ISF.L vs. MRCH.L
ISF.L (iShares Core FTSE 100 UCITS ETF (Dist)) is Europe Equities fund tracking the FTSE AllSh TR GBP, while MRCH.L (Merchants Trust plc) is a stock. Over the past 10 years, ISF.L returned 9.12%/yr vs 10.10%/yr for MRCH.L. A 0.69 correlation means they provide meaningful diversification when combined.
Performance
ISF.L vs. MRCH.L - Performance Comparison
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Returns By Period
In the year-to-date period, ISF.L achieves a 6.13% return, which is significantly lower than MRCH.L's 7.88% return. Over the past 10 years, ISF.L has underperformed MRCH.L with an annualized return of 9.12%, while MRCH.L has yielded a comparatively higher 10.10% annualized return.
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%
MRCH.L
- 1D
- -0.16%
- 1M
- 4.15%
- YTD
- 7.88%
- 6M
- 9.34%
- 1Y
- 15.97%
- 3Y*
- 9.62%
- 5Y*
- 9.11%
- 10Y*
- 10.10%
ISF.L vs. MRCH.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
MRCH.L Merchants Trust plc | 7.88% | 14.08% | 3.96% | 4.69% | 5.47% | 32.06% | -14.30% | 28.41% | -3.09% | 15.75% |
Correlation
The correlation between ISF.L and MRCH.L is 0.78, 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 | 0.78 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.73 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.74 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.70 |
Correlation (All Time) Calculated using the full available price history since May 3, 2000 | 0.69 |
The correlation between ISF.L and MRCH.L has been stable across timeframes, ranging from 0.69 to 0.78 - a consistent structural relationship.
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Return for Risk
ISF.L vs. MRCH.L — Risk / Return Rank
ISF.L
MRCH.L
ISF.L vs. MRCH.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 Merchants Trust plc (MRCH.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.L | MRCH.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.82 | ||
| Sortino ratioReturn per unit of downside risk | +1.11 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.22 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 2.41 | 1.28 | +1.13 |
| Martin ratioReturn relative to average drawdown | 8.18 | 4.00 | +4.18 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ISF.L | MRCH.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.98 | 1.16 | +0.82 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.95 | 0.53 | +0.42 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.49 | +0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.16 | 0.46 | -0.30 |
Drawdowns
ISF.L vs. MRCH.L - Drawdown Comparison
The maximum ISF.L drawdown since its inception was -68.24%, which is greater than MRCH.L's maximum drawdown of -62.99%. Use the drawdown chart below to compare losses from any high point for ISF.L and MRCH.L.
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Drawdown Indicators
| ISF.L | MRCH.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.24% | -62.99% | -5.25% |
Max Drawdown (1Y)Largest decline over 1 year | -8.82% | -12.46% | +3.64% |
Max Drawdown (3Y)Largest decline over 3 years | -12.69% | -18.91% | +6.22% |
Max Drawdown (5Y)Largest decline over 5 years | -12.69% | -18.91% | +6.22% |
Max Drawdown (10Y)Largest decline over 10 years | -34.13% | -45.98% | +11.85% |
Current DrawdownCurrent decline from peak | -3.90% | -3.40% | -0.50% |
Average DrawdownAverage peak-to-trough decline | -21.87% | -10.04% | -11.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.60% | 3.98% | -1.38% |
Volatility
ISF.L vs. MRCH.L - Volatility Comparison
iShares Core FTSE 100 UCITS ETF (Dist) (ISF.L) and Merchants Trust plc (MRCH.L) have volatilities of 3.85% and 3.91%, 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.L | MRCH.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.85% | 3.91% | -0.06% |
Volatility (6M)Calculated over the trailing 6-month period | 9.31% | 10.97% | -1.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.73% | 13.74% | -3.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.56% | 17.22% | -4.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.84% | 20.47% | -5.63% |
Dividends
ISF.L vs. MRCH.L - Dividend Comparison
ISF.L's dividend yield for the trailing twelve months is around 2.86%, less than MRCH.L's 4.70% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
MRCH.L Merchants Trust plc | 4.70% | 4.90% | 5.21% | 5.04% | 4.88% | 4.87% | 6.09% | 4.77% | 5.53% | 4.92% | 5.30% | 5.55% |
Frequently Asked Questions
ISF.L and MRCH.L have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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