IUSU.L vs. VPU
Compare and contrast key facts about iShares S&P 500 Utilities Sector UCITS ETF (IUSU.L) and Vanguard Utilities ETF (VPU).
IUSU.L and VPU are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IUSU.L is a passively managed fund by iShares that tracks the performance of the MSCI World/Utilities NR USD. It was launched on Mar 20, 2017. VPU is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Utilities 25/50 Index. It was launched on Jan 26, 2004. Both IUSU.L and VPU are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IUSU.L or VPU.
Key characteristics
| IUSU.L | VPU | |
|---|---|---|
| YTD Return | 26.41% | 26.77% |
| 1Y Return | 30.47% | 36.66% |
| 3Y Return (Ann) | 10.37% | 8.55% |
| 5Y Return (Ann) | 7.62% | 7.50% |
| Sharpe Ratio | 2.01 | 2.21 |
| Sortino Ratio | 2.79 | 3.08 |
| Omega Ratio | 1.34 | 1.39 |
| Calmar Ratio | 1.04 | 1.67 |
| Martin Ratio | 9.00 | 11.25 |
| Ulcer Index | 3.13% | 3.12% |
| Daily Std Dev | 14.14% | 15.83% |
| Max Drawdown | -29.89% | -46.31% |
| Current Drawdown | -2.71% | -4.18% |
Correlation
The correlation between IUSU.L and VPU is 0.63, 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.
Performance
IUSU.L vs. VPU - Performance Comparison
The year-to-date returns for both investments are quite close, with IUSU.L having a 26.41% return and VPU slightly higher at 26.77%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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IUSU.L vs. VPU - Expense Ratio Comparison
IUSU.L has a 0.15% expense ratio, which is higher than VPU's 0.10% 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%.
Risk-Adjusted Performance
IUSU.L vs. VPU - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Utilities Sector UCITS ETF (IUSU.L) and Vanguard Utilities ETF (VPU). 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.
Dividends
IUSU.L vs. VPU - Dividend Comparison
IUSU.L has not paid dividends to shareholders, while VPU's dividend yield for the trailing twelve months is around 2.92%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IUSU.L iShares S&P 500 Utilities Sector 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% |
VPU Vanguard Utilities ETF | 2.92% | 3.49% | 2.98% | 2.70% | 3.17% | 2.83% | 3.23% | 3.18% | 3.19% | 3.63% | 3.02% | 3.76% |
Drawdowns
IUSU.L vs. VPU - Drawdown Comparison
The maximum IUSU.L drawdown since its inception was -29.89%, smaller than the maximum VPU drawdown of -46.31%. Use the drawdown chart below to compare losses from any high point for IUSU.L and VPU. For additional features, visit the drawdowns tool.
Volatility
IUSU.L vs. VPU - Volatility Comparison
iShares S&P 500 Utilities Sector UCITS ETF (IUSU.L) and Vanguard Utilities ETF (VPU) have volatilities of 5.29% and 5.37%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.