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

Performance

IUIS.L vs. XWIS.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 Xtrackers MSCI World Industrials UCITS ETF 1C GBP (XWIS.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IUIS.L is traded in USD, while XWIS.L is traded in GBP. To make them comparable, the XWIS.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, IUIS.L achieves a 12.57% return, which is significantly higher than XWIS.L's 11.12% 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*

XWIS.L

1D
0.12%
1M
0.46%
YTD
11.12%
6M
13.07%
1Y
21.84%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023
IUIS.L
iShares S&P 500 Industrials Sector UCITS ETF USD (Acc)
12.57%19.24%17.42%5.92%
XWIS.L
Xtrackers MSCI World Industrials UCITS ETF 1C GBP
11.12%25.82%12.97%7.71%

Correlation

The correlation between IUIS.L and XWIS.L is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.90

Correlation (All Time)
Calculated using the full available price history since Aug 15, 2023

0.89

The correlation between IUIS.L and XWIS.L has been stable across timeframes, ranging from 0.89 to 0.90 - a consistent structural relationship.

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Return for Risk

IUIS.L vs. XWIS.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

XWIS.L
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. XWIS.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 Xtrackers MSCI World Industrials UCITS ETF 1C GBP (XWIS.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.LXWIS.LDifference
Sharpe ratioReturn per unit of total volatility

+0.13

Sortino ratioReturn per unit of downside risk

+0.17

Omega ratioGain probability vs. loss probability

1.28

1.26

+0.02

Calmar ratioReturn relative to maximum drawdown

2.21

1.85

+0.35

Martin ratioReturn relative to average drawdown

8.53

7.25

+1.27

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

The current IUIS.L Sharpe Ratio is 1.58, which is comparable to the XWIS.L Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of IUIS.L and XWIS.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.LXWIS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.58

1.45

+0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

1.36

-0.71

Drawdowns

IUIS.L vs. XWIS.L - Drawdown Comparison

The maximum IUIS.L drawdown since its inception was -42.18%, which is greater than XWIS.L's maximum drawdown of -15.18%. Use the drawdown chart below to compare losses from any high point for IUIS.L and XWIS.L.


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Drawdown Indicators


IUIS.LXWIS.LDifference

Max Drawdown

Largest peak-to-trough decline

-42.18%

-15.18%

-27.00%

Max Drawdown (1Y)

Largest decline over 1 year

-10.42%

-11.74%

+1.32%

Max Drawdown (3Y)

Largest decline over 3 years

-19.59%

Max Drawdown (5Y)

Largest decline over 5 years

-21.22%

Current Drawdown

Current decline from peak

-0.84%

-2.21%

+1.37%

Average Drawdown

Average peak-to-trough decline

-5.14%

-2.18%

-2.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.70%

3.00%

-0.30%

Volatility

IUIS.L vs. XWIS.L - Volatility Comparison

iShares S&P 500 Industrials Sector UCITS ETF USD (Acc) (IUIS.L) and Xtrackers MSCI World Industrials UCITS ETF 1C GBP (XWIS.L) have volatilities of 4.96% and 4.87%, 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.


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Volatility by Period


IUIS.LXWIS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.96%

4.87%

+0.09%

Volatility (6M)

Calculated over the trailing 6-month period

11.91%

12.39%

-0.48%

Volatility (1Y)

Calculated over the trailing 1-year period

14.58%

15.03%

-0.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.30%

15.28%

+2.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.62%

15.28%

+4.34%

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

IUIS.L has a 0.15% expense ratio, which is lower than XWIS.L's 0.25% expense ratio. Despite the difference, 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. XWIS.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


IUIS.L and XWIS.L have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IUIS.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IUIS.L is cheaper with a 0.15% expense ratio, compared with 0.25% for XWIS.L.

IUIS.L is categorized as S&P 500, while XWIS.L is Industrials Equities. IUIS.L tracks S&P 500 Capped 35/20 Industrials Index, while XWIS.L tracks MSCI World Index. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.15% for IUIS.L and 0.25% for XWIS.L.

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