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IDNA.L vs. USFM.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IDNA.L vs. USFM.L

Last updated Jul 22, 2026
Documentation

IDNA.L (iShares MSCI North America UCITS ETF USD (Dist)) and USFM.L (UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) A-dis) are both Large Cap Blend Equities funds - IDNA.L tracks the MSCI North America Index (USD) while USFM.L tracks the Russell 1000 TR USD. Both are passively managed. Over the past 5 years, IDNA.L returned 11.96%/yr vs 10.55%/yr for USFM.L. Their correlation of 0.87 suggests significant overlap in exposure. IDNA.L charges 0.40%/yr vs 0.25%/yr for USFM.L.

Performance

IDNA.L vs. USFM.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI North America UCITS ETF USD (Dist) (IDNA.L) and UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) A-dis (USFM.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IDNA.L is traded in USD, while USFM.L is traded in GBp. To make them comparable, the USFM.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, IDNA.L achieves a 9.13% return, which is significantly lower than USFM.L's 13.51% return.

IDNA.L

1D
0.19%
1M
0.34%
6M
9.46%
YTD
9.13%
1Y
19.18%
3Y*
19.16%
5Y*
11.96%
10Y*
14.22%
ALL TIME*
9.84%

USFM.L

1D
0.34%
1M
0.51%
6M
11.50%
YTD
13.51%
1Y
21.81%
3Y*
17.10%
5Y*
10.55%
10Y*
—
ALL TIME*
9.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IDNA.L vs. USFM.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IDNA.L
iShares MSCI North America UCITS ETF USD (Dist)		9.13%17.55%24.50%26.38%-19.84%27.07%19.54%30.25%-6.70%13.39%
USFM.L
UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) A-dis		13.51%13.71%18.11%16.30%-13.56%24.98%14.18%30.60%-6.02%-11.22%

Correlation

The correlation between IDNA.L and USFM.L is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

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

0.76

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

0.81

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

0.85

Correlation (All Time)
Calculated using the full available price history since Apr 27, 2017

0.87

The correlation between IDNA.L and USFM.L shifts across timeframes, from 0.76 (1 year) to 0.87 (all time), reflecting how their relationship changes across market environments.

IDNA.L vs. USFM.L - Sectors Allocation Comparison

Sectors
IDNA.L
USFM.L

Technology

36.2%
21.4%

Financial Services

13.3%
17.8%

Communication Services

9.8%
5.6%

Consumer Cyclical

9.3%
6.1%

Industrials

8.6%
13.1%

Healthcare

8.6%
13.5%

Consumer Defensive

4.4%
7.8%

Energy

3.9%
5.3%

Basic Materials

2.2%
2.7%

Utilities

2.1%
3.9%

Real Estate

1.7%
2.9%

Technology

IDNA.L
36.2%
USFM.L
21.4%

Financial Services

IDNA.L
13.3%
USFM.L
17.8%

Communication Services

IDNA.L
9.8%
USFM.L
5.6%

Consumer Cyclical

IDNA.L
9.3%
USFM.L
6.1%

Industrials

IDNA.L
8.6%
USFM.L
13.1%

Healthcare

IDNA.L
8.6%
USFM.L
13.5%

Consumer Defensive

IDNA.L
4.4%
USFM.L
7.8%

Energy

IDNA.L
3.9%
USFM.L
5.3%

Basic Materials

IDNA.L
2.2%
USFM.L
2.7%

Utilities

IDNA.L
2.1%
USFM.L
3.9%

Real Estate

IDNA.L
1.7%
USFM.L
2.9%

Compare stocks, funds, or ETFs

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iShares MSCI North America UCITS ETF USD (Dist)

UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) A-dis

Often compared with IDNA.L:
IDNA.L vs. CSP1.LIDNA.L vs. EIMI.LIDNA.L vs. IUIT.LIDNA.L vs. FLXK.LIDNA.L vs. G500.LIDNA.L vs. IITU.LIDNA.L vs. QUID.L
Often compared with USFM.L:
USFM.L vs. SMGB.LUSFM.L vs. HIUS.LUSFM.L vs. UC04.LUSFM.L vs. CAPS.LUSFM.L vs. UC95.LUSFM.L vs. UDVD.LUSFM.L vs. XMVU.L

Return for Risk

IDNA.L vs. USFM.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IDNA.L
IDNA.L Risk / Return Rank: 6464
Overall Rank
IDNA.L Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
IDNA.L Sortino Ratio Rank: 6868
Sortino Ratio Rank
IDNA.L Omega Ratio Rank: 6161
Omega Ratio Rank
IDNA.L Calmar Ratio Rank: 6161
Calmar Ratio Rank
IDNA.L Martin Ratio Rank: 6969
Martin Ratio Rank
USFM.L
USFM.L Risk / Return Rank: 8989
Overall Rank
USFM.L Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
USFM.L Sortino Ratio Rank: 8989
Sortino Ratio Rank
USFM.L Omega Ratio Rank: 8888
Omega Ratio Rank
USFM.L Calmar Ratio Rank: 9090
Calmar Ratio Rank
USFM.L Martin Ratio Rank: 8888
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.

IDNA.L vs. USFM.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI North America UCITS ETF USD (Dist) (IDNA.L) and UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) A-dis (USFM.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.

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.

IDNA.LUSFM.LDifference
Sharpe ratioReturn per unit of total volatility
1.58
2.15

-0.56

Sortino ratioReturn per unit of downside risk
2.37
3.28

-0.90

Omega ratioGain probability vs. loss probability

1.29

1.38

-0.09

Calmar ratioReturn relative to maximum drawdown

2.29

3.12

-0.83

Martin ratioReturn relative to average drawdown

9.24

12.95

-3.71

IDNA.L vs. USFM.L - Sharpe Ratio Comparison

The current IDNA.L Sharpe Ratio is 1.58, which is comparable to the USFM.L Sharpe Ratio of 2.15. The chart below compares the historical Sharpe Ratios of IDNA.L and USFM.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.

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Drawdowns

IDNA.L vs. USFM.L - Drawdown Comparison

The maximum IDNA.L drawdown since its inception was -56.08%, which is greater than USFM.L's maximum drawdown of -35.45%. Use the drawdown chart below to compare losses from any high point for IDNA.L and USFM.L.

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Drawdown Indicators

IDNA.LUSFM.LDifference

Max Drawdown

Largest peak-to-trough decline

-56.08%

-35.45%

-20.63%

Max Drawdown (1Y)

Largest decline over 1 year

-8.35%

-6.96%

-1.39%

Max Drawdown (3Y)

Largest decline over 3 years

-18.54%

-16.05%

-2.49%

Max Drawdown (5Y)

Largest decline over 5 years

-25.10%

-22.40%

-2.70%

Max Drawdown (10Y)

Largest decline over 10 years

-34.62%

—

—

Current Drawdown

Current decline from peak

-1.32%

-1.13%

-0.19%

Average Drawdown

Average peak-to-trough decline

-8.94%

-6.53%

-2.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.07%

1.68%

+0.39%

Volatility

IDNA.L vs. USFM.L - Volatility Comparison

iShares MSCI North America UCITS ETF USD (Dist) (IDNA.L) has a higher volatility of 3.08% compared to UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) A-dis (USFM.L) at 2.47%. This indicates that IDNA.L's price experiences larger fluctuations and is considered to be riskier than USFM.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IDNA.LUSFM.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.08%

2.47%

+0.61%

Volatility (6M)

Calculated over the trailing 6-month period

9.23%

7.68%

+1.55%

Volatility (1Y)

Calculated over the trailing 1-year period

12.08%

10.13%

+1.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.14%

14.40%

+1.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.21%

17.81%

-1.60%

IDNA.L vs. USFM.L - Expense Ratio Comparison

IDNA.L has a 0.40% expense ratio, which is higher than USFM.L's 0.25% expense ratio.

Dividends

IDNA.L vs. USFM.L - Dividend Comparison

IDNA.L's dividend yield for the trailing twelve months is around 0.60%, less than USFM.L's 1.05% yield.

PositionTTM20252024202320222021202020192018201720162015
IDNA.L
iShares MSCI North America UCITS ETF USD (Dist)		0.60%0.66%0.77%0.96%1.13%0.76%1.03%1.23%1.45%1.27%1.42%1.56%
USFM.L
UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) A-dis		1.05%1.20%1.14%1.37%1.22%1.01%1.34%1.30%1.37%0.30%0.00%0.00%

Frequently Asked Questions

IDNA.L and USFM.L have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, USFM.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

USFM.L is cheaper with a 0.25% expense ratio, compared with 0.40% for IDNA.L.

IDNA.L tracks MSCI North America Index (USD), while USFM.L tracks Russell 1000 TR USD. They also come from different issuers: iShares and UBS. Their fees differ too: 0.40% for IDNA.L and 0.25% for USFM.L.

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