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IUSU.L vs. XDWU.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IUSU.L vs. XDWU.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 Xtrackers MSCI World Utilities UCITS ETF 1C (XDWU.L). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)202520242023202220212020201920182017
IUSU.L
iShares V PLC - iShares S&P 500 Utilities Sector UCITS ETF
10.36%7.65%25.08%-13.15%14.26%19.91%-4.85%21.27%9.03%-4.03%
XDWU.L
Xtrackers MSCI World Utilities UCITS ETF 1C
12.52%17.50%14.16%-4.71%7.90%10.96%0.92%19.94%6.98%-0.85%
Different Trading Currencies

IUSU.L is traded in GBp, while XDWU.L is traded in USD. To make them comparable, the XDWU.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 10.36% return, which is significantly lower than XDWU.L's 12.52% return.


IUSU.L

1D
1.55%
1M
1.05%
YTD
10.36%
6M
8.27%
1Y
16.70%
3Y*
11.54%
5Y*
11.45%
10Y*

XDWU.L

1D
1.45%
1M
2.78%
YTD
12.52%
6M
15.12%
1Y
25.84%
3Y*
14.03%
5Y*
11.57%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

IUSU.L has a 0.15% expense ratio, which is lower than XDWU.L's 0.25% expense ratio. Despite the difference, 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

IUSU.L vs. XDWU.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: 5151
Overall Rank
IUSU.L Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
IUSU.L Sortino Ratio Rank: 5353
Sortino Ratio Rank
IUSU.L Omega Ratio Rank: 4747
Omega Ratio Rank
IUSU.L Calmar Ratio Rank: 6363
Calmar Ratio Rank
IUSU.L Martin Ratio Rank: 3939
Martin Ratio Rank

XDWU.L
XDWU.L Risk / Return Rank: 8888
Overall Rank
XDWU.L Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
XDWU.L Sortino Ratio Rank: 8787
Sortino Ratio Rank
XDWU.L Omega Ratio Rank: 8585
Omega Ratio Rank
XDWU.L Calmar Ratio Rank: 9393
Calmar Ratio Rank
XDWU.L Martin Ratio Rank: 8989
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. XDWU.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 Xtrackers MSCI World Utilities UCITS ETF 1C (XDWU.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.LXDWU.LDifference

Sharpe ratio

Return per unit of total volatility

1.03

1.81

-0.78

Sortino ratio

Return per unit of downside risk

1.48

2.41

-0.93

Omega ratio

Gain probability vs. loss probability

1.19

1.33

-0.14

Calmar ratio

Return relative to maximum drawdown

1.90

4.12

-2.22

Martin ratio

Return relative to average drawdown

4.40

10.60

-6.20

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

The current IUSU.L Sharpe Ratio is 1.03, which is lower than the XDWU.L Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of IUSU.L and XDWU.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IUSU.LXDWU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.03

1.81

-0.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

0.81

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.74

-0.26

Correlation

The correlation between IUSU.L and XDWU.L is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

IUSU.L vs. XDWU.L - Dividend Comparison

Neither IUSU.L nor XDWU.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

IUSU.L vs. XDWU.L - Drawdown Comparison

The maximum IUSU.L drawdown since its inception was -29.89%, which is greater than XDWU.L's maximum drawdown of -25.93%. Use the drawdown chart below to compare losses from any high point for IUSU.L and XDWU.L.


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Drawdown Indicators


IUSU.LXDWU.LDifference

Max Drawdown

Largest peak-to-trough decline

-29.89%

-33.87%

+3.98%

Max Drawdown (1Y)

Largest decline over 1 year

-9.51%

-9.72%

+0.21%

Max Drawdown (5Y)

Largest decline over 5 years

-29.89%

-21.92%

-7.97%

Current Drawdown

Current decline from peak

-0.94%

-2.14%

+1.20%

Average Drawdown

Average peak-to-trough decline

-8.87%

-5.50%

-3.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.11%

2.03%

+2.08%

Volatility

IUSU.L vs. XDWU.L - Volatility Comparison

The current volatility for iShares V PLC - iShares S&P 500 Utilities Sector UCITS ETF (IUSU.L) is 5.59%, while Xtrackers MSCI World Utilities UCITS ETF 1C (XDWU.L) has a volatility of 6.20%. This indicates that IUSU.L experiences smaller price fluctuations and is considered to be less risky than XDWU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IUSU.LXDWU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.59%

6.20%

-0.61%

Volatility (6M)

Calculated over the trailing 6-month period

10.73%

9.89%

+0.84%

Volatility (1Y)

Calculated over the trailing 1-year period

16.17%

14.19%

+1.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.53%

14.59%

+1.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.27%

18.32%

-0.05%