IUMS.L vs. XDPP.L
IUMS.L (iShares S&P 500 Materials Sector UCITS ETF USD (Acc)) and XDPP.L (Xtrackers S&P 500 UCITS ETF 4C) are both S&P 500 funds - IUMS.L tracks the S&P 500 Capped 35/20 Materials Index NTR while XDPP.L tracks the S&P 500 Index. Both are passively managed. Over the past 3 years, IUMS.L returned 11.05%/yr vs 22.09%/yr for XDPP.L. A 0.62 correlation means they provide meaningful diversification when combined. IUMS.L charges 0.15%/yr vs 0.06%/yr for XDPP.L.
Performance
IUMS.L vs. XDPP.L - Performance Comparison
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Different Trading Currencies
IUMS.L is traded in USD, while XDPP.L is traded in GBP. To make them comparable, the XDPP.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 12.52% return, which is significantly higher than XDPP.L's 10.30% 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*
- —
XDPP.L
- 1D
- 0.05%
- 1M
- 4.60%
- YTD
- 10.30%
- 6M
- 11.30%
- 1Y
- 27.94%
- 3Y*
- 22.09%
- 5Y*
- —
- 10Y*
- —
IUMS.L vs. XDPP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
IUMS.L iShares S&P 500 Materials Sector UCITS ETF USD (Acc) | 12.52% | 10.90% | -0.92% | 12.41% | 2.00% |
XDPP.L Xtrackers S&P 500 UCITS ETF 4C | 10.30% | 17.70% | 25.14% | 26.13% | 1.78% |
Correlation
The correlation between IUMS.L and XDPP.L is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.45 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.54 |
Correlation (All Time) Calculated using the full available price history since Jun 16, 2022 | 0.62 |
The correlation between IUMS.L and XDPP.L shifts across timeframes, from 0.45 (1 year) to 0.62 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IUMS.L vs. XDPP.L — Risk / Return Rank
IUMS.L
XDPP.L
IUMS.L vs. XDPP.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 Xtrackers S&P 500 UCITS ETF 4C (XDPP.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 | XDPP.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.42 | ||
| Sortino ratioReturn per unit of downside risk | -2.02 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.45 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | 1.58 | 3.13 | -1.55 |
| Martin ratioReturn relative to average drawdown | 4.71 | 13.65 | -8.95 |
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 | XDPP.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.10 | 2.52 | -1.42 |
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 | 1.37 | -0.89 |
Drawdowns
IUMS.L vs. XDPP.L - Drawdown Comparison
The maximum IUMS.L drawdown since its inception was -35.81%, which is greater than XDPP.L's maximum drawdown of -18.99%. Use the drawdown chart below to compare losses from any high point for IUMS.L and XDPP.L.
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Drawdown Indicators
| IUMS.L | XDPP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.81% | -18.99% | -16.82% |
Max Drawdown (1Y)Largest decline over 1 year | -11.51% | -8.88% | -2.63% |
Max Drawdown (3Y)Largest decline over 3 years | -22.80% | -18.99% | -3.81% |
Max Drawdown (5Y)Largest decline over 5 years | -25.24% | — | — |
Current DrawdownCurrent decline from peak | -3.42% | -0.55% | -2.87% |
Average DrawdownAverage peak-to-trough decline | -7.06% | -2.94% | -4.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.87% | 2.04% | +1.83% |
Volatility
IUMS.L vs. XDPP.L - Volatility Comparison
iShares S&P 500 Materials Sector UCITS ETF USD (Acc) (IUMS.L) has a higher volatility of 6.12% compared to Xtrackers S&P 500 UCITS ETF 4C (XDPP.L) at 2.56%. This indicates that IUMS.L's price experiences larger fluctuations and is considered to be riskier than XDPP.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 | XDPP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.12% | 2.56% | +3.56% |
Volatility (6M)Calculated over the trailing 6-month period | 13.40% | 7.95% | +5.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.52% | 11.04% | +5.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.90% | 14.83% | +4.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.07% | 14.83% | +5.24% |
IUMS.L vs. XDPP.L - Expense Ratio Comparison
IUMS.L has a 0.15% expense ratio, which is higher than XDPP.L's 0.06% 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. XDPP.L - Dividend Comparison
Neither IUMS.L nor XDPP.L has paid dividends to shareholders.
Frequently Asked Questions
IUMS.L and XDPP.L have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDPP.L is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDPP.L is cheaper with a 0.06% expense ratio, compared with 0.15% for IUMS.L.
IUMS.L tracks S&P 500 Capped 35/20 Materials Index NTR, while XDPP.L tracks S&P 500 Index. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.15% for IUMS.L and 0.06% for XDPP.L.
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