XDPU.L vs. IUES.L
XDPU.L (Xtrackers S&P 500 UCITS ETF 4C) and IUES.L (iShares S&P 500 Energy Sector UCITS ETF USD (Acc)) are both exchange-traded funds - XDPU.L is a S&P 500 fund tracking the S&P 500 Index, while IUES.L is a Energy Equities fund tracking the MSCI World/Energy NR USD. Both are passively managed. Over the past 3 years, XDPU.L returned 18.41%/yr vs 13.70%/yr for IUES.L. Their 0.23 correlation means their historical movements had little consistent relationship. XDPU.L charges 0.03%/yr vs 0.15%/yr for IUES.L.
Performance
XDPU.L vs. IUES.L - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, XDPU.L achieves a 7.55% return, which is significantly lower than IUES.L's 29.69% return.
XDPU.L
- 1D
- -0.87%
- 1M
- -0.03%
- 6M
- 6.03%
- YTD
- 7.55%
- 1Y
- 16.44%
- 3Y*
- 18.41%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 16.47%
IUES.L
- 1D
- -1.29%
- 1M
- 8.23%
- 6M
- 18.05%
- YTD
- 29.69%
- 1Y
- 35.29%
- 3Y*
- 13.70%
- 5Y*
- 22.02%
- 10Y*
- 9.28%
- ALL TIME*
- 8.97%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $5.48M | $5.40M | $8.29M | |
| $384.88K | $1.17M | $724.46K |
XDPU.L vs. IUES.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
XDPU.L Xtrackers S&P 500 UCITS ETF 4C | 7.55% | 17.36% | 25.28% | 26.77% | -6.22% |
IUES.L iShares S&P 500 Energy Sector UCITS ETF USD (Acc) | 29.69% | 9.91% | 3.87% | -0.66% | -1.66% |
Correlation
The correlation between XDPU.L and IUES.L is -0.15, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.15 |
Correlation (3Y) Balances recent behavior with more history. | 0.13 |
Correlation (All Time) Calculated using the full available price history since Jun 8, 2022 | 0.23 |
The correlation between XDPU.L and IUES.L shifts across timeframes, from -0.15 (1 year) to 0.23 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
XDPU.L vs. IUES.L — Risk / Return Rank
XDPU.L
IUES.L
XDPU.L vs. IUES.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P 500 UCITS ETF 4C (XDPU.L) and iShares S&P 500 Energy Sector UCITS ETF USD (Acc) (IUES.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| XDPU.L | IUES.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.16 | ||
| Sortino ratioReturn per unit of downside risk | +0.04 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.26 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.03 | 2.15 | -0.12 |
| Martin ratioReturn relative to average drawdown | 8.09 | 5.42 | +2.67 |
Loading charts...
Drawdowns
XDPU.L vs. IUES.L - Drawdown Comparison
The maximum XDPU.L drawdown since its inception was -18.25%, smaller than the maximum IUES.L drawdown of -66.79%. Use the drawdown chart below to compare losses from any high point for XDPU.L and IUES.L.
Loading charts...
Drawdown Indicators
| XDPU.L | IUES.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.25% | -66.79% | +48.54% |
Max Drawdown (1Y)Largest decline over 1 year | -8.22% | -16.33% | +8.11% |
Max Drawdown (3Y)Largest decline over 3 years | -18.25% | -20.90% | +2.65% |
Max Drawdown (5Y)Largest decline over 5 years | — | -27.98% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -66.79% | — |
Current DrawdownCurrent decline from peak | -3.08% | -7.98% | +4.90% |
Average DrawdownAverage peak-to-trough decline | -3.05% | -14.16% | +11.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.07% | 6.49% | -4.42% |
Volatility
XDPU.L vs. IUES.L - Volatility Comparison
The current volatility for Xtrackers S&P 500 UCITS ETF 4C (XDPU.L) is 3.39%, while iShares S&P 500 Energy Sector UCITS ETF USD (Acc) (IUES.L) has a volatility of 7.08%. This indicates that XDPU.L experiences smaller price fluctuations and is considered to be less risky than IUES.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| XDPU.L | IUES.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.39% | 7.08% | -3.69% |
Volatility (6M)Calculated over the trailing 6-month period | 9.46% | 19.83% | -10.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.17% | 22.96% | -10.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.22% | 26.60% | -11.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.22% | 28.55% | -13.33% |
XDPU.L vs. IUES.L - Expense Ratio Comparison
XDPU.L has a 0.03% expense ratio, which is lower than IUES.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
XDPU.L vs. IUES.L - Dividend Comparison
Neither XDPU.L nor IUES.L has paid dividends to shareholders.
Frequently Asked Questions
XDPU.L and IUES.L have a correlation of -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDPU.L is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDPU.L is cheaper with a 0.03% expense ratio, compared with 0.15% for IUES.L.
XDPU.L is categorized as S&P 500, while IUES.L is Energy Equities. XDPU.L tracks S&P 500 Index, while IUES.L tracks MSCI World/Energy NR USD. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.03% for XDPU.L and 0.15% for IUES.L.
Find the right allocation for XDPU.L and IUES.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