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

Performance

ISF.L vs. MRCH.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 Merchants Trust plc (MRCH.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, 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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ISF.L vs. MRCH.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%
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

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

MRCH.L
MRCH.L Risk / Return Rank: 7070
Overall Rank
MRCH.L Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
MRCH.L Sortino Ratio Rank: 6969
Sortino Ratio Rank
MRCH.L Omega Ratio Rank: 6868
Omega Ratio Rank
MRCH.L Calmar Ratio Rank: 6666
Calmar Ratio Rank
MRCH.L Martin Ratio Rank: 7171
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. 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.LMRCH.LDifference
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

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

The current ISF.L Sharpe Ratio is 1.98, which is higher than the MRCH.L Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of ISF.L and MRCH.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.LMRCH.LDifference

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.LMRCH.LDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-3.90%

-3.40%

-0.50%

Average Drawdown

Average peak-to-trough decline

-21.87%

-10.04%

-11.83%

Ulcer Index

Depth 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.LMRCH.LDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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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