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IFSU.L vs. UC95.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IFSU.L vs. UC95.L

Last updated Jul 16, 2026
Documentation

IFSU.L (iShares Edge MSCI USA Multifactor UCITS) and UC95.L (UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis) are both Large Cap Blend Equities funds tracking the Russell 1000 TR USD, from iShares and UBS respectively. Both are passively managed. Over the past 10 years, IFSU.L returned 12.55%/yr vs 9.28%/yr for UC95.L. A 0.61 correlation means they provide meaningful diversification when combined. IFSU.L charges 0.35%/yr vs 0.25%/yr for UC95.L.

Performance

IFSU.L vs. UC95.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Edge MSCI USA Multifactor UCITS (IFSU.L) and UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis (UC95.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IFSU.L is traded in USD, while UC95.L is traded in GBp. To make them comparable, the UC95.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, IFSU.L achieves a 12.81% return, which is significantly higher than UC95.L's 4.40% return. Over the past 10 years, IFSU.L has outperformed UC95.L with an annualized return of 12.55%, while UC95.L has yielded a comparatively lower 9.28% annualized return.

IFSU.L

1D
0.06%
1M
0.93%
6M
13.47%
YTD
12.81%
1Y
24.39%
3Y*
19.62%
5Y*
11.84%
10Y*
12.55%

UC95.L

1D
0.27%
1M
2.37%
6M
3.53%
YTD
4.40%
1Y
6.05%
3Y*
9.38%
5Y*
6.40%
10Y*
9.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IFSU.L vs. UC95.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IFSU.L
iShares Edge MSCI USA Multifactor UCITS		12.81%17.93%22.52%17.74%-16.26%25.25%10.40%25.28%-10.77%20.67%
UC95.L
UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis		4.40%6.66%13.53%5.71%-6.94%24.94%3.78%30.17%-1.64%15.82%

Correlation

The correlation between IFSU.L and UC95.L is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

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

-0.01

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

0.26

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

0.50

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

0.59

Correlation (All Time)
Calculated using the full available price history since Sep 23, 2015

0.61

The correlation between IFSU.L and UC95.L shifts across timeframes, from -0.01 (1 year) to 0.61 (all time), reflecting how their relationship changes across market environments.

IFSU.L vs. UC95.L - Sectors Allocation Comparison

Sectors
IFSU.L
UC95.L

Technology

40.0%
5.1%

Communication Services

11.8%
2.6%

Financial Services

11.5%
17.5%

Consumer Cyclical

10.7%
8.3%

Healthcare

8.7%
8.5%

Industrials

5.0%
13.3%

Consumer Defensive

4.1%
12.7%

Energy

3.7%
1.5%

Utilities

1.9%
19.9%

Basic Materials

1.5%
1.9%

Real Estate

1.2%
8.9%

Technology

IFSU.L
40.0%
UC95.L
5.1%

Communication Services

IFSU.L
11.8%
UC95.L
2.6%

Financial Services

IFSU.L
11.5%
UC95.L
17.5%

Consumer Cyclical

IFSU.L
10.7%
UC95.L
8.3%

Healthcare

IFSU.L
8.7%
UC95.L
8.5%

Industrials

IFSU.L
5.0%
UC95.L
13.3%

Consumer Defensive

IFSU.L
4.1%
UC95.L
12.7%

Energy

IFSU.L
3.7%
UC95.L
1.5%

Utilities

IFSU.L
1.9%
UC95.L
19.9%

Basic Materials

IFSU.L
1.5%
UC95.L
1.9%

Real Estate

IFSU.L
1.2%
UC95.L
8.9%

Compare stocks, funds, or ETFs

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

iShares Edge MSCI USA Multifactor UCITS

UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis

Often compared with IFSU.L:
IFSU.L vs. CSPX.LIFSU.L vs. IJSIFSU.L vs. SWDA.LIFSU.L vs. ZPRV.DEIFSU.L vs. AVLVIFSU.L vs. CSPX.ASIFSU.L vs. VTI
Often compared with UC95.L:
UC95.L vs. ISDU.LUC95.L vs. USFM.LUC95.L vs. CU2U.LUC95.L vs. FLXU.LUC95.L vs. XMUS.LUC95.L vs. XZMD.LUC95.L vs. DGRA.L

Return for Risk

IFSU.L vs. UC95.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IFSU.L
IFSU.L Risk / Return Rank: 7575
Overall Rank
IFSU.L Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
IFSU.L Sortino Ratio Rank: 7878
Sortino Ratio Rank
IFSU.L Omega Ratio Rank: 7070
Omega Ratio Rank
IFSU.L Calmar Ratio Rank: 7777
Calmar Ratio Rank
IFSU.L Martin Ratio Rank: 7878
Martin Ratio Rank
UC95.L
UC95.L Risk / Return Rank: 1717
Overall Rank
UC95.L Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
UC95.L Sortino Ratio Rank: 1717
Sortino Ratio Rank
UC95.L Omega Ratio Rank: 1515
Omega Ratio Rank
UC95.L Calmar Ratio Rank: 1717
Calmar Ratio Rank
UC95.L Martin Ratio Rank: 1717
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.

IFSU.L vs. UC95.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI USA Multifactor UCITS (IFSU.L) and UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis (UC95.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.

IFSU.LUC95.LDifference
Sharpe ratioReturn per unit of total volatility
1.88
0.63

+1.25

Sortino ratioReturn per unit of downside risk
2.80
0.92

+1.88

Omega ratioGain probability vs. loss probability

1.33

1.11

+0.22

Calmar ratioReturn relative to maximum drawdown

3.16

0.75

+2.41

Martin ratioReturn relative to average drawdown

11.66

1.70

+9.96

IFSU.L vs. UC95.L - Sharpe Ratio Comparison

The current IFSU.L Sharpe Ratio is 1.88, which is higher than the UC95.L Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of IFSU.L and UC95.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

IFSU.L vs. UC95.L - Drawdown Comparison

The maximum IFSU.L drawdown since its inception was -35.95%, roughly equal to the maximum UC95.L drawdown of -36.05%. Use the drawdown chart below to compare losses from any high point for IFSU.L and UC95.L.

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Drawdown Indicators

IFSU.LUC95.LDifference

Max Drawdown

Largest peak-to-trough decline

-35.95%

-36.05%

+0.10%

Max Drawdown (1Y)

Largest decline over 1 year

-7.69%

-8.00%

+0.31%

Max Drawdown (3Y)

Largest decline over 3 years

-18.35%

-10.18%

-8.17%

Max Drawdown (5Y)

Largest decline over 5 years

-22.85%

-17.29%

-5.56%

Max Drawdown (10Y)

Largest decline over 10 years

-35.95%

-36.05%

+0.10%

Current Drawdown

Current decline from peak

-0.17%

-2.79%

+2.62%

Average Drawdown

Average peak-to-trough decline

-4.81%

-3.68%

-1.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.09%

3.55%

-1.46%

Volatility

IFSU.L vs. UC95.L - Volatility Comparison

The current volatility for iShares Edge MSCI USA Multifactor UCITS (IFSU.L) is 2.87%, while UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis (UC95.L) has a volatility of 3.52%. This indicates that IFSU.L experiences smaller price fluctuations and is considered to be less risky than UC95.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IFSU.LUC95.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.87%

3.52%

-0.65%

Volatility (6M)

Calculated over the trailing 6-month period

9.60%

7.38%

+2.22%

Volatility (1Y)

Calculated over the trailing 1-year period

12.92%

9.61%

+3.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.44%

12.65%

+3.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.69%

14.07%

+2.62%

IFSU.L vs. UC95.L - Expense Ratio Comparison

IFSU.L has a 0.35% expense ratio, which is higher than UC95.L's 0.25% expense ratio.

Dividends

IFSU.L vs. UC95.L - Dividend Comparison

IFSU.L has not paid dividends to shareholders, while UC95.L's dividend yield for the trailing twelve months is around 1.81%.

PositionTTM2025202420232022202120202019201820172016
IFSU.L
iShares Edge MSCI USA Multifactor UCITS		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UC95.L
UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis		1.81%1.99%1.61%1.53%1.29%1.13%2.06%2.11%1.91%1.68%1.37%

Frequently Asked Questions

IFSU.L and UC95.L have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, UC95.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UC95.L is cheaper with a 0.25% expense ratio, compared with 0.35% for IFSU.L.

Both ETFs track Russell 1000 TR USD. They also come from different issuers: iShares and UBS. Their fees differ too: 0.35% for IFSU.L and 0.25% for UC95.L.

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