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UC13.L vs. IDUS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

UC13.L vs. IDUS.L

Last updated Jun 5, 2026

UC13.L (UBS Core S&P 500 UCITS ETF USD dis) and IDUS.L (iShares Core S&P 500 UCITS ETF USD Distributing) are both S&P 500 funds - UC13.L tracks the S&P 500 Index while IDUS.L tracks the S&P 500. Both are passively managed. Over the past 10 years, UC13.L returned 14.50%/yr vs 16.05%/yr for IDUS.L. Their correlation of 0.92 suggests significant overlap in exposure. UC13.L charges 0.03%/yr vs 0.07%/yr for IDUS.L.

Performance

UC13.L vs. IDUS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in UBS Core S&P 500 UCITS ETF USD dis (UC13.L) and iShares Core S&P 500 UCITS ETF USD Distributing (IDUS.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

UC13.L is traded in GBp, while IDUS.L is traded in USD. To make them comparable, the IDUS.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, UC13.L achieves a 9.92% return, which is significantly lower than IDUS.L's 10.77% return. Over the past 10 years, UC13.L has underperformed IDUS.L with an annualized return of 14.50%, while IDUS.L has yielded a comparatively higher 16.05% annualized return.

UC13.L

1D
-0.02%
1M
5.52%
YTD
9.92%
6M
9.83%
1Y
27.83%
3Y*
17.70%
5Y*
13.62%
10Y*
14.50%

IDUS.L

1D
0.00%
1M
5.43%
YTD
10.77%
6M
10.36%
1Y
29.08%
3Y*
19.09%
5Y*
14.94%
10Y*
16.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UC13.L vs. IDUS.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
UC13.L
UBS Core S&P 500 UCITS ETF USD dis		9.92%8.39%25.77%18.14%-10.01%29.47%11.81%24.42%-1.52%8.98%
IDUS.L
iShares Core S&P 500 UCITS ETF USD Distributing		10.77%9.00%27.50%20.41%-9.01%30.54%14.17%25.61%0.09%11.03%

Correlation

The correlation between UC13.L and IDUS.L is 0.90, 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

0.90

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

0.91

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

0.91

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

0.91

Correlation (All Time)
Calculated using the full available price history since May 14, 2013

0.92

The correlation between UC13.L and IDUS.L has been stable across timeframes, ranging from 0.90 to 0.92 - a consistent structural relationship.

UC13.L vs. IDUS.L - Sectors Allocation Comparison

Sectors
UC13.L
IDUS.L

Technology

37.9%
38.3%

Financial Services

11.3%
11.2%

Communication Services

10.9%
10.6%

Consumer Cyclical

9.8%
9.7%

Healthcare

8.3%
8.3%

Industrials

7.8%
7.6%

Consumer Defensive

4.8%
4.6%

Energy

3.4%
3.3%

Utilities

2.2%
2.6%

Real Estate

1.9%
1.8%

Basic Materials

1.7%
1.7%

Technology

UC13.L
37.9%
IDUS.L
38.3%

Financial Services

UC13.L
11.3%
IDUS.L
11.2%

Communication Services

UC13.L
10.9%
IDUS.L
10.6%

Consumer Cyclical

UC13.L
9.8%
IDUS.L
9.7%

Healthcare

UC13.L
8.3%
IDUS.L
8.3%

Industrials

UC13.L
7.8%
IDUS.L
7.6%

Consumer Defensive

UC13.L
4.8%
IDUS.L
4.6%

Energy

UC13.L
3.4%
IDUS.L
3.3%

Utilities

UC13.L
2.2%
IDUS.L
2.6%

Real Estate

UC13.L
1.9%
IDUS.L
1.8%

Basic Materials

UC13.L
1.7%
IDUS.L
1.7%

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UBS Core S&P 500 UCITS ETF USD dis

iShares Core S&P 500 UCITS ETF USD Distributing

Often compared with UC13.L:
UC13.L vs. VUSA.LUC13.L vs. CSPX.LUC13.L vs. VOOUC13.L vs. SPXP.LUC13.L vs. SPYUC13.L vs. XDPG.LUC13.L vs. I500.L
Often compared with IDUS.L:
IDUS.L vs. IUMS.LIDUS.L vs. IMSU.LIDUS.L vs. VUSD.LIDUS.L vs. CSPX.LIDUS.L vs. SPYL.LIDUS.L vs. CSPX.ASIDUS.L vs. IUUS.L

Return for Risk

UC13.L vs. IDUS.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
UC13.L
UC13.L Risk / Return Rank: 7777
Overall Rank
UC13.L Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
UC13.L Sortino Ratio Rank: 8181
Sortino Ratio Rank
UC13.L Omega Ratio Rank: 8484
Omega Ratio Rank
UC13.L Calmar Ratio Rank: 7272
Calmar Ratio Rank
UC13.L Martin Ratio Rank: 6969
Martin Ratio Rank
IDUS.L
IDUS.L Risk / Return Rank: 7575
Overall Rank
IDUS.L Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
IDUS.L Sortino Ratio Rank: 7979
Sortino Ratio Rank
IDUS.L Omega Ratio Rank: 7474
Omega Ratio Rank
IDUS.L Calmar Ratio Rank: 6969
Calmar Ratio Rank
IDUS.L Martin Ratio Rank: 7777
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.

UC13.L vs. IDUS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS Core S&P 500 UCITS ETF USD dis (UC13.L) and iShares Core S&P 500 UCITS ETF USD Distributing (IDUS.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.

UC13.LIDUS.LDifference
Sharpe ratioReturn per unit of total volatility
2.65
2.43

+0.22

Sortino ratioReturn per unit of downside risk
3.55
3.30

+0.25

Omega ratioGain probability vs. loss probability

1.50

1.45

+0.05

Calmar ratioReturn relative to maximum drawdown

3.54

4.03

-0.49

Martin ratioReturn relative to average drawdown

12.58

13.69

-1.11

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

UC13.L vs. IDUS.L - Sharpe Ratio Comparison

The current UC13.L Sharpe Ratio is 2.65, which is comparable to the IDUS.L Sharpe Ratio of 2.43. The chart below compares the historical Sharpe Ratios of UC13.L and IDUS.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

UC13.LIDUS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.65

2.43

+0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.94

0.97

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.93

0.97

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.89

0.70

+0.18

Drawdowns

UC13.L vs. IDUS.L - Drawdown Comparison

The maximum UC13.L drawdown since its inception was -25.59%, smaller than the maximum IDUS.L drawdown of -35.47%. Use the drawdown chart below to compare losses from any high point for UC13.L and IDUS.L.

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Drawdown Indicators

UC13.LIDUS.LDifference

Max Drawdown

Largest peak-to-trough decline

-25.59%

-35.47%

+9.88%

Max Drawdown (1Y)

Largest decline over 1 year

-7.82%

-7.19%

-0.63%

Max Drawdown (3Y)

Largest decline over 3 years

-21.52%

-21.22%

-0.30%

Max Drawdown (5Y)

Largest decline over 5 years

-21.52%

-21.22%

-0.30%

Max Drawdown (10Y)

Largest decline over 10 years

-25.59%

-25.90%

+0.31%

Current Drawdown

Current decline from peak

-0.24%

-0.21%

-0.03%

Average Drawdown

Average peak-to-trough decline

-3.55%

-4.89%

+1.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.21%

2.12%

+0.09%

Volatility

UC13.L vs. IDUS.L - Volatility Comparison

The current volatility for UBS Core S&P 500 UCITS ETF USD dis (UC13.L) is 2.63%, while iShares Core S&P 500 UCITS ETF USD Distributing (IDUS.L) has a volatility of 3.46%. This indicates that UC13.L experiences smaller price fluctuations and is considered to be less risky than IDUS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

UC13.LIDUS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.63%

3.46%

-0.83%

Volatility (6M)

Calculated over the trailing 6-month period

7.11%

8.60%

-1.49%

Volatility (1Y)

Calculated over the trailing 1-year period

10.47%

11.91%

-1.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.45%

15.46%

-1.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.72%

16.55%

-0.83%

UC13.L vs. IDUS.L - Expense Ratio Comparison

UC13.L has a 0.03% expense ratio, which is lower than IDUS.L's 0.07% 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

UC13.L vs. IDUS.L - Dividend Comparison

UC13.L's dividend yield for the trailing twelve months is around 0.01%, less than IDUS.L's 0.86% yield.

PositionTTM20252024202320222021202020192018201720162015
IDUS.L
iShares Core S&P 500 UCITS ETF USD Distributing		0.86%0.92%1.02%1.22%1.44%1.03%1.32%1.49%1.74%1.44%1.42%1.55%
UC13.L
UBS Core S&P 500 UCITS ETF USD dis		0.01%0.01%0.01%0.01%0.01%0.01%0.01%0.01%0.02%0.02%0.02%0.02%

Frequently Asked Questions

UC13.L and IDUS.L have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, UC13.L is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UC13.L is cheaper with a 0.03% expense ratio, compared with 0.07% for IDUS.L.

UC13.L tracks S&P 500 Index, while IDUS.L tracks S&P 500. They also come from different issuers: UBS and iShares. Their fees differ too: 0.03% for UC13.L and 0.07% for IDUS.L.

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