IUSA.DE vs. VUSD.L
IUSA.DE (iShares Core S&P 500 UCITS ETF USD Dist) and VUSD.L (Vanguard S&P 500 UCITS ETF) are both S&P 500 funds tracking the S&P 500 Index, from iShares and Vanguard respectively. Both are passively managed. Over the past 10 years, IUSA.DE returned 15.16%/yr vs 14.95%/yr for VUSD.L. Their correlation of 0.89 suggests significant overlap in exposure. Both charge a 0.07% expense ratio.
Performance
IUSA.DE vs. VUSD.L - Performance Comparison
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Different Trading Currencies
IUSA.DE is traded in EUR, while VUSD.L is traded in USD. To make them comparable, the VUSD.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
The year-to-date returns for both investments are quite close, with IUSA.DE having a 11.42% return and VUSD.L slightly higher at 11.60%. Both investments have delivered pretty close results over the past 10 years, with IUSA.DE having a 15.16% annualized return and VUSD.L not far behind at 14.95%.
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%
VUSD.L
- 1D
- -0.12%
- 1M
- 5.21%
- YTD
- 11.60%
- 6M
- 11.42%
- 1Y
- 25.70%
- 3Y*
- 18.92%
- 5Y*
- 14.77%
- 10Y*
- 14.95%
IUSA.DE vs. VUSD.L - 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% |
VUSD.L Vanguard S&P 500 UCITS ETF | 11.61% | 3.44% | 33.52% | 22.98% | -13.70% | 39.11% | 7.93% | 33.47% | -1.11% | 6.71% |
Correlation
The correlation between IUSA.DE and VUSD.L is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.92 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.92 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since May 24, 2012 | 0.89 |
The correlation between IUSA.DE and VUSD.L has been stable across timeframes, ranging from 0.89 to 0.92 - a consistent structural relationship.
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Return for Risk
IUSA.DE vs. VUSD.L — Risk / Return Rank
IUSA.DE
VUSD.L
IUSA.DE vs. VUSD.L - 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 Vanguard S&P 500 UCITS ETF (VUSD.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.
| IUSA.DE | VUSD.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.18 | ||
| Sortino ratioReturn per unit of downside risk | +0.21 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.38 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.63 | 3.60 | +0.03 |
| Martin ratioReturn relative to average drawdown | 12.88 | 12.41 | +0.48 |
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 | VUSD.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.24 | 2.05 | +0.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.97 | 0.92 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.94 | 0.89 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.67 | 0.96 | -0.29 |
Drawdowns
IUSA.DE vs. VUSD.L - Drawdown Comparison
The maximum IUSA.DE drawdown since its inception was -50.54%, which is greater than VUSD.L's maximum drawdown of -33.43%. Use the drawdown chart below to compare losses from any high point for IUSA.DE and VUSD.L.
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Drawdown Indicators
| IUSA.DE | VUSD.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.54% | -33.43% | -17.11% |
Max Drawdown (1Y)Largest decline over 1 year | -7.08% | -7.10% | +0.02% |
Max Drawdown (3Y)Largest decline over 3 years | -23.34% | -22.56% | -0.78% |
Max Drawdown (5Y)Largest decline over 5 years | -23.34% | -22.56% | -0.78% |
Max Drawdown (10Y)Largest decline over 10 years | -33.63% | -33.43% | -0.20% |
Current DrawdownCurrent decline from peak | -0.46% | -0.40% | -0.06% |
Average DrawdownAverage peak-to-trough decline | -7.19% | -4.06% | -3.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.00% | 2.07% | -0.07% |
Volatility
IUSA.DE vs. VUSD.L - Volatility Comparison
The current volatility for iShares Core S&P 500 UCITS ETF USD Dist (IUSA.DE) is 2.67%, while Vanguard S&P 500 UCITS ETF (VUSD.L) has a volatility of 3.02%. This indicates that IUSA.DE experiences smaller price fluctuations and is considered to be less risky than VUSD.L 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 | VUSD.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.67% | 3.02% | -0.35% |
Volatility (6M)Calculated over the trailing 6-month period | 7.57% | 8.65% | -1.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.48% | 12.45% | -0.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.17% | 15.97% | -0.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.06% | 16.69% | -0.63% |
IUSA.DE vs. VUSD.L - Expense Ratio Comparison
Both IUSA.DE and VUSD.L have an expense ratio of 0.07%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
IUSA.DE vs. VUSD.L - Dividend Comparison
IUSA.DE's dividend yield for the trailing twelve months is around 0.99%, more than VUSD.L's 0.86% yield.
| 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% |
VUSD.L Vanguard S&P 500 UCITS ETF | 0.86% | 0.94% | 1.03% | 1.22% | 1.43% | 1.06% | 1.34% | 1.45% | 1.78% | 1.54% | 1.72% | 1.78% |
Frequently Asked Questions
With a correlation of 0.92, IUSA.DE and VUSD.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
Both ETFs have the same 0.07% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
IUSA.DE and VUSD.L have the same expense ratio: 0.07% per year.
Both ETFs track S&P 500 Index. They also come from different issuers: iShares and Vanguard.
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