IUMS.L vs. 500P.L
IUMS.L (iShares S&P 500 Materials Sector UCITS ETF USD (Acc)) and 500P.L (Franklin S&P 500 Paris Aligned Climate UCITS ETF) are both S&P 500 funds - IUMS.L tracks the S&P 500 Capped 35/20 Materials Index NTR while 500P.L tracks the S&P 500 Net Zero 2050 Paris-Aligned ESG Index. Both are passively managed. Over the past 5 years, IUMS.L returned 6.32%/yr vs 12.35%/yr for 500P.L. A 0.62 correlation means they provide meaningful diversification when combined. IUMS.L charges 0.15%/yr vs 0.07%/yr for 500P.L.
Performance
IUMS.L vs. 500P.L - Performance Comparison
Loading charts...
Different Trading Currencies
IUMS.L is traded in USD, while 500P.L is traded in GBP. To make them comparable, the 500P.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, IUMS.L achieves a 13.48% return, which is significantly higher than 500P.L's 5.71% return.
IUMS.L
- 1D
- 1.14%
- 1M
- 2.58%
- YTD
- 13.48%
- 6M
- 12.82%
- 1Y
- 19.98%
- 3Y*
- 10.48%
- 5Y*
- 6.32%
- 10Y*
- —
500P.L
- 1D
- 0.00%
- 1M
- -0.91%
- YTD
- 5.71%
- 6M
- 5.55%
- 1Y
- 18.69%
- 3Y*
- 20.15%
- 5Y*
- 12.35%
- 10Y*
- —
IUMS.L vs. 500P.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
IUMS.L iShares S&P 500 Materials Sector UCITS ETF USD (Acc) | 13.48% | 10.92% | -0.97% | 12.43% | -11.90% | 26.93% | 20.54% |
500P.L Franklin S&P 500 Paris Aligned Climate UCITS ETF | 5.71% | 15.87% | 26.79% | 29.81% | -22.17% | 32.82% | 16.33% |
Correlation
The correlation between IUMS.L and 500P.L is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.51 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.62 |
Correlation (All Time) Calculated using the full available price history since Jul 31, 2020 | 0.62 |
The correlation between IUMS.L and 500P.L shifts across timeframes, from 0.43 (1 year) to 0.62 (5 years), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
IUMS.L vs. 500P.L — Risk / Return Rank
IUMS.L
500P.L
IUMS.L vs. 500P.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 Franklin S&P 500 Paris Aligned Climate UCITS ETF (500P.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| IUMS.L | 500P.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.41 | ||
| Sortino ratioReturn per unit of downside risk | -0.62 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.28 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 1.73 | 1.74 | -0.01 |
| Martin ratioReturn relative to average drawdown | 4.99 | 6.63 | -1.64 |
Loading charts...
Drawdowns
IUMS.L vs. 500P.L - Drawdown Comparison
The maximum IUMS.L drawdown since its inception was -35.83%, which is greater than 500P.L's maximum drawdown of -28.73%. Use the drawdown chart below to compare losses from any high point for IUMS.L and 500P.L.
Loading charts...
Drawdown Indicators
| IUMS.L | 500P.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.83% | -28.73% | -7.10% |
Max Drawdown (1Y)Largest decline over 1 year | -11.49% | -10.77% | -0.72% |
Max Drawdown (3Y)Largest decline over 3 years | -22.86% | -18.71% | -4.15% |
Max Drawdown (5Y)Largest decline over 5 years | -25.24% | -28.73% | +3.49% |
Current DrawdownCurrent decline from peak | -2.62% | -2.47% | -0.15% |
Average DrawdownAverage peak-to-trough decline | -7.03% | -6.06% | -0.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.99% | 2.82% | +1.17% |
Volatility
IUMS.L vs. 500P.L - Volatility Comparison
iShares S&P 500 Materials Sector UCITS ETF USD (Acc) (IUMS.L) has a higher volatility of 6.10% compared to Franklin S&P 500 Paris Aligned Climate UCITS ETF (500P.L) at 4.06%. This indicates that IUMS.L's price experiences larger fluctuations and is considered to be riskier than 500P.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| IUMS.L | 500P.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.10% | 4.06% | +2.04% |
Volatility (6M)Calculated over the trailing 6-month period | 13.66% | 9.08% | +4.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.04% | 11.90% | +5.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.98% | 16.28% | +2.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.05% | 16.25% | +3.80% |
IUMS.L vs. 500P.L - Expense Ratio Comparison
IUMS.L has a 0.15% expense ratio, which is higher than 500P.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
IUMS.L vs. 500P.L - Dividend Comparison
Neither IUMS.L nor 500P.L has paid dividends to shareholders.
Frequently Asked Questions
IUMS.L and 500P.L have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, 500P.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
500P.L is cheaper with a 0.07% expense ratio, compared with 0.15% for IUMS.L.
IUMS.L tracks S&P 500 Capped 35/20 Materials Index NTR, while 500P.L tracks S&P 500 Net Zero 2050 Paris-Aligned ESG Index. They also come from different issuers: iShares and Franklin. Their fees differ too: 0.15% for IUMS.L and 0.07% for 500P.L.
Find the right allocation for IUMS.L and 500P.L
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer