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IUSA.MI vs. BLK
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IUSA.MI vs. BLK

Last updated Jun 26, 2026

IUSA.MI (iShares Core S&P 500 UCITS ETF USD Dist) is S&P 500 fund tracking the S&P 500 Index, while BLK (BlackRock, Inc.) is a stock. Over the past 10 years, IUSA.MI returned 15.21%/yr vs 14.21%/yr for BLK. At a 0.40 correlation, their price movements are largely independent.

Performance

IUSA.MI vs. BLK - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Core S&P 500 UCITS ETF USD Dist (IUSA.MI) and BlackRock, Inc. (BLK). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IUSA.MI is traded in EUR, while BLK is traded in USD. To make them comparable, the BLK values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, IUSA.MI achieves a 11.78% return, which is significantly higher than BLK's -5.10% return. Over the past 10 years, IUSA.MI has outperformed BLK with an annualized return of 15.21%, while BLK has yielded a comparatively lower 14.21% annualized return.

IUSA.MI

1D
0.00%
1M
1.14%
YTD
11.78%
6M
12.16%
1Y
25.85%
3Y*
19.30%
5Y*
14.11%
10Y*
15.21%

BLK

1D
-1.15%
1M
-7.17%
YTD
-5.10%
6M
-6.47%
1Y
-0.05%
3Y*
13.67%
5Y*
5.66%
10Y*
14.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUSA.MI vs. BLK - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IUSA.MI
iShares Core S&P 500 UCITS ETF USD Dist		11.78%4.30%33.67%22.28%-14.70%40.93%7.52%34.35%-1.19%6.82%
BLK
BlackRock, Inc.		-5.10%-6.09%37.83%14.33%-15.46%39.07%35.07%34.84%-17.90%21.22%

Correlation

The correlation between IUSA.MI and BLK is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.31

Correlation (3Y)
Calculated over the trailing 3-year period

0.33

Correlation (5Y)
Calculated over the trailing 5-year period

0.40

Correlation (10Y)
Calculated over the trailing 10-year period

0.45

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2008

0.40

The correlation between IUSA.MI and BLK shifts across timeframes, from 0.31 (1 year) to 0.45 (10 years), reflecting how their relationship changes across market environments.

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iShares Core S&P 500 UCITS ETF USD Dist

BlackRock, Inc.

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Often compared with BLK:
BLK vs. VOOBLK vs. SPYBLK vs. JPMBLK vs. BXBLK vs. GSBLK vs. QQQBLK vs. TSLA

Return for Risk

IUSA.MI vs. BLK — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IUSA.MI
IUSA.MI Risk / Return Rank: 7979
Overall Rank
IUSA.MI Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
IUSA.MI Sortino Ratio Rank: 7878
Sortino Ratio Rank
IUSA.MI Omega Ratio Rank: 8080
Omega Ratio Rank
IUSA.MI Calmar Ratio Rank: 7979
Calmar Ratio Rank
IUSA.MI Martin Ratio Rank: 7777
Martin Ratio Rank
BLK
BLK Risk / Return Rank: 3737
Overall Rank
BLK Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
BLK Sortino Ratio Rank: 3434
Sortino Ratio Rank
BLK Omega Ratio Rank: 3434
Omega Ratio Rank
BLK Calmar Ratio Rank: 4040
Calmar Ratio Rank
BLK Martin Ratio Rank: 4040
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IUSA.MI vs. BLK - 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.MI) and BlackRock, Inc. (BLK). 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.MIBLKDifference
Sharpe ratioReturn per unit of total volatility
2.23
-0.00

+2.23

Sortino ratioReturn per unit of downside risk
3.03
0.17

+2.86

Omega ratioGain probability vs. loss probability

1.41

1.02

+0.39

Calmar ratioReturn relative to maximum drawdown

3.64

-0.00

+3.65

Martin ratioReturn relative to average drawdown

12.88

-0.00

+12.89

IUSA.MI vs. BLK - Sharpe Ratio Comparison

The current IUSA.MI Sharpe Ratio is 2.23, which is higher than the BLK Sharpe Ratio of -0.00. The chart below compares the historical Sharpe Ratios of IUSA.MI and BLK, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

IUSA.MI vs. BLK - Drawdown Comparison

The maximum IUSA.MI drawdown since its inception was -47.45%, smaller than the maximum BLK drawdown of -54.15%. Use the drawdown chart below to compare losses from any high point for IUSA.MI and BLK.

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Drawdown Indicators

IUSA.MIBLKDifference

Max Drawdown

Largest peak-to-trough decline

-47.45%

-54.15%

+6.70%

Max Drawdown (1Y)

Largest decline over 1 year

-7.16%

-21.56%

+14.40%

Max Drawdown (3Y)

Largest decline over 3 years

-23.27%

-28.17%

+4.90%

Max Drawdown (5Y)

Largest decline over 5 years

-23.27%

-33.86%

+10.59%

Max Drawdown (10Y)

Largest decline over 10 years

-33.65%

-41.90%

+8.25%

Current Drawdown

Current decline from peak

-0.05%

-15.85%

+15.80%

Average Drawdown

Average peak-to-trough decline

-7.38%

-11.99%

+4.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.02%

10.35%

-8.33%

Volatility

IUSA.MI vs. BLK - Volatility Comparison

The current volatility for iShares Core S&P 500 UCITS ETF USD Dist (IUSA.MI) is 3.31%, while BlackRock, Inc. (BLK) has a volatility of 7.68%. This indicates that IUSA.MI experiences smaller price fluctuations and is considered to be less risky than BLK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IUSA.MIBLKDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.31%

7.68%

-4.37%

Volatility (6M)

Calculated over the trailing 6-month period

7.96%

20.75%

-12.79%

Volatility (1Y)

Calculated over the trailing 1-year period

11.69%

25.90%

-14.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.22%

25.82%

-10.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.12%

27.65%

-11.53%

Dividends

IUSA.MI vs. BLK - Dividend Comparison

IUSA.MI's dividend yield for the trailing twelve months is around 0.86%, less than BLK's 2.25% yield.

PositionTTM20252024202320222021202020192018201720162015
BLK
BlackRock, Inc.		2.25%1.95%1.99%2.46%2.75%1.80%2.01%2.63%3.08%1.95%2.41%2.56%
IUSA.MI
iShares Core S&P 500 UCITS ETF USD Dist		0.86%0.94%0.99%1.26%1.47%0.99%1.40%1.49%1.71%1.52%1.38%1.52%

Frequently Asked Questions

IUSA.MI and BLK have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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