XLUS.L vs. IUSU.L

Last updated Apr 2, 2026

Compare and contrast key facts about Invesco Utilities S&P US Select Sector UCITS ETF Acc (XLUS.L) and iShares V PLC - iShares S&P 500 Utilities Sector UCITS ETF (IUSU.L).

XLUS.L and IUSU.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XLUS.L is a passively managed fund by Invesco that tracks the performance of the S&P® Select Sector Capped 20% Utilities Index. It was launched on Dec 16, 2009. IUSU.L is a passively managed fund by iShares that tracks the performance of the S&P 500 Capped 35/20 Utilities. It was launched on Mar 20, 2017. Both XLUS.L and IUSU.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

XLUS.L vs. IUSU.L - Performance Comparison

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

XLUS.L vs. IUSU.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
XLUS.L Invesco Utilities S&P US Select Sector UCITS ETF Acc	7.52%	15.68%	22.50%	-7.74%	1.91%	18.46%	-1.37%	25.26%	2.91%	3.84%
IUSU.L iShares V PLC - iShares S&P 500 Utilities Sector UCITS ETF	7.45%	15.77%	23.00%	-8.57%	2.05%	18.82%	-1.94%	26.14%	2.86%	3.81%

Different Trading Currencies

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

Returns By Period

The year-to-date returns for both stocks are quite close, with XLUS.L having a 7.52% return and IUSU.L slightly lower at 7.45%.

XLUS.L

• 1D: 1.23%
• 1M: -2.76%
• YTD: 7.52%
• 6M: 5.51%
• 1Y: 18.91%
• 3Y*: 13.78%
• 5Y*: 10.26%
• 10Y*: 9.23%

IUSU.L

• 1D: 0.86%
• 1M: -3.05%
• YTD: 7.45%
• 6M: 5.44%
• 1Y: 18.59%
• 3Y*: 13.86%
• 5Y*: 10.25%
• 10Y*: —

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

XLUS.L vs. IUSU.L - Expense Ratio Comparison

XLUS.L has a 0.14% expense ratio, which is lower than IUSU.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%.

IUSU.L

iShares V PLC - iShares S&P 500 Utilities Sector UCITS ETF

XLUS.L

Invesco Utilities S&P US Select Sector UCITS ETF Acc

Return for Risk

XLUS.L vs. IUSU.L — Risk / Return Rank

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

XLUS.L

XLUS.L Risk / Return Rank: 55
XLUS.L Sharpe Ratio Rank: 58
XLUS.L Sortino Ratio Rank: 57
XLUS.L Omega Ratio Rank: 54
XLUS.L Calmar Ratio Rank: 62
XLUS.L Martin Ratio Rank: 42

IUSU.L

IUSU.L Risk / Return Rank: 47
IUSU.L Sharpe Ratio Rank: 49
IUSU.L Sortino Ratio Rank: 48
IUSU.L Omega Ratio Rank: 43
IUSU.L Calmar Ratio Rank: 57
IUSU.L Martin Ratio Rank: 36

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.

XLUS.L vs. IUSU.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Utilities S&P US Select Sector UCITS ETF Acc (XLUS.L) and iShares V PLC - iShares S&P 500 Utilities Sector UCITS ETF (IUSU.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.

	XLUS.L	IUSU.L	Difference
Sharpe ratio Return per unit of total volatility	1.11	1.09	+0.02
Sortino ratio Return per unit of downside risk	1.57	1.56	+0.02
Omega ratio Gain probability vs. loss probability	1.22	1.21	0.00
Calmar ratio Return relative to maximum drawdown	1.80	1.84	-0.04
Martin ratio Return relative to average drawdown	4.65	4.40	+0.25
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XLUS.L vs. IUSU.L - Sharpe Ratio Comparison

The current XLUS.L Sharpe Ratio is 1.11, which is comparable to the IUSU.L Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of XLUS.L and IUSU.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

	XLUS.L	IUSU.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.11	1.09	+0.02
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.61	0.60	+0.01
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.51	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.63	0.50	+0.13

Correlation

The correlation between XLUS.L and IUSU.L is 0.94, 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

XLUS.L vs. IUSU.L - Dividend Comparison

Neither XLUS.L nor IUSU.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

XLUS.L vs. IUSU.L - Drawdown Comparison

The maximum XLUS.L drawdown since its inception was -36.30%, roughly equal to the maximum IUSU.L drawdown of -36.46%. Use the drawdown chart below to compare losses from any high point for XLUS.L and IUSU.L.

Drawdown Indicators

	XLUS.L	IUSU.L	Difference
Max Drawdown Largest peak-to-trough decline	-36.30%	-29.89%	-6.41%
Max Drawdown (1Y) Largest decline over 1 year	-10.09%	-9.51%	-0.58%
Max Drawdown (5Y) Largest decline over 5 years	-26.24%	-29.89%	+3.65%
Max Drawdown (10Y) Largest decline over 10 years	-36.30%	—	—
Current Drawdown Current decline from peak	-3.01%	-2.46%	-0.55%
Average Drawdown Average peak-to-trough decline	-6.02%	-8.87%	+2.85%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.90%	4.21%	-0.31%

Volatility

XLUS.L vs. IUSU.L - Volatility Comparison

Invesco Utilities S&P US Select Sector UCITS ETF Acc (XLUS.L) has a higher volatility of 5.27% compared to iShares V PLC - iShares S&P 500 Utilities Sector UCITS ETF (IUSU.L) at 4.83%. This indicates that XLUS.L's price experiences larger fluctuations and is considered to be riskier than IUSU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XLUS.L	IUSU.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.27%	4.83%	+0.44%
Volatility (6M) Calculated over the trailing 6-month period	10.48%	10.35%	+0.13%
Volatility (1Y) Calculated over the trailing 1-year period	17.01%	16.97%	+0.04%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.87%	17.10%	-0.23%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.02%	18.64%	-0.62%