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ISFD.L vs. G500.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

ISFD.L vs. G500.L

Last updated Jul 16, 2026
Documentation

ISFD.L (iShares Core FTSE 100 UCITS ETF USD Hedged (Acc)) and G500.L (Invesco S&P 500 UCITS ETF (GBP Hdg)) are both Global Equities funds - ISFD.L tracks the iShares Core FTSE 100 UCITS ETF USD Hedged (Acc) while G500.L tracks the Invesco S&P 500 UCITS ETF (GBP Hdg). Both are passively managed. Over the past 5 years, ISFD.L returned 12.79%/yr vs 11.80%/yr for G500.L. At a 0.47 correlation, their price movements are largely independent. ISFD.L charges 0.20%/yr vs 0.05%/yr for G500.L.

Performance

ISFD.L vs. G500.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core FTSE 100 UCITS ETF USD Hedged (Acc) (ISFD.L) and Invesco S&P 500 UCITS ETF (GBP Hdg) (G500.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ISFD.L is traded in USD, while G500.L is traded in GBp. To make them comparable, the G500.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, ISFD.L achieves a 7.54% return, which is significantly lower than G500.L's 10.60% return.

ISFD.L

1D
-0.30%
1M
0.90%
6M
4.87%
YTD
7.54%
1Y
20.88%
3Y*
16.48%
5Y*
12.79%
10Y*
—

G500.L

1D
0.00%
1M
0.92%
6M
10.32%
YTD
10.60%
1Y
22.54%
3Y*
21.04%
5Y*
11.80%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

ISFD.L vs. G500.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020
ISFD.L
iShares Core FTSE 100 UCITS ETF USD Hedged (Acc)		7.54%25.94%9.52%8.45%5.93%17.43%5.61%
G500.L
Invesco S&P 500 UCITS ETF (GBP Hdg)		10.60%26.32%22.89%31.47%-28.53%27.78%32.88%

Correlation

The correlation between ISFD.L and G500.L is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.39

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

0.38

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

0.46

Correlation (All Time)
Calculated using the full available price history since Jun 30, 2020

0.47

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iShares Core FTSE 100 UCITS ETF USD Hedged (Acc)

Invesco S&P 500 UCITS ETF (GBP Hdg)

Return for Risk

ISFD.L vs. G500.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
ISFD.L
ISFD.L Risk / Return Rank: 6666
Overall Rank
ISFD.L Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
ISFD.L Sortino Ratio Rank: 7272
Sortino Ratio Rank
ISFD.L Omega Ratio Rank: 7474
Omega Ratio Rank
ISFD.L Calmar Ratio Rank: 5858
Calmar Ratio Rank
ISFD.L Martin Ratio Rank: 5454
Martin Ratio Rank
G500.L
G500.L Risk / Return Rank: 7171
Overall Rank
G500.L Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
G500.L Sortino Ratio Rank: 7575
Sortino Ratio Rank
G500.L Omega Ratio Rank: 6969
Omega Ratio Rank
G500.L Calmar Ratio Rank: 6666
Calmar Ratio Rank
G500.L Martin Ratio Rank: 7373
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.

ISFD.L vs. G500.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core FTSE 100 UCITS ETF USD Hedged (Acc) (ISFD.L) and Invesco S&P 500 UCITS ETF (GBP Hdg) (G500.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.

ISFD.LG500.LDifference
Sharpe ratioReturn per unit of total volatility
1.86
1.53

+0.33

Sortino ratioReturn per unit of downside risk
2.61
2.30

+0.30

Omega ratioGain probability vs. loss probability

1.35

1.27

+0.08

Calmar ratioReturn relative to maximum drawdown

2.35

1.82

+0.53

Martin ratioReturn relative to average drawdown

7.41

6.85

+0.57

ISFD.L vs. G500.L - Sharpe Ratio Comparison

The current ISFD.L Sharpe Ratio is 1.86, which is comparable to the G500.L Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of ISFD.L and G500.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.

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Drawdowns

ISFD.L vs. G500.L - Drawdown Comparison

The maximum ISFD.L drawdown since its inception was -33.97%, smaller than the maximum G500.L drawdown of -39.54%. Use the drawdown chart below to compare losses from any high point for ISFD.L and G500.L.

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Drawdown Indicators

ISFD.LG500.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.97%

-39.54%

+5.57%

Max Drawdown (1Y)

Largest decline over 1 year

-8.85%

-12.56%

+3.71%

Max Drawdown (3Y)

Largest decline over 3 years

-12.64%

-17.75%

+5.11%

Max Drawdown (5Y)

Largest decline over 5 years

-12.64%

-39.54%

+26.90%

Current Drawdown

Current decline from peak

-2.60%

-0.10%

-2.50%

Average Drawdown

Average peak-to-trough decline

-4.60%

-8.08%

+3.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.81%

3.34%

-0.53%

Volatility

ISFD.L vs. G500.L - Volatility Comparison

The current volatility for iShares Core FTSE 100 UCITS ETF USD Hedged (Acc) (ISFD.L) is 3.07%, while Invesco S&P 500 UCITS ETF (GBP Hdg) (G500.L) has a volatility of 3.57%. This indicates that ISFD.L experiences smaller price fluctuations and is considered to be less risky than G500.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

ISFD.LG500.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.07%

3.57%

-0.50%

Volatility (6M)

Calculated over the trailing 6-month period

9.65%

11.66%

-2.01%

Volatility (1Y)

Calculated over the trailing 1-year period

11.20%

14.98%

-3.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.77%

20.37%

-7.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.61%

20.09%

-4.48%

ISFD.L vs. G500.L - Expense Ratio Comparison

ISFD.L has a 0.20% expense ratio, which is higher than G500.L's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

ISFD.L vs. G500.L - Dividend Comparison

Neither ISFD.L nor G500.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

ISFD.L and G500.L have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, G500.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

G500.L is cheaper with a 0.05% expense ratio, compared with 0.20% for ISFD.L.

ISFD.L tracks iShares Core FTSE 100 UCITS ETF USD Hedged (Acc), while G500.L tracks Invesco S&P 500 UCITS ETF (GBP Hdg). They also come from different issuers: iShares and Invesco. Their fees differ too: 0.20% for ISFD.L and 0.05% for G500.L.

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