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ISF.L vs. V3GP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ISF.L vs. V3GP.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 Vanguard ESG Global Corporate Bond UCITS ETF GBP Hedged Distributing (V3GP.L). 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 V3GP.L is traded in GBP. To make them comparable, the V3GP.L 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 higher than V3GP.L's 0.64% 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%

V3GP.L

1D
0.23%
1M
0.61%
YTD
0.64%
6M
1.44%
1Y
4.43%
3Y*
5.47%
5Y*
0.39%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ISF.L vs. V3GP.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
ISF.L
iShares Core FTSE 100 UCITS ETF (Dist)
7.07%25.97%9.28%7.81%4.83%8.12%
V3GP.L
Vanguard ESG Global Corporate Bond UCITS ETF GBP Hedged Distributing
0.64%6.28%3.50%7.55%-14.46%1.52%

Correlation

The correlation between ISF.L and V3GP.L is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.43

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

0.27

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

0.13

Correlation (All Time)
Calculated using the full available price history since May 20, 2021

0.13

Over the past year, ISF.L and V3GP.L have become more correlated (0.43) than their long-term average of 0.13, meaning their price movements have been converging.

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Return for Risk

ISF.L vs. V3GP.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

V3GP.L
V3GP.L Risk / Return Rank: 3636
Overall Rank
V3GP.L Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
V3GP.L Sortino Ratio Rank: 3434
Sortino Ratio Rank
V3GP.L Omega Ratio Rank: 3737
Omega Ratio Rank
V3GP.L Calmar Ratio Rank: 3636
Calmar Ratio Rank
V3GP.L Martin Ratio Rank: 3838
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. V3GP.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 Vanguard ESG Global Corporate Bond UCITS ETF GBP Hedged Distributing (V3GP.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.LV3GP.LDifference
Sharpe ratioReturn per unit of total volatility

+0.81

Sortino ratioReturn per unit of downside risk

+1.11

Omega ratioGain probability vs. loss probability

1.36

1.22

+0.15

Calmar ratioReturn relative to maximum drawdown

2.40

1.61

+0.79

Martin ratioReturn relative to average drawdown

7.89

5.27

+2.62

ISF.L vs. V3GP.L - Sharpe Ratio Comparison

The current ISF.L Sharpe Ratio is 1.93, which is higher than the V3GP.L Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of ISF.L and V3GP.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. V3GP.L - Drawdown Comparison

The maximum ISF.L drawdown since its inception was -45.00%, which is greater than V3GP.L's maximum drawdown of -20.08%. Use the drawdown chart below to compare losses from any high point for ISF.L and V3GP.L.


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Drawdown Indicators


ISF.LV3GP.LDifference

Max Drawdown

Largest peak-to-trough decline

-45.00%

-20.08%

-24.92%

Max Drawdown (1Y)

Largest decline over 1 year

-8.82%

-2.60%

-6.22%

Max Drawdown (3Y)

Largest decline over 3 years

-12.69%

-3.67%

-9.02%

Max Drawdown (5Y)

Largest decline over 5 years

-12.69%

-20.08%

+7.39%

Max Drawdown (10Y)

Largest decline over 10 years

-34.13%

Current Drawdown

Current decline from peak

-3.05%

-0.52%

-2.53%

Average Drawdown

Average peak-to-trough decline

-6.45%

-7.69%

+1.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.68%

0.79%

+1.89%

Volatility

ISF.L vs. V3GP.L - Volatility Comparison

iShares Core FTSE 100 UCITS ETF (Dist) (ISF.L) has a higher volatility of 3.51% compared to Vanguard ESG Global Corporate Bond UCITS ETF GBP Hedged Distributing (V3GP.L) at 1.38%. This indicates that ISF.L's price experiences larger fluctuations and is considered to be riskier than V3GP.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.LV3GP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.51%

1.38%

+2.13%

Volatility (6M)

Calculated over the trailing 6-month period

9.53%

2.84%

+6.69%

Volatility (1Y)

Calculated over the trailing 1-year period

10.94%

3.73%

+7.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.59%

5.54%

+7.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.84%

5.52%

+9.32%

ISF.L vs. V3GP.L - Expense Ratio Comparison

ISF.L has a 0.07% expense ratio, which is lower than V3GP.L's 0.15% 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. V3GP.L - Dividend Comparison

ISF.L's dividend yield for the trailing twelve months is around 1.71%, less than V3GP.L's 4.36% 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%
V3GP.L
Vanguard ESG Global Corporate Bond UCITS ETF GBP Hedged Distributing
4.36%4.43%4.36%4.10%2.48%0.71%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


ISF.L and V3GP.L have a correlation of 0.43, 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 0.15% for V3GP.L.

ISF.L is categorized as Europe Equities, while V3GP.L is Global Corporate Bonds. ISF.L tracks FTSE AllSh TR GBP, while V3GP.L tracks Bloomberg Gbl Agg Corp TR Hdg GBP. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.07% for ISF.L and 0.15% for V3GP.L.

Portfolio Optimizer

Find the right allocation for ISF.L and V3GP.L

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