ISF.L vs. VFWAX
Compare and contrast key facts about iShares Core FTSE 100 UCITS ETF (Dist) (ISF.L) and Vanguard FTSE All-World ex-US Index Fund Admiral Shares (VFWAX).
ISF.L is a passively managed fund by iShares that tracks the performance of the FTSE AllSh TR GBP. It was launched on Apr 27, 2000. VFWAX is managed by Vanguard. It was launched on Sep 27, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ISF.L or VFWAX.
Key characteristics
| ISF.L | VFWAX | |
|---|---|---|
| YTD Return | 9.66% | 9.51% |
| 1Y Return | 11.62% | 16.79% |
| 3Y Return (Ann) | 9.70% | 2.07% |
| 5Y Return (Ann) | 5.96% | 6.79% |
| 10Y Return (Ann) | 5.76% | 4.74% |
| Sharpe Ratio | 1.06 | 1.39 |
| Daily Std Dev | 9.94% | 12.08% |
| Max Drawdown | -68.40% | -34.93% |
| Current Drawdown | -1.49% | -1.49% |
Correlation
The correlation between ISF.L and VFWAX is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
ISF.L vs. VFWAX - Performance Comparison
The year-to-date returns for both stocks are quite close, with ISF.L having a 9.66% return and VFWAX slightly lower at 9.51%. Over the past 10 years, ISF.L has outperformed VFWAX with an annualized return of 5.76%, while VFWAX has yielded a comparatively lower 4.74% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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%.
Risk-Adjusted Performance
ISF.L vs. VFWAX - Risk-Adjusted Performance 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.
Dividends
ISF.L vs. VFWAX - Dividend Comparison
ISF.L's dividend yield for the trailing twelve months is around 3.80%, more than VFWAX's 2.47% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ISF.L iShares Core FTSE 100 UCITS ETF (Dist) | 3.80% | 3.86% | 3.75% | 3.76% | 3.11% | 4.47% | 4.44% | 3.96% | 3.79% | 4.12% | 3.41% | 3.29% |
VFWAX Vanguard FTSE All-World ex-US Index Fund Admiral Shares | 2.47% | 3.28% | 3.07% | 3.03% | 1.97% | 3.07% | 3.24% | 2.67% | 2.96% | 2.95% | 3.53% | 2.68% |
Drawdowns
ISF.L vs. VFWAX - Drawdown Comparison
The maximum ISF.L drawdown since its inception was -68.40%, which is greater than VFWAX's maximum drawdown of -34.93%. Use the drawdown chart below to compare losses from any high point for ISF.L and VFWAX. For additional features, visit the drawdowns tool.
Volatility
ISF.L vs. VFWAX - Volatility Comparison
The current volatility for iShares Core FTSE 100 UCITS ETF (Dist) (ISF.L) is 3.51%, while Vanguard FTSE All-World ex-US Index Fund Admiral Shares (VFWAX) has a volatility of 3.74%. 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.