XSNR.L vs. IUIS.L

Last updated Jun 5, 2026

XSNR.L (Xtrackers MSCI Europe Industrials ESG Screened UCITS ETF 1C) and IUIS.L (iShares S&P 500 Industrials Sector UCITS ETF USD (Acc)) are both exchange-traded funds - XSNR.L is a Industrials Equities fund tracking the MSCI World/Materials NR USD, while IUIS.L is a S&P 500 fund tracking the S&P 500 Capped 35/20 Industrials Index. Both are passively managed. Over the past 5 years, XSNR.L returned 9.16%/yr vs 13.41%/yr for IUIS.L. A 0.65 correlation means they provide meaningful diversification when combined. XSNR.L charges 0.20%/yr vs 0.15%/yr for IUIS.L.

Performance

XSNR.L vs. IUIS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers MSCI Europe Industrials ESG Screened UCITS ETF 1C (XSNR.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.

Different Trading Currencies

XSNR.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, XSNR.L achieves a 7.81% return, which is significantly lower than IUIS.L's 13.03% return.

XSNR.L

• 1D: 0.37%
• 1M: -0.26%
• YTD: 7.81%
• 6M: 9.55%
• 1Y: 17.56%
• 3Y*: 14.21%
• 5Y*: 9.16%
• 10Y*: 12.04%

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)

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
XSNR.L Xtrackers MSCI Europe Industrials ESG Screened UCITS ETF 1C	7.81%	20.64%	5.20%	21.57%	-14.54%	21.19%	12.17%	27.37%	-12.09%	14.10%
IUIS.L iShares S&P 500 Industrials Sector UCITS ETF USD (Acc)	13.03%	10.75%	19.47%	12.03%	5.98%	21.86%	6.73%	23.62%	-9.08%	7.99%

Correlation

The correlation between XSNR.L and IUIS.L is 0.62, 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	0.62
Correlation (3Y) Calculated over the trailing 3-year period	0.58
Correlation (5Y) Calculated over the trailing 5-year period	0.59
Correlation (All Time) Calculated using the full available price history since Mar 23, 2017	0.65

The correlation between XSNR.L and IUIS.L has been stable across timeframes, ranging from 0.58 to 0.65 - a consistent structural relationship.

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

Sectors	XSNR.L	IUIS.L
Industrials	97.5%	90.1%
Communication Services	3.0%	-
Financial Services	1.6%	-
Basic Materials	0.7%	0.2%
Consumer Defensive	0.5%	-
Technology	0.5%	3.7%
Consumer Cyclical	0.5%	0.5%
Energy	0.3%	-
Healthcare	-	-
Real Estate	-	-
Utilities	-	5.3%

Return for Risk

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

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

XSNR.L

XSNR.L Risk / Return Rank: 28
XSNR.L Sharpe Ratio Rank: 27
XSNR.L Sortino Ratio Rank: 27
XSNR.L Omega Ratio Rank: 27
XSNR.L Calmar Ratio Rank: 26
XSNR.L Martin Ratio Rank: 30

IUIS.L

IUIS.L Risk / Return Rank: 47
IUIS.L Sharpe Ratio Rank: 46
IUIS.L Sortino Ratio Rank: 50
IUIS.L Omega Ratio Rank: 44
IUIS.L Calmar Ratio Rank: 45
IUIS.L Martin Ratio Rank: 51

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.

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

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe Industrials ESG Screened UCITS ETF 1C (XSNR.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.

	XSNR.L	IUIS.L	Difference
Sharpe ratio: Return per unit of total volatility	0.95	1.66	-0.72
Sortino ratio: Return per unit of downside risk	1.47	2.32	-0.85
Omega ratio: Gain probability vs. loss probability	1.18	1.29	-0.11
Calmar ratio: Return relative to maximum drawdown	1.22	2.71	-1.49
Martin ratio: Return relative to average drawdown	4.33	8.38	-4.05
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current XSNR.L Sharpe Ratio is 0.95, which is lower than the IUIS.L Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of XSNR.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.

Sharpe Ratios by Period

	XSNR.L	IUIS.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.95	1.66	-0.72
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.49	0.79	-0.31
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.64	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.65	0.61	+0.03

Drawdowns

XSNR.L vs. IUIS.L - Drawdown Comparison

The maximum XSNR.L drawdown since its inception was -36.07%, roughly equal to the maximum IUIS.L drawdown of -35.05%. Use the drawdown chart below to compare losses from any high point for XSNR.L and IUIS.L.

Drawdown Indicators

	XSNR.L	IUIS.L	Difference
Max Drawdown Largest peak-to-trough decline	-36.07%	-35.05%	-1.02%
Max Drawdown (1Y) Largest decline over 1 year	-14.30%	-8.92%	-5.38%
Max Drawdown (3Y) Largest decline over 3 years	-17.10%	-20.84%	+3.74%
Max Drawdown (5Y) Largest decline over 5 years	-27.20%	-20.84%	-6.36%
Max Drawdown (10Y) Largest decline over 10 years	-36.07%	—	—
Current Drawdown Current decline from peak	-3.35%	-0.94%	-2.41%
Average Drawdown Average peak-to-trough decline	-6.09%	-4.56%	-1.53%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.05%	2.89%	+1.16%

Volatility

XSNR.L vs. IUIS.L - Volatility Comparison

Xtrackers MSCI Europe Industrials ESG Screened UCITS ETF 1C (XSNR.L) has a higher volatility of 6.25% compared to iShares S&P 500 Industrials Sector UCITS ETF USD (Acc) (IUIS.L) at 5.07%. This indicates that XSNR.L's price experiences larger fluctuations and is considered to be riskier than IUIS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XSNR.L	IUIS.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.25%	5.07%	+1.18%
Volatility (6M) Calculated over the trailing 6-month period	15.20%	11.74%	+3.46%
Volatility (1Y) Calculated over the trailing 1-year period	18.47%	14.55%	+3.92%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.87%	16.89%	+1.98%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.89%	19.29%	-0.40%

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

XSNR.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

XSNR.L vs. IUIS.L - Dividend Comparison

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

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both XSNR.L and IUIS.L in my portfolio?

XSNR.L and IUIS.L have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, XSNR.L or IUIS.L?

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.

Which ETF is cheaper, XSNR.L or IUIS.L?

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

What is the main difference between XSNR.L and IUIS.L?

XSNR.L is categorized as Industrials Equities, while IUIS.L is S&P 500. XSNR.L tracks MSCI World/Materials NR USD, 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 XSNR.L and 0.15% for IUIS.L.