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XDPP.L vs. IUUS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XDPP.L vs. IUUS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers S&P 500 UCITS ETF 4C (XDPP.L) and iShares S&P 500 Utilities Sector UCITS ETF USD (Acc) (IUUS.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XDPP.L is traded in GBP, while IUUS.L is traded in USD. To make them comparable, the IUUS.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, XDPP.L achieves a 10.57% return, which is significantly higher than IUUS.L's 3.98% return.


XDPP.L

1D
-0.24%
1M
6.00%
YTD
10.57%
6M
10.57%
1Y
29.16%
3Y*
19.33%
5Y*
10Y*

IUUS.L

1D
1.52%
1M
-4.87%
YTD
3.98%
6M
1.61%
1Y
11.23%
3Y*
10.91%
5Y*
10.07%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDPP.L vs. IUUS.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
XDPP.L
Xtrackers S&P 500 UCITS ETF 4C
10.57%9.44%27.26%19.81%2.54%
IUUS.L
iShares S&P 500 Utilities Sector UCITS ETF USD (Acc)
3.98%7.55%25.06%-12.65%10.05%

Correlation

The correlation between XDPP.L and IUUS.L is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.18

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

0.26

Correlation (All Time)
Calculated using the full available price history since Jun 16, 2022

0.30

The correlation between XDPP.L and IUUS.L shifts across timeframes, from 0.18 (1 year) to 0.30 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

XDPP.L vs. IUUS.L — Risk / Return Rank

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

XDPP.L
XDPP.L Risk / Return Rank: 8181
Overall Rank
XDPP.L Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
XDPP.L Sortino Ratio Rank: 8282
Sortino Ratio Rank
XDPP.L Omega Ratio Rank: 8585
Omega Ratio Rank
XDPP.L Calmar Ratio Rank: 7979
Calmar Ratio Rank
XDPP.L Martin Ratio Rank: 7575
Martin Ratio Rank

IUUS.L
IUUS.L Risk / Return Rank: 2121
Overall Rank
IUUS.L Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
IUUS.L Sortino Ratio Rank: 2121
Sortino Ratio Rank
IUUS.L Omega Ratio Rank: 2020
Omega Ratio Rank
IUUS.L Calmar Ratio Rank: 2525
Calmar Ratio Rank
IUUS.L Martin Ratio Rank: 2121
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.

XDPP.L vs. IUUS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P 500 UCITS ETF 4C (XDPP.L) and iShares S&P 500 Utilities Sector UCITS ETF USD (Acc) (IUUS.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.


XDPP.LIUUS.LDifference
Sharpe ratioReturn per unit of total volatility

+2.04

Sortino ratioReturn per unit of downside risk

+2.59

Omega ratioGain probability vs. loss probability

1.52

1.13

+0.38

Calmar ratioReturn relative to maximum drawdown

3.99

1.17

+2.81

Martin ratioReturn relative to average drawdown

14.32

2.56

+11.76

XDPP.L vs. IUUS.L - Sharpe Ratio Comparison

The current XDPP.L Sharpe Ratio is 2.78, which is higher than the IUUS.L Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of XDPP.L and IUUS.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


XDPP.LIUUS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.78

0.74

+2.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

1.25

0.42

+0.83

Drawdowns

XDPP.L vs. IUUS.L - Drawdown Comparison

The maximum XDPP.L drawdown since its inception was -20.98%, smaller than the maximum IUUS.L drawdown of -29.76%. Use the drawdown chart below to compare losses from any high point for XDPP.L and IUUS.L.


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Drawdown Indicators


XDPP.LIUUS.LDifference

Max Drawdown

Largest peak-to-trough decline

-20.98%

-29.76%

+8.78%

Max Drawdown (1Y)

Largest decline over 1 year

-7.28%

-9.52%

+2.24%

Max Drawdown (3Y)

Largest decline over 3 years

-20.98%

-13.84%

-7.14%

Max Drawdown (5Y)

Largest decline over 5 years

-29.76%

Current Drawdown

Current decline from peak

-0.24%

-6.90%

+6.66%

Average Drawdown

Average peak-to-trough decline

-3.49%

-8.79%

+5.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.03%

4.37%

-2.34%

Volatility

XDPP.L vs. IUUS.L - Volatility Comparison

The current volatility for Xtrackers S&P 500 UCITS ETF 4C (XDPP.L) is 2.62%, while iShares S&P 500 Utilities Sector UCITS ETF USD (Acc) (IUUS.L) has a volatility of 5.33%. This indicates that XDPP.L experiences smaller price fluctuations and is considered to be less risky than IUUS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XDPP.LIUUS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.62%

5.33%

-2.71%

Volatility (6M)

Calculated over the trailing 6-month period

7.13%

12.58%

-5.45%

Volatility (1Y)

Calculated over the trailing 1-year period

10.53%

15.12%

-4.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.90%

17.19%

-3.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.90%

18.71%

-4.81%

XDPP.L vs. IUUS.L - Expense Ratio Comparison

XDPP.L has a 0.06% expense ratio, which is lower than IUUS.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

XDPP.L vs. IUUS.L - Dividend Comparison

Neither XDPP.L nor IUUS.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XDPP.L and IUUS.L have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XDPP.L is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XDPP.L is cheaper with a 0.06% expense ratio, compared with 0.15% for IUUS.L.

XDPP.L tracks S&P 500 Index, while IUUS.L tracks S&P 500 Capped 35/20 Utilities. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.06% for XDPP.L and 0.15% for IUUS.L.

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