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UIFS.L vs. BAC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UIFS.L vs. BAC - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares S&P 500 Financials Sector UCITS ETF USD (Acc) (UIFS.L) and Bank of America Corporation (BAC). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, UIFS.L achieves a -4.82% return, which is significantly lower than BAC's -0.55% return. Over the past 10 years, UIFS.L has underperformed BAC with an annualized return of 13.04%, while BAC has yielded a comparatively higher 17.45% annualized return.


UIFS.L

1D
3.20%
1M
2.23%
YTD
-4.82%
6M
-2.63%
1Y
4.61%
3Y*
15.44%
5Y*
9.10%
10Y*
13.04%

BAC

1D
3.38%
1M
2.91%
YTD
-0.55%
6M
0.41%
1Y
26.07%
3Y*
23.55%
5Y*
8.23%
10Y*
17.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UIFS.L vs. BAC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UIFS.L
iShares S&P 500 Financials Sector UCITS ETF USD (Acc)
-4.82%7.07%32.24%6.12%-0.45%38.07%-6.59%27.05%-9.40%12.02%
BAC
Bank of America Corporation
-0.55%18.92%36.19%-0.41%-14.77%51.03%-14.23%40.63%-9.96%23.95%

Correlation

The correlation between UIFS.L and BAC is 0.59, 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

0.59

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

0.56

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

0.59

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

0.62

Correlation (All Time)
Calculated using the full available price history since Nov 24, 2015

0.62

The correlation between UIFS.L and BAC has been stable across timeframes, ranging from 0.56 to 0.62 - a consistent structural relationship.

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Return for Risk

UIFS.L vs. BAC — Risk / Return Rank

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

UIFS.L
UIFS.L Risk / Return Rank: 1414
Overall Rank
UIFS.L Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
UIFS.L Sortino Ratio Rank: 1414
Sortino Ratio Rank
UIFS.L Omega Ratio Rank: 1414
Omega Ratio Rank
UIFS.L Calmar Ratio Rank: 1414
Calmar Ratio Rank
UIFS.L Martin Ratio Rank: 1313
Martin Ratio Rank

BAC
BAC Risk / Return Rank: 7070
Overall Rank
BAC Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
BAC Sortino Ratio Rank: 6868
Sortino Ratio Rank
BAC Omega Ratio Rank: 6868
Omega Ratio Rank
BAC Calmar Ratio Rank: 6868
Calmar Ratio Rank
BAC Martin Ratio Rank: 7070
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.

UIFS.L vs. BAC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Financials Sector UCITS ETF USD (Acc) (UIFS.L) and Bank of America Corporation (BAC). 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.


UIFS.LBACDifference
Sharpe ratioReturn per unit of total volatility

-0.88

Sortino ratioReturn per unit of downside risk

-1.07

Omega ratioGain probability vs. loss probability

1.07

1.21

-0.15

Calmar ratioReturn relative to maximum drawdown

0.36

1.54

-1.19

Martin ratioReturn relative to average drawdown

0.83

3.90

-3.07

UIFS.L vs. BAC - Sharpe Ratio Comparison

The current UIFS.L Sharpe Ratio is 0.33, which is lower than the BAC Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of UIFS.L and BAC, 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


UIFS.LBACDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.33

1.21

-0.88

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.32

+0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

0.57

+0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.11

+0.51

Drawdowns

UIFS.L vs. BAC - Drawdown Comparison

The maximum UIFS.L drawdown since its inception was -35.31%, smaller than the maximum BAC drawdown of -90.00%. Use the drawdown chart below to compare losses from any high point for UIFS.L and BAC.


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Drawdown Indicators


UIFS.LBACDifference

Max Drawdown

Largest peak-to-trough decline

-35.31%

-90.00%

+54.69%

Max Drawdown (1Y)

Largest decline over 1 year

-12.90%

-16.97%

+4.07%

Max Drawdown (3Y)

Largest decline over 3 years

-18.72%

-30.22%

+11.50%

Max Drawdown (5Y)

Largest decline over 5 years

-18.72%

-40.37%

+21.65%

Max Drawdown (10Y)

Largest decline over 10 years

-35.31%

-42.29%

+6.98%

Current Drawdown

Current decline from peak

-6.76%

-4.27%

-2.49%

Average Drawdown

Average peak-to-trough decline

-6.08%

-33.89%

+27.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.53%

6.69%

-1.16%

Volatility

UIFS.L vs. BAC - Volatility Comparison

The current volatility for iShares S&P 500 Financials Sector UCITS ETF USD (Acc) (UIFS.L) is 4.41%, while Bank of America Corporation (BAC) has a volatility of 6.77%. This indicates that UIFS.L experiences smaller price fluctuations and is considered to be less risky than BAC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UIFS.LBACDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.41%

6.77%

-2.36%

Volatility (6M)

Calculated over the trailing 6-month period

10.58%

16.09%

-5.51%

Volatility (1Y)

Calculated over the trailing 1-year period

13.98%

21.61%

-7.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.54%

26.12%

-8.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.12%

30.46%

-10.34%

Dividends

UIFS.L vs. BAC - Dividend Comparison

UIFS.L has not paid dividends to shareholders, while BAC's dividend yield for the trailing twelve months is around 2.03%.


PositionTTM20252024202320222021202020192018201720162015
BAC
Bank of America Corporation
2.03%1.96%2.28%2.73%2.60%1.75%2.38%1.87%2.19%1.32%1.13%1.19%
UIFS.L
iShares S&P 500 Financials 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%

Frequently Asked Questions


UIFS.L and BAC have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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