CSUK.L vs. ISF.L
Compare and contrast key facts about iShares MSCI UK UCITS ETF (Acc) (CSUK.L) and iShares Core FTSE 100 UCITS ETF (Dist) (ISF.L).
CSUK.L and ISF.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CSUK.L is a passively managed fund by iShares that tracks the performance of the FTSE AllSh TR GBP. It was launched on Jan 12, 2010. ISF.L is a passively managed fund by iShares that tracks the performance of the FTSE AllSh TR GBP. It was launched on Apr 27, 2000. Both CSUK.L and ISF.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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CSUK.L or ISF.L.
Key characteristics
| CSUK.L | ISF.L | |
|---|---|---|
| YTD Return | 7.29% | 7.71% |
| 1Y Return | 11.43% | 12.11% |
| 3Y Return (Ann) | 7.84% | 7.39% |
| 5Y Return (Ann) | 5.34% | 5.43% |
| 10Y Return (Ann) | 5.44% | 5.86% |
| Sharpe Ratio | 1.34 | 1.42 |
| Sortino Ratio | 1.98 | 2.09 |
| Omega Ratio | 1.24 | 1.25 |
| Calmar Ratio | 2.61 | 2.87 |
| Martin Ratio | 7.61 | 8.23 |
| Ulcer Index | 1.70% | 1.65% |
| Daily Std Dev | 9.81% | 9.70% |
| Max Drawdown | -34.55% | -68.40% |
| Current Drawdown | -3.83% | -3.44% |
Correlation
The correlation between CSUK.L and ISF.L is 0.90, 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.
Performance
CSUK.L vs. ISF.L - Performance Comparison
In the year-to-date period, CSUK.L achieves a 7.29% return, which is significantly lower than ISF.L's 7.71% return. Over the past 10 years, CSUK.L has underperformed ISF.L with an annualized return of 5.44%, while ISF.L has yielded a comparatively higher 5.86% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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CSUK.L vs. ISF.L - Expense Ratio Comparison
CSUK.L has a 0.33% expense ratio, which is higher than ISF.L's 0.07% expense ratio.
Risk-Adjusted Performance
CSUK.L vs. ISF.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI UK UCITS ETF (Acc) (CSUK.L) and iShares Core FTSE 100 UCITS ETF (Dist) (ISF.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.
Dividends
CSUK.L vs. ISF.L - Dividend Comparison
CSUK.L has not paid dividends to shareholders, while ISF.L's dividend yield for the trailing twelve months is around 3.87%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CSUK.L iShares MSCI UK UCITS ETF (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ISF.L iShares Core FTSE 100 UCITS ETF (Dist) | 3.87% | 3.86% | 3.75% | 3.76% | 3.11% | 4.47% | 4.44% | 3.96% | 3.79% | 4.12% | 3.41% | 3.29% |
Drawdowns
CSUK.L vs. ISF.L - Drawdown Comparison
The maximum CSUK.L drawdown since its inception was -34.55%, smaller than the maximum ISF.L drawdown of -68.40%. Use the drawdown chart below to compare losses from any high point for CSUK.L and ISF.L. For additional features, visit the drawdowns tool.
Volatility
CSUK.L vs. ISF.L - Volatility Comparison
iShares MSCI UK UCITS ETF (Acc) (CSUK.L) and iShares Core FTSE 100 UCITS ETF (Dist) (ISF.L) have volatilities of 3.69% and 3.55%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.