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

ISF.L vs. HUKX.L

Last updated Apr 2, 2026

Compare and contrast key facts about iShares Core FTSE 100 UCITS ETF (Dist) (ISF.L) and HSBC FTSE 100 UCITS ETF GBP (HUKX.L).

ISF.L and HUKX.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ISF.L is a passively managed fund by iShares that tracks the performance of the FTSE AllSh TR GBP. It was launched on Apr 27, 2000. HUKX.L is a passively managed fund by HSBC that tracks the performance of the FTSE AllSh TR GBP. It was launched on Aug 24, 2009. Both ISF.L and HUKX.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

ISF.L vs. HUKX.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 HSBC FTSE 100 UCITS ETF GBP (HUKX.L). The values are adjusted to include any dividend payments, if applicable.

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

2026 (YTD)202520242023202220212020201920182017
ISF.L
iShares Core FTSE 100 UCITS ETF (Dist)		5.53%25.97%9.28%7.81%4.83%17.68%-11.67%17.11%-8.96%13.10%
HUKX.L
HSBC FTSE 100 UCITS ETF GBP		5.06%26.20%9.58%7.36%5.07%17.54%-11.64%17.42%-8.67%12.39%

Returns By Period

In the year-to-date period, ISF.L achieves a 5.53% return, which is significantly higher than HUKX.L's 5.06% return. Both investments have delivered pretty close results over the past 10 years, with ISF.L having a 9.38% annualized return and HUKX.L not far behind at 9.36%.

ISF.L

1D
1.96%
1M
-3.16%
YTD
5.53%
6M
11.73%
1Y
24.43%
3Y*
14.75%
5Y*
12.95%
10Y*
9.38%

HUKX.L

1D
1.90%
1M
-3.28%
YTD
5.06%
6M
11.24%
1Y
23.97%
3Y*
14.61%
5Y*
12.90%
10Y*
9.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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)

HSBC FTSE 100 UCITS ETF GBP

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Often compared with HUKX.L:
HUKX.L vs. VUKG.LHUKX.L vs. VFWAXHUKX.L vs. EUDVHUKX.L vs. HSPD.LHUKX.L vs. LDUK.LHUKX.L vs. LDEG.LHUKX.L vs. CSPX.L

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

Both ISF.L and HUKX.L have an expense ratio of 0.07%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

ISF.L
iShares Core FTSE 100 UCITS ETF (Dist)
HUKX.L
HSBC FTSE 100 UCITS ETF GBP

Return for Risk

ISF.L vs. HUKX.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: 8787
Overall Rank
ISF.L Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
ISF.L Sortino Ratio Rank: 8585
Sortino Ratio Rank
ISF.L Omega Ratio Rank: 9191
Omega Ratio Rank
ISF.L Calmar Ratio Rank: 8686
Calmar Ratio Rank
ISF.L Martin Ratio Rank: 8686
Martin Ratio Rank
HUKX.L
HUKX.L Risk / Return Rank: 8585
Overall Rank
HUKX.L Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
HUKX.L Sortino Ratio Rank: 8484
Sortino Ratio Rank
HUKX.L Omega Ratio Rank: 9090
Omega Ratio Rank
HUKX.L Calmar Ratio Rank: 8383
Calmar Ratio Rank
HUKX.L Martin Ratio Rank: 8484
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. HUKX.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 HSBC FTSE 100 UCITS ETF GBP (HUKX.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.LHUKX.LDifference

Sharpe ratio

Return per unit of total volatility

1.87

1.84

+0.03

Sortino ratio

Return per unit of downside risk

2.35

2.31

+0.04

Omega ratio

Gain probability vs. loss probability

1.40

1.39

+0.01

Calmar ratio

Return relative to maximum drawdown

2.69

2.58

+0.11

Martin ratio

Return relative to average drawdown

10.48

10.25

+0.24

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. HUKX.L - Sharpe Ratio Comparison

The current ISF.L Sharpe Ratio is 1.87, which is comparable to the HUKX.L Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of ISF.L and HUKX.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

ISF.LHUKX.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.87

1.84

+0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.03

1.02

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

0.62

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

0.54

-0.38

Correlation

The correlation between ISF.L and HUKX.L is 0.98, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

ISF.L vs. HUKX.L - Dividend Comparison

ISF.L's dividend yield for the trailing twelve months is around 2.88%, which matches HUKX.L's 2.87% yield.

TTM20252024202320222021202020192018201720162015
ISF.L
iShares Core FTSE 100 UCITS ETF (Dist)		2.88%3.01%3.71%3.86%3.75%3.76%3.11%4.47%4.44%3.96%3.79%4.12%
HUKX.L
HSBC FTSE 100 UCITS ETF GBP		2.87%2.95%3.74%3.50%3.63%3.19%4.04%4.31%4.35%3.79%3.49%3.79%

Drawdowns

ISF.L vs. HUKX.L - Drawdown Comparison

The maximum ISF.L drawdown since its inception was -68.24%, which is greater than HUKX.L's maximum drawdown of -34.22%. Use the drawdown chart below to compare losses from any high point for ISF.L and HUKX.L.

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Drawdown Indicators

ISF.LHUKX.LDifference

Max Drawdown

Largest peak-to-trough decline

-68.24%

-34.22%

-34.02%

Max Drawdown (1Y)

Largest decline over 1 year

-10.57%

-10.77%

+0.20%

Max Drawdown (5Y)

Largest decline over 5 years

-12.69%

-12.95%

+0.26%

Max Drawdown (10Y)

Largest decline over 10 years

-34.13%

-34.22%

+0.09%

Current Drawdown

Current decline from peak

-4.44%

-4.47%

+0.03%

Average Drawdown

Average peak-to-trough decline

-21.99%

-4.38%

-17.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.36%

2.37%

-0.01%

Volatility

ISF.L vs. HUKX.L - Volatility Comparison

iShares Core FTSE 100 UCITS ETF (Dist) (ISF.L) and HSBC FTSE 100 UCITS ETF GBP (HUKX.L) have volatilities of 5.36% and 5.35%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

ISF.LHUKX.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.36%

5.35%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

8.41%

8.44%

-0.03%

Volatility (1Y)

Calculated over the trailing 1-year period

13.02%

12.98%

+0.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.52%

12.62%

-0.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.82%

14.94%

-0.12%