IUMS.L vs. 500D.L
IUMS.L (iShares S&P 500 Materials Sector UCITS ETF USD (Acc)) and 500D.L (Amundi S&P 500 Swap UCITS ETF USD Dist) are both S&P 500 funds - IUMS.L tracks the S&P 500 Capped 35/20 Materials Index NTR while 500D.L tracks the S&P 500 Index. Both are passively managed. Over the past 3 years, IUMS.L returned 11.05%/yr vs 22.22%/yr for 500D.L. A 0.70 correlation means they provide meaningful diversification when combined. Both charge a 0.15% expense ratio.
Performance
IUMS.L vs. 500D.L - Performance Comparison
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Returns By Period
In the year-to-date period, IUMS.L achieves a 12.52% return, which is significantly higher than 500D.L's 10.40% return.
IUMS.L
- 1D
- -0.13%
- 1M
- 0.75%
- YTD
- 12.52%
- 6M
- 16.74%
- 1Y
- 18.25%
- 3Y*
- 11.05%
- 5Y*
- 4.91%
- 10Y*
- —
500D.L
- 1D
- -0.02%
- 1M
- 4.48%
- YTD
- 10.40%
- 6M
- 11.15%
- 1Y
- 27.93%
- 3Y*
- 22.22%
- 5Y*
- —
- 10Y*
- —
IUMS.L vs. 500D.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
IUMS.L iShares S&P 500 Materials Sector UCITS ETF USD (Acc) | 12.52% | 10.90% | -0.92% | 12.41% | -11.90% | 2.48% |
500D.L Amundi S&P 500 Swap UCITS ETF USD Dist | 10.40% | 17.37% | 25.36% | 26.84% | -18.54% | 1.87% |
Correlation
The correlation between IUMS.L and 500D.L is 0.52, 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 | 0.52 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.60 |
Correlation (All Time) Calculated using the full available price history since Dec 8, 2021 | 0.70 |
The correlation between IUMS.L and 500D.L shifts across timeframes, from 0.52 (1 year) to 0.70 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IUMS.L vs. 500D.L — Risk / Return Rank
IUMS.L
500D.L
IUMS.L vs. 500D.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Materials Sector UCITS ETF USD (Acc) (IUMS.L) and Amundi S&P 500 Swap UCITS ETF USD Dist (500D.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.
| IUMS.L | 500D.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.32 | ||
| Sortino ratioReturn per unit of downside risk | -1.90 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.44 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | 1.58 | 3.33 | -1.75 |
| Martin ratioReturn relative to average drawdown | 4.71 | 14.61 | -9.91 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IUMS.L | 500D.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.10 | 2.42 | -1.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.26 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.78 | -0.30 |
Drawdowns
IUMS.L vs. 500D.L - Drawdown Comparison
The maximum IUMS.L drawdown since its inception was -35.81%, which is greater than 500D.L's maximum drawdown of -24.21%. Use the drawdown chart below to compare losses from any high point for IUMS.L and 500D.L.
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Drawdown Indicators
| IUMS.L | 500D.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.81% | -24.21% | -11.60% |
Max Drawdown (1Y)Largest decline over 1 year | -11.51% | -8.35% | -3.16% |
Max Drawdown (3Y)Largest decline over 3 years | -22.80% | -18.97% | -3.83% |
Max Drawdown (5Y)Largest decline over 5 years | -25.24% | — | — |
Current DrawdownCurrent decline from peak | -3.42% | -0.52% | -2.90% |
Average DrawdownAverage peak-to-trough decline | -7.06% | -6.09% | -0.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.87% | 1.91% | +1.96% |
Volatility
IUMS.L vs. 500D.L - Volatility Comparison
iShares S&P 500 Materials Sector UCITS ETF USD (Acc) (IUMS.L) has a higher volatility of 6.12% compared to Amundi S&P 500 Swap UCITS ETF USD Dist (500D.L) at 3.20%. This indicates that IUMS.L's price experiences larger fluctuations and is considered to be riskier than 500D.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IUMS.L | 500D.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.12% | 3.20% | +2.92% |
Volatility (6M)Calculated over the trailing 6-month period | 13.40% | 8.41% | +4.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.52% | 11.48% | +5.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.90% | 16.39% | +2.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.07% | 16.39% | +3.68% |
IUMS.L vs. 500D.L - Expense Ratio Comparison
Both IUMS.L and 500D.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
IUMS.L vs. 500D.L - Dividend Comparison
IUMS.L has not paid dividends to shareholders, while 500D.L's dividend yield for the trailing twelve months is around 0.82%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
500D.L Amundi S&P 500 Swap UCITS ETF USD Dist | 0.82% | 0.90% | 1.17% | 0.93% | 1.44% |
IUMS.L iShares S&P 500 Materials Sector UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IUMS.L and 500D.L have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.15% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
IUMS.L and 500D.L have the same expense ratio: 0.15% per year.
IUMS.L tracks S&P 500 Capped 35/20 Materials Index NTR, while 500D.L tracks S&P 500 Index. They also come from different issuers: iShares and Amundi.
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