.32%17.36%25.31%26.75%-18.68%29.32%17.63%30.58%-5.51%16.42%

Correlation

The correlation between IUIS.L and IDUS.L is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

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

0.70

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

0.74

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

0.79

Correlation (All Time)
Calculated using the full available price history since Mar 23, 2017

0.79

The correlation between IUIS.L and IDUS.L has been stable across timeframes, ranging from 0.70 to 0.79 - a consistent structural relationship.

IUIS.L vs. IDUS.L - Sectors Allocation Comparison

Sectors
IUIS.L
IDUS.L

Industrials

90.1%
7.6%

Utilities

5.3%
2.6%

Technology

3.7%
38.3%

Consumer Cyclical

0.5%
9.7%

Basic Materials

0.2%
1.7%

Communication Services

-

10.6%

Consumer Defensive

-

4.6%

Energy

-

3.3%

Financial Services

-

11.2%

Healthcare

-

8.3%

Real Estate

-

1.8%

Industrials

IUIS.L
90.1%
IDUS.L
7.6%

Utilities

IUIS.L
5.3%
IDUS.L
2.6%

Technology

IUIS.L
3.7%
IDUS.L
38.3%

Consumer Cyclical

IUIS.L
0.5%
IDUS.L
9.7%

Basic Materials

IUIS.L
0.2%
IDUS.L
1.7%

Communication Services

IUIS.L

-

IDUS.L
10.6%

Consumer Defensive

IUIS.L

-

IDUS.L
4.6%

Energy

IUIS.L

-

IDUS.L
3.3%

Financial Services

IUIS.L

-

IDUS.L
11.2%

Healthcare

IUIS.L

-

IDUS.L
8.3%

Real Estate

IUIS.L

-

IDUS.L
1.8%

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iShares S&P 500 Industrials Sector UCITS ETF USD (Acc)

iShares Core S&P 500 UCITS ETF USD Distributing

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IUIS.L vs. UC63.LIUIS.L vs. VOOIUIS.L vs. IUIT.LIUIS.L vs. IUUS.LIUIS.L vs. VUAG.LIUIS.L vs. VUAA.LIUIS.L vs. APLE
Often compared with IDUS.L:
IDUS.L vs. IUMS.LIDUS.L vs. IMSU.LIDUS.L vs. VUSD.LIDUS.L vs. CSPX.LIDUS.L vs. SPYL.LIDUS.L vs. CSPX.ASIDUS.L vs. IUUS.L

Return for Risk

IUIS.L vs. IDUS.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IUIS.L
IUIS.L Risk / Return Rank: 4747
Overall Rank
IUIS.L Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
IUIS.L Sortino Ratio Rank: 5050
Sortino Ratio Rank
IUIS.L Omega Ratio Rank: 4444
Omega Ratio Rank
IUIS.L Calmar Ratio Rank: 4545
Calmar Ratio Rank
IUIS.L Martin Ratio Rank: 5151
Martin Ratio Rank
IDUS.L
IDUS.L Risk / Return Rank: 7575
Overall Rank
IDUS.L Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
IDUS.L Sortino Ratio Rank: 7979
Sortino Ratio Rank
IDUS.L Omega Ratio Rank: 7474
Omega Ratio Rank
IDUS.L Calmar Ratio Rank: 6969
Calmar Ratio Rank
IDUS.L Martin Ratio Rank: 7777
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.

IUIS.L vs. IDUS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Industrials Sector UCITS ETF USD (Acc) (IUIS.L) and iShares Core S&P 500 UCITS ETF USD Distributing (IDUS.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.

IUIS.LIDUS.LDifference
Sharpe ratioReturn per unit of total volatility
1.58
2.37

-0.79

Sortino ratioReturn per unit of downside risk
2.42
3.47

-1.05

Omega ratioGain probability vs. loss probability

1.28

1.43

-0.15

Calmar ratioReturn relative to maximum drawdown

2.21

3.39

-1.19

Martin ratioReturn relative to average drawdown

8.53

14.66

-6.13

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IUIS.L vs. IDUS.L - Sharpe Ratio Comparison

The current IUIS.L Sharpe Ratio is 1.58, which is lower than the IDUS.L Sharpe Ratio of 2.37. The chart below compares the historical Sharpe Ratios of IUIS.L and IDUS.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

IUIS.LIDUS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.58

2.37

-0.79

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

0.86

-0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.93

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.61

+0.04

Drawdowns

IUIS.L vs. IDUS.L - Drawdown Comparison

The maximum IUIS.L drawdown since its inception was -42.18%, smaller than the maximum IDUS.L drawdown of -55.48%. Use the drawdown chart below to compare losses from any high point for IUIS.L and IDUS.L.

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Drawdown Indicators

IUIS.LIDUS.LDifference

Max Drawdown

Largest peak-to-trough decline

-42.18%

-55.48%

+13.30%

Max Drawdown (1Y)

Largest decline over 1 year

-10.42%

-8.17%

-2.25%

Max Drawdown (3Y)

Largest decline over 3 years

-19.59%

-18.48%

-1.11%

Max Drawdown (5Y)

Largest decline over 5 years

-21.22%

-24.38%

+3.16%

Max Drawdown (10Y)

Largest decline over 10 years

—

-33.83%

—

Current Drawdown

Current decline from peak

-0.84%

-0.57%

-0.27%

Average Drawdown

Average peak-to-trough decline

-5.14%

-8.11%

+2.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.70%

1.90%

+0.80%

Volatility

IUIS.L vs. IDUS.L - Volatility Comparison

iShares S&P 500 Industrials Sector UCITS ETF USD (Acc) (IUIS.L) has a higher volatility of 4.96% compared to iShares Core S&P 500 UCITS ETF USD Distributing (IDUS.L) at 3.20%. This indicates that IUIS.L's price experiences larger fluctuations and is considered to be riskier than IDUS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IUIS.LIDUS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.96%

3.20%

+1.76%

Volatility (6M)

Calculated over the trailing 6-month period

11.91%

8.57%

+3.34%

Volatility (1Y)

Calculated over the trailing 1-year period

14.58%

11.69%

+2.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.30%

16.00%

+1.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.62%

16.32%

+3.30%

IUIS.L vs. IDUS.L - Expense Ratio Comparison

IUIS.L has a 0.15% expense ratio, which is higher than IDUS.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

IUIS.L vs. IDUS.L - Dividend Comparison

IUIS.L has not paid dividends to shareholders, while IDUS.L's dividend yield for the trailing twelve months is around 0.86%.

PositionTTM20252024202320222021202020192018201720162015
IDUS.L
iShares Core S&P 500 UCITS ETF USD Distributing		0.86%0.92%1.02%1.22%1.44%1.03%1.32%1.49%1.74%1.44%1.42%1.55%
IUIS.L
iShares S&P 500 Industrials 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%

Frequently Asked Questions

IUIS.L and IDUS.L have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

IDUS.L is cheaper with a 0.07% expense ratio, compared with 0.15% for IUIS.L.

IUIS.L tracks S&P 500 Capped 35/20 Industrials Index, while IDUS.L tracks S&P 500. Their fees differ too: 0.15% for IUIS.L and 0.07% for IDUS.L.

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