SPXE.L vs. IUIS.L
SPXE.L (Invesco S&P 500 Scored & Screened UCITS ETF USD (Acc)) and IUIS.L (iShares S&P 500 Industrials Sector UCITS ETF USD (Acc)) are both S&P 500 funds - SPXE.L tracks the S&P 500 Scored & Screened Index while IUIS.L tracks the S&P 500 Capped 35/20 Industrials Index. Both are passively managed. Over the past 5 years, SPXE.L returned 13.46%/yr vs 13.33%/yr for IUIS.L. A 0.74 correlation means they provide meaningful diversification when combined. SPXE.L charges 0.09%/yr vs 0.15%/yr for IUIS.L.
Performance
SPXE.L vs. IUIS.L - Performance Comparison
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Returns By Period
In the year-to-date period, SPXE.L achieves a 8.48% return, which is significantly lower than IUIS.L's 16.08% return.
SPXE.L
- 1D
- -1.23%
- 1M
- -1.46%
- 6M
- 7.68%
- YTD
- 8.48%
- 1Y
- 22.18%
- 3Y*
- 19.17%
- 5Y*
- 13.46%
- 10Y*
- —
IUIS.L
- 1D
- 0.07%
- 1M
- -0.46%
- 6M
- 8.43%
- YTD
- 16.08%
- 1Y
- 20.57%
- 3Y*
- 19.39%
- 5Y*
- 13.33%
- 10Y*
- —
SPXE.L vs. IUIS.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SPXE.L Invesco S&P 500 Scored & Screened UCITS ETF USD (Acc) | 8.48% | 17.97% | 24.55% | 28.40% | -18.00% | 32.29% | 28.38% |
IUIS.L iShares S&P 500 Industrials Sector UCITS ETF USD (Acc) | 16.08% | 19.17% | 17.53% | 17.86% | -5.28% | 20.71% | 33.06% |
Correlation
The correlation between SPXE.L and IUIS.L is 0.62, 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 | 0.62 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.69 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.76 |
Correlation (All Time) Calculated using the full available price history since Mar 10, 2020 | 0.74 |
The correlation between SPXE.L and IUIS.L shifts across timeframes, from 0.62 (1 year) to 0.76 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
SPXE.L vs. IUIS.L — Risk / Return Rank
SPXE.L
IUIS.L
SPXE.L vs. IUIS.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 Scored & Screened UCITS ETF USD (Acc) (SPXE.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.
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.
| SPXE.L | IUIS.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.50 | ||
| Sortino ratioReturn per unit of downside risk | +0.72 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.24 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.51 | 1.97 | +0.55 |
| Martin ratioReturn relative to average drawdown | 10.68 | 7.43 | +3.25 |
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Drawdowns
SPXE.L vs. IUIS.L - Drawdown Comparison
The maximum SPXE.L drawdown since its inception was -24.15%, smaller than the maximum IUIS.L drawdown of -42.18%. Use the drawdown chart below to compare losses from any high point for SPXE.L and IUIS.L.
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Drawdown Indicators
| SPXE.L | IUIS.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.15% | -42.18% | +18.03% |
Max Drawdown (1Y)Largest decline over 1 year | -8.79% | -10.42% | +1.63% |
Max Drawdown (3Y)Largest decline over 3 years | -19.14% | -19.63% | +0.49% |
Max Drawdown (5Y)Largest decline over 5 years | -23.93% | -21.22% | -2.71% |
Current DrawdownCurrent decline from peak | -2.05% | -2.49% | +0.44% |
Average DrawdownAverage peak-to-trough decline | -4.70% | -5.04% | +0.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.07% | 2.76% | -0.69% |
Volatility
SPXE.L vs. IUIS.L - Volatility Comparison
The current volatility for Invesco S&P 500 Scored & Screened UCITS ETF USD (Acc) (SPXE.L) is 3.04%, while iShares S&P 500 Industrials Sector UCITS ETF USD (Acc) (IUIS.L) has a volatility of 4.84%. This indicates that SPXE.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
| SPXE.L | IUIS.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.04% | 4.84% | -1.80% |
Volatility (6M)Calculated over the trailing 6-month period | 9.31% | 12.66% | -3.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.92% | 15.16% | -3.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.20% | 17.36% | -1.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.18% | 19.49% | -0.31% |
SPXE.L vs. IUIS.L - Expense Ratio Comparison
SPXE.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
SPXE.L vs. IUIS.L - Dividend Comparison
Neither SPXE.L nor IUIS.L has paid dividends to shareholders.
Frequently Asked Questions
SPXE.L and IUIS.L have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SPXE.L is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SPXE.L is cheaper with a 0.09% expense ratio, compared with 0.15% for IUIS.L.
SPXE.L tracks S&P 500 Scored & Screened Index, while IUIS.L tracks S&P 500 Capped 35/20 Industrials Index. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.09% for SPXE.L and 0.15% for IUIS.L.
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