PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
ISF.L vs. VTHRX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

ISF.L vs. VTHRX

Last updated Jun 14, 2026

ISF.L (iShares Core FTSE 100 UCITS ETF (Dist)) and VTHRX (Vanguard Target Retirement 2030 Fund) are both funds - ISF.L is a Europe Equities fund tracking the FTSE AllSh TR GBP, while VTHRX is a Target Retirement Date fund managed by Vanguard. Over the past 10 years, ISF.L returned 9.81%/yr vs 9.52%/yr for VTHRX. At a 0.49 correlation, their price movements are largely independent. ISF.L charges 0.07%/yr vs 0.08%/yr for VTHRX.

Performance

ISF.L vs. VTHRX - 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 Target Retirement 2030 Fund (VTHRX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

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

Returns By Period

The year-to-date returns for both stocks are quite close, with ISF.L having a 7.07% return and VTHRX slightly lower at 6.97%. Both investments have delivered pretty close results over the past 10 years, with ISF.L having a 9.81% annualized return and VTHRX not far behind at 9.52%.

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%

VTHRX

1D
1.27%
1M
-0.13%
YTD
6.97%
6M
6.81%
1Y
18.92%
3Y*
11.04%
5Y*
7.64%
10Y*
9.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ISF.L vs. VTHRX - 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%
VTHRX
Vanguard Target Retirement 2030 Fund		6.97%7.97%12.36%10.43%-6.33%12.42%10.76%16.47%-0.27%5.27%

Correlation

The correlation between ISF.L and VTHRX is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.41

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

0.36

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

0.33

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

0.42

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

0.49

The correlation between ISF.L and VTHRX shifts across timeframes, from 0.33 (5 years) to 0.49 (all time), reflecting how their relationship changes across market environments.

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)

Vanguard Target Retirement 2030 Fund

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 VTHRX:
VTHRX vs. VTTHXVTHRX vs. FFFEXVTHRX vs. VOOVTHRX vs. VWELXVTHRX vs. SWDRXVTHRX vs. VTHRVTHRX vs. AAETX

Return for Risk

ISF.L vs. VTHRX — 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
VTHRX
VTHRX Risk / Return Rank: 7373
Overall Rank
VTHRX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
VTHRX Sortino Ratio Rank: 7373
Sortino Ratio Rank
VTHRX Omega Ratio Rank: 7373
Omega Ratio Rank
VTHRX Calmar Ratio Rank: 6969
Calmar Ratio Rank
VTHRX Martin Ratio Rank: 7676
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. VTHRX - 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 Target Retirement 2030 Fund (VTHRX). 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.LVTHRXDifference
Sharpe ratioReturn per unit of total volatility
1.93
2.32

-0.39

Sortino ratioReturn per unit of downside risk
2.72
3.14

-0.42

Omega ratioGain probability vs. loss probability

1.36

1.45

-0.09

Calmar ratioReturn relative to maximum drawdown

2.40

3.75

-1.35

Martin ratioReturn relative to average drawdown

7.89

13.50

-5.60

ISF.L vs. VTHRX - Sharpe Ratio Comparison

The current ISF.L Sharpe Ratio is 1.93, which is comparable to the VTHRX Sharpe Ratio of 2.32. The chart below compares the historical Sharpe Ratios of ISF.L and VTHRX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Loading charts...

Drawdowns

ISF.L vs. VTHRX - Drawdown Comparison

The maximum ISF.L drawdown since its inception was -45.00%, which is greater than VTHRX's maximum drawdown of -26.52%. Use the drawdown chart below to compare losses from any high point for ISF.L and VTHRX.

Loading charts...

Drawdown Indicators

ISF.LVTHRXDifference

Max Drawdown

Largest peak-to-trough decline

-45.00%

-26.52%

-18.48%

Max Drawdown (1Y)

Largest decline over 1 year

-8.82%

-4.86%

-3.96%

Max Drawdown (3Y)

Largest decline over 3 years

-12.69%

-12.88%

+0.19%

Max Drawdown (5Y)

Largest decline over 5 years

-12.69%

-12.88%

+0.19%

Max Drawdown (10Y)

Largest decline over 10 years

-34.13%

-17.59%

-16.54%

Current Drawdown

Current decline from peak

-3.05%

-1.07%

-1.98%

Average Drawdown

Average peak-to-trough decline

-6.45%

-3.80%

-2.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.68%

1.35%

+1.33%

Volatility

ISF.L vs. VTHRX - Volatility Comparison

iShares Core FTSE 100 UCITS ETF (Dist) (ISF.L) has a higher volatility of 3.51% compared to Vanguard Target Retirement 2030 Fund (VTHRX) at 2.95%. This indicates that ISF.L's price experiences larger fluctuations and is considered to be riskier than VTHRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

ISF.LVTHRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.51%

2.95%

+0.56%

Volatility (6M)

Calculated over the trailing 6-month period

9.53%

6.14%

+3.39%

Volatility (1Y)

Calculated over the trailing 1-year period

10.94%

7.85%

+3.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.59%

9.56%

+3.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.84%

11.81%

+3.03%

ISF.L vs. VTHRX - Expense Ratio Comparison

ISF.L has a 0.07% expense ratio, which is lower than VTHRX's 0.08% 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. VTHRX - Dividend Comparison

ISF.L's dividend yield for the trailing twelve months is around 1.71%, less than VTHRX's 3.78% 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%
VTHRX
Vanguard Target Retirement 2030 Fund		3.78%4.03%3.63%2.59%2.53%17.56%2.56%2.38%2.71%0.06%2.38%3.72%

Frequently Asked Questions

ISF.L and VTHRX have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for ISF.L and VTHRX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer