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

IJS vs. IFSU.L

Last updated Apr 5, 2026

Compare and contrast key facts about iShares S&P SmallCap 600 Value ETF (IJS) and iShares Edge MSCI USA Multifactor UCITS (IFSU.L).

IJS and IFSU.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IJS is a passively managed fund by iShares that tracks the performance of the S&P SmallCap 600/Citigroup Value Index. It was launched on Jul 24, 2000. IFSU.L is a passively managed fund by iShares that tracks the performance of the Russell 1000 TR USD. It was launched on Sep 4, 2015. Both IJS and IFSU.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.

Performance

IJS vs. IFSU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares S&P SmallCap 600 Value ETF (IJS) and iShares Edge MSCI USA Multifactor UCITS (IFSU.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, IJS achieves a 4.77% return, which is significantly higher than IFSU.L's -4.17% return. Over the past 10 years, IJS has underperformed IFSU.L with an annualized return of 9.52%, while IFSU.L has yielded a comparatively higher 10.93% annualized return.

IJS

1D
0.22%
1M
0.37%
YTD
4.77%
6M
6.54%
1Y
37.59%
3Y*
10.12%
5Y*
4.81%
10Y*
9.52%

IFSU.L

1D
-0.05%
1M
-2.93%
YTD
-4.17%
6M
-2.52%
1Y
27.17%
3Y*
15.75%
5Y*
9.32%
10Y*
10.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IJS vs. IFSU.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IJS
iShares S&P SmallCap 600 Value ETF		4.77%6.54%7.33%14.68%-11.34%30.53%2.63%24.11%-12.86%11.35%
IFSU.L
iShares Edge MSCI USA Multifactor UCITS		-4.17%17.91%22.52%17.74%-16.26%25.25%10.40%25.28%-11.02%21.01%

Correlation

The correlation between IJS and IFSU.L is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners. Combining low-correlation assets is one of the most reliable ways to reduce portfolio risk without sacrificing expected returns.

IJS vs. IFSU.L - Expense Ratio Comparison

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

IFSU.L
iShares Edge MSCI USA Multifactor UCITS
IJS
iShares S&P SmallCap 600 Value ETF

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 SmallCap 600 Value ETF

iShares Edge MSCI USA Multifactor UCITS

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Return for Risk

IJS vs. IFSU.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IJS
IJS Risk / Return Rank: 4747
Overall Rank
IJS Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
IJS Sortino Ratio Rank: 5050
Sortino Ratio Rank
IJS Omega Ratio Rank: 4545
Omega Ratio Rank
IJS Calmar Ratio Rank: 4545
Calmar Ratio Rank
IJS Martin Ratio Rank: 4545
Martin Ratio Rank
IFSU.L
IFSU.L Risk / Return Rank: 6363
Overall Rank
IFSU.L Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
IFSU.L Sortino Ratio Rank: 5454
Sortino Ratio Rank
IFSU.L Omega Ratio Rank: 5151
Omega Ratio Rank
IFSU.L Calmar Ratio Rank: 7878
Calmar Ratio Rank
IFSU.L Martin Ratio Rank: 8080
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares S&P SmallCap 600 Value ETF (IJS) and iShares Edge MSCI USA Multifactor UCITS (IFSU.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.

IJSIFSU.LDifference

Sharpe ratio

Return per unit of total volatility

0.93

1.00

-0.07

Sortino ratio

Return per unit of downside risk

1.43

1.50

-0.07

Omega ratio

Gain probability vs. loss probability

1.19

1.21

-0.02

Calmar ratio

Return relative to maximum drawdown

1.51

2.74

-1.23

Martin ratio

Return relative to average drawdown

5.68

10.85

-5.16

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

IJS vs. IFSU.L - Sharpe Ratio Comparison

The current IJS Sharpe Ratio is 0.93, which is comparable to the IFSU.L Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of IJS and IFSU.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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Sharpe Ratios by Period

IJSIFSU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.93

1.00

-0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

0.57

-0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

0.65

-0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.65

-0.26

Drawdowns

IJS vs. IFSU.L - Drawdown Comparison

The maximum IJS drawdown since its inception was -60.11%, which is greater than IFSU.L's maximum drawdown of -35.95%. Use the drawdown chart below to compare losses from any high point for IJS and IFSU.L.

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Drawdown Indicators

IJSIFSU.LDifference

Max Drawdown

Largest peak-to-trough decline

-60.11%

-35.95%

-24.16%

Max Drawdown (1Y)

Largest decline over 1 year

-9.28%

-7.72%

-1.56%

Max Drawdown (5Y)

Largest decline over 5 years

-28.65%

-22.85%

-5.80%

Max Drawdown (10Y)

Largest decline over 10 years

-47.68%

-35.95%

-11.73%

Current Drawdown

Current decline from peak

-5.84%

-5.11%

-0.73%

Average Drawdown

Average peak-to-trough decline

-9.95%

-4.92%

-5.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.17%

1.95%

+2.22%

Volatility

IJS vs. IFSU.L - Volatility Comparison

iShares S&P SmallCap 600 Value ETF (IJS) has a higher volatility of 5.31% compared to iShares Edge MSCI USA Multifactor UCITS (IFSU.L) at 4.31%. This indicates that IJS's price experiences larger fluctuations and is considered to be riskier than IFSU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IJSIFSU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.31%

4.31%

+1.00%

Volatility (6M)

Calculated over the trailing 6-month period

13.50%

9.78%

+3.72%

Volatility (1Y)

Calculated over the trailing 1-year period

23.75%

16.83%

+6.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.13%

16.38%

+5.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.60%

16.70%

+6.90%

Dividends

IJS vs. IFSU.L - Dividend Comparison

IJS's dividend yield for the trailing twelve months is around 1.42%, while IFSU.L has not paid dividends to shareholders.

TTM20252024202320222021202020192018201720162015
IJS
iShares S&P SmallCap 600 Value ETF		1.42%1.62%1.78%1.42%1.46%1.52%1.00%1.66%1.75%1.41%1.22%1.59%
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%0.00%