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IUMS.L vs. SPY5.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IUMS.L vs. SPY5.L

Last updated Jun 5, 2026

IUMS.L (iShares S&P 500 Materials Sector UCITS ETF USD (Acc)) and SPY5.L (State Street SPDR S&P 500 UCITS ETF) are both S&P 500 funds - IUMS.L tracks the S&P 500 Capped 35/20 Materials Index NTR while SPY5.L tracks the S&P 500. Both are passively managed. Over the past 5 years, IUMS.L returned 4.91%/yr vs 13.71%/yr for SPY5.L. A 0.73 correlation means they provide meaningful diversification when combined. IUMS.L charges 0.15%/yr vs 0.09%/yr for SPY5.L.

Performance

IUMS.L vs. SPY5.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares S&P 500 Materials Sector UCITS ETF USD (Acc) (IUMS.L) and State Street SPDR S&P 500 UCITS ETF (SPY5.L). The values are adjusted to include any dividend payments, if applicable.

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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 SPY5.L's 10.31% 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*
—

SPY5.L

1D
0.01%
1M
4.49%
YTD
10.31%
6M
11.16%
1Y
27.83%
3Y*
22.16%
5Y*
13.71%
10Y*
15.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUMS.L vs. SPY5.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IUMS.L
iShares S&P 500 Materials Sector UCITS ETF USD (Acc)		12.52%10.90%-0.92%12.41%-11.90%26.93%20.54%22.92%-15.68%19.22%
SPY5.L
State Street SPDR S&P 500 UCITS ETF		10.31%17.43%25.36%26.64%-18.68%29.28%17.52%30.85%-5.09%17.33%

Correlation

The correlation between IUMS.L and SPY5.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 (5Y)
Calculated over the trailing 5-year period

0.70

Correlation (All Time)
Calculated using the full available price history since Mar 23, 2017

0.73

Over the past year, the correlation between IUMS.L and SPY5.L has dropped to 0.52 - well below their long-term average of 0.73, suggesting their price drivers have been diverging.

IUMS.L vs. SPY5.L - Sectors Allocation Comparison

Sectors
IUMS.L
SPY5.L

Basic Materials

91.5%
1.7%

Consumer Cyclical

8.5%
9.8%

Industrials

1.1%
7.6%

Communication Services

-

10.6%

Consumer Defensive

-

4.7%

Energy

-

3.4%

Financial Services

-

11.3%

Healthcare

-

8.4%

Real Estate

-

1.8%

Technology

-

38.0%

Utilities

-

2.6%

Basic Materials

IUMS.L
91.5%
SPY5.L
1.7%

Consumer Cyclical

IUMS.L
8.5%
SPY5.L
9.8%

Industrials

IUMS.L
1.1%
SPY5.L
7.6%

Communication Services

IUMS.L

-

SPY5.L
10.6%

Consumer Defensive

IUMS.L

-

SPY5.L
4.7%

Energy

IUMS.L

-

SPY5.L
3.4%

Financial Services

IUMS.L

-

SPY5.L
11.3%

Healthcare

IUMS.L

-

SPY5.L
8.4%

Real Estate

IUMS.L

-

SPY5.L
1.8%

Technology

IUMS.L

-

SPY5.L
38.0%

Utilities

IUMS.L

-

SPY5.L
2.6%

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iShares S&P 500 Materials Sector UCITS ETF USD (Acc)

State Street SPDR S&P 500 UCITS ETF

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Return for Risk

IUMS.L vs. SPY5.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IUMS.L
IUMS.L Risk / Return Rank: 3131
Overall Rank
IUMS.L Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
IUMS.L Sortino Ratio Rank: 3131
Sortino Ratio Rank
IUMS.L Omega Ratio Rank: 2929
Omega Ratio Rank
IUMS.L Calmar Ratio Rank: 3232
Calmar Ratio Rank
IUMS.L Martin Ratio Rank: 3232
Martin Ratio Rank
SPY5.L
SPY5.L Risk / Return Rank: 7575
Overall Rank
SPY5.L Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
SPY5.L Sortino Ratio Rank: 7979
Sortino Ratio Rank
SPY5.L Omega Ratio Rank: 7575
Omega Ratio Rank
SPY5.L Calmar Ratio Rank: 6969
Calmar Ratio Rank
SPY5.L Martin Ratio Rank: 7777
Martin Ratio Rank
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.

IUMS.L vs. SPY5.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 State Street SPDR S&P 500 UCITS ETF (SPY5.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.LSPY5.LDifference
Sharpe ratioReturn per unit of total volatility
1.10
2.39

-1.29

Sortino ratioReturn per unit of downside risk
1.63
3.51

-1.88

Omega ratioGain probability vs. loss probability

1.19

1.44

-0.24

Calmar ratioReturn relative to maximum drawdown

1.58

3.39

-1.81

Martin ratioReturn relative to average drawdown

4.71

14.64

-9.93

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IUMS.L vs. SPY5.L - Sharpe Ratio Comparison

The current IUMS.L Sharpe Ratio is 1.10, which is lower than the SPY5.L Sharpe Ratio of 2.39. The chart below compares the historical Sharpe Ratios of IUMS.L and SPY5.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

IUMS.LSPY5.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.10

2.39

-1.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.26

0.86

-0.60

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.94

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.95

-0.47

Drawdowns

IUMS.L vs. SPY5.L - Drawdown Comparison

The maximum IUMS.L drawdown since its inception was -35.81%, which is greater than SPY5.L's maximum drawdown of -33.89%. Use the drawdown chart below to compare losses from any high point for IUMS.L and SPY5.L.

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Drawdown Indicators

IUMS.LSPY5.LDifference

Max Drawdown

Largest peak-to-trough decline

-35.81%

-33.89%

-1.92%

Max Drawdown (1Y)

Largest decline over 1 year

-11.51%

-8.18%

-3.33%

Max Drawdown (3Y)

Largest decline over 3 years

-22.80%

-18.37%

-4.43%

Max Drawdown (5Y)

Largest decline over 5 years

-25.24%

-24.37%

-0.87%

Max Drawdown (10Y)

Largest decline over 10 years

—

-33.89%

—

Current Drawdown

Current decline from peak

-3.42%

-0.55%

-2.87%

Average Drawdown

Average peak-to-trough decline

-7.06%

-3.70%

-3.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.87%

1.90%

+1.97%

Volatility

IUMS.L vs. SPY5.L - Volatility Comparison

iShares S&P 500 Materials Sector UCITS ETF USD (Acc) (IUMS.L) has a higher volatility of 6.12% compared to State Street SPDR S&P 500 UCITS ETF (SPY5.L) at 3.17%. This indicates that IUMS.L's price experiences larger fluctuations and is considered to be riskier than SPY5.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.LSPY5.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.12%

3.17%

+2.95%

Volatility (6M)

Calculated over the trailing 6-month period

13.40%

8.48%

+4.92%

Volatility (1Y)

Calculated over the trailing 1-year period

16.52%

11.59%

+4.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.90%

15.92%

+2.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.07%

16.24%

+3.83%

IUMS.L vs. SPY5.L - Expense Ratio Comparison

IUMS.L has a 0.15% expense ratio, which is higher than SPY5.L's 0.09% 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. SPY5.L - Dividend Comparison

IUMS.L has not paid dividends to shareholders, while SPY5.L's dividend yield for the trailing twelve months is around 0.89%.

PositionTTM20252024202320222021202020192018201720162015
IUMS.L
iShares S&P 500 Materials Sector UCITS ETF USD (Acc)		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPY5.L
State Street SPDR S&P 500 UCITS ETF		0.89%0.97%1.06%1.19%1.40%0.99%1.28%1.71%2.20%2.29%1.64%1.73%

Frequently Asked Questions

IUMS.L and SPY5.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.

On fees, SPY5.L is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPY5.L is cheaper with a 0.09% expense ratio, compared with 0.15% for IUMS.L.

IUMS.L tracks S&P 500 Capped 35/20 Materials Index NTR, while SPY5.L tracks S&P 500. They also come from different issuers: iShares and State Street. Their fees differ too: 0.15% for IUMS.L and 0.09% for SPY5.L.

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