IUSA.DE vs. SPY
Compare and contrast key facts about iShares Core S&P 500 UCITS ETF USD (Dist) (IUSA.DE) and SPDR S&P 500 ETF (SPY).
IUSA.DE and SPY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IUSA.DE is a passively managed fund by iShares that tracks the performance of the Russell 1000 TR USD. It was launched on Mar 15, 2002. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993. Both IUSA.DE and SPY are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IUSA.DE or SPY.
Key characteristics
| IUSA.DE | SPY | |
|---|---|---|
| YTD Return | 31.76% | 27.16% |
| 1Y Return | 39.45% | 37.73% |
| 3Y Return (Ann) | 12.68% | 10.28% |
| 5Y Return (Ann) | 16.48% | 15.97% |
| 10Y Return (Ann) | 15.03% | 13.38% |
| Sharpe Ratio | 3.13 | 3.25 |
| Sortino Ratio | 4.25 | 4.32 |
| Omega Ratio | 1.65 | 1.61 |
| Calmar Ratio | 4.55 | 4.74 |
| Martin Ratio | 20.19 | 21.51 |
| Ulcer Index | 1.86% | 1.85% |
| Daily Std Dev | 11.93% | 12.20% |
| Max Drawdown | -50.54% | -55.19% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between IUSA.DE and SPY is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
IUSA.DE vs. SPY - Performance Comparison
In the year-to-date period, IUSA.DE achieves a 31.76% return, which is significantly higher than SPY's 27.16% return. Over the past 10 years, IUSA.DE has outperformed SPY with an annualized return of 15.03%, while SPY has yielded a comparatively lower 13.38% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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IUSA.DE vs. SPY - Expense Ratio Comparison
IUSA.DE has a 0.07% expense ratio, which is lower than SPY's 0.09% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
IUSA.DE vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P 500 UCITS ETF USD (Dist) (IUSA.DE) and SPDR S&P 500 ETF (SPY). 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.
Dividends
IUSA.DE vs. SPY - Dividend Comparison
IUSA.DE's dividend yield for the trailing twelve months is around 0.97%, less than SPY's 1.17% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IUSA.DE iShares Core S&P 500 UCITS ETF USD (Dist) | 0.97% | 1.25% | 1.46% | 0.99% | 1.40% | 1.48% | 1.71% | 1.84% | 1.36% | 1.85% | 1.67% | 1.43% |
SPY SPDR S&P 500 ETF | 1.17% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
IUSA.DE vs. SPY - Drawdown Comparison
The maximum IUSA.DE drawdown since its inception was -50.54%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for IUSA.DE and SPY. For additional features, visit the drawdowns tool.
Volatility
IUSA.DE vs. SPY - Volatility Comparison
The current volatility for iShares Core S&P 500 UCITS ETF USD (Dist) (IUSA.DE) is 3.55%, while SPDR S&P 500 ETF (SPY) has a volatility of 3.92%. This indicates that IUSA.DE experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.