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

Performance

ISF.L vs. BLDG - Performance Comparison

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

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, ISF.L achieves a 7.07% return, which is significantly lower than BLDG's 12.38% return.


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%

BLDG

1D
0.67%
1M
4.11%
YTD
12.38%
6M
11.98%
1Y
15.94%
3Y*
8.13%
5Y*
3.87%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ISF.L vs. BLDG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
ISF.L
iShares Core FTSE 100 UCITS ETF (Dist)
7.07%25.97%9.28%7.81%4.83%17.68%10.62%
BLDG
Cambria Global Real Estate ETF
12.38%-3.16%10.07%-3.32%-4.52%23.63%7.54%

Correlation

The correlation between ISF.L and BLDG 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

0.35

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

0.31

Correlation (All Time)
Calculated using the full available price history since Sep 24, 2020

0.33

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Return for Risk

ISF.L vs. BLDG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

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

BLDG
BLDG Risk / Return Rank: 3434
Overall Rank
BLDG Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
BLDG Sortino Ratio Rank: 3636
Sortino Ratio Rank
BLDG Omega Ratio Rank: 3333
Omega Ratio Rank
BLDG Calmar Ratio Rank: 3030
Calmar Ratio Rank
BLDG Martin Ratio Rank: 3434
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares Core FTSE 100 UCITS ETF (Dist) (ISF.L) and Cambria Global Real Estate ETF (BLDG). 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.


ISF.LBLDGDifference
Sharpe ratioReturn per unit of total volatility

+0.54

Sortino ratioReturn per unit of downside risk

+0.74

Omega ratioGain probability vs. loss probability

1.36

1.23

+0.13

Calmar ratioReturn relative to maximum drawdown

2.40

1.77

+0.63

Martin ratioReturn relative to average drawdown

7.89

5.88

+2.01

ISF.L vs. BLDG - Sharpe Ratio Comparison

The current ISF.L Sharpe Ratio is 1.93, which is higher than the BLDG Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of ISF.L and BLDG, 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

ISF.L vs. BLDG - Drawdown Comparison

The maximum ISF.L drawdown since its inception was -45.00%, which is greater than BLDG's maximum drawdown of -22.01%. Use the drawdown chart below to compare losses from any high point for ISF.L and BLDG.


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Drawdown Indicators


ISF.LBLDGDifference

Max Drawdown

Largest peak-to-trough decline

-45.00%

-22.01%

-22.99%

Max Drawdown (1Y)

Largest decline over 1 year

-8.82%

-8.44%

-0.38%

Max Drawdown (3Y)

Largest decline over 3 years

-12.69%

-18.44%

+5.75%

Max Drawdown (5Y)

Largest decline over 5 years

-12.69%

-22.01%

+9.32%

Max Drawdown (10Y)

Largest decline over 10 years

-34.13%

Current Drawdown

Current decline from peak

-3.05%

0.00%

-3.05%

Average Drawdown

Average peak-to-trough decline

-6.45%

-7.71%

+1.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.68%

2.53%

+0.15%

Volatility

ISF.L vs. BLDG - Volatility Comparison

iShares Core FTSE 100 UCITS ETF (Dist) (ISF.L) has a higher volatility of 3.51% compared to Cambria Global Real Estate ETF (BLDG) at 3.31%. This indicates that ISF.L's price experiences larger fluctuations and is considered to be riskier than BLDG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ISF.LBLDGDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.51%

3.31%

+0.20%

Volatility (6M)

Calculated over the trailing 6-month period

9.53%

8.38%

+1.15%

Volatility (1Y)

Calculated over the trailing 1-year period

10.94%

10.75%

+0.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.59%

13.90%

-1.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.84%

14.23%

+0.61%

ISF.L vs. BLDG - Expense Ratio Comparison

ISF.L has a 0.07% expense ratio, which is lower than BLDG's 0.59% expense ratio.


Dividends

ISF.L vs. BLDG - Dividend Comparison

ISF.L's dividend yield for the trailing twelve months is around 1.71%, less than BLDG's 5.42% yield.


PositionTTM20252024202320222021202020192018201720162015
BLDG
Cambria Global Real Estate ETF
5.42%7.46%7.97%4.99%3.99%10.40%0.59%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


ISF.L and BLDG 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.

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 0.59% for BLDG.

ISF.L is categorized as Europe Equities, while BLDG is REIT. They also come from different issuers: iShares and Cambria. Their fees differ too: 0.07% for ISF.L and 0.59% for BLDG.

Portfolio Optimizer

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