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

ISF.L vs. SUSA

Last updated Jun 14, 2026

ISF.L (iShares Core FTSE 100 UCITS ETF (Dist)) and SUSA (iShares MSCI USA ESG Select ETF) are both exchange-traded funds - ISF.L is a Europe Equities fund tracking the FTSE AllSh TR GBP, while SUSA is a Large Cap Growth Equities fund tracking the MSCI USA ESG Select Index. Both are passively managed. Over the past 10 years, ISF.L returned 9.81%/yr vs 15.62%/yr for SUSA. At a 0.45 correlation, their price movements are largely independent. ISF.L charges 0.07%/yr vs 0.25%/yr for SUSA.

Performance

ISF.L vs. SUSA - 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 MSCI USA ESG Select ETF (SUSA). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ISF.L is traded in GBp, while SUSA is traded in USD. To make them comparable, the SUSA values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, ISF.L achieves a 7.07% return, which is significantly lower than SUSA's 9.94% return. Over the past 10 years, ISF.L has underperformed SUSA with an annualized return of 9.81%, while SUSA has yielded a comparatively higher 15.62% annualized return.

ISF.L

1D
1.50%
1M
0.94%
YTD
7.07%
6M
10.11%
1Y
21.68%
3Y*
15.23%
5Y*
11.88%
10Y*
9.81%

SUSA

1D
0.62%
1M
0.42%
YTD
9.94%
6M
9.11%
1Y
26.77%
3Y*
17.04%
5Y*
12.52%
10Y*
15.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ISF.L vs. SUSA - 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%
SUSA
iShares MSCI USA ESG Select ETF		9.94%7.48%24.57%17.69%-12.03%31.68%21.00%27.08%-0.07%11.93%

Correlation

The correlation between ISF.L and SUSA is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.37

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

0.30

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

0.30

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

0.39

Correlation (All Time)
Calculated using the full available price history since Jul 11, 2007

0.45

The correlation between ISF.L and SUSA shifts across timeframes, from 0.30 (3 years) to 0.45 (all time), reflecting how their relationship changes across market environments.

ISF.L vs. SUSA - Sectors Allocation Comparison

Sectors
ISF.L
SUSA

Financial Services

24.8%
11.6%

Industrials

13.8%
9.0%

Healthcare

13.8%
8.9%

Consumer Defensive

12.8%
4.1%

Energy

11.9%
3.5%

Basic Materials

8.6%
2.3%

Utilities

5.3%
1.9%

Consumer Cyclical

4.7%
7.4%

Communication Services

2.6%
8.1%

Real Estate

0.9%
2.9%

Technology

0.8%
40.2%

Financial Services

ISF.L
24.8%
SUSA
11.6%

Industrials

ISF.L
13.8%
SUSA
9.0%

Healthcare

ISF.L
13.8%
SUSA
8.9%

Consumer Defensive

ISF.L
12.8%
SUSA
4.1%

Energy

ISF.L
11.9%
SUSA
3.5%

Basic Materials

ISF.L
8.6%
SUSA
2.3%

Utilities

ISF.L
5.3%
SUSA
1.9%

Consumer Cyclical

ISF.L
4.7%
SUSA
7.4%

Communication Services

ISF.L
2.6%
SUSA
8.1%

Real Estate

ISF.L
0.9%
SUSA
2.9%

Technology

ISF.L
0.8%
SUSA
40.2%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares Core FTSE 100 UCITS ETF (Dist)

iShares MSCI USA ESG Select ETF

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 SUSA:
SUSA vs. ESGUSUSA vs. ESGVSUSA vs. SUSLSUSA vs. SPYSUSA vs. VOOSUSA vs. IQSUSUSA vs. JEPI

Return for Risk

ISF.L vs. SUSA — 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
SUSA
SUSA Risk / Return Rank: 6262
Overall Rank
SUSA Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
SUSA Sortino Ratio Rank: 6262
Sortino Ratio Rank
SUSA Omega Ratio Rank: 6262
Omega Ratio Rank
SUSA Calmar Ratio Rank: 5555
Calmar Ratio Rank
SUSA Martin Ratio Rank: 6666
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. SUSA - 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 MSCI USA ESG Select ETF (SUSA). 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.LSUSADifference
Sharpe ratioReturn per unit of total volatility
1.93
2.10

-0.17

Sortino ratioReturn per unit of downside risk
2.72
2.75

-0.03

Omega ratioGain probability vs. loss probability

1.36

1.39

-0.02

Calmar ratioReturn relative to maximum drawdown

2.40

3.11

-0.71

Martin ratioReturn relative to average drawdown

7.89

11.58

-3.69

ISF.L vs. SUSA - Sharpe Ratio Comparison

The current ISF.L Sharpe Ratio is 1.93, which is comparable to the SUSA Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of ISF.L and SUSA, 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. SUSA - Drawdown Comparison

The maximum ISF.L drawdown since its inception was -45.00%, which is greater than SUSA's maximum drawdown of -32.78%. Use the drawdown chart below to compare losses from any high point for ISF.L and SUSA.

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Drawdown Indicators

ISF.LSUSADifference

Max Drawdown

Largest peak-to-trough decline

-45.00%

-32.78%

-12.22%

Max Drawdown (1Y)

Largest decline over 1 year

-8.82%

-8.19%

-0.63%

Max Drawdown (3Y)

Largest decline over 3 years

-12.69%

-22.41%

+9.72%

Max Drawdown (5Y)

Largest decline over 5 years

-12.69%

-22.41%

+9.72%

Max Drawdown (10Y)

Largest decline over 10 years

-34.13%

-24.90%

-9.23%

Current Drawdown

Current decline from peak

-3.05%

-1.97%

-1.08%

Average Drawdown

Average peak-to-trough decline

-6.45%

-5.12%

-1.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.68%

2.19%

+0.49%

Volatility

ISF.L vs. SUSA - Volatility Comparison

The current volatility for iShares Core FTSE 100 UCITS ETF (Dist) (ISF.L) is 3.51%, while iShares MSCI USA ESG Select ETF (SUSA) has a volatility of 4.21%. This indicates that ISF.L experiences smaller price fluctuations and is considered to be less risky than SUSA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

ISF.LSUSADifference

Volatility (1M)

Calculated over the trailing 1-month period

3.51%

4.21%

-0.70%

Volatility (6M)

Calculated over the trailing 6-month period

9.53%

9.23%

+0.30%

Volatility (1Y)

Calculated over the trailing 1-year period

10.94%

12.11%

-1.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.59%

16.15%

-3.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.84%

18.14%

-3.30%

ISF.L vs. SUSA - Expense Ratio Comparison

ISF.L has a 0.07% expense ratio, which is lower than SUSA's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

ISF.L vs. SUSA - Dividend Comparison

ISF.L's dividend yield for the trailing twelve months is around 1.71%, more than SUSA's 0.84% 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%
SUSA
iShares MSCI USA ESG Select ETF		0.84%0.89%1.15%1.32%1.52%0.98%1.17%1.52%1.72%1.40%1.56%1.42%

Frequently Asked Questions

ISF.L and SUSA have a correlation of 0.37, 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 0.25% for SUSA.

ISF.L is categorized as Europe Equities, while SUSA is Large Cap Growth Equities. ISF.L tracks FTSE AllSh TR GBP, while SUSA tracks MSCI USA ESG Select Index. Their fees differ too: 0.07% for ISF.L and 0.25% for SUSA.

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