PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
EMG.L vs. ISF.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

EMG.L vs. ISF.L

Last updated Jun 5, 2026

EMG.L (Man Group plc) is a stock, while ISF.L (iShares Core FTSE 100 UCITS ETF (Dist)) is Europe Equities fund tracking the FTSE AllSh TR GBP. Over the past 10 years, EMG.L returned 14.40%/yr vs 9.12%/yr for ISF.L. At a 0.50 correlation, their price movements are largely independent.

Performance

EMG.L vs. ISF.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Man Group plc (EMG.L) and iShares Core FTSE 100 UCITS ETF (Dist) (ISF.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, EMG.L achieves a 33.12% return, which is significantly higher than ISF.L's 6.13% return. Over the past 10 years, EMG.L has outperformed ISF.L with an annualized return of 14.40%, while ISF.L has yielded a comparatively lower 9.12% annualized return.

EMG.L

1D
2.72%
1M
14.35%
YTD
33.12%
6M
45.59%
1Y
79.01%
3Y*
17.06%
5Y*
17.20%
10Y*
14.40%

ISF.L

1D
0.26%
1M
1.75%
YTD
6.13%
6M
8.49%
1Y
21.32%
3Y*
14.88%
5Y*
11.88%
10Y*
9.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EMG.L vs. ISF.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
EMG.L
Man Group plc		33.12%15.64%-2.97%15.39%-1.55%72.22%-7.02%25.52%-32.33%83.45%
ISF.L
iShares Core FTSE 100 UCITS ETF (Dist)		6.13%25.97%9.28%7.81%4.83%17.68%-11.67%17.11%-8.96%13.10%

Correlation

The correlation between EMG.L and ISF.L is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.39

Correlation (3Y)
Calculated over the trailing 3-year period

0.45

Correlation (5Y)
Calculated over the trailing 5-year period

0.49

Correlation (10Y)
Calculated over the trailing 10-year period

0.50

Correlation (All Time)
Calculated using the full available price history since May 3, 2000

0.50

The correlation between EMG.L and ISF.L shifts across timeframes, from 0.39 (1 year) to 0.50 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Man Group plc

iShares Core FTSE 100 UCITS ETF (Dist)

Often compared with EMG.L:
EMG.L vs. LGEN.LEMG.L vs. MNG.LEMG.L vs. ASHM.LEMG.L vs. ABDN.LEMG.L vs. KKREMG.L vs. JHGEMG.L vs. BRK-B
Often compared with ISF.L:
ISF.L vs. VUKE.LISF.L vs. HUKX.LISF.L vs. UKDV.LISF.L vs. XDAX.LISF.L vs. VUSA.ASISF.L vs. VOOISF.L vs. FEUI.L

Return for Risk

EMG.L vs. ISF.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
EMG.L
EMG.L Risk / Return Rank: 9292
Overall Rank
EMG.L Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
EMG.L Sortino Ratio Rank: 9292
Sortino Ratio Rank
EMG.L Omega Ratio Rank: 9191
Omega Ratio Rank
EMG.L Calmar Ratio Rank: 9393
Calmar Ratio Rank
EMG.L Martin Ratio Rank: 9292
Martin Ratio Rank
ISF.L
ISF.L Risk / Return Rank: 5656
Overall Rank
ISF.L Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
ISF.L Sortino Ratio Rank: 6060
Sortino Ratio Rank
ISF.L Omega Ratio Rank: 6262
Omega Ratio Rank
ISF.L Calmar Ratio Rank: 5050
Calmar Ratio Rank
ISF.L Martin Ratio Rank: 4949
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.

EMG.L vs. ISF.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Man Group plc (EMG.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.

EMG.LISF.LDifference
Sharpe ratioReturn per unit of total volatility
2.76
1.98

+0.78

Sortino ratioReturn per unit of downside risk
3.51
2.78

+0.73

Omega ratioGain probability vs. loss probability

1.46

1.37

+0.08

Calmar ratioReturn relative to maximum drawdown

5.85

2.41

+3.44

Martin ratioReturn relative to average drawdown

14.34

8.18

+6.16

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EMG.L vs. ISF.L - Sharpe Ratio Comparison

The current EMG.L Sharpe Ratio is 2.76, which is higher than the ISF.L Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of EMG.L and ISF.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.

Loading charts...

Sharpe Ratios by Period

EMG.LISF.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.76

1.98

+0.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

0.95

-0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.61

-0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.16

+0.22

Drawdowns

EMG.L vs. ISF.L - Drawdown Comparison

The maximum EMG.L drawdown since its inception was -85.43%, which is greater than ISF.L's maximum drawdown of -68.24%. Use the drawdown chart below to compare losses from any high point for EMG.L and ISF.L.

Loading charts...

Drawdown Indicators

EMG.LISF.LDifference

Max Drawdown

Largest peak-to-trough decline

-85.43%

-68.24%

-17.19%

Max Drawdown (1Y)

Largest decline over 1 year

-13.44%

-8.82%

-4.62%

Max Drawdown (3Y)

Largest decline over 3 years

-37.90%

-12.69%

-25.21%

Max Drawdown (5Y)

Largest decline over 5 years

-37.90%

-12.69%

-25.21%

Max Drawdown (10Y)

Largest decline over 10 years

-50.75%

-34.13%

-16.62%

Current Drawdown

Current decline from peak

0.00%

-3.90%

+3.90%

Average Drawdown

Average peak-to-trough decline

-28.93%

-21.87%

-7.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.49%

2.60%

+2.89%

Volatility

EMG.L vs. ISF.L - Volatility Comparison

Man Group plc (EMG.L) has a higher volatility of 7.75% compared to iShares Core FTSE 100 UCITS ETF (Dist) (ISF.L) at 3.85%. This indicates that EMG.L's price experiences larger fluctuations and is considered to be riskier than ISF.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

EMG.LISF.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.75%

3.85%

+3.90%

Volatility (6M)

Calculated over the trailing 6-month period

22.12%

9.31%

+12.81%

Volatility (1Y)

Calculated over the trailing 1-year period

28.53%

10.73%

+17.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.43%

12.56%

+16.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.67%

14.84%

+14.83%

Dividends

EMG.L vs. ISF.L - Dividend Comparison

EMG.L's dividend yield for the trailing twelve months is around 4.30%, more than ISF.L's 2.86% yield.

PositionTTM20252024202320222021202020192018201720162015
EMG.L
Man Group plc		4.30%5.65%5.97%5.37%5.35%3.59%5.65%5.02%6.81%3.58%5.77%4.23%
ISF.L
iShares Core FTSE 100 UCITS ETF (Dist)		2.86%3.01%3.71%3.86%3.75%3.76%3.11%4.47%4.44%3.96%3.79%4.12%

Frequently Asked Questions

EMG.L and ISF.L have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for EMG.L and ISF.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer