PRUS.L vs. IESU.L
PRUS.L (Invesco RAFI US Fundamental Value UCITS ETF USD (Dist)) and IESU.L (iShares S&P 500 Energy Sector UCITS ETF USD (Acc)) are both exchange-traded funds - PRUS.L is a Large Cap Value Equities fund tracking the RAFI Fundamental US Index (USD), while IESU.L is a Energy Equities fund tracking the S&P 500 Capped 35/20 Energy Index NTR. Both are passively managed. Over the past 10 years, PRUS.L returned 13.00%/yr vs 8.78%/yr for IESU.L. A 0.58 correlation means they provide meaningful diversification when combined. PRUS.L charges 0.39%/yr vs 0.15%/yr for IESU.L.
Performance
PRUS.L vs. IESU.L - Performance Comparison
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Different Trading Currencies
PRUS.L is traded in USD, while IESU.L is traded in GBp. To make them comparable, the IESU.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, PRUS.L achieves a 16.68% return, which is significantly lower than IESU.L's 28.54% return. Over the past 10 years, PRUS.L has outperformed IESU.L with an annualized return of 13.00%, while IESU.L has yielded a comparatively lower 8.78% annualized return.
PRUS.L
- 1D
- -0.42%
- 1M
- 0.81%
- 6M
- 13.26%
- YTD
- 16.68%
- 1Y
- 29.25%
- 3Y*
- 19.04%
- 5Y*
- 12.75%
- 10Y*
- 13.00%
IESU.L
- 1D
- 0.85%
- 1M
- 6.06%
- 6M
- 21.20%
- YTD
- 28.54%
- 1Y
- 36.33%
- 3Y*
- 14.63%
- 5Y*
- 22.27%
- 10Y*
- 8.78%
PRUS.L vs. IESU.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PRUS.L Invesco RAFI US Fundamental Value UCITS ETF USD (Dist) | 16.68% | 16.58% | 16.26% | 15.94% | -8.01% | 31.11% | 6.81% | 26.43% | -9.46% | 15.67% |
IESU.L iShares S&P 500 Energy Sector UCITS ETF USD (Acc) | 28.54% | 9.98% | 3.69% | -1.00% | 63.91% | 52.43% | -33.64% | 9.60% | -18.29% | -1.45% |
Correlation
The correlation between PRUS.L and IESU.L is 0.08, 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 | 0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.30 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.43 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.57 |
Correlation (All Time) Calculated using the full available price history since Nov 20, 2015 | 0.58 |
Over the past year, the correlation between PRUS.L and IESU.L has dropped to 0.08 - well below their long-term average of 0.58, suggesting their price drivers have been diverging.
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Return for Risk
PRUS.L vs. IESU.L — Risk / Return Rank
PRUS.L
IESU.L
PRUS.L vs. IESU.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco RAFI US Fundamental Value UCITS ETF USD (Dist) (PRUS.L) and iShares S&P 500 Energy Sector UCITS ETF USD (Acc) (IESU.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| PRUS.L | IESU.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.39 | ||
| Sortino ratioReturn per unit of downside risk | +2.34 | ||
| Omega ratioGain probability vs. loss probability | 1.55 | 1.26 | +0.28 |
| Calmar ratioReturn relative to maximum drawdown | 4.86 | 2.21 | +2.65 |
| Martin ratioReturn relative to average drawdown | 18.47 | 5.65 | +12.83 |
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Drawdowns
PRUS.L vs. IESU.L - Drawdown Comparison
The maximum PRUS.L drawdown since its inception was -57.16%, smaller than the maximum IESU.L drawdown of -72.57%. Use the drawdown chart below to compare losses from any high point for PRUS.L and IESU.L.
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Drawdown Indicators
| PRUS.L | IESU.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.16% | -72.57% | +15.41% |
Max Drawdown (1Y)Largest decline over 1 year | -5.99% | -16.37% | +10.38% |
Max Drawdown (3Y)Largest decline over 3 years | -16.52% | -22.55% | +6.03% |
Max Drawdown (5Y)Largest decline over 5 years | -19.36% | -27.74% | +8.38% |
Max Drawdown (10Y)Largest decline over 10 years | -37.86% | -66.85% | +28.99% |
Current DrawdownCurrent decline from peak | -0.42% | -8.87% | +8.45% |
Average DrawdownAverage peak-to-trough decline | -6.70% | -24.88% | +18.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.58% | 6.42% | -4.84% |
Volatility
PRUS.L vs. IESU.L - Volatility Comparison
The current volatility for Invesco RAFI US Fundamental Value UCITS ETF USD (Dist) (PRUS.L) is 1.77%, while iShares S&P 500 Energy Sector UCITS ETF USD (Acc) (IESU.L) has a volatility of 6.97%. This indicates that PRUS.L experiences smaller price fluctuations and is considered to be less risky than IESU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PRUS.L | IESU.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.77% | 6.97% | -5.20% |
Volatility (6M)Calculated over the trailing 6-month period | 7.40% | 21.03% | -13.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.05% | 23.89% | -13.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.83% | 29.47% | -14.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.18% | 29.81% | -13.63% |
PRUS.L vs. IESU.L - Expense Ratio Comparison
PRUS.L has a 0.39% expense ratio, which is higher than IESU.L's 0.15% expense ratio.
Dividends
PRUS.L vs. IESU.L - Dividend Comparison
PRUS.L's dividend yield for the trailing twelve months is around 1.16%, while IESU.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IESU.L iShares S&P 500 Energy 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% |
PRUS.L Invesco RAFI US Fundamental Value UCITS ETF USD (Dist) | 1.16% | 1.36% | 1.49% | 1.56% | 1.72% | 1.32% | 1.66% | 1.64% | 1.83% | 1.55% | 1.62% | 1.68% |
Frequently Asked Questions
PRUS.L and IESU.L have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IESU.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IESU.L is cheaper with a 0.15% expense ratio, compared with 0.39% for PRUS.L.
PRUS.L is categorized as Large Cap Value Equities, while IESU.L is Energy Equities. PRUS.L tracks RAFI Fundamental US Index (USD), while IESU.L tracks S&P 500 Capped 35/20 Energy Index NTR. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.39% for PRUS.L and 0.15% for IESU.L.
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