PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
IUSU.L vs. VUSD.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IUSU.L vs. VUSD.L

Last updated Jun 5, 2026

IUSU.L (iShares V PLC - iShares S&P 500 Utilities Sector UCITS ETF) and VUSD.L (Vanguard S&P 500 UCITS ETF) are both exchange-traded funds - IUSU.L is a Utilities Equities fund tracking the S&P 500 Capped 35/20 Utilities, while VUSD.L is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 5 years, IUSU.L returned 9.60%/yr vs 14.94%/yr for VUSD.L. At a 0.36 correlation, their price movements are largely independent. IUSU.L charges 0.15%/yr vs 0.07%/yr for VUSD.L.

Performance

IUSU.L vs. VUSD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares V PLC - iShares S&P 500 Utilities Sector UCITS ETF (IUSU.L) and Vanguard S&P 500 UCITS ETF (VUSD.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

IUSU.L is traded in GBp, while VUSD.L is traded in USD. To make them comparable, the VUSD.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, IUSU.L achieves a 1.75% return, which is significantly lower than VUSD.L's 10.79% return.

IUSU.L

1D
-2.12%
1M
-5.89%
YTD
1.75%
6M
-0.56%
1Y
9.56%
3Y*
9.72%
5Y*
9.60%
10Y*
—

VUSD.L

1D
0.02%
1M
5.47%
YTD
10.79%
6M
10.36%
1Y
29.09%
3Y*
19.10%
5Y*
14.94%
10Y*
16.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUSU.L vs. VUSD.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IUSU.L
iShares V PLC - iShares S&P 500 Utilities Sector UCITS ETF		1.75%7.65%25.08%-13.15%14.26%19.91%-4.85%21.27%9.03%-4.03%
VUSD.L
Vanguard S&P 500 UCITS ETF		10.79%9.01%27.44%20.44%-9.07%30.66%14.18%25.56%0.06%7.50%

Correlation

The correlation between IUSU.L and VUSD.L is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.18

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

0.23

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

0.29

Correlation (All Time)
Calculated using the full available price history since Mar 23, 2017

0.36

The correlation between IUSU.L and VUSD.L shifts across timeframes, from 0.18 (1 year) to 0.36 (all time), reflecting how their relationship changes across market environments.

IUSU.L vs. VUSD.L - Sectors Allocation Comparison

Sectors
IUSU.L
VUSD.L

Utilities

100.0%
2.4%

Basic Materials

-

1.8%

Communication Services

-

11.3%

Consumer Cyclical

-

10.2%

Consumer Defensive

-

4.9%

Energy

-

3.5%

Financial Services

-

11.6%

Healthcare

-

8.5%

Industrials

-

8.3%

Real Estate

-

1.9%

Technology

-

35.7%

Utilities

IUSU.L
100.0%
VUSD.L
2.4%

Basic Materials

IUSU.L

-

VUSD.L
1.8%

Communication Services

IUSU.L

-

VUSD.L
11.3%

Consumer Cyclical

IUSU.L

-

VUSD.L
10.2%

Consumer Defensive

IUSU.L

-

VUSD.L
4.9%

Energy

IUSU.L

-

VUSD.L
3.5%

Financial Services

IUSU.L

-

VUSD.L
11.6%

Healthcare

IUSU.L

-

VUSD.L
8.5%

Industrials

IUSU.L

-

VUSD.L
8.3%

Real Estate

IUSU.L

-

VUSD.L
1.9%

Technology

IUSU.L

-

VUSD.L
35.7%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares V PLC - iShares S&P 500 Utilities Sector UCITS ETF

Vanguard S&P 500 UCITS ETF

Often compared with IUSU.L:
IUSU.L vs. XDWU.LIUSU.L vs. XLUP.LIUSU.L vs. QDVY.DEIUSU.L vs. XSHC.LIUSU.L vs. ISF.LIUSU.L vs. VWRA.LIUSU.L vs. SGLN.L
Often compared with VUSD.L:
VUSD.L vs. VOOVUSD.L vs. CSPX.ASVUSD.L vs. VUAA.LVUSD.L vs. VWRL.ASVUSD.L vs. SPYVUSD.L vs. TMFCVUSD.L vs. IVV

Return for Risk

IUSU.L vs. VUSD.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IUSU.L
IUSU.L Risk / Return Rank: 2020
Overall Rank
IUSU.L Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
IUSU.L Sortino Ratio Rank: 1919
Sortino Ratio Rank
IUSU.L Omega Ratio Rank: 1919
Omega Ratio Rank
IUSU.L Calmar Ratio Rank: 2323
Calmar Ratio Rank
IUSU.L Martin Ratio Rank: 1919
Martin Ratio Rank
VUSD.L
VUSD.L Risk / Return Rank: 7575
Overall Rank
VUSD.L Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
VUSD.L Sortino Ratio Rank: 7878
Sortino Ratio Rank
VUSD.L Omega Ratio Rank: 7474
Omega Ratio Rank
VUSD.L Calmar Ratio Rank: 7070
Calmar Ratio Rank
VUSD.L Martin Ratio Rank: 7777
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.

IUSU.L vs. VUSD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares V PLC - iShares S&P 500 Utilities Sector UCITS ETF (IUSU.L) 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.

IUSU.LVUSD.LDifference
Sharpe ratioReturn per unit of total volatility
0.65
2.42

-1.77

Sortino ratioReturn per unit of downside risk
0.98
3.28

-2.30

Omega ratioGain probability vs. loss probability

1.12

1.45

-0.33

Calmar ratioReturn relative to maximum drawdown

1.00

4.00

-3.00

Martin ratioReturn relative to average drawdown

2.13

13.60

-11.47

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IUSU.L vs. VUSD.L - Sharpe Ratio Comparison

The current IUSU.L Sharpe Ratio is 0.65, which is lower than the VUSD.L Sharpe Ratio of 2.42. The chart below compares the historical Sharpe Ratios of IUSU.L and VUSD.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Loading charts...

Sharpe Ratios by Period

IUSU.LVUSD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.65

2.42

-1.77

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

0.97

-0.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.98

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

1.03

-0.62

Drawdowns

IUSU.L vs. VUSD.L - Drawdown Comparison

The maximum IUSU.L drawdown since its inception was -29.89%, which is greater than VUSD.L's maximum drawdown of -26.02%. Use the drawdown chart below to compare losses from any high point for IUSU.L and VUSD.L.

Loading charts...

Drawdown Indicators

IUSU.LVUSD.LDifference

Max Drawdown

Largest peak-to-trough decline

-29.89%

-26.02%

-3.87%

Max Drawdown (1Y)

Largest decline over 1 year

-9.51%

-7.25%

-2.26%

Max Drawdown (3Y)

Largest decline over 3 years

-13.82%

-21.18%

+7.36%

Max Drawdown (5Y)

Largest decline over 5 years

-29.89%

-21.18%

-8.71%

Max Drawdown (10Y)

Largest decline over 10 years

—

-26.02%

—

Current Drawdown

Current decline from peak

-9.06%

-0.18%

-8.88%

Average Drawdown

Average peak-to-trough decline

-8.80%

-3.28%

-5.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.47%

2.13%

+2.34%

Volatility

IUSU.L vs. VUSD.L - Volatility Comparison

iShares V PLC - iShares S&P 500 Utilities Sector UCITS ETF (IUSU.L) has a higher volatility of 5.31% compared to Vanguard S&P 500 UCITS ETF (VUSD.L) at 3.43%. This indicates that IUSU.L's price experiences larger fluctuations and is considered to be riskier than VUSD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

IUSU.LVUSD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.31%

3.43%

+1.88%

Volatility (6M)

Calculated over the trailing 6-month period

12.29%

8.63%

+3.66%

Volatility (1Y)

Calculated over the trailing 1-year period

14.75%

11.97%

+2.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.69%

15.43%

+1.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.28%

16.45%

+1.83%

IUSU.L vs. VUSD.L - Expense Ratio Comparison

IUSU.L has a 0.15% expense ratio, which is higher than VUSD.L's 0.07% 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%.

Dividends

IUSU.L vs. VUSD.L - Dividend Comparison

IUSU.L has not paid dividends to shareholders, while VUSD.L's dividend yield for the trailing twelve months is around 0.86%.

PositionTTM20252024202320222021202020192018201720162015
IUSU.L
iShares V PLC - 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%
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

IUSU.L and VUSD.L have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VUSD.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VUSD.L is cheaper with a 0.07% expense ratio, compared with 0.15% for IUSU.L.

IUSU.L is categorized as Utilities Equities, while VUSD.L is S&P 500. IUSU.L tracks S&P 500 Capped 35/20 Utilities, while VUSD.L tracks S&P 500 Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.15% for IUSU.L and 0.07% for VUSD.L.

Portfolio Optimizer

Find the right allocation for IUSU.L and VUSD.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer