ISF VUSA
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
ISF.L iShares Core FTSE 100 UCITS ETF (Dist) | Europe Equities | 20% |
VUSA.L Vanguard S&P 500 UCITS ETF | Large Cap Blend Equities | 80% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in ISF VUSA, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly
The earliest data available for this chart is May 23, 2012, corresponding to the inception date of VUSA.L
Returns By Period
As of Nov 13, 2024, the ISF VUSA returned 22.45% Year-To-Date and 11.59% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.45% | 2.91% | 14.05% | 35.64% | 14.13% | 11.39% |
| ISF VUSA | 22.45% | 1.63% | 11.49% | 32.94% | 13.94% | 11.59% |
| Portfolio components: | ||||||
ISF.L iShares Core FTSE 100 UCITS ETF (Dist) | 7.24% | -4.87% | -1.79% | 16.27% | 5.27% | 3.59% |
VUSA.L Vanguard S&P 500 UCITS ETF | 26.33% | 3.19% | 14.94% | 37.18% | 15.98% | 13.53% |
Monthly Returns
The table below presents the monthly returns of ISF VUSA, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 1.26% | 3.33% | 3.83% | -2.32% | 3.25% | 4.14% | 1.38% | 1.53% | 1.69% | -0.58% | 22.45% | ||
| 2023 | 5.49% | -1.95% | 2.66% | 2.67% | -0.46% | 5.78% | 3.27% | -1.54% | -3.93% | -3.17% | 8.22% | 5.41% | 23.86% |
| 2022 | -5.08% | -1.52% | 3.82% | -6.94% | -1.70% | -7.98% | 7.16% | -3.25% | -7.80% | 5.50% | 5.30% | -3.05% | -15.88% |
| 2021 | -0.30% | 3.05% | 3.83% | 4.96% | 1.43% | 1.33% | 2.06% | 2.66% | -3.55% | 5.44% | -0.67% | 4.56% | 27.36% |
| 2020 | -0.68% | -9.94% | -10.89% | 9.60% | 3.17% | 2.40% | 4.16% | 7.46% | -3.48% | -3.48% | 11.27% | 4.74% | 12.16% |
| 2019 | 7.37% | 3.60% | 1.76% | 3.49% | -5.43% | 5.70% | 1.54% | -3.04% | 2.82% | 2.22% | 3.52% | 3.61% | 29.97% |
| 2018 | 4.33% | -3.65% | -2.87% | 2.44% | 1.26% | 0.70% | 2.50% | 1.42% | 1.07% | -6.71% | 0.27% | -7.20% | -7.00% |
| 2017 | 0.89% | 3.48% | 1.24% | 0.88% | 1.63% | 0.71% | 2.15% | 0.03% | 1.92% | 2.34% | 2.30% | 2.76% | 22.28% |
| 2016 | -5.79% | 1.07% | 5.59% | 0.43% | 1.36% | -0.36% | 3.57% | 0.54% | 0.04% | -1.85% | 3.08% | 2.59% | 10.26% |
| 2015 | -2.79% | 5.17% | -2.10% | 2.26% | 0.60% | -2.20% | 2.44% | -5.70% | -3.85% | 8.65% | -0.18% | -1.99% | -0.57% |
| 2014 | -3.19% | 5.08% | -0.05% | 1.22% | 2.06% | 2.40% | -1.01% | 2.63% | -1.45% | 0.81% | 2.77% | 0.11% | 11.68% |
| 2013 | 6.58% | 0.69% | 3.22% | 1.71% | 3.87% | -2.98% | 5.48% | -2.72% | 3.57% | 4.52% | 2.54% | 2.23% | 32.18% |
Expense Ratio
ISF VUSA has an expense ratio of 0.07%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of ISF VUSA is 76, placing it in the top 24% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. 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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
ISF.L iShares Core FTSE 100 UCITS ETF (Dist) | 1.17 | 1.69 | 1.20 | 1.81 | 6.49 |
VUSA.L Vanguard S&P 500 UCITS ETF | 3.11 | 4.26 | 1.59 | 4.54 | 19.45 |
Dividends
Dividend yield
ISF VUSA provided a 1.37% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.37% | 1.77% | 1.87% | 1.59% | 1.79% | 2.08% | 2.25% | 2.08% | 2.00% | 2.21% | 1.88% | 1.96% |
| Portfolio components: | ||||||||||||
ISF.L iShares Core FTSE 100 UCITS ETF (Dist) | 3.89% | 3.86% | 3.75% | 3.76% | 3.11% | 4.47% | 4.44% | 3.96% | 3.79% | 4.12% | 3.41% | 3.29% |
VUSA.L Vanguard S&P 500 UCITS ETF | 0.74% | 1.25% | 1.41% | 1.05% | 1.46% | 1.48% | 1.70% | 1.60% | 1.55% | 1.73% | 1.50% | 1.62% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the ISF VUSA. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the ISF VUSA was 34.66%, occurring on Mar 23, 2020. Recovery took 110 trading sessions.
The current ISF VUSA drawdown is 0.66%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.66% | Feb 18, 2020 | 25 | Mar 23, 2020 | 110 | Aug 28, 2020 | 135 |
| -24.44% | Jan 5, 2022 | 193 | Oct 11, 2022 | 296 | Dec 12, 2023 | 489 |
| -16.42% | Sep 24, 2018 | 66 | Dec 24, 2018 | 71 | Apr 5, 2019 | 137 |
| -15.55% | Jun 23, 2015 | 164 | Feb 11, 2016 | 106 | Jul 14, 2016 | 270 |
| -9.41% | Jan 30, 2018 | 9 | Feb 9, 2018 | 137 | Aug 28, 2018 | 146 |
Volatility
Volatility Chart
The current ISF VUSA volatility is 2.99%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.
Diversification
Asset Correlations Table
| ISF.L | VUSA.L | |
|---|---|---|
| ISF.L | 1.00 | 0.70 |
| VUSA.L | 0.70 | 1.00 |