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ISFU.L vs. IEVL.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

ISFU.L vs. IEVL.L

Last updated Jun 5, 2026

ISFU.L (iShares Core FTSE 100 UCITS ETF GBP (Dist)) and IEVL.L (iShares Edge MSCI Europe Value Factor UCITS ETF EUR Accumulating) are both Europe Equities funds from iShares - ISFU.L tracks the FTSE 100 Index while IEVL.L tracks the MSCI Europe Enhanced Value Index. Both are passively managed. Over the past 5 years, ISFU.L returned 10.68%/yr vs 13.42%/yr for IEVL.L. Their correlation of 0.85 suggests significant overlap in exposure. ISFU.L charges 0.07%/yr vs 0.25%/yr for IEVL.L.

Performance

ISFU.L vs. IEVL.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core FTSE 100 UCITS ETF GBP (Dist) (ISFU.L) and iShares Edge MSCI Europe Value Factor UCITS ETF EUR Accumulating (IEVL.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ISFU.L is traded in USD, while IEVL.L is traded in EUR. To make them comparable, the IEVL.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, ISFU.L achieves a 5.80% return, which is significantly lower than IEVL.L's 12.66% return.

ISFU.L

1D
0.15%
1M
0.71%
YTD
5.80%
6M
8.91%
1Y
20.02%
3Y*
17.89%
5Y*
10.68%
10Y*
—

IEVL.L

1D
0.17%
1M
3.88%
YTD
12.66%
6M
16.74%
1Y
35.08%
3Y*
24.94%
5Y*
13.42%
10Y*
10.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ISFU.L vs. IEVL.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
ISFU.L
iShares Core FTSE 100 UCITS ETF GBP (Dist)		5.80%35.25%7.52%13.76%-6.04%15.95%-8.61%21.31%-14.02%23.72%
IEVL.L
iShares Edge MSCI Europe Value Factor UCITS ETF EUR Accumulating		12.66%53.14%3.75%17.14%-9.57%18.05%-0.67%19.39%-17.52%26.03%

Correlation

The correlation between ISFU.L and IEVL.L is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

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

0.82

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

0.84

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

0.86

Correlation (All Time)
Calculated using the full available price history since Nov 29, 2016

0.85

The correlation between ISFU.L and IEVL.L has been stable across timeframes, ranging from 0.82 to 0.86 - a consistent structural relationship.

ISFU.L vs. IEVL.L - Sectors Allocation Comparison

Sectors
ISFU.L
IEVL.L

Financial Services

24.8%
22.6%

Industrials

13.8%
17.0%

Healthcare

13.8%
12.3%

Consumer Defensive

12.8%
8.6%

Energy

11.9%
5.1%

Basic Materials

8.6%
6.2%

Utilities

5.3%
4.5%

Consumer Cyclical

4.7%
6.2%

Communication Services

2.6%
3.7%

Real Estate

0.9%
0.6%

Technology

0.8%
12.2%

Financial Services

ISFU.L
24.8%
IEVL.L
22.6%

Industrials

ISFU.L
13.8%
IEVL.L
17.0%

Healthcare

ISFU.L
13.8%
IEVL.L
12.3%

Consumer Defensive

ISFU.L
12.8%
IEVL.L
8.6%

Energy

ISFU.L
11.9%
IEVL.L
5.1%

Basic Materials

ISFU.L
8.6%
IEVL.L
6.2%

Utilities

ISFU.L
5.3%
IEVL.L
4.5%

Consumer Cyclical

ISFU.L
4.7%
IEVL.L
6.2%

Communication Services

ISFU.L
2.6%
IEVL.L
3.7%

Real Estate

ISFU.L
0.9%
IEVL.L
0.6%

Technology

ISFU.L
0.8%
IEVL.L
12.2%

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iShares Core FTSE 100 UCITS ETF GBP (Dist)

iShares Edge MSCI Europe Value Factor UCITS ETF EUR Accumulating

Often compared with ISFU.L:
ISFU.L vs. IUKD.LISFU.L vs. TDGB.LISFU.L vs. ANDR.VIISFU.L vs. SP5L.LISFU.L vs. SSEZYISFU.L vs. VEAISFU.L vs. NG.L
Often compared with IEVL.L:
IEVL.L vs. AINF.LIEVL.L vs. FBTU.LIEVL.L vs. IUCS.LIEVL.L vs. CSKR.LIEVL.L vs. 36BA.DEIEVL.L vs. IEMA.LIEVL.L vs. GLD

Return for Risk

ISFU.L vs. IEVL.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
ISFU.L
ISFU.L Risk / Return Rank: 4242
Overall Rank
ISFU.L Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
ISFU.L Sortino Ratio Rank: 4141
Sortino Ratio Rank
ISFU.L Omega Ratio Rank: 4242
Omega Ratio Rank
ISFU.L Calmar Ratio Rank: 4141
Calmar Ratio Rank
ISFU.L Martin Ratio Rank: 4444
Martin Ratio Rank
IEVL.L
IEVL.L Risk / Return Rank: 7272
Overall Rank
IEVL.L Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
IEVL.L Sortino Ratio Rank: 7373
Sortino Ratio Rank
IEVL.L Omega Ratio Rank: 7575
Omega Ratio Rank
IEVL.L Calmar Ratio Rank: 6868
Calmar Ratio Rank
IEVL.L Martin Ratio Rank: 6868
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.

ISFU.L vs. IEVL.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core FTSE 100 UCITS ETF GBP (Dist) (ISFU.L) and iShares Edge MSCI Europe Value Factor UCITS ETF EUR Accumulating (IEVL.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.

ISFU.LIEVL.LDifference
Sharpe ratioReturn per unit of total volatility
1.46
2.24

-0.78

Sortino ratioReturn per unit of downside risk
2.05
3.03

-0.98

Omega ratioGain probability vs. loss probability

1.27

1.40

-0.13

Calmar ratioReturn relative to maximum drawdown

2.03

3.01

-0.98

Martin ratioReturn relative to average drawdown

7.07

10.78

-3.71

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ISFU.L vs. IEVL.L - Sharpe Ratio Comparison

The current ISFU.L Sharpe Ratio is 1.46, which is lower than the IEVL.L Sharpe Ratio of 2.24. The chart below compares the historical Sharpe Ratios of ISFU.L and IEVL.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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Sharpe Ratios by Period

ISFU.LIEVL.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.46

2.24

-0.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

0.72

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.55

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.45

+0.07

Drawdowns

ISFU.L vs. IEVL.L - Drawdown Comparison

The maximum ISFU.L drawdown since its inception was -42.59%, smaller than the maximum IEVL.L drawdown of -46.41%. Use the drawdown chart below to compare losses from any high point for ISFU.L and IEVL.L.

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Drawdown Indicators

ISFU.LIEVL.LDifference

Max Drawdown

Largest peak-to-trough decline

-42.59%

-46.41%

+3.82%

Max Drawdown (1Y)

Largest decline over 1 year

-9.80%

-11.60%

+1.80%

Max Drawdown (3Y)

Largest decline over 3 years

-13.46%

-17.48%

+4.02%

Max Drawdown (5Y)

Largest decline over 5 years

-26.05%

-31.13%

+5.08%

Max Drawdown (10Y)

Largest decline over 10 years

—

-46.41%

—

Current Drawdown

Current decline from peak

-4.22%

-0.89%

-3.33%

Average Drawdown

Average peak-to-trough decline

-6.34%

-9.98%

+3.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.82%

3.24%

-0.42%

Volatility

ISFU.L vs. IEVL.L - Volatility Comparison

The current volatility for iShares Core FTSE 100 UCITS ETF GBP (Dist) (ISFU.L) is 5.05%, while iShares Edge MSCI Europe Value Factor UCITS ETF EUR Accumulating (IEVL.L) has a volatility of 5.50%. This indicates that ISFU.L experiences smaller price fluctuations and is considered to be less risky than IEVL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

ISFU.LIEVL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.05%

5.50%

-0.45%

Volatility (6M)

Calculated over the trailing 6-month period

11.60%

12.48%

-0.88%

Volatility (1Y)

Calculated over the trailing 1-year period

13.70%

15.61%

-1.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.82%

18.53%

-1.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.08%

19.76%

-1.68%

ISFU.L vs. IEVL.L - Expense Ratio Comparison

ISFU.L has a 0.07% expense ratio, which is lower than IEVL.L's 0.25% 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

ISFU.L vs. IEVL.L - Dividend Comparison

ISFU.L's dividend yield for the trailing twelve months is around 2.89%, while IEVL.L has not paid dividends to shareholders.

PositionTTM2025202420232022202120202019201820172016
IEVL.L
iShares Edge MSCI Europe Value Factor UCITS ETF EUR Accumulating		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ISFU.L
iShares Core FTSE 100 UCITS ETF GBP (Dist)		2.89%3.01%3.80%3.80%3.78%3.85%2.91%4.33%4.61%3.81%0.72%

Frequently Asked Questions

ISFU.L and IEVL.L have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ISFU.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ISFU.L is cheaper with a 0.07% expense ratio, compared with 0.25% for IEVL.L.

ISFU.L tracks FTSE 100 Index, while IEVL.L tracks MSCI Europe Enhanced Value Index. Their fees differ too: 0.07% for ISFU.L and 0.25% for IEVL.L.

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