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

Performance

ISF.L vs. SEMB.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 J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist) (SEMB.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 8.74% return, which is significantly higher than SEMB.L's 1.75% return. Over the past 10 years, ISF.L has outperformed SEMB.L with an annualized return of 8.64%, while SEMB.L has yielded a comparatively lower 2.68% annualized return.


ISF.L

1D
0.23%
1M
1.16%
6M
5.43%
YTD
8.74%
1Y
21.87%
3Y*
16.47%
5Y*
12.57%
10Y*
8.64%

SEMB.L

1D
0.31%
1M
-0.95%
6M
1.37%
YTD
1.75%
1Y
9.37%
3Y*
7.59%
5Y*
2.24%
10Y*
2.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
ISF.L
iShares Core FTSE 100 UCITS ETF (Dist)
8.74%25.97%9.28%7.81%4.83%17.68%-11.67%17.11%-8.96%13.10%
SEMB.L
iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist)
1.75%5.97%7.45%4.49%-8.67%-1.06%1.93%12.26%0.03%0.09%

Correlation

The correlation between ISF.L and SEMB.L is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.20

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

0.20

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

0.16

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

0.28

Correlation (All Time)
Calculated using the full available price history since Feb 18, 2008

0.17

The correlation between ISF.L and SEMB.L shifts across timeframes, from 0.16 (5 years) to 0.28 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

ISF.L vs. SEMB.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: 7070
Overall Rank
ISF.L Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
ISF.L Sortino Ratio Rank: 7676
Sortino Ratio Rank
ISF.L Omega Ratio Rank: 8080
Omega Ratio Rank
ISF.L Calmar Ratio Rank: 6262
Calmar Ratio Rank
ISF.L Martin Ratio Rank: 5757
Martin Ratio Rank

SEMB.L
SEMB.L Risk / Return Rank: 5757
Overall Rank
SEMB.L Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
SEMB.L Sortino Ratio Rank: 6262
Sortino Ratio Rank
SEMB.L Omega Ratio Rank: 5555
Omega Ratio Rank
SEMB.L Calmar Ratio Rank: 5858
Calmar Ratio Rank
SEMB.L Martin Ratio Rank: 4949
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. SEMB.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 J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist) (SEMB.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.LSEMB.LDifference
Sharpe ratioReturn per unit of total volatility

+0.42

Sortino ratioReturn per unit of downside risk

+0.45

Omega ratioGain probability vs. loss probability

1.37

1.27

+0.10

Calmar ratioReturn relative to maximum drawdown

2.47

2.28

+0.18

Martin ratioReturn relative to average drawdown

7.81

6.46

+1.35

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

The current ISF.L Sharpe Ratio is 1.96, which is comparable to the SEMB.L Sharpe Ratio of 1.54. The chart below compares the historical Sharpe Ratios of ISF.L and SEMB.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. SEMB.L - Drawdown Comparison

The maximum ISF.L drawdown since its inception was -45.00%, which is greater than SEMB.L's maximum drawdown of -22.69%. Use the drawdown chart below to compare losses from any high point for ISF.L and SEMB.L.


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Drawdown Indicators


ISF.LSEMB.LDifference

Max Drawdown

Largest peak-to-trough decline

-45.00%

-22.69%

-22.31%

Max Drawdown (1Y)

Largest decline over 1 year

-8.82%

-4.08%

-4.74%

Max Drawdown (3Y)

Largest decline over 3 years

-12.69%

-8.96%

-3.73%

Max Drawdown (5Y)

Largest decline over 5 years

-12.69%

-14.43%

+1.74%

Max Drawdown (10Y)

Largest decline over 10 years

-34.13%

-21.06%

-13.07%

Current Drawdown

Current decline from peak

-1.54%

-2.60%

+1.06%

Average Drawdown

Average peak-to-trough decline

-6.46%

-6.01%

-0.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.79%

1.45%

+1.34%

Volatility

ISF.L vs. SEMB.L - Volatility Comparison

iShares Core FTSE 100 UCITS ETF (Dist) (ISF.L) has a higher volatility of 2.83% compared to iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist) (SEMB.L) at 1.54%. This indicates that ISF.L's price experiences larger fluctuations and is considered to be riskier than SEMB.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.LSEMB.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.83%

1.54%

+1.29%

Volatility (6M)

Calculated over the trailing 6-month period

9.64%

4.56%

+5.08%

Volatility (1Y)

Calculated over the trailing 1-year period

11.13%

6.09%

+5.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.54%

8.71%

+3.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.65%

10.22%

+4.43%

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

ISF.L has a 0.07% expense ratio, which is lower than SEMB.L's 0.45% expense ratio.


Dividends

ISF.L vs. SEMB.L - Dividend Comparison

ISF.L's dividend yield for the trailing twelve months is around 2.95%, less than SEMB.L's 5.81% yield.


PositionTTM20252024202320222021202020192018201720162015
ISF.L
iShares Core FTSE 100 UCITS ETF (Dist)
2.95%3.01%3.71%3.86%3.75%3.76%3.11%4.47%4.44%3.96%3.79%4.12%
SEMB.L
iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist)
5.81%5.97%5.70%5.78%5.41%3.88%4.11%4.88%4.63%5.03%5.07%4.63%

Frequently Asked Questions


ISF.L and SEMB.L have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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 0.45% for SEMB.L.

ISF.L is categorized as Europe Equities, while SEMB.L is Emerging Markets Bonds. ISF.L tracks FTSE 100 Index, while SEMB.L tracks JPM EMBI Global Diversified TR USD. Their fees differ too: 0.07% for ISF.L and 0.45% for SEMB.L.

Portfolio Optimizer

Find the right allocation for ISF.L and SEMB.L

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