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Issuer
iShares
Inception Date
Apr 27, 2000
Leveraged
1x (No leverage)
Index Tracked
iShares Core FTSE 100 UCITS ETF USD Hedged (Acc)
Distribution Policy
Accumulating
Asset Class
Equity

Share Price Chart


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Performance

ISFD.L Performance Chart

iShares Core FTSE 100 UCITS ETF USD Hedged (Acc) (ISFD.L) is up 7.5% since the beginning of the year. ISFD.L is currently trading at $10 per share. Investors who bought $1,000 worth of ISFD.L shares 5 years ago would now be looking at an investment worth $1,825.


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S&P 500 Index

Returns By Period

iShares Core FTSE 100 UCITS ETF USD Hedged (Acc) (ISFD.L) has returned 7.54% so far this year and 20.88% over the past 12 months.


iShares Core FTSE 100 UCITS ETF USD Hedged (Acc)

1D
-0.30%
1M
0.90%
6M
4.87%
YTD
7.54%
1Y
20.88%
3Y*
16.48%
5Y*
12.79%
10Y*

Benchmark (S&P 500 Index)

1D
0.38%
1M
0.24%
6M
9.32%
YTD
10.62%
1Y
21.28%
3Y*
18.90%
5Y*
11.84%
10Y*
13.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ISFD.L Monthly Returns History

Based on dividend-adjusted daily data since Oct 19, 2017, ISFD.L's average daily return is +0.04%, while the average monthly return is +0.73%. At this rate, an investment would double in approximately 7.9 years.

Historically, 65% of months were positive and 35% were negative. The best month was Nov 2020 with a return of +13.0%, while the worst month was Mar 2020 at -14.0%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, ISFD.L closed higher 52% of trading days. The best single day was Mar 24, 2020 with a return of +7.6%, while the worst single day was Mar 12, 2020 at -10.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20263.08%7.11%-6.25%2.26%0.50%1.00%0.10%7.54%
20256.15%1.89%-1.98%-0.25%4.05%0.12%4.00%1.28%1.50%4.43%0.22%2.17%25.94%
2024-1.32%0.59%4.72%2.68%2.06%-1.08%2.45%1.19%-1.70%-1.47%2.44%-1.19%9.52%
20234.51%1.50%-2.38%3.48%-4.71%1.54%2.45%-2.69%2.61%-3.89%2.49%3.80%8.45%
20221.11%0.72%1.31%0.88%0.97%-5.59%3.82%-0.96%-4.37%2.60%7.39%-1.47%5.93%
2021-1.38%1.74%4.21%3.91%1.09%0.40%-0.04%2.15%-0.18%2.13%-2.13%4.53%17.43%

Benchmark Metrics

iShares Core FTSE 100 UCITS ETF USD Hedged (Acc) has an annualized alpha of 3.33%, beta of 0.40, and R2 of 0.23 versus S&P 500 Index. Calculated based on daily prices since October 19, 2017.

  • This ETF participated in 51.82% of S&P 500 Index downside but only 46.87% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.40 may look defensive, but with R2 of 0.23 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.23 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
3.33%
Beta
0.40
0.23
Upside Capture
46.87%
Downside Capture
51.82%

Expense Ratio

ISFD.L has an expense ratio of 0.20%, which is considered low.


Return for Risk

Risk / Return Rank

ISFD.L ranks 66 for risk / return — better than 66% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


ISFD.L Risk / Return Rank: 6666
Overall Rank
ISFD.L Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
ISFD.L Sortino Ratio Rank: 7272
Sortino Ratio Rank
ISFD.L Omega Ratio Rank: 7474
Omega Ratio Rank
ISFD.L Calmar Ratio Rank: 5858
Calmar Ratio Rank
ISFD.L Martin Ratio Rank: 5454
Martin Ratio Rank
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for iShares Core FTSE 100 UCITS ETF USD Hedged (Acc) (ISFD.L) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ISFD.LBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.15

Sortino ratioReturn per unit of downside risk

+0.26

Omega ratioGain probability vs. loss probability

1.35

1.31

+0.04

Calmar ratioReturn relative to maximum drawdown

2.35

2.35

0.00

Martin ratioReturn relative to average drawdown

7.41

10.19

-2.78

Dividends

Dividend History


iShares Core FTSE 100 UCITS ETF USD Hedged (Acc) doesn't pay dividends

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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the iShares Core FTSE 100 UCITS ETF USD Hedged (Acc). 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 iShares Core FTSE 100 UCITS ETF USD Hedged (Acc) was 33.97%, occurring on Mar 23, 2020. Recovery took 396 trading sessions.

The current iShares Core FTSE 100 UCITS ETF USD Hedged (Acc) drawdown is 2.60%.


Drawdown

Fall

Recovery

Underwater

Related event

-33.97%Mar 2020
2mo 3d1y 6mo
1y 8moJan 2020 - Oct 2021
COVID crash2020
-13.59%Dec 2018
7mo 8d3mo 27d
11mo 5dMay 2018 - Apr 2019
Rate-hike selloffLate 2018
-12.64%Apr 2025
1mo 4d1mo 13d
2mo 17dMar 2025 - May 2025
2025 selloff2025
-10.35%Mar 2018
2mo 9d1mo 14d
3mo 23dJan 2018 - May 2018
-8.85%Mar 2026
18d
4mo 16dMar 2026 - now

Drawdown Indicators


ISFD.LBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-33.97%

-56.78%

+22.81%

Max Drawdown (1Y)

Largest decline over 1 year

-8.85%

-9.10%

+0.25%

Max Drawdown (3Y)

Largest decline over 3 years

-12.64%

-18.90%

+6.26%

Max Drawdown (5Y)

Largest decline over 5 years

-12.64%

-25.43%

+12.79%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-2.60%

-0.49%

-2.11%

Average Drawdown

Average peak-to-trough decline

-4.60%

-10.70%

+6.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.81%

2.09%

+0.72%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with ISFD.L

Add iShares Core FTSE 100 UCITS ETF USD Hedged (Acc) to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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