XLFS.L vs. IUFS.L

Last updated Apr 1, 2026

Compare and contrast key facts about Invesco Financials S&P US Select Sector UCITS ETF Acc (XLFS.L) and iShares S&P 500 Financials Sector UCITS ETF USD Acc (IUFS.L).

XLFS.L and IUFS.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XLFS.L is a passively managed fund by Invesco that tracks the performance of the S&P® Select Sector Capped 20% Financials Index. It was launched on Dec 16, 2009. IUFS.L is a passively managed fund by iShares that tracks the performance of the S&P 500 Capped 35/20 Financials Index. It was launched on Nov 20, 2015. Both XLFS.L and IUFS.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

XLFS.L vs. IUFS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Financials S&P US Select Sector UCITS ETF Acc (XLFS.L) and iShares S&P 500 Financials Sector UCITS ETF USD Acc (IUFS.L). The values are adjusted to include any dividend payments, if applicable.

XLFS.L vs. IUFS.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
XLFS.L Invesco Financials S&P US Select Sector UCITS ETF Acc	-11.07%	14.99%	30.15%	12.12%	-11.03%	36.17%	-3.47%	31.51%	-14.44%	22.86%
IUFS.L iShares S&P 500 Financials Sector UCITS ETF USD Acc	-11.32%	15.05%	30.22%	12.12%	-11.04%	36.28%	-3.33%	31.22%	-14.36%	23.02%

Returns By Period

The year-to-date returns for both stocks are quite close, with XLFS.L having a -11.07% return and IUFS.L slightly lower at -11.32%. Both investments have delivered pretty close results over the past 10 years, with XLFS.L having a 11.97% annualized return and IUFS.L not far ahead at 11.98%.

XLFS.L

• 1D: 0.46%
• 1M: -4.15%
• YTD: -11.07%
• 6M: -8.37%
• 1Y: -0.76%
• 3Y*: 16.60%
• 5Y*: 8.86%
• 10Y*: 11.97%

IUFS.L

• 1D: 0.21%
• 1M: -5.02%
• YTD: -11.32%
• 6M: -8.44%
• 1Y: 0.14%
• 3Y*: 16.60%
• 5Y*: 8.80%
• 10Y*: 11.98%

*Multi-year figures are annualized to reflect compound growth (CAGR)

XLFS.L vs. IUFS.L - Expense Ratio Comparison

XLFS.L has a 0.14% expense ratio, which is lower than IUFS.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%.

IUFS.L

iShares S&P 500 Financials Sector UCITS ETF USD Acc

XLFS.L

Invesco Financials S&P US Select Sector UCITS ETF Acc

Return for Risk

XLFS.L vs. IUFS.L — Risk / Return Rank

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

XLFS.L

XLFS.L Risk / Return Rank: 12
XLFS.L Sharpe Ratio Rank: 12
XLFS.L Sortino Ratio Rank: 12
XLFS.L Omega Ratio Rank: 12
XLFS.L Calmar Ratio Rank: 11
XLFS.L Martin Ratio Rank: 11

IUFS.L

IUFS.L Risk / Return Rank: 11
IUFS.L Sharpe Ratio Rank: 12
IUFS.L Sortino Ratio Rank: 11
IUFS.L Omega Ratio Rank: 11
IUFS.L Calmar Ratio Rank: 11
IUFS.L Martin Ratio Rank: 10

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.

XLFS.L vs. IUFS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Financials S&P US Select Sector UCITS ETF Acc (XLFS.L) and iShares S&P 500 Financials Sector UCITS ETF USD Acc (IUFS.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.

	XLFS.L	IUFS.L	Difference
Sharpe ratio Return per unit of total volatility	0.02	0.01	+0.01
Sortino ratio Return per unit of downside risk	0.15	0.14	+0.01
Omega ratio Gain probability vs. loss probability	1.02	1.02	0.00
Calmar ratio Return relative to maximum drawdown	-0.05	-0.07	+0.01
Martin ratio Return relative to average drawdown	-0.16	-0.19	+0.04
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XLFS.L vs. IUFS.L - Sharpe Ratio Comparison

The current XLFS.L Sharpe Ratio is 0.02, which is higher than the IUFS.L Sharpe Ratio of 0.01. The chart below compares the historical Sharpe Ratios of XLFS.L and IUFS.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	XLFS.L	IUFS.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.02	0.01	+0.01
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.47	0.46	0.00
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.57	0.57	0.00
Sharpe Ratio (All Time) Calculated using the full available price history	0.53	0.50	+0.03

Correlation

The correlation between XLFS.L and IUFS.L is 0.99, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

XLFS.L vs. IUFS.L - Dividend Comparison

Neither XLFS.L nor IUFS.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

XLFS.L vs. IUFS.L - Drawdown Comparison

The maximum XLFS.L drawdown since its inception was -42.76%, roughly equal to the maximum IUFS.L drawdown of -42.92%. Use the drawdown chart below to compare losses from any high point for XLFS.L and IUFS.L.

Drawdown Indicators

	XLFS.L	IUFS.L	Difference
Max Drawdown Largest peak-to-trough decline	-42.76%	-42.92%	+0.16%
Max Drawdown (1Y) Largest decline over 1 year	-13.93%	-13.95%	+0.02%
Max Drawdown (5Y) Largest decline over 5 years	-26.06%	-26.02%	-0.04%
Max Drawdown (10Y) Largest decline over 10 years	-42.76%	-42.92%	+0.16%
Current Drawdown Current decline from peak	-12.89%	-13.01%	+0.12%
Average Drawdown Average peak-to-trough decline	-7.52%	-7.85%	+0.33%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.87%	4.84%	+0.03%

Volatility

XLFS.L vs. IUFS.L - Volatility Comparison

Invesco Financials S&P US Select Sector UCITS ETF Acc (XLFS.L) and iShares S&P 500 Financials Sector UCITS ETF USD Acc (IUFS.L) have volatilities of 4.80% and 4.99%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XLFS.L	IUFS.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.80%	4.99%	-0.19%
Volatility (6M) Calculated over the trailing 6-month period	10.50%	10.73%	-0.23%
Volatility (1Y) Calculated over the trailing 1-year period	18.53%	18.50%	+0.03%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.00%	19.00%	0.00%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.92%	21.06%	-0.14%