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

ISF.L vs. VFWAX

Last updated Jun 5, 2026

ISF.L (iShares Core FTSE 100 UCITS ETF (Dist)) and VFWAX (Vanguard FTSE All-World ex-US Index Fund Admiral Shares) are both funds - ISF.L is a Europe Equities fund tracking the FTSE AllSh TR GBP, while VFWAX is a Foreign Large Cap Equities fund managed by Vanguard. Over the past 10 years, ISF.L returned 9.12%/yr vs 10.81%/yr for VFWAX. A 0.66 correlation means they provide meaningful diversification when combined. ISF.L charges 0.07%/yr vs 0.11%/yr for VFWAX.

Performance

ISF.L vs. VFWAX - 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 FTSE All-World ex-US Index Fund Admiral Shares (VFWAX). 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 VFWAX is traded in USD. To make them comparable, the VFWAX 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 6.13% return, which is significantly lower than VFWAX's 15.33% return. Over the past 10 years, ISF.L has underperformed VFWAX with an annualized return of 9.12%, while VFWAX has yielded a comparatively higher 10.81% annualized return.

ISF.L

1D
0.26%
1M
1.75%
YTD
6.13%
6M
8.49%
1Y
21.32%
3Y*
14.88%
5Y*
11.88%
10Y*
9.12%

VFWAX

1D
-0.44%
1M
4.86%
YTD
15.33%
6M
16.53%
1Y
33.21%
3Y*
16.78%
5Y*
9.86%
10Y*
10.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ISF.L vs. VFWAX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
ISF.L
iShares Core FTSE 100 UCITS ETF (Dist)		6.13%25.97%9.28%7.81%4.83%17.68%-11.67%17.11%-8.96%13.10%
VFWAX
Vanguard FTSE All-World ex-US Index Fund Admiral Shares		15.33%22.89%7.27%9.78%-5.47%9.11%8.07%16.91%-8.87%16.20%

Correlation

The correlation between ISF.L and VFWAX is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

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

0.56

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

0.58

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

0.58

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

0.62

Correlation (All Time)
Calculated using the full available price history since Sep 28, 2011

0.66

The correlation between ISF.L and VFWAX has been stable across timeframes, ranging from 0.56 to 0.66 - a consistent structural relationship.

ISF.L vs. VFWAX - Sectors Allocation Comparison

Sectors
ISF.L
VFWAX

Financial Services

24.8%
23.3%

Industrials

13.8%
15.7%

Healthcare

13.8%
7.1%

Consumer Defensive

12.8%
5.1%

Energy

11.9%
5.2%

Basic Materials

8.6%
7.1%

Utilities

5.3%
3.2%

Consumer Cyclical

4.7%
8.2%

Communication Services

2.6%
4.6%

Real Estate

0.9%
2.0%

Technology

0.8%
18.5%

Financial Services

ISF.L
24.8%
VFWAX
23.3%

Industrials

ISF.L
13.8%
VFWAX
15.7%

Healthcare

ISF.L
13.8%
VFWAX
7.1%

Consumer Defensive

ISF.L
12.8%
VFWAX
5.1%

Energy

ISF.L
11.9%
VFWAX
5.2%

Basic Materials

ISF.L
8.6%
VFWAX
7.1%

Utilities

ISF.L
5.3%
VFWAX
3.2%

Consumer Cyclical

ISF.L
4.7%
VFWAX
8.2%

Communication Services

ISF.L
2.6%
VFWAX
4.6%

Real Estate

ISF.L
0.9%
VFWAX
2.0%

Technology

ISF.L
0.8%
VFWAX
18.5%

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iShares Core FTSE 100 UCITS ETF (Dist)

Vanguard FTSE All-World ex-US Index Fund Admiral Shares

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 VFWAX:
VFWAX vs. VTIAXVFWAX vs. VTSAXVFWAX vs. FSPSXVFWAX vs. VOOVFWAX vs. DODWXVFWAX vs. SPYVFWAX vs. VIGAX

Return for Risk

ISF.L vs. VFWAX — 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: 5656
Overall Rank
ISF.L Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
ISF.L Sortino Ratio Rank: 6060
Sortino Ratio Rank
ISF.L Omega Ratio Rank: 6262
Omega Ratio Rank
ISF.L Calmar Ratio Rank: 5050
Calmar Ratio Rank
ISF.L Martin Ratio Rank: 4949
Martin Ratio Rank
VFWAX
VFWAX Risk / Return Rank: 5757
Overall Rank
VFWAX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
VFWAX Sortino Ratio Rank: 5454
Sortino Ratio Rank
VFWAX Omega Ratio Rank: 5858
Omega Ratio Rank
VFWAX Calmar Ratio Rank: 5757
Calmar Ratio Rank
VFWAX Martin Ratio Rank: 5656
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. VFWAX - 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 FTSE All-World ex-US Index Fund Admiral Shares (VFWAX). 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.

ISF.LVFWAXDifference
Sharpe ratioReturn per unit of total volatility
1.98
2.80

-0.83

Sortino ratioReturn per unit of downside risk
2.78
3.67

-0.89

Omega ratioGain probability vs. loss probability

1.37

1.57

-0.19

Calmar ratioReturn relative to maximum drawdown

2.41

3.45

-1.04

Martin ratioReturn relative to average drawdown

8.18

13.70

-5.52

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ISF.L vs. VFWAX - Sharpe Ratio Comparison

The current ISF.L Sharpe Ratio is 1.98, which is comparable to the VFWAX Sharpe Ratio of 2.80. The chart below compares the historical Sharpe Ratios of ISF.L and VFWAX, 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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Sharpe Ratios by Period

ISF.LVFWAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.98

2.80

-0.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.95

0.81

+0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

0.75

-0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

0.64

-0.48

Drawdowns

ISF.L vs. VFWAX - Drawdown Comparison

The maximum ISF.L drawdown since its inception was -68.24%, which is greater than VFWAX's maximum drawdown of -27.55%. Use the drawdown chart below to compare losses from any high point for ISF.L and VFWAX.

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Drawdown Indicators

ISF.LVFWAXDifference

Max Drawdown

Largest peak-to-trough decline

-68.24%

-27.55%

-40.69%

Max Drawdown (1Y)

Largest decline over 1 year

-8.82%

-9.81%

+0.99%

Max Drawdown (3Y)

Largest decline over 3 years

-12.69%

-12.67%

-0.02%

Max Drawdown (5Y)

Largest decline over 5 years

-12.69%

-14.21%

+1.52%

Max Drawdown (10Y)

Largest decline over 10 years

-34.13%

-27.55%

-6.58%

Current Drawdown

Current decline from peak

-3.90%

-0.44%

-3.46%

Average Drawdown

Average peak-to-trough decline

-21.87%

-4.38%

-17.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.60%

2.46%

+0.14%

Volatility

ISF.L vs. VFWAX - Volatility Comparison

The current volatility for iShares Core FTSE 100 UCITS ETF (Dist) (ISF.L) is 3.85%, while Vanguard FTSE All-World ex-US Index Fund Admiral Shares (VFWAX) has a volatility of 4.09%. This indicates that ISF.L experiences smaller price fluctuations and is considered to be less risky than VFWAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

ISF.LVFWAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.85%

4.09%

-0.24%

Volatility (6M)

Calculated over the trailing 6-month period

9.31%

10.10%

-0.79%

Volatility (1Y)

Calculated over the trailing 1-year period

10.73%

12.08%

-1.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.56%

12.20%

+0.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.84%

14.49%

+0.35%

ISF.L vs. VFWAX - Expense Ratio Comparison

ISF.L has a 0.07% expense ratio, which is lower than VFWAX's 0.11% 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. VFWAX - Dividend Comparison

ISF.L's dividend yield for the trailing twelve months is around 2.86%, more than VFWAX's 2.57% yield.

PositionTTM20252024202320222021202020192018201720162015
ISF.L
iShares Core FTSE 100 UCITS ETF (Dist)		2.86%3.01%3.71%3.86%3.75%3.76%3.11%4.47%4.44%3.96%3.79%4.12%
VFWAX
Vanguard FTSE All-World ex-US Index Fund Admiral Shares		2.57%3.05%3.20%3.28%3.07%3.03%1.97%3.07%3.24%2.67%2.96%2.95%

Frequently Asked Questions

ISF.L and VFWAX have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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