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SPLT.L vs. IUES.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPLT.L vs. IUES.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Physical Platinum ETC (SPLT.L) and iShares S&P 500 Energy Sector UCITS ETF USD (Acc) (IUES.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, SPLT.L achieves a -5.28% return, which is significantly lower than IUES.L's 31.41% return. Over the past 10 years, SPLT.L has underperformed IUES.L with an annualized return of 7.15%, while IUES.L has yielded a comparatively higher 10.07% annualized return.


SPLT.L

1D
0.20%
1M
-2.87%
YTD
-5.28%
6M
14.16%
1Y
74.34%
3Y*
18.81%
5Y*
11.07%
10Y*
7.15%

IUES.L

1D
0.00%
1M
0.15%
YTD
31.41%
6M
28.75%
1Y
48.19%
3Y*
14.03%
5Y*
21.71%
10Y*
10.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPLT.L vs. IUES.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPLT.L
iShares Physical Platinum ETC
-5.28%104.63%-8.37%-10.78%23.96%-10.18%7.04%17.70%-9.90%-6.89%
IUES.L
iShares S&P 500 Energy Sector UCITS ETF USD (Acc)
30.98%1.99%5.69%-5.60%83.32%53.38%-35.31%4.67%-13.27%-9.73%

Correlation

The correlation between SPLT.L and IUES.L is -0.05, 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

-0.05

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

0.06

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

0.14

Correlation (10Y)
Calculated over the trailing 10-year period

0.17

Correlation (All Time)
Calculated using the full available price history since Nov 25, 2015

0.17

The correlation between SPLT.L and IUES.L shifts across timeframes, from -0.05 (1 year) to 0.17 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

SPLT.L vs. IUES.L — Risk / Return Rank

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

SPLT.L
SPLT.L Risk / Return Rank: 4141
Overall Rank
SPLT.L Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
SPLT.L Sortino Ratio Rank: 3939
Sortino Ratio Rank
SPLT.L Omega Ratio Rank: 4545
Omega Ratio Rank
SPLT.L Calmar Ratio Rank: 4545
Calmar Ratio Rank
SPLT.L Martin Ratio Rank: 3131
Martin Ratio Rank

IUES.L
IUES.L Risk / Return Rank: 6060
Overall Rank
IUES.L Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
IUES.L Sortino Ratio Rank: 5656
Sortino Ratio Rank
IUES.L Omega Ratio Rank: 5959
Omega Ratio Rank
IUES.L Calmar Ratio Rank: 6565
Calmar Ratio Rank
IUES.L Martin Ratio Rank: 5757
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.

SPLT.L vs. IUES.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Physical Platinum ETC (SPLT.L) and iShares S&P 500 Energy Sector UCITS ETF USD (Acc) (IUES.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.


SPLT.LIUES.LDifference
Sharpe ratioReturn per unit of total volatility

-0.51

Sortino ratioReturn per unit of downside risk

-0.61

Omega ratioGain probability vs. loss probability

1.28

1.36

-0.07

Calmar ratioReturn relative to maximum drawdown

2.18

2.89

-0.71

Martin ratioReturn relative to average drawdown

4.51

8.95

-4.43

SPLT.L vs. IUES.L - Sharpe Ratio Comparison

The current SPLT.L Sharpe Ratio is 1.57, which is comparable to the IUES.L Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of SPLT.L and IUES.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


SPLT.LIUES.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.57

2.08

-0.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

0.81

-0.45

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.26

0.36

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.05

0.36

-0.30

Drawdowns

SPLT.L vs. IUES.L - Drawdown Comparison

The maximum SPLT.L drawdown since its inception was -58.05%, smaller than the maximum IUES.L drawdown of -62.40%. Use the drawdown chart below to compare losses from any high point for SPLT.L and IUES.L.


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Drawdown Indicators


SPLT.LIUES.LDifference

Max Drawdown

Largest peak-to-trough decline

-58.05%

-62.40%

+4.35%

Max Drawdown (1Y)

Largest decline over 1 year

-33.87%

-16.59%

-17.28%

Max Drawdown (3Y)

Largest decline over 3 years

-33.87%

-23.92%

-9.95%

Max Drawdown (5Y)

Largest decline over 5 years

-33.87%

-23.92%

-9.95%

Max Drawdown (10Y)

Largest decline over 10 years

-45.00%

-62.40%

+17.40%

Current Drawdown

Current decline from peak

-32.43%

-8.77%

-23.66%

Average Drawdown

Average peak-to-trough decline

-34.19%

-16.00%

-18.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.41%

5.37%

+11.04%

Volatility

SPLT.L vs. IUES.L - Volatility Comparison

iShares Physical Platinum ETC (SPLT.L) has a higher volatility of 10.95% compared to iShares S&P 500 Energy Sector UCITS ETF USD (Acc) (IUES.L) at 8.73%. This indicates that SPLT.L's price experiences larger fluctuations and is considered to be riskier than IUES.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPLT.LIUES.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.95%

8.73%

+2.22%

Volatility (6M)

Calculated over the trailing 6-month period

41.59%

19.54%

+22.05%

Volatility (1Y)

Calculated over the trailing 1-year period

47.08%

23.12%

+23.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.48%

26.63%

+3.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.92%

28.23%

-0.31%

SPLT.L vs. IUES.L - Expense Ratio Comparison

SPLT.L has a 0.20% expense ratio, which is higher than IUES.L's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

SPLT.L vs. IUES.L - Dividend Comparison

Neither SPLT.L nor IUES.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SPLT.L and IUES.L have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

IUES.L is cheaper with a 0.15% expense ratio, compared with 0.20% for SPLT.L.

SPLT.L is categorized as Precious Metals, while IUES.L is Energy Equities. SPLT.L tracks Platinum, while IUES.L tracks MSCI World/Energy NR USD. Their fees differ too: 0.20% for SPLT.L and 0.15% for IUES.L.

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