IUIS.L vs. IUES.L

Last updated Jun 5, 2026

IUIS.L (iShares S&P 500 Industrials Sector UCITS ETF USD (Acc)) and IUES.L (iShares S&P 500 Energy Sector UCITS ETF USD (Acc)) are both exchange-traded funds - IUIS.L is a S&P 500 fund tracking the S&P 500 Capped 35/20 Industrials Index, while IUES.L is a Energy Equities fund tracking the MSCI World/Energy NR USD. Both are passively managed. Over the past 5 years, IUIS.L returned 12.20%/yr vs 20.33%/yr for IUES.L. A 0.51 correlation means they provide meaningful diversification when combined. Both charge a 0.15% expense ratio.

Performance

IUIS.L vs. IUES.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 S&P 500 Energy Sector UCITS ETF USD (Acc) (IUES.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, IUIS.L achieves a 12.57% return, which is significantly lower than IUES.L's 30.45% 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*: —

IUES.L

• 1D: -0.36%
• 1M: -1.09%
• YTD: 30.45%
• 6M: 29.22%
• 1Y: 46.28%
• 3Y*: 16.84%
• 5Y*: 20.33%
• 10Y*: 9.21%

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

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%
IUES.L iShares S&P 500 Energy Sector UCITS ETF USD (Acc)	30.45%	9.82%	3.87%	-0.63%	63.84%	51.95%	-33.35%	8.81%	-18.12%	8.36%

Correlation

The correlation between IUIS.L and IUES.L is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.01
Correlation (3Y) Calculated over the trailing 3-year period	0.27
Correlation (5Y) Calculated over the trailing 5-year period	0.39
Correlation (All Time) Calculated using the full available price history since Mar 23, 2017	0.51

The correlation between IUIS.L and IUES.L shifts across timeframes, from -0.01 (1 year) to 0.51 (all time), reflecting how their relationship changes across market environments.

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

Sectors	IUIS.L	IUES.L
Industrials	90.1%	-
Utilities	5.3%	-
Technology	3.7%	-
Consumer Cyclical	0.5%	-
Basic Materials	0.2%	-
Communication Services	-	-
Consumer Defensive	-	-
Energy	-	100.0%
Financial Services	-	-
Healthcare	-	-
Real Estate	-	-

Return for Risk

IUIS.L vs. IUES.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: 47
IUIS.L Sharpe Ratio Rank: 46
IUIS.L Sortino Ratio Rank: 50
IUIS.L Omega Ratio Rank: 44
IUIS.L Calmar Ratio Rank: 45
IUIS.L Martin Ratio Rank: 51

IUES.L

IUES.L Risk / Return Rank: 60
IUES.L Sharpe Ratio Rank: 65
IUES.L Sortino Ratio Rank: 56
IUES.L Omega Ratio Rank: 59
IUES.L Calmar Ratio Rank: 65
IUES.L Martin Ratio Rank: 57

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. IUES.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 S&P 500 Energy Sector UCITS ETF USD (Acc) (IUES.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.L	IUES.L	Difference
Sharpe ratio: Return per unit of total volatility	1.58	2.12	-0.54
Sortino ratio: Return per unit of downside risk	2.42	2.64	-0.22
Omega ratio: Gain probability vs. loss probability	1.28	1.35	-0.07
Calmar ratio: Return relative to maximum drawdown	2.21	3.18	-0.97
Martin ratio: Return relative to average drawdown	8.53	9.97	-1.44
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. IUES.L - Sharpe Ratio Comparison

The current IUIS.L Sharpe Ratio is 1.58, which is comparable to the IUES.L Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of IUIS.L and IUES.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

	IUIS.L	IUES.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.58	2.12	-0.54
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.70	0.76	-0.06
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.32	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.65	0.31	+0.34

Drawdowns

IUIS.L vs. IUES.L - Drawdown Comparison

The maximum IUIS.L drawdown since its inception was -42.18%, smaller than the maximum IUES.L drawdown of -66.78%. Use the drawdown chart below to compare losses from any high point for IUIS.L and IUES.L.

Drawdown Indicators

	IUIS.L	IUES.L	Difference
Max Drawdown Largest peak-to-trough decline	-42.18%	-66.78%	+24.60%
Max Drawdown (1Y) Largest decline over 1 year	-10.42%	-14.49%	+4.07%
Max Drawdown (3Y) Largest decline over 3 years	-19.59%	-20.90%	+1.31%
Max Drawdown (5Y) Largest decline over 5 years	-21.22%	-27.98%	+6.76%
Max Drawdown (10Y) Largest decline over 10 years	—	-66.78%	—
Current Drawdown Current decline from peak	-0.84%	-7.45%	+6.61%
Average Drawdown Average peak-to-trough decline	-5.14%	-14.21%	+9.07%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.70%	4.63%	-1.93%

Volatility

IUIS.L vs. IUES.L - Volatility Comparison

The current volatility for iShares S&P 500 Industrials Sector UCITS ETF USD (Acc) (IUIS.L) is 4.96%, while iShares S&P 500 Energy Sector UCITS ETF USD (Acc) (IUES.L) has a volatility of 8.13%. This indicates that IUIS.L experiences smaller price fluctuations and is considered to be less risky than IUES.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IUIS.L	IUES.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.96%	8.13%	-3.17%
Volatility (6M) Calculated over the trailing 6-month period	11.91%	18.58%	-6.67%
Volatility (1Y) Calculated over the trailing 1-year period	14.58%	21.81%	-7.23%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.30%	26.72%	-9.42%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.62%	28.49%	-8.87%

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

Both IUIS.L and IUES.L have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

Dividends

IUIS.L vs. IUES.L - Dividend Comparison

Neither IUIS.L nor IUES.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both IUIS.L and IUES.L in my portfolio?

IUIS.L and IUES.L have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, IUIS.L or IUES.L?

Both ETFs have the same 0.15% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, IUIS.L or IUES.L?

IUIS.L and IUES.L have the same expense ratio: 0.15% per year.

What is the main difference between IUIS.L and IUES.L?

IUIS.L is categorized as S&P 500, while IUES.L is Energy Equities. IUIS.L tracks S&P 500 Capped 35/20 Industrials Index, while IUES.L tracks MSCI World/Energy NR USD.