IUSE.L vs. IUIS.L
Compare and contrast key facts about iShares S&P 500 EUR Hedged UCITS ETF Acc (IUSE.L) and iShares S&P 500 Industrials Sector UCITS ETF USD (Acc) (IUIS.L).
IUSE.L and IUIS.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IUSE.L is a passively managed fund by iShares that tracks the performance of the S&P 500 EUR Hedged Index. It was launched on Sep 30, 2010. IUIS.L is a passively managed fund by iShares that tracks the performance of the S&P 500 Capped 35/20 Industrials Index. It was launched on Mar 20, 2017. Both IUSE.L and IUIS.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
IUSE.L vs. IUIS.L - Performance Comparison
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IUSE.L vs. IUIS.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IUSE.L iShares S&P 500 EUR Hedged UCITS ETF Acc | -4.73% | 14.95% | 23.20% | 23.05% | -21.17% | 27.85% | 14.81% | 26.33% | -8.40% | 14.48% |
IUIS.L iShares S&P 500 Industrials Sector UCITS ETF USD (Acc) | 7.45% | 5.09% | 25.17% | 14.39% | 0.59% | 29.74% | 0.90% | 31.41% | -10.14% | 5.13% |
Different Trading Currencies
IUSE.L is traded in EUR, while IUIS.L is traded in USD. To make them comparable, the IUIS.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, IUSE.L achieves a -4.73% return, which is significantly lower than IUIS.L's 7.45% return.
IUSE.L
- 1D
- 2.44%
- 1M
- -3.97%
- YTD
- -4.73%
- 6M
- -2.12%
- 1Y
- 15.45%
- 3Y*
- 16.09%
- 5Y*
- 9.26%
- 10Y*
- 11.23%
IUIS.L
- 1D
- 3.42%
- 1M
- -5.80%
- YTD
- 7.45%
- 6M
- 9.21%
- 1Y
- 18.33%
- 3Y*
- 16.74%
- 5Y*
- 12.68%
- 10Y*
- —
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IUSE.L vs. IUIS.L - Expense Ratio Comparison
IUSE.L has a 0.20% expense ratio, which is higher than IUIS.L's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
IUSE.L vs. IUIS.L — Risk / Return Rank
IUSE.L
IUIS.L
IUSE.L vs. IUIS.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 EUR Hedged UCITS ETF Acc (IUSE.L) and iShares S&P 500 Industrials Sector UCITS ETF USD (Acc) (IUIS.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.
| IUSE.L | IUIS.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.97 | 0.98 | 0.00 |
Sortino ratioReturn per unit of downside risk | 1.44 | 1.41 | +0.03 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.19 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.72 | 2.00 | -0.28 |
Martin ratioReturn relative to average drawdown | 6.99 | 6.40 | +0.59 |
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
| IUSE.L | IUIS.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.97 | 0.98 | 0.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.58 | 0.73 | -0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.69 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.73 | 0.57 | +0.16 |
Correlation
The correlation between IUSE.L and IUIS.L is 0.70, 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.
Dividends
IUSE.L vs. IUIS.L - Dividend Comparison
Neither IUSE.L nor IUIS.L has paid dividends to shareholders.
Drawdowns
IUSE.L vs. IUIS.L - Drawdown Comparison
The maximum IUSE.L drawdown since its inception was -34.75%, smaller than the maximum IUIS.L drawdown of -41.40%. Use the drawdown chart below to compare losses from any high point for IUSE.L and IUIS.L.
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Drawdown Indicators
| IUSE.L | IUIS.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.75% | -42.18% | +7.43% |
Max Drawdown (1Y)Largest decline over 1 year | -11.60% | -13.17% | +1.57% |
Max Drawdown (5Y)Largest decline over 5 years | -26.23% | -21.22% | -5.01% |
Max Drawdown (10Y)Largest decline over 10 years | -34.75% | — | — |
Current DrawdownCurrent decline from peak | -5.90% | -6.78% | +0.88% |
Average DrawdownAverage peak-to-trough decline | -4.35% | -5.18% | +0.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.13% | 2.60% | -0.47% |
Volatility
IUSE.L vs. IUIS.L - Volatility Comparison
The current volatility for iShares S&P 500 EUR Hedged UCITS ETF Acc (IUSE.L) is 4.90%, while iShares S&P 500 Industrials Sector UCITS ETF USD (Acc) (IUIS.L) has a volatility of 6.43%. This indicates that IUSE.L experiences smaller price fluctuations and is considered to be less risky than IUIS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IUSE.L | IUIS.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.90% | 6.43% | -1.53% |
Volatility (6M)Calculated over the trailing 6-month period | 8.72% | 10.47% | -1.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.87% | 18.74% | -2.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.98% | 17.28% | -1.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.29% | 19.93% | -3.64% |