IUMS.L vs. IESU.L
IUMS.L (iShares S&P 500 Materials Sector UCITS ETF USD (Acc)) and IESU.L (iShares S&P 500 Energy Sector UCITS ETF USD (Acc)) are both exchange-traded funds - IUMS.L is a S&P 500 fund tracking the S&P 500 Capped 35/20 Materials Index NTR, while IESU.L is a Energy Equities fund tracking the S&P 500 Capped 35/20 Energy Index NTR. Both are passively managed. Over the past 5 years, IUMS.L returned 6.05%/yr vs 22.27%/yr for IESU.L. At a 0.46 correlation, their price movements are largely independent. Both charge a 0.15% expense ratio.
Performance
IUMS.L vs. IESU.L - Performance Comparison
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Different Trading Currencies
IUMS.L is traded in USD, while IESU.L is traded in GBp. To make them comparable, the IESU.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 10.83% return, which is significantly lower than IESU.L's 28.54% return.
IUMS.L
- 1D
- 0.00%
- 1M
- -4.17%
- 6M
- 4.36%
- YTD
- 10.83%
- 1Y
- 14.66%
- 3Y*
- 7.91%
- 5Y*
- 6.05%
- 10Y*
- —
IESU.L
- 1D
- 0.85%
- 1M
- 6.06%
- 6M
- 21.20%
- YTD
- 28.54%
- 1Y
- 36.33%
- 3Y*
- 14.63%
- 5Y*
- 22.27%
- 10Y*
- 8.78%
IUMS.L vs. IESU.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IUMS.L iShares S&P 500 Materials Sector UCITS ETF USD (Acc) | 10.83% | 10.92% | -0.97% | 12.43% | -11.90% | 26.93% | 20.54% | 22.81% | -14.90% | 18.00% |
IESU.L iShares S&P 500 Energy Sector UCITS ETF USD (Acc) | 28.54% | 9.98% | 3.69% | -1.00% | 63.91% | 52.43% | -33.64% | 9.60% | -18.29% | 7.48% |
Correlation
The correlation between IUMS.L and IESU.L is -0.02, 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 | -0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since Mar 22, 2017 | 0.46 |
The correlation between IUMS.L and IESU.L shifts across timeframes, from -0.02 (1 year) to 0.46 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IUMS.L vs. IESU.L — Risk / Return Rank
IUMS.L
IESU.L
IUMS.L vs. IESU.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 iShares S&P 500 Energy Sector UCITS ETF USD (Acc) (IESU.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 | IESU.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.67 | ||
| Sortino ratioReturn per unit of downside risk | -0.73 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.26 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 1.27 | 2.21 | -0.94 |
| Martin ratioReturn relative to average drawdown | 3.56 | 5.65 | -2.08 |
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Drawdowns
IUMS.L vs. IESU.L - Drawdown Comparison
The maximum IUMS.L drawdown since its inception was -35.83%, smaller than the maximum IESU.L drawdown of -72.57%. Use the drawdown chart below to compare losses from any high point for IUMS.L and IESU.L.
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Drawdown Indicators
| IUMS.L | IESU.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.83% | -72.57% | +36.74% |
Max Drawdown (1Y)Largest decline over 1 year | -11.49% | -16.37% | +4.88% |
Max Drawdown (3Y)Largest decline over 3 years | -22.86% | -22.55% | -0.31% |
Max Drawdown (5Y)Largest decline over 5 years | -25.24% | -27.74% | +2.50% |
Max Drawdown (10Y)Largest decline over 10 years | — | -66.85% | — |
Current DrawdownCurrent decline from peak | -4.90% | -8.87% | +3.97% |
Average DrawdownAverage peak-to-trough decline | -7.01% | -24.88% | +17.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.11% | 6.42% | -2.31% |
Volatility
IUMS.L vs. IESU.L - Volatility Comparison
The current volatility for iShares S&P 500 Materials Sector UCITS ETF USD (Acc) (IUMS.L) is 5.30%, while iShares S&P 500 Energy Sector UCITS ETF USD (Acc) (IESU.L) has a volatility of 6.97%. This indicates that IUMS.L experiences smaller price fluctuations and is considered to be less risky than IESU.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 | IESU.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.30% | 6.97% | -1.67% |
Volatility (6M)Calculated over the trailing 6-month period | 14.00% | 21.03% | -7.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.25% | 23.89% | -6.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.00% | 29.47% | -10.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.05% | 29.81% | -9.76% |
IUMS.L vs. IESU.L - Expense Ratio Comparison
Both IUMS.L and IESU.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. IESU.L - Dividend Comparison
Neither IUMS.L nor IESU.L has paid dividends to shareholders.
Frequently Asked Questions
IUMS.L and IESU.L have a correlation of -0.02, 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 IESU.L have the same expense ratio: 0.15% per year.
IUMS.L is categorized as S&P 500, while IESU.L is Energy Equities. IUMS.L tracks S&P 500 Capped 35/20 Materials Index NTR, while IESU.L tracks S&P 500 Capped 35/20 Energy Index NTR.
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