IUSA.DE vs. JEDI.DE
IUSA.DE (iShares Core S&P 500 UCITS ETF USD Dist) and JEDI.DE (VanEck Space Innovators UCITS ETF) are both exchange-traded funds - IUSA.DE is a S&P 500 fund tracking the S&P 500 Index, while JEDI.DE is a Industrials Equities fund tracking the MVIS Global Space Industry ESG. Both are passively managed. Over the past 3 years, IUSA.DE returned 18.94%/yr vs 50.63%/yr for JEDI.DE. At a 0.49 correlation, their price movements are largely independent. IUSA.DE charges 0.07%/yr vs 0.55%/yr for JEDI.DE.
Performance
IUSA.DE vs. JEDI.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IUSA.DE achieves a 10.74% return, which is significantly lower than JEDI.DE's 29.96% return.
IUSA.DE
- 1D
- -0.12%
- 1M
- 0.33%
- YTD
- 10.74%
- 6M
- 10.95%
- 1Y
- 24.73%
- 3Y*
- 18.94%
- 5Y*
- 13.89%
- 10Y*
- 15.03%
JEDI.DE
- 1D
- 0.00%
- 1M
- -36.00%
- YTD
- 29.96%
- 6M
- 26.60%
- 1Y
- 88.05%
- 3Y*
- 50.63%
- 5Y*
- —
- 10Y*
- —
IUSA.DE vs. JEDI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
IUSA.DE iShares Core S&P 500 UCITS ETF USD Dist | 10.74% | 4.69% | 32.36% | 22.47% | 0.66% |
JEDI.DE VanEck Space Innovators UCITS ETF | 29.96% | 72.15% | 52.14% | 8.55% | -0.32% |
Correlation
The correlation between IUSA.DE and JEDI.DE is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.46 |
Correlation (All Time) Calculated using the full available price history since Jun 24, 2022 | 0.49 |
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Return for Risk
IUSA.DE vs. JEDI.DE — Risk / Return Rank
IUSA.DE
JEDI.DE
IUSA.DE vs. JEDI.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P 500 UCITS ETF USD Dist (IUSA.DE) and VanEck Space Innovators UCITS ETF (JEDI.DE). 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.
| IUSA.DE | JEDI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.19 | ||
| Sortino ratioReturn per unit of downside risk | +0.40 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.30 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 3.57 | 2.41 | +1.16 |
| Martin ratioReturn relative to average drawdown | 12.70 | 8.81 | +3.89 |
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Drawdowns
IUSA.DE vs. JEDI.DE - Drawdown Comparison
The maximum IUSA.DE drawdown since its inception was -52.05%, which is greater than JEDI.DE's maximum drawdown of -36.71%. Use the drawdown chart below to compare losses from any high point for IUSA.DE and JEDI.DE.
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Drawdown Indicators
| IUSA.DE | JEDI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.05% | -36.71% | -15.34% |
Max Drawdown (1Y)Largest decline over 1 year | -6.90% | -36.71% | +29.81% |
Max Drawdown (3Y)Largest decline over 3 years | -23.36% | -36.71% | +13.35% |
Max Drawdown (5Y)Largest decline over 5 years | -23.36% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -33.67% | — | — |
Current DrawdownCurrent decline from peak | -1.03% | -36.71% | +35.68% |
Average DrawdownAverage peak-to-trough decline | -8.42% | -7.47% | -0.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.94% | 10.03% | -8.09% |
Volatility
IUSA.DE vs. JEDI.DE - Volatility Comparison
The current volatility for iShares Core S&P 500 UCITS ETF USD Dist (IUSA.DE) is 3.38%, while VanEck Space Innovators UCITS ETF (JEDI.DE) has a volatility of 15.60%. This indicates that IUSA.DE experiences smaller price fluctuations and is considered to be less risky than JEDI.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IUSA.DE | JEDI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.38% | 15.60% | -12.22% |
Volatility (6M)Calculated over the trailing 6-month period | 7.90% | 35.98% | -28.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.68% | 46.10% | -34.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.20% | 33.04% | -17.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.05% | 33.04% | -16.99% |
IUSA.DE vs. JEDI.DE - Expense Ratio Comparison
IUSA.DE has a 0.07% expense ratio, which is lower than JEDI.DE's 0.55% expense ratio.
Dividends
IUSA.DE vs. JEDI.DE - Dividend Comparison
IUSA.DE's dividend yield for the trailing twelve months is around 0.87%, while JEDI.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IUSA.DE iShares Core S&P 500 UCITS ETF USD Dist | 0.87% | 0.94% | 0.99% | 1.25% | 1.46% | 0.99% | 1.40% | 1.48% | 1.70% | 1.51% | 1.37% | 1.52% |
JEDI.DE VanEck Space Innovators UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IUSA.DE and JEDI.DE have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IUSA.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IUSA.DE is cheaper with a 0.07% expense ratio, compared with 0.55% for JEDI.DE.
IUSA.DE is categorized as S&P 500, while JEDI.DE is Industrials Equities. IUSA.DE tracks S&P 500 Index, while JEDI.DE tracks MVIS Global Space Industry ESG. They also come from different issuers: iShares and VanEck. Their fees differ too: 0.07% for IUSA.DE and 0.55% for JEDI.DE.
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