PortfoliosLab logoPortfoliosLab logo

Documentation

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

ISF.L vs. VUSA.L

Last updated Jun 12, 2026

ISF.L (iShares Core FTSE 100 UCITS ETF (Dist)) and VUSA.L (Vanguard S&P 500 UCITS ETF) are both exchange-traded funds - ISF.L is a Europe Equities fund tracking the FTSE AllSh TR GBP, while VUSA.L is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, ISF.L returned 9.43%/yr vs 15.64%/yr for VUSA.L. A 0.63 correlation means they provide meaningful diversification when combined. Both charge a 0.07% expense ratio.

Performance

ISF.L vs. VUSA.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 S&P 500 UCITS ETF (VUSA.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

ISF.L is traded in GBp, while VUSA.L is traded in GBP. To make them comparable, the VUSA.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 5.49% return, which is significantly lower than VUSA.L's 7.22% return. Over the past 10 years, ISF.L has underperformed VUSA.L with an annualized return of 9.43%, while VUSA.L has yielded a comparatively higher 15.64% annualized return.

ISF.L

1D
0.59%
1M
0.71%
YTD
5.49%
6M
7.84%
1Y
19.65%
3Y*
14.79%
5Y*
11.55%
10Y*
9.43%

VUSA.L

1D
-0.01%
1M
0.69%
YTD
7.22%
6M
7.36%
1Y
23.59%
3Y*
17.89%
5Y*
14.06%
10Y*
15.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)202520242023202220212020201920182017
ISF.L
iShares Core FTSE 100 UCITS ETF (Dist)		5.49%25.97%9.28%7.81%4.83%17.68%-11.67%17.11%-8.96%13.10%
VUSA.L
Vanguard S&P 500 UCITS ETF		7.22%9.39%27.33%19.82%-9.02%30.97%13.65%26.53%-0.10%10.72%

Correlation

The correlation between ISF.L and VUSA.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

0.43

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

0.50

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

0.60

Correlation (All Time)
Calculated using the full available price history since May 22, 2012

0.63

Over the past year, the correlation between ISF.L and VUSA.L has dropped to 0.43 - well below their long-term average of 0.63, suggesting their price drivers have been diverging.

ISF.L vs. VUSA.L - Sectors Allocation Comparison

Sectors
ISF.L
VUSA.L

Financial Services

24.8%
11.6%

Industrials

13.8%
8.3%

Healthcare

13.8%
8.5%

Consumer Defensive

12.8%
4.9%

Energy

11.9%
3.5%

Basic Materials

8.6%
1.8%

Utilities

5.3%
2.4%

Consumer Cyclical

4.7%
10.2%

Communication Services

2.6%
11.3%

Real Estate

0.9%
1.9%

Technology

0.8%
35.7%

Financial Services

ISF.L
24.8%
VUSA.L
11.6%

Industrials

ISF.L
13.8%
VUSA.L
8.3%

Healthcare

ISF.L
13.8%
VUSA.L
8.5%

Consumer Defensive

ISF.L
12.8%
VUSA.L
4.9%

Energy

ISF.L
11.9%
VUSA.L
3.5%

Basic Materials

ISF.L
8.6%
VUSA.L
1.8%

Utilities

ISF.L
5.3%
VUSA.L
2.4%

Consumer Cyclical

ISF.L
4.7%
VUSA.L
10.2%

Communication Services

ISF.L
2.6%
VUSA.L
11.3%

Real Estate

ISF.L
0.9%
VUSA.L
1.9%

Technology

ISF.L
0.8%
VUSA.L
35.7%

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 S&P 500 UCITS ETF

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 VUSA.L:
VUSA.L vs. CSPX.ASVUSA.L vs. VOOVUSA.L vs. VWRL.LVUSA.L vs. SGLN.LVUSA.L vs. VNRT.LVUSA.L vs. VUSA.DEVUSA.L vs. VUKE.L

Return for Risk

ISF.L vs. VUSA.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: 6161
Overall Rank
ISF.L Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
ISF.L Sortino Ratio Rank: 6666
Sortino Ratio Rank
ISF.L Omega Ratio Rank: 6969
Omega Ratio Rank
ISF.L Calmar Ratio Rank: 5353
Calmar Ratio Rank
ISF.L Martin Ratio Rank: 5151
Martin Ratio Rank
VUSA.L
VUSA.L Risk / Return Rank: 7979
Overall Rank
VUSA.L Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
VUSA.L Sortino Ratio Rank: 8080
Sortino Ratio Rank
VUSA.L Omega Ratio Rank: 8282
Omega Ratio Rank
VUSA.L Calmar Ratio Rank: 7777
Calmar Ratio Rank
VUSA.L 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. VUSA.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 S&P 500 UCITS ETF (VUSA.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.LVUSA.LDifference
Sharpe ratioReturn per unit of total volatility
1.80
2.18

-0.38

Sortino ratioReturn per unit of downside risk
2.54
2.95

-0.41

Omega ratioGain probability vs. loss probability

1.34

1.40

-0.07

Calmar ratioReturn relative to maximum drawdown

2.22

3.31

-1.09

Martin ratioReturn relative to average drawdown

7.32

11.99

-4.67

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

The current ISF.L Sharpe Ratio is 1.80, which is comparable to the VUSA.L Sharpe Ratio of 2.18. The chart below compares the historical Sharpe Ratios of ISF.L and VUSA.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.

Loading charts...

Drawdowns

ISF.L vs. VUSA.L - Drawdown Comparison

The maximum ISF.L drawdown since its inception was -45.00%, which is greater than VUSA.L's maximum drawdown of -25.48%. Use the drawdown chart below to compare losses from any high point for ISF.L and VUSA.L.

Loading charts...

Drawdown Indicators

ISF.LVUSA.LDifference

Max Drawdown

Largest peak-to-trough decline

-45.00%

-25.48%

-19.52%

Max Drawdown (1Y)

Largest decline over 1 year

-8.82%

-7.10%

-1.72%

Max Drawdown (3Y)

Largest decline over 3 years

-12.69%

-20.93%

+8.24%

Max Drawdown (5Y)

Largest decline over 5 years

-12.69%

-20.93%

+8.24%

Max Drawdown (10Y)

Largest decline over 10 years

-34.13%

-25.48%

-8.65%

Current Drawdown

Current decline from peak

-4.48%

-3.20%

-1.28%

Average Drawdown

Average peak-to-trough decline

-6.45%

-3.16%

-3.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.67%

1.96%

+0.71%

Volatility

ISF.L vs. VUSA.L - Volatility Comparison

iShares Core FTSE 100 UCITS ETF (Dist) (ISF.L) and Vanguard S&P 500 UCITS ETF (VUSA.L) have volatilities of 3.25% and 3.36%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

ISF.LVUSA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.25%

3.36%

-0.11%

Volatility (6M)

Calculated over the trailing 6-month period

9.43%

7.37%

+2.06%

Volatility (1Y)

Calculated over the trailing 1-year period

10.85%

10.78%

+0.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.57%

14.32%

-1.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.83%

15.66%

-0.83%

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

Both ISF.L and VUSA.L 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%.

Dividends

ISF.L vs. VUSA.L - Dividend Comparison

ISF.L's dividend yield for the trailing twelve months is around 2.88%, more than VUSA.L's 0.89% yield.

PositionTTM20252024202320222021202020192018201720162015
ISF.L
iShares Core FTSE 100 UCITS ETF (Dist)		2.88%3.01%3.71%3.86%3.75%3.76%3.11%4.47%4.44%3.96%3.79%4.12%
VUSA.L
Vanguard S&P 500 UCITS ETF		0.89%0.95%1.00%1.24%1.41%1.04%1.44%1.50%1.72%1.61%1.58%1.74%

Frequently Asked Questions

ISF.L and VUSA.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.

Both ETFs have the same 0.07% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

ISF.L and VUSA.L have the same expense ratio: 0.07% per year.

ISF.L is categorized as Europe Equities, while VUSA.L is S&P 500. ISF.L tracks FTSE AllSh TR GBP, while VUSA.L tracks S&P 500 Index. They also come from different issuers: iShares and Vanguard.

Portfolio Optimizer

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

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