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IGUS.L vs. ISF.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IGUS.L vs. ISF.L

Last updated Jun 14, 2026

IGUS.L (iShares S&P 500 GBP Hedged UCITS ETF) and ISF.L (iShares Core FTSE 100 UCITS ETF (Dist)) are both exchange-traded funds - IGUS.L is a S&P 500 fund tracking the S&P 500 Index, while ISF.L is a Europe Equities fund tracking the FTSE AllSh TR GBP. Both are passively managed. Over the past 10 years, IGUS.L returned 13.52%/yr vs 9.81%/yr for ISF.L. A 0.68 correlation means they provide meaningful diversification when combined. IGUS.L charges 0.20%/yr vs 0.07%/yr for ISF.L.

Performance

IGUS.L vs. ISF.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares S&P 500 GBP Hedged UCITS ETF (IGUS.L) and iShares Core FTSE 100 UCITS ETF (Dist) (ISF.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IGUS.L achieves a 7.87% return, which is significantly higher than ISF.L's 7.07% return. Over the past 10 years, IGUS.L has outperformed ISF.L with an annualized return of 13.52%, while ISF.L has yielded a comparatively lower 9.81% annualized return.

IGUS.L

1D
2.06%
1M
-0.82%
YTD
7.87%
6M
9.06%
1Y
24.08%
3Y*
19.90%
5Y*
11.97%
10Y*
13.52%

ISF.L

1D
1.50%
1M
0.94%
YTD
7.07%
6M
10.11%
1Y
21.68%
3Y*
15.23%
5Y*
11.88%
10Y*
9.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)202520242023202220212020201920182017
IGUS.L
iShares S&P 500 GBP Hedged UCITS ETF		7.87%17.39%24.64%24.49%-20.60%28.57%14.63%27.27%-7.47%19.85%
ISF.L
iShares Core FTSE 100 UCITS ETF (Dist)		7.07%25.97%9.28%7.81%4.83%17.68%-11.67%17.11%-8.96%13.10%

Correlation

The correlation between IGUS.L and ISF.L is 0.51, 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

0.51

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

0.48

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

0.56

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

0.60

Correlation (All Time)
Calculated using the full available price history since Sep 30, 2010

0.68

The correlation between IGUS.L and ISF.L shifts across timeframes, from 0.48 (3 years) to 0.68 (all time), reflecting how their relationship changes across market environments.

IGUS.L vs. ISF.L - Sectors Allocation Comparison

Sectors
IGUS.L
ISF.L

Technology

35.6%
0.8%

Financial Services

11.8%
24.8%

Communication Services

11.2%
2.6%

Consumer Cyclical

10.2%
4.7%

Healthcare

8.5%
13.8%

Industrials

8.3%
13.8%

Consumer Defensive

4.9%
12.8%

Energy

3.5%
11.9%

Utilities

2.3%
5.3%

Real Estate

1.9%
0.9%

Basic Materials

1.8%
8.6%

Technology

IGUS.L
35.6%
ISF.L
0.8%

Financial Services

IGUS.L
11.8%
ISF.L
24.8%

Communication Services

IGUS.L
11.2%
ISF.L
2.6%

Consumer Cyclical

IGUS.L
10.2%
ISF.L
4.7%

Healthcare

IGUS.L
8.5%
ISF.L
13.8%

Industrials

IGUS.L
8.3%
ISF.L
13.8%

Consumer Defensive

IGUS.L
4.9%
ISF.L
12.8%

Energy

IGUS.L
3.5%
ISF.L
11.9%

Utilities

IGUS.L
2.3%
ISF.L
5.3%

Real Estate

IGUS.L
1.9%
ISF.L
0.9%

Basic Materials

IGUS.L
1.8%
ISF.L
8.6%

Compare stocks, funds, or ETFs

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

iShares S&P 500 GBP Hedged UCITS ETF

iShares Core FTSE 100 UCITS ETF (Dist)

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IGUS.L vs. VUAG.LIGUS.L vs. VUSA.LIGUS.L vs. CSP1.LIGUS.L vs. WENS.LIGUS.L vs. JPJP.LIGUS.L vs. SAEMXIGUS.L vs. GSPX.L
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

IGUS.L vs. ISF.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IGUS.L
IGUS.L Risk / Return Rank: 6969
Overall Rank
IGUS.L Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
IGUS.L Sortino Ratio Rank: 7373
Sortino Ratio Rank
IGUS.L Omega Ratio Rank: 6868
Omega Ratio Rank
IGUS.L Calmar Ratio Rank: 6363
Calmar Ratio Rank
IGUS.L Martin Ratio Rank: 7272
Martin Ratio Rank
ISF.L
ISF.L Risk / Return Rank: 6363
Overall Rank
ISF.L Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
ISF.L Sortino Ratio Rank: 6969
Sortino Ratio Rank
ISF.L Omega Ratio Rank: 7171
Omega Ratio Rank
ISF.L Calmar Ratio Rank: 5555
Calmar Ratio Rank
ISF.L Martin Ratio Rank: 5252
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 GBP Hedged UCITS ETF (IGUS.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.

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.

IGUS.LISF.LDifference
Sharpe ratioReturn per unit of total volatility
1.93
1.93

0.00

Sortino ratioReturn per unit of downside risk
2.85
2.72

+0.13

Omega ratioGain probability vs. loss probability

1.35

1.36

-0.01

Calmar ratioReturn relative to maximum drawdown

2.79

2.40

+0.39

Martin ratioReturn relative to average drawdown

11.79

7.89

+3.89

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

The current IGUS.L Sharpe Ratio is 1.93, which is comparable to the ISF.L Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of IGUS.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.

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Drawdowns

IGUS.L vs. ISF.L - Drawdown Comparison

The maximum IGUS.L drawdown since its inception was -36.66%, smaller than the maximum ISF.L drawdown of -45.00%. Use the drawdown chart below to compare losses from any high point for IGUS.L and ISF.L.

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Drawdown Indicators

IGUS.LISF.LDifference

Max Drawdown

Largest peak-to-trough decline

-36.66%

-45.00%

+8.34%

Max Drawdown (1Y)

Largest decline over 1 year

-8.44%

-8.82%

+0.38%

Max Drawdown (3Y)

Largest decline over 3 years

-18.98%

-12.69%

-6.29%

Max Drawdown (5Y)

Largest decline over 5 years

-25.66%

-12.69%

-12.97%

Max Drawdown (10Y)

Largest decline over 10 years

-36.66%

-34.13%

-2.53%

Current Drawdown

Current decline from peak

-2.23%

-3.05%

+0.82%

Average Drawdown

Average peak-to-trough decline

-4.12%

-6.45%

+2.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.00%

2.68%

-0.68%

Volatility

IGUS.L vs. ISF.L - Volatility Comparison

iShares S&P 500 GBP Hedged UCITS ETF (IGUS.L) has a higher volatility of 4.04% compared to iShares Core FTSE 100 UCITS ETF (Dist) (ISF.L) at 3.51%. This indicates that IGUS.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.

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Volatility by Period

IGUS.LISF.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.04%

3.51%

+0.53%

Volatility (6M)

Calculated over the trailing 6-month period

9.13%

9.53%

-0.40%

Volatility (1Y)

Calculated over the trailing 1-year period

12.18%

10.94%

+1.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.15%

12.59%

+3.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.60%

14.84%

+1.76%

IGUS.L vs. ISF.L - Expense Ratio Comparison

IGUS.L has a 0.20% expense ratio, which is higher than ISF.L's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

IGUS.L vs. ISF.L - Dividend Comparison

IGUS.L has not paid dividends to shareholders, while ISF.L's dividend yield for the trailing twelve months is around 1.71%.

PositionTTM20252024202320222021202020192018201720162015
IGUS.L
iShares S&P 500 GBP Hedged UCITS ETF		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)		1.71%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

IGUS.L and ISF.L have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ISF.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ISF.L is cheaper with a 0.07% expense ratio, compared with 0.20% for IGUS.L.

IGUS.L is categorized as S&P 500, while ISF.L is Europe Equities. IGUS.L tracks S&P 500 Index, while ISF.L tracks FTSE AllSh TR GBP. Their fees differ too: 0.20% for IGUS.L and 0.07% for ISF.L.

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