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

ISF.L vs. RR.L

Last updated Jun 13, 2026

ISF.L (iShares Core FTSE 100 UCITS ETF (Dist)) is Europe Equities fund tracking the FTSE AllSh TR GBP, while RR.L (Rolls-Royce Holdings PLC) is a stock. Over the past 10 years, ISF.L returned 9.81%/yr vs 20.98%/yr for RR.L. A 0.55 correlation means they provide meaningful diversification when combined.

Performance

ISF.L vs. RR.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 Rolls-Royce Holdings PLC (RR.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 7.07% return, which is significantly lower than RR.L's 14.24% return. Over the past 10 years, ISF.L has underperformed RR.L with an annualized return of 9.81%, while RR.L has yielded a comparatively higher 20.98% annualized return.

ISF.L

1D
1.50%
1M
1.56%
YTD
7.07%
6M
10.11%
1Y
21.22%
3Y*
15.23%
5Y*
11.88%
10Y*
9.81%

RR.L

1D
4.41%
1M
8.55%
YTD
14.24%
6M
19.81%
1Y
48.66%
3Y*
106.71%
5Y*
64.05%
10Y*
20.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)202520242023202220212020201920182017
ISF.L
iShares Core FTSE 100 UCITS ETF (Dist)		7.07%25.97%9.28%7.81%4.83%17.68%-11.67%17.11%-8.96%13.10%
RR.L
Rolls-Royce Holdings PLC		14.24%104.79%89.72%221.57%-24.15%10.45%-52.55%-16.52%-0.63%27.42%

Correlation

The correlation between ISF.L and RR.L is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.50

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

0.43

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

0.48

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

0.49

Correlation (All Time)
Calculated using the full available price history since Aug 25, 2006

0.55

The correlation between ISF.L and RR.L shifts across timeframes, from 0.43 (3 years) to 0.55 (all time), reflecting how their relationship changes across market environments.

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iShares Core FTSE 100 UCITS ETF (Dist)

Rolls-Royce Holdings PLC

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 RR.L:
RR.L vs. RYCEYRR.L vs. RNMBYRR.L vs. COST.LRR.L vs. LUG.TORR.L vs. AVIO.MIRR.L vs. SAABYRR.L vs. BTC-USD

Return for Risk

ISF.L vs. RR.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: 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
RR.L
RR.L Risk / Return Rank: 7979
Overall Rank
RR.L Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
RR.L Sortino Ratio Rank: 7878
Sortino Ratio Rank
RR.L Omega Ratio Rank: 7575
Omega Ratio Rank
RR.L Calmar Ratio Rank: 8181
Calmar Ratio Rank
RR.L Martin Ratio Rank: 8383
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. RR.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 Rolls-Royce Holdings PLC (RR.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.

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.LRR.LDifference
Sharpe ratioReturn per unit of total volatility
1.93
1.34

+0.60

Sortino ratioReturn per unit of downside risk
2.72
2.03

+0.69

Omega ratioGain probability vs. loss probability

1.36

1.25

+0.12

Calmar ratioReturn relative to maximum drawdown

2.40

2.54

-0.15

Martin ratioReturn relative to average drawdown

7.89

7.03

+0.87

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

The current ISF.L Sharpe Ratio is 1.93, which is higher than the RR.L Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of ISF.L and RR.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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Drawdowns

ISF.L vs. RR.L - Drawdown Comparison

The maximum ISF.L drawdown since its inception was -45.00%, smaller than the maximum RR.L drawdown of -90.25%. Use the drawdown chart below to compare losses from any high point for ISF.L and RR.L.

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Drawdown Indicators

ISF.LRR.LDifference

Max Drawdown

Largest peak-to-trough decline

-45.00%

-90.25%

+45.25%

Max Drawdown (1Y)

Largest decline over 1 year

-8.82%

-19.04%

+10.22%

Max Drawdown (3Y)

Largest decline over 3 years

-12.69%

-21.78%

+9.09%

Max Drawdown (5Y)

Largest decline over 5 years

-12.69%

-55.09%

+42.40%

Max Drawdown (10Y)

Largest decline over 10 years

-34.13%

-89.41%

+55.28%

Current Drawdown

Current decline from peak

-3.05%

-3.61%

+0.56%

Average Drawdown

Average peak-to-trough decline

-6.45%

-28.29%

+21.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.68%

6.91%

-4.23%

Volatility

ISF.L vs. RR.L - Volatility Comparison

The current volatility for iShares Core FTSE 100 UCITS ETF (Dist) (ISF.L) is 3.51%, while Rolls-Royce Holdings PLC (RR.L) has a volatility of 11.80%. This indicates that ISF.L experiences smaller price fluctuations and is considered to be less risky than RR.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.LRR.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.51%

11.80%

-8.29%

Volatility (6M)

Calculated over the trailing 6-month period

9.53%

31.08%

-21.55%

Volatility (1Y)

Calculated over the trailing 1-year period

10.94%

36.24%

-25.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.59%

42.06%

-29.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.84%

48.60%

-33.76%

Dividends

ISF.L vs. RR.L - Dividend Comparison

ISF.L's dividend yield for the trailing twelve months is around 1.71%, more than RR.L's 0.73% yield.

PositionTTM20252024202320222021202020192018201720162015
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%
RR.L
Rolls-Royce Holdings PLC		0.73%0.91%0.00%0.00%0.00%0.00%0.00%1.71%1.41%0.54%1.75%4.06%

Frequently Asked Questions

ISF.L and RR.L have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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