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

ISF.L vs. CSUK.L

Last updated Jun 5, 2026

ISF.L (iShares Core FTSE 100 UCITS ETF (Dist)) and CSUK.L (iShares MSCI UK UCITS ETF (Acc)) are both Europe Equities funds from iShares tracking the FTSE AllSh TR GBP. Both are passively managed. Over the past 10 years, ISF.L returned 9.12%/yr vs 8.76%/yr for CSUK.L. Their correlation of 0.89 suggests significant overlap in exposure. ISF.L charges 0.07%/yr vs 0.33%/yr for CSUK.L.

Performance

ISF.L vs. CSUK.L - 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 iShares MSCI UK UCITS ETF (Acc) (CSUK.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with ISF.L having a 6.13% return and CSUK.L slightly lower at 6.12%. Both investments have delivered pretty close results over the past 10 years, with ISF.L having a 9.12% annualized return and CSUK.L not far behind at 8.76%.

ISF.L

1D
0.26%
1M
1.75%
YTD
6.13%
6M
8.49%
1Y
21.32%
3Y*
14.88%
5Y*
11.88%
10Y*
9.12%

CSUK.L

1D
0.14%
1M
1.60%
YTD
6.12%
6M
8.42%
1Y
21.11%
3Y*
14.48%
5Y*
12.04%
10Y*
8.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)202520242023202220212020201920182017
ISF.L
iShares Core FTSE 100 UCITS ETF (Dist)		6.13%25.97%9.28%7.81%4.83%17.68%-11.67%17.11%-8.96%13.10%
CSUK.L
iShares MSCI UK UCITS ETF (Acc)		6.12%25.26%8.91%6.86%7.23%18.18%-13.09%16.20%-9.39%11.89%

Correlation

The correlation between ISF.L and CSUK.L is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

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

0.98

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

0.98

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

0.98

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

0.97

Correlation (All Time)
Calculated using the full available price history since Sep 22, 2010

0.89

The correlation between ISF.L and CSUK.L has been stable across timeframes, ranging from 0.89 to 0.98 - a consistent structural relationship.

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

Sectors
ISF.L
CSUK.L

Financial Services

24.8%
25.2%

Industrials

13.8%
12.7%

Healthcare

13.8%
14.6%

Consumer Defensive

12.8%
13.5%

Energy

11.9%
11.2%

Basic Materials

8.6%
9.7%

Utilities

5.3%
5.1%

Consumer Cyclical

4.7%
4.2%

Communication Services

2.6%
2.5%

Real Estate

0.9%
0.6%

Technology

0.8%
0.6%

Financial Services

ISF.L
24.8%
CSUK.L
25.2%

Industrials

ISF.L
13.8%
CSUK.L
12.7%

Healthcare

ISF.L
13.8%
CSUK.L
14.6%

Consumer Defensive

ISF.L
12.8%
CSUK.L
13.5%

Energy

ISF.L
11.9%
CSUK.L
11.2%

Basic Materials

ISF.L
8.6%
CSUK.L
9.7%

Utilities

ISF.L
5.3%
CSUK.L
5.1%

Consumer Cyclical

ISF.L
4.7%
CSUK.L
4.2%

Communication Services

ISF.L
2.6%
CSUK.L
2.5%

Real Estate

ISF.L
0.9%
CSUK.L
0.6%

Technology

ISF.L
0.8%
CSUK.L
0.6%

Compare stocks, funds, or ETFs

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

iShares Core FTSE 100 UCITS ETF (Dist)

iShares MSCI UK UCITS ETF (Acc)

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
Often compared with CSUK.L:
CSUK.L vs. CUKX.LCSUK.L vs. MIDD.LCSUK.L vs. ^GSPCCSUK.L vs. EWUCSUK.L vs. VUKG.LCSUK.L vs. VUAG.LCSUK.L vs. VFV.TO

Return for Risk

ISF.L vs. CSUK.L — 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: 5656
Overall Rank
ISF.L Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
ISF.L Sortino Ratio Rank: 6060
Sortino Ratio Rank
ISF.L Omega Ratio Rank: 6262
Omega Ratio Rank
ISF.L Calmar Ratio Rank: 5050
Calmar Ratio Rank
ISF.L Martin Ratio Rank: 4949
Martin Ratio Rank
CSUK.L
CSUK.L Risk / Return Rank: 5454
Overall Rank
CSUK.L Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
CSUK.L Sortino Ratio Rank: 5656
Sortino Ratio Rank
CSUK.L Omega Ratio Rank: 5858
Omega Ratio Rank
CSUK.L Calmar Ratio Rank: 4949
Calmar Ratio Rank
CSUK.L Martin Ratio Rank: 5050
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. CSUK.L - 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 iShares MSCI UK UCITS ETF (Acc) (CSUK.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.

ISF.LCSUK.LDifference
Sharpe ratioReturn per unit of total volatility
1.98
1.88

+0.10

Sortino ratioReturn per unit of downside risk
2.78
2.63

+0.15

Omega ratioGain probability vs. loss probability

1.37

1.35

+0.02

Calmar ratioReturn relative to maximum drawdown

2.41

2.36

+0.05

Martin ratioReturn relative to average drawdown

8.18

8.29

-0.11

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

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

The current ISF.L Sharpe Ratio is 1.98, which is comparable to the CSUK.L Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of ISF.L and CSUK.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

ISF.LCSUK.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.98

1.88

+0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.95

0.94

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

0.58

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

0.49

-0.33

Drawdowns

ISF.L vs. CSUK.L - Drawdown Comparison

The maximum ISF.L drawdown since its inception was -68.24%, which is greater than CSUK.L's maximum drawdown of -34.55%. Use the drawdown chart below to compare losses from any high point for ISF.L and CSUK.L.

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Drawdown Indicators

ISF.LCSUK.LDifference

Max Drawdown

Largest peak-to-trough decline

-68.24%

-34.55%

-33.69%

Max Drawdown (1Y)

Largest decline over 1 year

-8.82%

-8.91%

+0.09%

Max Drawdown (3Y)

Largest decline over 3 years

-12.69%

-12.65%

-0.04%

Max Drawdown (5Y)

Largest decline over 5 years

-12.69%

-12.65%

-0.04%

Max Drawdown (10Y)

Largest decline over 10 years

-34.13%

-34.55%

+0.42%

Current Drawdown

Current decline from peak

-3.90%

-4.04%

+0.14%

Average Drawdown

Average peak-to-trough decline

-21.87%

-4.72%

-17.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.60%

2.54%

+0.06%

Volatility

ISF.L vs. CSUK.L - Volatility Comparison

The current volatility for iShares Core FTSE 100 UCITS ETF (Dist) (ISF.L) is 3.85%, while iShares MSCI UK UCITS ETF (Acc) (CSUK.L) has a volatility of 4.34%. This indicates that ISF.L experiences smaller price fluctuations and is considered to be less risky than CSUK.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

ISF.LCSUK.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.85%

4.34%

-0.49%

Volatility (6M)

Calculated over the trailing 6-month period

9.31%

9.72%

-0.41%

Volatility (1Y)

Calculated over the trailing 1-year period

10.73%

11.17%

-0.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.56%

12.74%

-0.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.84%

15.07%

-0.23%

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

ISF.L has a 0.07% expense ratio, which is lower than CSUK.L's 0.33% expense ratio.

Dividends

ISF.L vs. CSUK.L - Dividend Comparison

ISF.L's dividend yield for the trailing twelve months is around 2.86%, while CSUK.L has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
CSUK.L
iShares MSCI UK UCITS ETF (Acc)		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)		2.86%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

With a correlation of 0.98, ISF.L and CSUK.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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 0.33% for CSUK.L.

Both ETFs track FTSE AllSh TR GBP. Their fees differ too: 0.07% for ISF.L and 0.33% for CSUK.L.

Portfolio Optimizer

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