IUSA.DE vs. SPY1.DE
IUSA.DE (iShares Core S&P 500 UCITS ETF USD Dist) and SPY1.DE (SPDR S&P 500 Low Volatility UCITS ETF) are both S&P 500 funds - IUSA.DE tracks the S&P 500 Index while SPY1.DE tracks the S&P 500 Low Volatility. Both are passively managed. Over the past 10 years, IUSA.DE returned 15.16%/yr vs 7.35%/yr for SPY1.DE. A 0.71 correlation means they provide meaningful diversification when combined. IUSA.DE charges 0.07%/yr vs 0.35%/yr for SPY1.DE.
Performance
IUSA.DE vs. SPY1.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IUSA.DE achieves a 11.42% return, which is significantly higher than SPY1.DE's 2.00% return. Over the past 10 years, IUSA.DE has outperformed SPY1.DE with an annualized return of 15.16%, while SPY1.DE has yielded a comparatively lower 7.35% annualized return.
IUSA.DE
- 1D
- -0.13%
- 1M
- 4.35%
- YTD
- 11.42%
- 6M
- 10.93%
- 1Y
- 25.71%
- 3Y*
- 19.00%
- 5Y*
- 14.90%
- 10Y*
- 15.16%
SPY1.DE
- 1D
- -0.18%
- 1M
- -0.80%
- YTD
- 2.00%
- 6M
- 1.78%
- 1Y
- -0.66%
- 3Y*
- 4.28%
- 5Y*
- 5.96%
- 10Y*
- 7.35%
IUSA.DE vs. SPY1.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IUSA.DE iShares Core S&P 500 UCITS ETF USD Dist | 11.42% | 4.84% | 32.50% | 22.60% | -14.19% | 41.00% | 7.02% | 34.79% | -0.83% | 7.30% |
SPY1.DE SPDR S&P 500 Low Volatility UCITS ETF | 2.00% | -7.26% | 20.46% | -3.91% | 0.94% | 34.70% | -10.69% | 29.65% | 3.67% | 2.32% |
Correlation
The correlation between IUSA.DE and SPY1.DE is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.37 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.50 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.64 |
Correlation (All Time) Calculated using the full available price history since Oct 5, 2012 | 0.71 |
Over the past year, the correlation between IUSA.DE and SPY1.DE has dropped to 0.13 - well below their long-term average of 0.71, suggesting their price drivers have been diverging.
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Return for Risk
IUSA.DE vs. SPY1.DE — Risk / Return Rank
IUSA.DE
SPY1.DE
IUSA.DE vs. SPY1.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 SPDR S&P 500 Low Volatility UCITS ETF (SPY1.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.
| IUSA.DE | SPY1.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.39 | ||
| Sortino ratioReturn per unit of downside risk | +3.18 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 0.98 | +0.43 |
| Calmar ratioReturn relative to maximum drawdown | 3.63 | -0.23 | +3.85 |
| Martin ratioReturn relative to average drawdown | 12.88 | -0.48 | +13.37 |
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
| IUSA.DE | SPY1.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.24 | -0.15 | +2.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.97 | 0.47 | +0.50 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.94 | 0.52 | +0.42 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.67 | 0.69 | -0.03 |
Drawdowns
IUSA.DE vs. SPY1.DE - Drawdown Comparison
The maximum IUSA.DE drawdown since its inception was -50.54%, which is greater than SPY1.DE's maximum drawdown of -35.30%. Use the drawdown chart below to compare losses from any high point for IUSA.DE and SPY1.DE.
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Drawdown Indicators
| IUSA.DE | SPY1.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.54% | -35.30% | -15.24% |
Max Drawdown (1Y)Largest decline over 1 year | -7.08% | -6.77% | -0.31% |
Max Drawdown (3Y)Largest decline over 3 years | -23.34% | -14.59% | -8.75% |
Max Drawdown (5Y)Largest decline over 5 years | -23.34% | -16.32% | -7.02% |
Max Drawdown (10Y)Largest decline over 10 years | -33.63% | -35.30% | +1.67% |
Current DrawdownCurrent decline from peak | -0.46% | -11.45% | +10.99% |
Average DrawdownAverage peak-to-trough decline | -7.19% | -6.16% | -1.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.00% | 3.15% | -1.15% |
Volatility
IUSA.DE vs. SPY1.DE - Volatility Comparison
The current volatility for iShares Core S&P 500 UCITS ETF USD Dist (IUSA.DE) is 2.67%, while SPDR S&P 500 Low Volatility UCITS ETF (SPY1.DE) has a volatility of 3.46%. This indicates that IUSA.DE experiences smaller price fluctuations and is considered to be less risky than SPY1.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 | SPY1.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.67% | 3.46% | -0.79% |
Volatility (6M)Calculated over the trailing 6-month period | 7.57% | 7.38% | +0.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.48% | 10.25% | +1.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.17% | 12.47% | +2.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.06% | 14.00% | +2.06% |
IUSA.DE vs. SPY1.DE - Expense Ratio Comparison
IUSA.DE has a 0.07% expense ratio, which is lower than SPY1.DE's 0.35% expense ratio.
Dividends
IUSA.DE vs. SPY1.DE - Dividend Comparison
IUSA.DE's dividend yield for the trailing twelve months is around 0.99%, while SPY1.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 | 0.99% | 1.08% | 1.07% | 1.35% | 1.54% | 1.16% | 1.62% | 1.66% | 2.00% | 2.09% | 1.50% | 1.68% |
SPY1.DE SPDR S&P 500 Low Volatility 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 SPY1.DE have a correlation of 0.13, 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 0.35% for SPY1.DE.
IUSA.DE tracks S&P 500 Index, while SPY1.DE tracks S&P 500 Low Volatility. They also come from different issuers: iShares and State Street. Their fees differ too: 0.07% for IUSA.DE and 0.35% for SPY1.DE.
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