PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
UIFS.L vs. IUSA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

UIFS.L vs. IUSA.L

Last updated Jun 5, 2026

UIFS.L (iShares S&P 500 Financials Sector UCITS ETF USD (Acc)) and IUSA.L (iShares S&P 500 UCITS Dist) are both exchange-traded funds - UIFS.L is a Financials Equities fund tracking the S&P 500 Capped 35/20 Financials Index, while IUSA.L is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, UIFS.L returned 13.04%/yr vs 16.52%/yr for IUSA.L. A 0.74 correlation means they provide meaningful diversification when combined. UIFS.L charges 0.15%/yr vs 0.07%/yr for IUSA.L.

Performance

UIFS.L vs. IUSA.L - 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 iShares S&P 500 UCITS Dist (IUSA.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, UIFS.L achieves a -4.82% return, which is significantly lower than IUSA.L's 10.67% return. Over the past 10 years, UIFS.L has underperformed IUSA.L with an annualized return of 13.04%, while IUSA.L has yielded a comparatively higher 16.52% 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%

IUSA.L

1D
0.04%
1M
5.55%
YTD
10.67%
6M
10.66%
1Y
29.55%
3Y*
19.42%
5Y*
15.33%
10Y*
16.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UIFS.L vs. IUSA.L - 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%
IUSA.L
iShares S&P 500 UCITS Dist		10.67%9.70%27.73%20.24%-8.72%31.54%14.15%27.06%0.51%11.19%

Correlation

The correlation between UIFS.L and IUSA.L is 0.56, 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

0.56

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

0.60

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

0.69

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

0.73

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

0.74

The correlation between UIFS.L and IUSA.L shifts across timeframes, from 0.56 (1 year) to 0.74 (all time), reflecting how their relationship changes across market environments.

UIFS.L vs. IUSA.L - Sectors Allocation Comparison

Sectors
UIFS.L
IUSA.L

Financial Services

98.1%
11.1%

Technology

1.7%
38.2%

Industrials

0.2%
7.9%

Basic Materials

-

1.7%

Communication Services

-

10.9%

Consumer Cyclical

-

10.0%

Consumer Defensive

-

4.7%

Energy

-

3.2%

Healthcare

-

8.3%

Real Estate

-

1.9%

Utilities

-

2.2%

Financial Services

UIFS.L
98.1%
IUSA.L
11.1%

Technology

UIFS.L
1.7%
IUSA.L
38.2%

Industrials

UIFS.L
0.2%
IUSA.L
7.9%

Basic Materials

UIFS.L

-

IUSA.L
1.7%

Communication Services

UIFS.L

-

IUSA.L
10.9%

Consumer Cyclical

UIFS.L

-

IUSA.L
10.0%

Consumer Defensive

UIFS.L

-

IUSA.L
4.7%

Energy

UIFS.L

-

IUSA.L
3.2%

Healthcare

UIFS.L

-

IUSA.L
8.3%

Real Estate

UIFS.L

-

IUSA.L
1.9%

Utilities

UIFS.L

-

IUSA.L
2.2%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares S&P 500 Financials Sector UCITS ETF USD (Acc)

iShares S&P 500 UCITS Dist

Often compared with UIFS.L:
UIFS.L vs. ESIF.LUIFS.L vs. XLFQ.LUIFS.L vs. IISU.LUIFS.L vs. XUFB.LUIFS.L vs. CB5.LUIFS.L vs. QDVH.DEUIFS.L vs. WFIN.AS
Often compared with IUSA.L:
IUSA.L vs. CSP1.LIUSA.L vs. VUAA.LIUSA.L vs. IAPD.ASIUSA.L vs. SPX5.LIUSA.L vs. SPXP.LIUSA.L vs. VOOIUSA.L vs. IVV

Return for Risk

UIFS.L vs. IUSA.L — 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
IUSA.L
IUSA.L Risk / Return Rank: 8484
Overall Rank
IUSA.L Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
IUSA.L Sortino Ratio Rank: 8585
Sortino Ratio Rank
IUSA.L Omega Ratio Rank: 8686
Omega Ratio Rank
IUSA.L Calmar Ratio Rank: 8181
Calmar Ratio Rank
IUSA.L Martin Ratio Rank: 8080
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. IUSA.L - 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 iShares S&P 500 UCITS Dist (IUSA.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.

UIFS.LIUSA.LDifference
Sharpe ratioReturn per unit of total volatility
0.33
2.82

-2.49

Sortino ratioReturn per unit of downside risk
0.56
3.78

-3.22

Omega ratioGain probability vs. loss probability

1.07

1.53

-0.46

Calmar ratioReturn relative to maximum drawdown

0.36

4.20

-3.84

Martin ratioReturn relative to average drawdown

0.83

15.53

-14.70

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

UIFS.L vs. IUSA.L - Sharpe Ratio Comparison

The current UIFS.L Sharpe Ratio is 0.33, which is lower than the IUSA.L Sharpe Ratio of 2.82. The chart below compares the historical Sharpe Ratios of UIFS.L and IUSA.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.

Loading charts...

Sharpe Ratios by Period

UIFS.LIUSA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.33

2.82

-2.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

1.07

-0.55

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

1.06

-0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.58

+0.03

Drawdowns

UIFS.L vs. IUSA.L - Drawdown Comparison

The maximum UIFS.L drawdown since its inception was -35.31%, smaller than the maximum IUSA.L drawdown of -38.58%. Use the drawdown chart below to compare losses from any high point for UIFS.L and IUSA.L.

Loading charts...

Drawdown Indicators

UIFS.LIUSA.LDifference

Max Drawdown

Largest peak-to-trough decline

-35.31%

-38.58%

+3.27%

Max Drawdown (1Y)

Largest decline over 1 year

-12.90%

-7.01%

-5.89%

Max Drawdown (3Y)

Largest decline over 3 years

-18.72%

-21.08%

+2.36%

Max Drawdown (5Y)

Largest decline over 5 years

-18.72%

-21.08%

+2.36%

Max Drawdown (10Y)

Largest decline over 10 years

-35.31%

-25.42%

-9.89%

Current Drawdown

Current decline from peak

-6.76%

-0.22%

-6.54%

Average Drawdown

Average peak-to-trough decline

-6.08%

-7.29%

+1.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.53%

1.90%

+3.63%

Volatility

UIFS.L vs. IUSA.L - Volatility Comparison

iShares S&P 500 Financials Sector UCITS ETF USD (Acc) (UIFS.L) has a higher volatility of 4.41% compared to iShares S&P 500 UCITS Dist (IUSA.L) at 2.62%. This indicates that UIFS.L's price experiences larger fluctuations and is considered to be riskier than IUSA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

UIFS.LIUSA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.41%

2.62%

+1.79%

Volatility (6M)

Calculated over the trailing 6-month period

10.58%

7.13%

+3.45%

Volatility (1Y)

Calculated over the trailing 1-year period

13.98%

10.44%

+3.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.54%

14.33%

+3.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.12%

15.60%

+4.52%

UIFS.L vs. IUSA.L - Expense Ratio Comparison

UIFS.L has a 0.15% expense ratio, which is higher than IUSA.L's 0.07% 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

UIFS.L vs. IUSA.L - Dividend Comparison

UIFS.L has not paid dividends to shareholders, while IUSA.L's dividend yield for the trailing twelve months is around 1.15%.

PositionTTM20252024202320222021202020192018201720162015
IUSA.L
iShares S&P 500 UCITS Dist		1.15%1.24%1.28%1.55%1.74%1.39%1.80%1.96%2.22%1.95%1.75%2.29%
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 IUSA.L have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IUSA.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IUSA.L is cheaper with a 0.07% expense ratio, compared with 0.15% for UIFS.L.

UIFS.L is categorized as Financials Equities, while IUSA.L is S&P 500. UIFS.L tracks S&P 500 Capped 35/20 Financials Index, while IUSA.L tracks S&P 500 Index. Their fees differ too: 0.15% for UIFS.L and 0.07% for IUSA.L.

Portfolio Optimizer

Find the right allocation for UIFS.L and IUSA.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer