IUS2.DE vs. ^GSPC
IUS2.DE (iShares S&P U.S. Banks UCITS ETF USD (Acc)) is Financials Equities fund tracking the S&P 900 Banks 7/4 Capped, while ^GSPC (S&P 500 Index) is an index. Over the past 5 years, IUS2.DE returned 8.39%/yr vs 12.53%/yr for ^GSPC. At a 0.36 correlation, their price movements are largely independent.
Performance
IUS2.DE vs. ^GSPC - Performance Comparison
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Different Trading Currencies
IUS2.DE is traded in EUR, while ^GSPC is traded in USD. To make them comparable, the ^GSPC values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, IUS2.DE achieves a 14.87% return, which is significantly higher than ^GSPC's 11.08% return.
IUS2.DE
- 1D
- 1.20%
- 1M
- 12.31%
- YTD
- 14.87%
- 6M
- 14.01%
- 1Y
- 35.91%
- 3Y*
- 28.23%
- 5Y*
- 8.39%
- 10Y*
- —
^GSPC
- 1D
- -0.08%
- 1M
- 0.13%
- YTD
- 11.08%
- 6M
- 9.99%
- 1Y
- 23.85%
- 3Y*
- 17.70%
- 5Y*
- 12.53%
- 10Y*
- 13.56%
IUS2.DE vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
IUS2.DE iShares S&P U.S. Banks UCITS ETF USD (Acc) | 14.87% | 8.93% | 33.55% | -6.40% | -14.34% | 53.12% | -20.47% | 37.69% | -33.66% |
^GSPC S&P 500 Index | 11.08% | 2.58% | 31.45% | 20.51% | -14.45% | 36.38% | 6.68% | 31.79% | -5.63% |
Correlation
The correlation between IUS2.DE and ^GSPC is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.33 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.30 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since May 22, 2018 | 0.36 |
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Return for Risk
IUS2.DE vs. ^GSPC — Risk / Return Rank
IUS2.DE
^GSPC
IUS2.DE vs. ^GSPC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P U.S. Banks UCITS ETF USD (Acc) (IUS2.DE) and S&P 500 Index (^GSPC). 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.
| IUS2.DE | ^GSPC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.17 | ||
| Sortino ratioReturn per unit of downside risk | -0.18 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.35 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.43 | 3.17 | -0.73 |
| Martin ratioReturn relative to average drawdown | 6.63 | 11.71 | -5.08 |
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Drawdowns
IUS2.DE vs. ^GSPC - Drawdown Comparison
The maximum IUS2.DE drawdown since its inception was -53.54%, roughly equal to the maximum ^GSPC drawdown of -51.62%. Use the drawdown chart below to compare losses from any high point for IUS2.DE and ^GSPC.
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Drawdown Indicators
| IUS2.DE | ^GSPC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.54% | -51.62% | -1.92% |
Max Drawdown (1Y)Largest decline over 1 year | -14.69% | -7.57% | -7.12% |
Max Drawdown (3Y)Largest decline over 3 years | -32.39% | -23.99% | -8.40% |
Max Drawdown (5Y)Largest decline over 5 years | -48.17% | -23.99% | -24.18% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.42% | — |
Current DrawdownCurrent decline from peak | 0.00% | -1.08% | +1.08% |
Average DrawdownAverage peak-to-trough decline | -19.24% | -9.08% | -10.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.40% | 2.04% | +3.36% |
Volatility
IUS2.DE vs. ^GSPC - Volatility Comparison
iShares S&P U.S. Banks UCITS ETF USD (Acc) (IUS2.DE) has a higher volatility of 5.42% compared to S&P 500 Index (^GSPC) at 3.97%. This indicates that IUS2.DE's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IUS2.DE | ^GSPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.42% | 3.97% | +1.45% |
Volatility (6M)Calculated over the trailing 6-month period | 15.72% | 9.16% | +6.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.67% | 12.60% | +8.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.01% | 16.86% | +10.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.57% | 18.61% | +11.96% |
Frequently Asked Questions
IUS2.DE and ^GSPC have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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