IUUS.L vs. ECPG
IUUS.L (iShares S&P 500 Utilities Sector UCITS ETF USD (Acc)) is S&P 500 fund tracking the S&P 500 Capped 35/20 Utilities, while ECPG (Encore Capital Group, Inc.) is a stock. Over the past 5 years, IUUS.L returned 8.43%/yr vs 11.22%/yr for ECPG. At a 0.06 correlation, their price movements are largely independent.
Performance
IUUS.L vs. ECPG - Performance Comparison
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Returns By Period
In the year-to-date period, IUUS.L achieves a 1.37% return, which is significantly lower than ECPG's 48.30% return.
IUUS.L
- 1D
- -2.15%
- 1M
- -6.94%
- YTD
- 1.37%
- 6M
- -0.09%
- 1Y
- 8.47%
- 3Y*
- 12.58%
- 5Y*
- 8.43%
- 10Y*
- —
ECPG
- 1D
- 3.32%
- 1M
- -4.51%
- YTD
- 48.30%
- 6M
- 51.90%
- 1Y
- 110.50%
- 3Y*
- 20.69%
- 5Y*
- 11.22%
- 10Y*
- 11.47%
IUUS.L vs. ECPG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IUUS.L iShares S&P 500 Utilities Sector UCITS ETF USD (Acc) | 1.37% | 15.80% | 22.91% | -8.06% | 2.07% | 18.39% | -1.11% | 24.68% | 3.14% | 3.93% |
ECPG Encore Capital Group, Inc. | 48.30% | 13.77% | -5.87% | 5.86% | -22.81% | 59.46% | 10.15% | 50.47% | -44.18% | 42.71% |
Correlation
The correlation between IUUS.L and ECPG is 0.01, 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 | 0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.11 |
Correlation (All Time) Calculated using the full available price history since Mar 23, 2017 | 0.06 |
The correlation between IUUS.L and ECPG shifts across timeframes, from 0.01 (1 year) to 0.11 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
IUUS.L vs. ECPG — Risk / Return Rank
IUUS.L
ECPG
IUUS.L vs. ECPG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Utilities Sector UCITS ETF USD (Acc) (IUUS.L) and Encore Capital Group, Inc. (ECPG). 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.
| IUUS.L | ECPG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.62 | ||
| Sortino ratioReturn per unit of downside risk | -2.95 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.48 | -0.38 |
| Calmar ratioReturn relative to maximum drawdown | 0.94 | 8.80 | -7.86 |
| Martin ratioReturn relative to average drawdown | 2.01 | 24.70 | -22.69 |
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
| IUUS.L | ECPG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.59 | 3.22 | -2.62 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | 0.30 | +0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.24 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.11 | +0.35 |
Drawdowns
IUUS.L vs. ECPG - Drawdown Comparison
The maximum IUUS.L drawdown since its inception was -36.26%, smaller than the maximum ECPG drawdown of -97.86%. Use the drawdown chart below to compare losses from any high point for IUUS.L and ECPG.
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Drawdown Indicators
| IUUS.L | ECPG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.26% | -97.86% | +61.60% |
Max Drawdown (1Y)Largest decline over 1 year | -8.96% | -12.63% | +3.67% |
Max Drawdown (3Y)Largest decline over 3 years | -18.30% | -49.94% | +31.64% |
Max Drawdown (5Y)Largest decline over 5 years | -26.26% | -62.54% | +36.28% |
Max Drawdown (10Y)Largest decline over 10 years | — | -65.70% | — |
Current DrawdownCurrent decline from peak | -8.96% | -4.51% | -4.45% |
Average DrawdownAverage peak-to-trough decline | -6.62% | -37.57% | +30.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.20% | 4.49% | -0.29% |
Volatility
IUUS.L vs. ECPG - Volatility Comparison
The current volatility for iShares S&P 500 Utilities Sector UCITS ETF USD (Acc) (IUUS.L) is 4.97%, while Encore Capital Group, Inc. (ECPG) has a volatility of 8.02%. This indicates that IUUS.L experiences smaller price fluctuations and is considered to be less risky than ECPG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IUUS.L | ECPG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.97% | 8.02% | -3.05% |
Volatility (6M)Calculated over the trailing 6-month period | 11.62% | 20.44% | -8.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.27% | 34.56% | -20.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.05% | 37.81% | -20.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.37% | 48.44% | -30.07% |
Dividends
IUUS.L vs. ECPG - Dividend Comparison
Neither IUUS.L nor ECPG has paid dividends to shareholders.
Frequently Asked Questions
IUUS.L and ECPG have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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