ISF.L vs. VUSA.AS
Compare and contrast key facts about iShares Core FTSE 100 UCITS ETF (Dist) (ISF.L) and Vanguard S&P 500 UCITS ETF (VUSA.AS).
ISF.L and VUSA.AS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. VUSA.AS is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on May 22, 2012. Both ISF.L and VUSA.AS are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ISF.L or VUSA.AS.
Performance
ISF.L vs. VUSA.AS - Performance Comparison
Returns By Period
In the year-to-date period, ISF.L achieves a 8.26% return, which is significantly lower than VUSA.AS's 31.06% return. Over the past 10 years, ISF.L has underperformed VUSA.AS with an annualized return of 5.70%, while VUSA.AS has yielded a comparatively higher 14.32% annualized return.
ISF.L
8.26%
-2.64%
-2.13%
11.85%
5.79%
5.70%
VUSA.AS
31.06%
3.66%
14.60%
36.48%
15.92%
14.32%
Key characteristics
| ISF.L | VUSA.AS | |
|---|---|---|
| Sharpe Ratio | 1.25 | 2.90 |
| Sortino Ratio | 1.84 | 3.91 |
| Omega Ratio | 1.22 | 1.60 |
| Calmar Ratio | 2.53 | 4.19 |
| Martin Ratio | 6.91 | 18.70 |
| Ulcer Index | 1.74% | 1.86% |
| Daily Std Dev | 9.56% | 11.98% |
| Max Drawdown | -68.40% | -33.64% |
| Current Drawdown | -2.95% | -1.43% |
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ISF.L vs. VUSA.AS - Expense Ratio Comparison
Both ISF.L and VUSA.AS have an expense ratio of 0.07%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Correlation
The correlation between ISF.L and VUSA.AS is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
ISF.L vs. VUSA.AS - 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 S&P 500 UCITS ETF (VUSA.AS). 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. VUSA.AS - Dividend Comparison
ISF.L's dividend yield for the trailing twelve months is around 3.85%, more than VUSA.AS's 0.97% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ISF.L iShares Core FTSE 100 UCITS ETF (Dist) | 3.85% | 3.86% | 3.75% | 3.76% | 3.11% | 4.47% | 4.44% | 3.96% | 3.79% | 4.12% | 3.41% | 3.29% |
VUSA.AS Vanguard S&P 500 UCITS ETF | 0.97% | 1.26% | 1.45% | 1.02% | 1.43% | 1.46% | 1.74% | 1.64% | 1.66% | 1.76% | 1.45% | 1.19% |
Drawdowns
ISF.L vs. VUSA.AS - Drawdown Comparison
The maximum ISF.L drawdown since its inception was -68.40%, which is greater than VUSA.AS's maximum drawdown of -33.64%. Use the drawdown chart below to compare losses from any high point for ISF.L and VUSA.AS. For additional features, visit the drawdowns tool.
Volatility
ISF.L vs. VUSA.AS - Volatility Comparison
iShares Core FTSE 100 UCITS ETF (Dist) (ISF.L) has a higher volatility of 4.09% compared to Vanguard S&P 500 UCITS ETF (VUSA.AS) at 3.87%. This indicates that ISF.L's price experiences larger fluctuations and is considered to be riskier than VUSA.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.