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XDWE.L vs. IUIS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

XDWE.L vs. IUIS.L

Last updated Jun 5, 2026

XDWE.L (Xtrackers S&P 500 Equal Weight UCITS ETF 1C) and IUIS.L (iShares S&P 500 Industrials Sector UCITS ETF USD (Acc)) are both S&P 500 funds - XDWE.L tracks the S&P 500 Equal Weight Index while IUIS.L tracks the S&P 500 Capped 35/20 Industrials Index. Both are passively managed. Over the past 5 years, XDWE.L returned 9.36%/yr vs 13.41%/yr for IUIS.L. Their correlation of 0.84 suggests significant overlap in exposure. XDWE.L charges 0.20%/yr vs 0.15%/yr for IUIS.L.

Performance

XDWE.L vs. IUIS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDWE.L) and iShares S&P 500 Industrials Sector UCITS ETF USD (Acc) (IUIS.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, XDWE.L achieves a 9.58% return, which is significantly lower than IUIS.L's 13.03% return.

XDWE.L

1D
0.42%
1M
4.03%
YTD
9.58%
6M
9.28%
1Y
21.36%
3Y*
12.24%
5Y*
9.36%
10Y*
12.33%

IUIS.L

1D
-0.10%
1M
2.75%
YTD
13.03%
6M
13.06%
1Y
24.30%
3Y*
18.84%
5Y*
13.41%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDWE.L vs. IUIS.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
XDWE.L
Xtrackers S&P 500 Equal Weight UCITS ETF 1C		9.58%3.94%14.06%7.78%-1.34%31.37%7.89%23.88%-3.69%6.03%
IUIS.L
iShares S&P 500 Industrials Sector UCITS ETF USD (Acc)		13.00%10.75%19.47%12.03%5.98%21.86%6.73%23.62%-9.08%7.99%

Correlation

The correlation between XDWE.L and IUIS.L is 0.68, 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

0.68

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

0.79

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

0.82

Correlation (All Time)
Calculated using the full available price history since Mar 23, 2017

0.84

The correlation between XDWE.L and IUIS.L shifts across timeframes, from 0.68 (1 year) to 0.84 (all time), reflecting how their relationship changes across market environments.

XDWE.L vs. IUIS.L - Sectors Allocation Comparison

Sectors
XDWE.L
IUIS.L

Technology

18.3%
3.7%

Industrials

14.7%
90.1%

Financial Services

14.4%

-

Healthcare

10.9%

-

Consumer Cyclical

10.3%
0.5%

Consumer Defensive

6.5%

-

Real Estate

6.2%

-

Utilities

6.1%
5.3%

Energy

4.6%

-

Basic Materials

4.1%
0.2%

Communication Services

4.0%

-

Technology

XDWE.L
18.3%
IUIS.L
3.7%

Industrials

XDWE.L
14.7%
IUIS.L
90.1%

Financial Services

XDWE.L
14.4%
IUIS.L

-

Healthcare

XDWE.L
10.9%
IUIS.L

-

Consumer Cyclical

XDWE.L
10.3%
IUIS.L
0.5%

Consumer Defensive

XDWE.L
6.5%
IUIS.L

-

Real Estate

XDWE.L
6.2%
IUIS.L

-

Utilities

XDWE.L
6.1%
IUIS.L
5.3%

Energy

XDWE.L
4.6%
IUIS.L

-

Basic Materials

XDWE.L
4.1%
IUIS.L
0.2%

Communication Services

XDWE.L
4.0%
IUIS.L

-

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Xtrackers S&P 500 Equal Weight UCITS ETF 1C

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

Often compared with XDWE.L:
XDWE.L vs. VUAA.LXDWE.L vs. RSPXDWE.L vs. EWSP.LXDWE.L vs. IUCM.LXDWE.L vs. XESC.LXDWE.L vs. SCHDXDWE.L vs. CNX1.L
Often compared with IUIS.L:
IUIS.L vs. UC63.LIUIS.L vs. VOOIUIS.L vs. IUIT.LIUIS.L vs. IUUS.LIUIS.L vs. VUAG.LIUIS.L vs. VUAA.LIUIS.L vs. APLE

Return for Risk

XDWE.L vs. IUIS.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
XDWE.L
XDWE.L Risk / Return Rank: 6868
Overall Rank
XDWE.L Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
XDWE.L Sortino Ratio Rank: 6666
Sortino Ratio Rank
XDWE.L Omega Ratio Rank: 6666
Omega Ratio Rank
XDWE.L Calmar Ratio Rank: 7575
Calmar Ratio Rank
XDWE.L Martin Ratio Rank: 6666
Martin Ratio Rank
IUIS.L
IUIS.L Risk / Return Rank: 4747
Overall Rank
IUIS.L Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
IUIS.L Sortino Ratio Rank: 5050
Sortino Ratio Rank
IUIS.L Omega Ratio Rank: 4444
Omega Ratio Rank
IUIS.L Calmar Ratio Rank: 4545
Calmar Ratio Rank
IUIS.L Martin Ratio Rank: 5151
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.

XDWE.L vs. IUIS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDWE.L) and iShares S&P 500 Industrials Sector UCITS ETF USD (Acc) (IUIS.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.

XDWE.LIUIS.LDifference
Sharpe ratioReturn per unit of total volatility
2.17
1.66

+0.51

Sortino ratioReturn per unit of downside risk
3.01
2.32

+0.69

Omega ratioGain probability vs. loss probability

1.39

1.29

+0.11

Calmar ratioReturn relative to maximum drawdown

3.71

2.71

+1.00

Martin ratioReturn relative to average drawdown

11.83

8.38

+3.45

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

XDWE.L vs. IUIS.L - Sharpe Ratio Comparison

The current XDWE.L Sharpe Ratio is 2.17, which is higher than the IUIS.L Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of XDWE.L and IUIS.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

XDWE.LIUIS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.17

1.66

+0.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

0.79

-0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.76

0.61

+0.15

Drawdowns

XDWE.L vs. IUIS.L - Drawdown Comparison

The maximum XDWE.L drawdown since its inception was -31.08%, smaller than the maximum IUIS.L drawdown of -35.05%. Use the drawdown chart below to compare losses from any high point for XDWE.L and IUIS.L.

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Drawdown Indicators

XDWE.LIUIS.LDifference

Max Drawdown

Largest peak-to-trough decline

-31.08%

-35.05%

+3.97%

Max Drawdown (1Y)

Largest decline over 1 year

-5.64%

-8.92%

+3.28%

Max Drawdown (3Y)

Largest decline over 3 years

-19.67%

-20.84%

+1.17%

Max Drawdown (5Y)

Largest decline over 5 years

-19.67%

-20.84%

+1.17%

Max Drawdown (10Y)

Largest decline over 10 years

-31.08%

—

—

Current Drawdown

Current decline from peak

0.00%

-0.94%

+0.94%

Average Drawdown

Average peak-to-trough decline

-4.20%

-4.56%

+0.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.77%

2.89%

-1.12%

Volatility

XDWE.L vs. IUIS.L - Volatility Comparison

The current volatility for Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDWE.L) is 2.03%, while iShares S&P 500 Industrials Sector UCITS ETF USD (Acc) (IUIS.L) has a volatility of 5.07%. This indicates that XDWE.L experiences smaller price fluctuations and is considered to be less risky than IUIS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

XDWE.LIUIS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.03%

5.07%

-3.04%

Volatility (6M)

Calculated over the trailing 6-month period

6.45%

11.74%

-5.29%

Volatility (1Y)

Calculated over the trailing 1-year period

9.64%

14.55%

-4.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.95%

16.89%

-2.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.09%

19.29%

-3.20%

XDWE.L vs. IUIS.L - Expense Ratio Comparison

XDWE.L has a 0.20% expense ratio, which is higher than IUIS.L's 0.15% 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

XDWE.L vs. IUIS.L - Dividend Comparison

Neither XDWE.L nor IUIS.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

XDWE.L and IUIS.L have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IUIS.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IUIS.L is cheaper with a 0.15% expense ratio, compared with 0.20% for XDWE.L.

XDWE.L tracks S&P 500 Equal Weight Index, while IUIS.L tracks S&P 500 Capped 35/20 Industrials Index. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.20% for XDWE.L and 0.15% for IUIS.L.

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