XSXG.L vs. IUMS.L
XSXG.L (Xtrackers S&P 500 Swap UCITS ETF 1D) and IUMS.L (iShares S&P 500 Materials Sector UCITS ETF USD (Acc)) are both S&P 500 funds - XSXG.L tracks the S&P 500 Index while IUMS.L tracks the S&P 500 Capped 35/20 Materials Index NTR. Both are passively managed. Over the past 3 years, XSXG.L returned 19.21%/yr vs 8.27%/yr for IUMS.L. A 0.56 correlation means they provide meaningful diversification when combined. XSXG.L charges 0.07%/yr vs 0.15%/yr for IUMS.L.
Performance
XSXG.L vs. IUMS.L - Performance Comparison
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Different Trading Currencies
XSXG.L is traded in GBP, while IUMS.L is traded in USD. To make them comparable, the IUMS.L values have been converted to GBP using the latest available exchange rates.
Returns By Period
In the year-to-date period, XSXG.L achieves a 10.62% return, which is significantly lower than IUMS.L's 12.98% return.
XSXG.L
- 1D
- 0.00%
- 1M
- 5.53%
- YTD
- 10.62%
- 6M
- 10.52%
- 1Y
- 29.28%
- 3Y*
- 19.21%
- 5Y*
- —
- 10Y*
- —
IUMS.L
- 1D
- -0.13%
- 1M
- 1.67%
- YTD
- 12.98%
- 6M
- 15.93%
- 1Y
- 19.40%
- 3Y*
- 8.27%
- 5Y*
- 6.04%
- 10Y*
- —
XSXG.L vs. IUMS.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
XSXG.L Xtrackers S&P 500 Swap UCITS ETF 1D | 10.62% | 9.55% | 27.53% | 20.03% | 2.67% |
IUMS.L iShares S&P 500 Materials Sector UCITS ETF USD (Acc) | 12.98% | 3.00% | 0.81% | 6.79% | 2.66% |
Correlation
The correlation between XSXG.L and IUMS.L is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.50 |
Correlation (All Time) Calculated using the full available price history since Jun 16, 2022 | 0.56 |
The correlation between XSXG.L and IUMS.L shifts across timeframes, from 0.41 (1 year) to 0.56 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XSXG.L vs. IUMS.L — Risk / Return Rank
XSXG.L
IUMS.L
XSXG.L vs. IUMS.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P 500 Swap UCITS ETF 1D (XSXG.L) and iShares S&P 500 Materials Sector UCITS ETF USD (Acc) (IUMS.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.
| XSXG.L | IUMS.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.57 | ||
| Sortino ratioReturn per unit of downside risk | +1.99 | ||
| Omega ratioGain probability vs. loss probability | 1.52 | 1.21 | +0.30 |
| Calmar ratioReturn relative to maximum drawdown | 4.01 | 1.78 | +2.22 |
| Martin ratioReturn relative to average drawdown | 14.45 | 6.15 | +8.30 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XSXG.L | IUMS.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.77 | 1.20 | +1.57 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.35 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.27 | 0.45 | +0.81 |
Drawdowns
XSXG.L vs. IUMS.L - Drawdown Comparison
The maximum XSXG.L drawdown since its inception was -21.10%, smaller than the maximum IUMS.L drawdown of -28.94%. Use the drawdown chart below to compare losses from any high point for XSXG.L and IUMS.L.
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Drawdown Indicators
| XSXG.L | IUMS.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.10% | -28.94% | +7.84% |
Max Drawdown (1Y)Largest decline over 1 year | -7.27% | -10.82% | +3.55% |
Max Drawdown (3Y)Largest decline over 3 years | -21.10% | -21.83% | +0.73% |
Max Drawdown (5Y)Largest decline over 5 years | — | -21.83% | — |
Current DrawdownCurrent decline from peak | -0.22% | -2.96% | +2.74% |
Average DrawdownAverage peak-to-trough decline | -3.44% | -5.57% | +2.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.02% | 3.15% | -1.13% |
Volatility
XSXG.L vs. IUMS.L - Volatility Comparison
The current volatility for Xtrackers S&P 500 Swap UCITS ETF 1D (XSXG.L) is 2.62%, while iShares S&P 500 Materials Sector UCITS ETF USD (Acc) (IUMS.L) has a volatility of 5.73%. This indicates that XSXG.L experiences smaller price fluctuations and is considered to be less risky than IUMS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XSXG.L | IUMS.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.62% | 5.73% | -3.11% |
Volatility (6M)Calculated over the trailing 6-month period | 7.18% | 13.27% | -6.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.52% | 16.08% | -5.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.91% | 17.42% | -3.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.91% | 19.28% | -5.37% |
XSXG.L vs. IUMS.L - Expense Ratio Comparison
XSXG.L has a 0.07% expense ratio, which is lower than IUMS.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
XSXG.L vs. IUMS.L - Dividend Comparison
XSXG.L's dividend yield for the trailing twelve months is around 0.82%, while IUMS.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
IUMS.L iShares S&P 500 Materials Sector UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XSXG.L Xtrackers S&P 500 Swap UCITS ETF 1D | 0.82% | 0.92% | 1.11% | 1.30% | 0.38% |
Frequently Asked Questions
XSXG.L and IUMS.L have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XSXG.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XSXG.L is cheaper with a 0.07% expense ratio, compared with 0.15% for IUMS.L.
XSXG.L tracks S&P 500 Index, while IUMS.L tracks S&P 500 Capped 35/20 Materials Index NTR. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.07% for XSXG.L and 0.15% for IUMS.L.
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