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

IUSA.MI vs. LLY

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 LLY (Eli Lilly and Company) is a stock. Over the past 10 years, IUSA.MI returned 15.21%/yr vs 32.88%/yr for LLY. At a 0.25 correlation, their price movements are largely independent.

Performance

IUSA.MI vs. LLY - 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 Eli Lilly and Company (LLY). 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 LLY is traded in USD. To make them comparable, the LLY 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 LLY's 8.81% return. Over the past 10 years, IUSA.MI has underperformed LLY with an annualized return of 15.21%, while LLY has yielded a comparatively higher 32.88% 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%

LLY

1D
0.86%
1M
8.38%
YTD
8.81%
6M
8.88%
1Y
47.00%
3Y*
34.65%
5Y*
40.07%
10Y*
32.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUSA.MI vs. LLY - 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%
LLY
Eli Lilly and Company		8.81%23.60%42.10%56.08%42.58%78.50%20.24%18.76%47.05%3.35%

Correlation

The correlation between IUSA.MI and LLY is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

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

0.04

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

0.19

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

0.17

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

0.22

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

0.25

Over the past year, the correlation between IUSA.MI and LLY has dropped to 0.04 - well below their long-term average of 0.25, suggesting their price drivers have been diverging.

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iShares Core S&P 500 UCITS ETF USD Dist

Eli Lilly and Company

Often compared with IUSA.MI:
IUSA.MI vs. VUSA.MIIUSA.MI vs. GOLD.ASIUSA.MI vs. IGLN.LIUSA.MI vs. S500.PAIUSA.MI vs. VUSA.ASIUSA.MI vs. VUAA.DEIUSA.MI vs. EGLN.L
Often compared with LLY:
LLY vs. NVOLLY vs. UNHLLY vs. ABBVLLY vs. VOOLLY vs. XLVLLY vs. VRTXLLY vs. ISRG

Return for Risk

IUSA.MI vs. LLY — 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
LLY
LLY Risk / Return Rank: 7575
Overall Rank
LLY Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
LLY Sortino Ratio Rank: 7373
Sortino Ratio Rank
LLY Omega Ratio Rank: 7373
Omega Ratio Rank
LLY Calmar Ratio Rank: 7575
Calmar Ratio Rank
LLY Martin Ratio Rank: 7676
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. LLY - 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 Eli Lilly and Company (LLY). 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.MILLYDifference
Sharpe ratioReturn per unit of total volatility
2.23
1.26

+0.97

Sortino ratioReturn per unit of downside risk
3.03
1.82

+1.21

Omega ratioGain probability vs. loss probability

1.41

1.25

+0.16

Calmar ratioReturn relative to maximum drawdown

3.64

1.98

+1.66

Martin ratioReturn relative to average drawdown

12.88

4.83

+8.05

IUSA.MI vs. LLY - Sharpe Ratio Comparison

The current IUSA.MI Sharpe Ratio is 2.23, which is higher than the LLY Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of IUSA.MI and LLY, 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. LLY - Drawdown Comparison

The maximum IUSA.MI drawdown since its inception was -47.45%, which is greater than LLY's maximum drawdown of -44.52%. Use the drawdown chart below to compare losses from any high point for IUSA.MI and LLY.

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Drawdown Indicators

IUSA.MILLYDifference

Max Drawdown

Largest peak-to-trough decline

-47.45%

-44.52%

-2.93%

Max Drawdown (1Y)

Largest decline over 1 year

-7.16%

-23.85%

+16.69%

Max Drawdown (3Y)

Largest decline over 3 years

-23.27%

-39.30%

+16.03%

Max Drawdown (5Y)

Largest decline over 5 years

-23.27%

-39.30%

+16.03%

Max Drawdown (10Y)

Largest decline over 10 years

-33.65%

-39.30%

+5.65%

Current Drawdown

Current decline from peak

-0.05%

-1.05%

+1.00%

Average Drawdown

Average peak-to-trough decline

-7.38%

-12.38%

+5.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.02%

9.76%

-7.74%

Volatility

IUSA.MI vs. LLY - Volatility Comparison

The current volatility for iShares Core S&P 500 UCITS ETF USD Dist (IUSA.MI) is 3.31%, while Eli Lilly and Company (LLY) has a volatility of 8.05%. This indicates that IUSA.MI experiences smaller price fluctuations and is considered to be less risky than LLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IUSA.MILLYDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.31%

8.05%

-4.74%

Volatility (6M)

Calculated over the trailing 6-month period

7.96%

26.81%

-18.85%

Volatility (1Y)

Calculated over the trailing 1-year period

11.69%

37.50%

-25.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.22%

32.92%

-17.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.12%

31.05%

-14.93%

Dividends

IUSA.MI vs. LLY - Dividend Comparison

IUSA.MI's dividend yield for the trailing twelve months is around 0.86%, more than LLY's 0.57% yield.

PositionTTM20252024202320222021202020192018201720162015
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%
LLY
Eli Lilly and Company		0.57%0.56%0.67%0.78%1.07%1.23%1.75%1.96%1.94%2.46%2.77%2.37%

Frequently Asked Questions

IUSA.MI and LLY have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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