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PAVE.L vs. IISU.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PAVE.L vs. IISU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X U.S. Infrastructure Development UCITS ETF USD Accumulating (PAVE.L) and iShares S&P 500 Industrials Sector UCITS ETF USD (Acc) (IISU.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, PAVE.L achieves a 16.31% return, which is significantly higher than IISU.L's 10.67% return.


PAVE.L

1D
-0.68%
1M
-1.03%
YTD
16.31%
6M
16.78%
1Y
32.91%
3Y*
25.13%
5Y*
10Y*

IISU.L

1D
-0.89%
1M
-0.56%
YTD
10.67%
6M
12.39%
1Y
20.75%
3Y*
20.65%
5Y*
12.09%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PAVE.L vs. IISU.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
PAVE.L
Global X U.S. Infrastructure Development UCITS ETF USD Accumulating
16.31%19.81%17.96%31.55%-6.33%2.03%
IISU.L
iShares S&P 500 Industrials Sector UCITS ETF USD (Acc)
10.67%19.63%17.30%17.33%-5.28%1.21%

Correlation

The correlation between PAVE.L and IISU.L is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.86

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

0.85

Correlation (All Time)
Calculated using the full available price history since Nov 2, 2021

0.86

The correlation between PAVE.L and IISU.L has been stable across timeframes, ranging from 0.85 to 0.86 - a consistent structural relationship.

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Return for Risk

PAVE.L vs. IISU.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PAVE.L
PAVE.L Risk / Return Rank: 6363
Overall Rank
PAVE.L Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
PAVE.L Sortino Ratio Rank: 6868
Sortino Ratio Rank
PAVE.L Omega Ratio Rank: 5656
Omega Ratio Rank
PAVE.L Calmar Ratio Rank: 6464
Calmar Ratio Rank
PAVE.L Martin Ratio Rank: 6363
Martin Ratio Rank

IISU.L
IISU.L Risk / Return Rank: 5454
Overall Rank
IISU.L Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
IISU.L Sortino Ratio Rank: 5656
Sortino Ratio Rank
IISU.L Omega Ratio Rank: 5353
Omega Ratio Rank
IISU.L Calmar Ratio Rank: 5454
Calmar Ratio Rank
IISU.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.

PAVE.L vs. IISU.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X U.S. Infrastructure Development UCITS ETF USD Accumulating (PAVE.L) and iShares S&P 500 Industrials Sector UCITS ETF USD (Acc) (IISU.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.


PAVE.LIISU.LDifference
Sharpe ratioReturn per unit of total volatility

+0.30

Sortino ratioReturn per unit of downside risk

+0.40

Omega ratioGain probability vs. loss probability

1.30

1.25

+0.05

Calmar ratioReturn relative to maximum drawdown

2.78

1.91

+0.88

Martin ratioReturn relative to average drawdown

9.96

7.47

+2.49

PAVE.L vs. IISU.L - Sharpe Ratio Comparison

The current PAVE.L Sharpe Ratio is 1.77, which is comparable to the IISU.L Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of PAVE.L and IISU.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


PAVE.LIISU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.77

1.47

+0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.79

0.38

+0.40

Drawdowns

PAVE.L vs. IISU.L - Drawdown Comparison

The maximum PAVE.L drawdown since its inception was -27.10%, smaller than the maximum IISU.L drawdown of -41.81%. Use the drawdown chart below to compare losses from any high point for PAVE.L and IISU.L.


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Drawdown Indicators


PAVE.LIISU.LDifference

Max Drawdown

Largest peak-to-trough decline

-27.10%

-41.81%

+14.71%

Max Drawdown (1Y)

Largest decline over 1 year

-11.77%

-10.84%

-0.93%

Max Drawdown (3Y)

Largest decline over 3 years

-27.10%

-19.93%

-7.17%

Max Drawdown (5Y)

Largest decline over 5 years

-21.88%

Current Drawdown

Current decline from peak

-3.38%

-2.70%

-0.68%

Average Drawdown

Average peak-to-trough decline

-5.91%

-8.58%

+2.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.30%

2.77%

+0.53%

Volatility

PAVE.L vs. IISU.L - Volatility Comparison

Global X U.S. Infrastructure Development UCITS ETF USD Accumulating (PAVE.L) has a higher volatility of 6.32% compared to iShares S&P 500 Industrials Sector UCITS ETF USD (Acc) (IISU.L) at 3.75%. This indicates that PAVE.L's price experiences larger fluctuations and is considered to be riskier than IISU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PAVE.LIISU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.32%

3.75%

+2.57%

Volatility (6M)

Calculated over the trailing 6-month period

14.64%

11.28%

+3.36%

Volatility (1Y)

Calculated over the trailing 1-year period

18.46%

14.05%

+4.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.72%

21.87%

-0.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.72%

25.50%

-3.78%

PAVE.L vs. IISU.L - Expense Ratio Comparison

PAVE.L has a 0.47% expense ratio, which is higher than IISU.L's 0.15% expense ratio.


Dividends

PAVE.L vs. IISU.L - Dividend Comparison

Neither PAVE.L nor IISU.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


PAVE.L and IISU.L have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

IISU.L is cheaper with a 0.15% expense ratio, compared with 0.47% for PAVE.L.

PAVE.L tracks Indxx U.S. Infrastructure Development v2 Index, while IISU.L tracks S&P 500 Capped 35/20 Industrials Index. They also come from different issuers: Global X and iShares. Their fees differ too: 0.47% for PAVE.L and 0.15% for IISU.L.

Portfolio Optimizer

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