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LSPX.L vs. IUIS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

LSPX.L vs. IUIS.L

Last updated Jun 5, 2026

LSPX.L (Lyxor S&P 500 UCITS ETF - D-USD) and IUIS.L (iShares S&P 500 Industrials Sector UCITS ETF USD (Acc)) are both S&P 500 funds - LSPX.L tracks the S&P 500 Index while IUIS.L tracks the S&P 500 Capped 35/20 Industrials Index. Both are passively managed. Over the past 5 years, LSPX.L returned 15.13%/yr vs 13.41%/yr for IUIS.L. A 0.71 correlation means they provide meaningful diversification when combined. LSPX.L charges 0.09%/yr vs 0.15%/yr for IUIS.L.

Performance

LSPX.L vs. IUIS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Lyxor S&P 500 UCITS ETF - D-USD (LSPX.L) and iShares S&P 500 Industrials Sector UCITS ETF USD (Acc) (IUIS.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, LSPX.L achieves a 10.61% return, which is significantly lower than IUIS.L's 13.03% return.

LSPX.L

1D
-0.03%
1M
5.53%
YTD
10.61%
6M
10.54%
1Y
29.34%
3Y*
19.22%
5Y*
15.13%
10Y*
16.37%

IUIS.L

1D
-0.10%
1M
2.75%
YTD
13.03%
6M
13.06%
1Y
24.30%
3Y*
18.84%
5Y*
13.41%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

LSPX.L vs. IUIS.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
LSPX.L
Lyxor S&P 500 UCITS ETF - D-USD		10.61%9.48%27.64%20.51%-9.65%30.18%15.43%29.10%-2.11%8.13%
IUIS.L
iShares S&P 500 Industrials Sector UCITS ETF USD (Acc)		13.03%10.75%19.47%12.03%5.98%21.86%6.73%23.62%-9.08%7.99%

Correlation

The correlation between LSPX.L and IUIS.L is 0.61, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

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

0.61

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

0.67

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

0.70

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

0.71

The correlation between LSPX.L and IUIS.L has been stable across timeframes, ranging from 0.61 to 0.71 - a consistent structural relationship.

LSPX.L vs. IUIS.L - Sectors Allocation Comparison

Sectors
LSPX.L
IUIS.L

Technology

35.6%
3.7%

Financial Services

11.8%

-

Communication Services

11.2%

-

Consumer Cyclical

10.1%
0.5%

Healthcare

8.5%

-

Industrials

8.3%
90.1%

Consumer Defensive

4.9%

-

Energy

3.5%

-

Utilities

2.4%
5.3%

Real Estate

1.9%

-

Basic Materials

1.8%
0.2%

Technology

LSPX.L
35.6%
IUIS.L
3.7%

Financial Services

LSPX.L
11.8%
IUIS.L

-

Communication Services

LSPX.L
11.2%
IUIS.L

-

Consumer Cyclical

LSPX.L
10.1%
IUIS.L
0.5%

Healthcare

LSPX.L
8.5%
IUIS.L

-

Industrials

LSPX.L
8.3%
IUIS.L
90.1%

Consumer Defensive

LSPX.L
4.9%
IUIS.L

-

Energy

LSPX.L
3.5%
IUIS.L

-

Utilities

LSPX.L
2.4%
IUIS.L
5.3%

Real Estate

LSPX.L
1.9%
IUIS.L

-

Basic Materials

LSPX.L
1.8%
IUIS.L
0.2%

Compare stocks, funds, or ETFs

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Lyxor S&P 500 UCITS ETF - D-USD

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

Often compared with LSPX.L:
LSPX.L vs. VUAG.LLSPX.L vs. CSP1.LLSPX.L vs. XSTC.LLSPX.L vs. SPYLSPX.L vs. SPXP.LLSPX.L vs. VOOLSPX.L vs. VERG.L
Often compared with IUIS.L:
IUIS.L vs. UC63.LIUIS.L vs. VOOIUIS.L vs. IUIT.LIUIS.L vs. IUUS.LIUIS.L vs. VUAG.LIUIS.L vs. VUAA.LIUIS.L vs. APLE

Return for Risk

LSPX.L vs. IUIS.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
LSPX.L
LSPX.L Risk / Return Rank: 8383
Overall Rank
LSPX.L Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
LSPX.L Sortino Ratio Rank: 8484
Sortino Ratio Rank
LSPX.L Omega Ratio Rank: 8686
Omega Ratio Rank
LSPX.L Calmar Ratio Rank: 8080
Calmar Ratio Rank
LSPX.L Martin Ratio Rank: 7777
Martin Ratio Rank
IUIS.L
IUIS.L Risk / Return Rank: 4747
Overall Rank
IUIS.L Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
IUIS.L Sortino Ratio Rank: 5050
Sortino Ratio Rank
IUIS.L Omega Ratio Rank: 4444
Omega Ratio Rank
IUIS.L Calmar Ratio Rank: 4545
Calmar Ratio Rank
IUIS.L Martin Ratio Rank: 5151
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.

LSPX.L vs. IUIS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor S&P 500 UCITS ETF - D-USD (LSPX.L) and iShares S&P 500 Industrials Sector UCITS ETF USD (Acc) (IUIS.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.

LSPX.LIUIS.LDifference
Sharpe ratioReturn per unit of total volatility
2.80
1.66

+1.13

Sortino ratioReturn per unit of downside risk
3.72
2.32

+1.40

Omega ratioGain probability vs. loss probability

1.52

1.29

+0.23

Calmar ratioReturn relative to maximum drawdown

4.06

2.71

+1.35

Martin ratioReturn relative to average drawdown

14.65

8.38

+6.28

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

LSPX.L vs. IUIS.L - Sharpe Ratio Comparison

The current LSPX.L Sharpe Ratio is 2.80, which is higher than the IUIS.L Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of LSPX.L and IUIS.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

LSPX.LIUIS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.80

1.66

+1.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.09

0.79

+0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.13

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

1.30

0.61

+0.68

Drawdowns

LSPX.L vs. IUIS.L - Drawdown Comparison

The maximum LSPX.L drawdown since its inception was -25.47%, smaller than the maximum IUIS.L drawdown of -35.05%. Use the drawdown chart below to compare losses from any high point for LSPX.L and IUIS.L.

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Drawdown Indicators

LSPX.LIUIS.LDifference

Max Drawdown

Largest peak-to-trough decline

-25.47%

-35.05%

+9.58%

Max Drawdown (1Y)

Largest decline over 1 year

-7.22%

-8.92%

+1.70%

Max Drawdown (3Y)

Largest decline over 3 years

-21.10%

-20.84%

-0.26%

Max Drawdown (5Y)

Largest decline over 5 years

-21.10%

-20.84%

-0.26%

Max Drawdown (10Y)

Largest decline over 10 years

-25.47%

—

—

Current Drawdown

Current decline from peak

-0.24%

-0.94%

+0.70%

Average Drawdown

Average peak-to-trough decline

-3.29%

-4.56%

+1.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.00%

2.89%

-0.89%

Volatility

LSPX.L vs. IUIS.L - Volatility Comparison

The current volatility for Lyxor S&P 500 UCITS ETF - D-USD (LSPX.L) is 2.58%, while iShares S&P 500 Industrials Sector UCITS ETF USD (Acc) (IUIS.L) has a volatility of 5.07%. This indicates that LSPX.L experiences smaller price fluctuations and is considered to be less risky than IUIS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

LSPX.LIUIS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.58%

5.07%

-2.49%

Volatility (6M)

Calculated over the trailing 6-month period

7.13%

11.74%

-4.61%

Volatility (1Y)

Calculated over the trailing 1-year period

10.50%

14.55%

-4.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.53%

16.89%

-2.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.05%

19.29%

-2.24%

LSPX.L vs. IUIS.L - Expense Ratio Comparison

LSPX.L has a 0.09% expense ratio, which is lower than IUIS.L's 0.15% 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

LSPX.L vs. IUIS.L - Dividend Comparison

LSPX.L's dividend yield for the trailing twelve months is around 0.91%, while IUIS.L has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
IUIS.L
iShares S&P 500 Industrials Sector UCITS ETF USD (Acc)		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LSPX.L
Lyxor S&P 500 UCITS ETF - D-USD		0.91%1.00%1.27%1.02%2.06%1.10%1.53%1.70%1.97%1.72%1.87%1.96%

Frequently Asked Questions

LSPX.L and IUIS.L have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, LSPX.L is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LSPX.L is cheaper with a 0.09% expense ratio, compared with 0.15% for IUIS.L.

LSPX.L tracks S&P 500 Index, while IUIS.L tracks S&P 500 Capped 35/20 Industrials Index. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.09% for LSPX.L and 0.15% for IUIS.L.

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