XDPP.L vs. IUUS.L
XDPP.L (Xtrackers S&P 500 UCITS ETF 4C) and IUUS.L (iShares S&P 500 Utilities Sector UCITS ETF USD (Acc)) are both S&P 500 funds - XDPP.L tracks the S&P 500 Index while IUUS.L tracks the S&P 500 Capped 35/20 Utilities. Both are passively managed. Over the past 3 years, XDPP.L returned 19.33%/yr vs 10.91%/yr for IUUS.L. At a 0.30 correlation, their price movements are largely independent. XDPP.L charges 0.06%/yr vs 0.15%/yr for IUUS.L.
Performance
XDPP.L vs. IUUS.L - Performance Comparison
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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*
- —
XDPP.L vs. IUUS.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
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
XDPP.L
IUUS.L
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.L | IUUS.L | Difference | |
|---|---|---|---|
| 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 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XDPP.L | IUUS.L | Difference | |
|---|---|---|---|
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.L | IUUS.L | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.24% | -6.90% | +6.66% |
Average DrawdownAverage peak-to-trough decline | -3.49% | -8.79% | +5.30% |
Ulcer IndexDepth 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.L | IUUS.L | Difference | |
|---|---|---|---|
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.
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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