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IUUS.L vs. MVUS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IUUS.L vs. MVUS.L

Last updated Jun 5, 2026

IUUS.L (iShares S&P 500 Utilities Sector UCITS ETF USD (Acc)) and MVUS.L (iShares Edge S&P 500 Minimum Volatility UCITS ETF USD (Acc)) are both S&P 500 funds from iShares - IUUS.L tracks the S&P 500 Capped 35/20 Utilities while MVUS.L tracks the S&P 500 Index. Both are passively managed. Over the past 5 years, IUUS.L returned 8.43%/yr vs 8.93%/yr for MVUS.L. A 0.51 correlation means they provide meaningful diversification when combined. IUUS.L charges 0.15%/yr vs 0.20%/yr for MVUS.L.

Performance

IUUS.L vs. MVUS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares S&P 500 Utilities Sector UCITS ETF USD (Acc) (IUUS.L) and iShares Edge S&P 500 Minimum Volatility UCITS ETF USD (Acc) (MVUS.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, IUUS.L achieves a 1.37% return, which is significantly lower than MVUS.L's 4.19% 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*
—

MVUS.L

1D
0.27%
1M
4.01%
YTD
4.19%
6M
5.65%
1Y
11.46%
3Y*
13.69%
5Y*
8.93%
10Y*
10.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUUS.L vs. MVUS.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
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%
MVUS.L
iShares Edge S&P 500 Minimum Volatility UCITS ETF USD (Acc)		4.19%11.72%18.70%9.31%-11.01%25.45%7.05%31.95%-6.00%13.21%

Correlation

The correlation between IUUS.L and MVUS.L is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.26

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

0.41

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

0.52

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

0.51

Over the past year, the correlation between IUUS.L and MVUS.L has dropped to 0.26 - well below their long-term average of 0.51, suggesting their price drivers have been diverging.

IUUS.L vs. MVUS.L - Sectors Allocation Comparison

Sectors
IUUS.L
MVUS.L

Utilities

100.0%
2.7%

Basic Materials

-

2.2%

Communication Services

-

6.2%

Consumer Cyclical

-

6.7%

Consumer Defensive

-

10.4%

Energy

-

5.0%

Financial Services

-

17.2%

Healthcare

-

13.0%

Industrials

-

5.6%

Real Estate

-

0.2%

Technology

-

31.0%

Utilities

IUUS.L
100.0%
MVUS.L
2.7%

Basic Materials

IUUS.L

-

MVUS.L
2.2%

Communication Services

IUUS.L

-

MVUS.L
6.2%

Consumer Cyclical

IUUS.L

-

MVUS.L
6.7%

Consumer Defensive

IUUS.L

-

MVUS.L
10.4%

Energy

IUUS.L

-

MVUS.L
5.0%

Financial Services

IUUS.L

-

MVUS.L
17.2%

Healthcare

IUUS.L

-

MVUS.L
13.0%

Industrials

IUUS.L

-

MVUS.L
5.6%

Real Estate

IUUS.L

-

MVUS.L
0.2%

Technology

IUUS.L

-

MVUS.L
31.0%

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iShares S&P 500 Utilities Sector UCITS ETF USD (Acc)

iShares Edge S&P 500 Minimum Volatility UCITS ETF USD (Acc)

Often compared with IUUS.L:
IUUS.L vs. XLUIUUS.L vs. 2B7A.DEIUUS.L vs. XLUP.LIUUS.L vs. XDWU.LIUUS.L vs. VPUIUUS.L vs. SXLU.LIUUS.L vs. IUIT.L
Often compared with MVUS.L:
MVUS.L vs. USMVMVUS.L vs. XDEB.LMVUS.L vs. MVEA.LMVUS.L vs. GLTS.LMVUS.L vs. HMUD.LMVUS.L vs. XLPP.LMVUS.L vs. JURE.L

Return for Risk

IUUS.L vs. MVUS.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IUUS.L
IUUS.L Risk / Return Rank: 1919
Overall Rank
IUUS.L Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
IUUS.L Sortino Ratio Rank: 1818
Sortino Ratio Rank
IUUS.L Omega Ratio Rank: 1818
Omega Ratio Rank
IUUS.L Calmar Ratio Rank: 2121
Calmar Ratio Rank
IUUS.L Martin Ratio Rank: 1919
Martin Ratio Rank
MVUS.L
MVUS.L Risk / Return Rank: 4545
Overall Rank
MVUS.L Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
MVUS.L Sortino Ratio Rank: 4545
Sortino Ratio Rank
MVUS.L Omega Ratio Rank: 4444
Omega Ratio Rank
MVUS.L Calmar Ratio Rank: 4747
Calmar Ratio Rank
MVUS.L Martin Ratio Rank: 4545
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.

IUUS.L vs. MVUS.L - 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 iShares Edge S&P 500 Minimum Volatility UCITS ETF USD (Acc) (MVUS.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.

IUUS.LMVUS.LDifference
Sharpe ratioReturn per unit of total volatility
0.59
1.39

-0.80

Sortino ratioReturn per unit of downside risk
0.91
2.03

-1.13

Omega ratioGain probability vs. loss probability

1.11

1.24

-0.13

Calmar ratioReturn relative to maximum drawdown

0.94

1.74

-0.80

Martin ratioReturn relative to average drawdown

2.01

7.03

-5.02

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

IUUS.L vs. MVUS.L - Sharpe Ratio Comparison

The current IUUS.L Sharpe Ratio is 0.59, which is lower than the MVUS.L Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of IUUS.L and MVUS.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.

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Sharpe Ratios by Period

IUUS.LMVUS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.59

1.39

-0.80

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.70

-0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.76

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.87

-0.40

Drawdowns

IUUS.L vs. MVUS.L - Drawdown Comparison

The maximum IUUS.L drawdown since its inception was -36.26%, which is greater than MVUS.L's maximum drawdown of -33.05%. Use the drawdown chart below to compare losses from any high point for IUUS.L and MVUS.L.

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Drawdown Indicators

IUUS.LMVUS.LDifference

Max Drawdown

Largest peak-to-trough decline

-36.26%

-33.05%

-3.21%

Max Drawdown (1Y)

Largest decline over 1 year

-8.96%

-6.55%

-2.41%

Max Drawdown (3Y)

Largest decline over 3 years

-18.30%

-12.02%

-6.28%

Max Drawdown (5Y)

Largest decline over 5 years

-26.26%

-19.44%

-6.82%

Max Drawdown (10Y)

Largest decline over 10 years

—

-33.05%

—

Current Drawdown

Current decline from peak

-8.96%

0.00%

-8.96%

Average Drawdown

Average peak-to-trough decline

-6.62%

-3.25%

-3.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.20%

1.63%

+2.57%

Volatility

IUUS.L vs. MVUS.L - Volatility Comparison

iShares S&P 500 Utilities Sector UCITS ETF USD (Acc) (IUUS.L) has a higher volatility of 4.97% compared to iShares Edge S&P 500 Minimum Volatility UCITS ETF USD (Acc) (MVUS.L) at 1.57%. This indicates that IUUS.L's price experiences larger fluctuations and is considered to be riskier than MVUS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IUUS.LMVUS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.97%

1.57%

+3.40%

Volatility (6M)

Calculated over the trailing 6-month period

11.62%

5.82%

+5.80%

Volatility (1Y)

Calculated over the trailing 1-year period

14.27%

8.21%

+6.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.05%

12.66%

+4.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.37%

13.93%

+4.44%

IUUS.L vs. MVUS.L - Expense Ratio Comparison

IUUS.L has a 0.15% expense ratio, which is lower than MVUS.L's 0.20% 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%.

Dividends

IUUS.L vs. MVUS.L - Dividend Comparison

Neither IUUS.L nor MVUS.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

IUUS.L and MVUS.L have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IUUS.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IUUS.L is cheaper with a 0.15% expense ratio, compared with 0.20% for MVUS.L.

IUUS.L tracks S&P 500 Capped 35/20 Utilities, while MVUS.L tracks S&P 500 Index. Their fees differ too: 0.15% for IUUS.L and 0.20% for MVUS.L.

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