ISF.L vs. SEMB.L
ISF.L (iShares Core FTSE 100 UCITS ETF (Dist)) and SEMB.L (iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist)) are both exchange-traded funds - ISF.L is a Europe Equities fund tracking the FTSE 100 Index, while SEMB.L is a Emerging Markets Bonds fund tracking the JPM EMBI Global Diversified TR USD. Both are passively managed. Over the past 10 years, ISF.L returned 8.64%/yr vs 2.68%/yr for SEMB.L. At a 0.17 correlation, their price movements are largely independent. ISF.L charges 0.07%/yr vs 0.45%/yr for SEMB.L.
Performance
ISF.L vs. SEMB.L - Performance Comparison
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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%
ISF.L vs. SEMB.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
ISF.L
SEMB.L
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.L | SEMB.L | Difference | |
|---|---|---|---|
| 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 |
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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.L | SEMB.L | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -1.54% | -2.60% | +1.06% |
Average DrawdownAverage peak-to-trough decline | -6.46% | -6.01% | -0.45% |
Ulcer IndexDepth 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.L | SEMB.L | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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