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

ISFU.L vs. SSEZY

Last updated Jun 5, 2026

ISFU.L (iShares Core FTSE 100 UCITS ETF GBP (Dist)) is Europe Equities fund tracking the FTSE 100 Index, while SSEZY (SSE PLC ADR) is a stock. Over the past 5 years, ISFU.L returned 10.68%/yr vs 13.12%/yr for SSEZY. At a 0.42 correlation, their price movements are largely independent.

Performance

ISFU.L vs. SSEZY - 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 SSE PLC ADR (SSEZY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ISFU.L achieves a 5.80% return, which is significantly lower than SSEZY's 9.26% 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*
—

SSEZY

1D
2.78%
1M
-7.71%
YTD
9.26%
6M
9.26%
1Y
39.07%
3Y*
16.25%
5Y*
13.12%
10Y*
10.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ISFU.L vs. SSEZY - 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%
SSEZY
SSE PLC ADR		9.26%55.64%-14.33%23.22%-2.83%15.63%12.81%50.44%-17.36%1.53%

Correlation

The correlation between ISFU.L and SSEZY 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

0.44

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

0.42

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 GBP (Dist)

SSE PLC ADR

Often compared with ISFU.L:
ISFU.L vs. IUKD.LISFU.L vs. TDGB.LISFU.L vs. ANDR.VIISFU.L vs. SP5L.LISFU.L vs. VEAISFU.L vs. NG.LISFU.L vs. FEUZ.L
Often compared with SSEZY:
SSEZY vs. NG.LSSEZY vs. ^GSPCSSEZY vs. SPYGSSEZY vs. ELEZYSSEZY vs. NGGSSEZY vs. IMI.LSSEZY vs. FTS

Return for Risk

ISFU.L vs. SSEZY — 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
SSEZY
SSEZY Risk / Return Rank: 7676
Overall Rank
SSEZY Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
SSEZY Sortino Ratio Rank: 7575
Sortino Ratio Rank
SSEZY Omega Ratio Rank: 7575
Omega Ratio Rank
SSEZY Calmar Ratio Rank: 7676
Calmar Ratio Rank
SSEZY Martin Ratio Rank: 7777
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. SSEZY - 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 SSE PLC ADR (SSEZY). 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.LSSEZYDifference
Sharpe ratioReturn per unit of total volatility
1.46
1.28

+0.18

Sortino ratioReturn per unit of downside risk
2.05
1.98

+0.07

Omega ratioGain probability vs. loss probability

1.27

1.26

+0.01

Calmar ratioReturn relative to maximum drawdown

2.03

2.18

-0.15

Martin ratioReturn relative to average drawdown

7.07

5.48

+1.59

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. SSEZY - Sharpe Ratio Comparison

The current ISFU.L Sharpe Ratio is 1.46, which is comparable to the SSEZY Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of ISFU.L and SSEZY, 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.LSSEZYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.46

1.28

+0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

0.51

+0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.37

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.22

+0.30

Drawdowns

ISFU.L vs. SSEZY - Drawdown Comparison

The maximum ISFU.L drawdown since its inception was -42.59%, smaller than the maximum SSEZY drawdown of -54.69%. Use the drawdown chart below to compare losses from any high point for ISFU.L and SSEZY.

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Drawdown Indicators

ISFU.LSSEZYDifference

Max Drawdown

Largest peak-to-trough decline

-42.59%

-54.69%

+12.10%

Max Drawdown (1Y)

Largest decline over 1 year

-9.80%

-18.01%

+8.21%

Max Drawdown (3Y)

Largest decline over 3 years

-13.46%

-29.71%

+16.25%

Max Drawdown (5Y)

Largest decline over 5 years

-26.05%

-31.90%

+5.85%

Max Drawdown (10Y)

Largest decline over 10 years

—

-42.77%

—

Current Drawdown

Current decline from peak

-4.22%

-13.12%

+8.90%

Average Drawdown

Average peak-to-trough decline

-6.34%

-15.55%

+9.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.82%

7.14%

-4.32%

Volatility

ISFU.L vs. SSEZY - Volatility Comparison

The current volatility for iShares Core FTSE 100 UCITS ETF GBP (Dist) (ISFU.L) is 5.05%, while SSE PLC ADR (SSEZY) has a volatility of 11.40%. This indicates that ISFU.L experiences smaller price fluctuations and is considered to be less risky than SSEZY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

ISFU.LSSEZYDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.05%

11.40%

-6.35%

Volatility (6M)

Calculated over the trailing 6-month period

11.60%

20.60%

-9.00%

Volatility (1Y)

Calculated over the trailing 1-year period

13.70%

30.77%

-17.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.82%

25.90%

-9.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.08%

28.33%

-10.25%

Dividends

ISFU.L vs. SSEZY - Dividend Comparison

ISFU.L's dividend yield for the trailing twelve months is around 2.89%, more than SSEZY's 2.65% yield.

PositionTTM20252024202320222021202020192018201720162015
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%0.00%
SSEZY
SSE PLC ADR		2.65%3.79%3.82%4.93%5.34%4.97%5.10%6.28%8.83%8.43%14.56%5.92%

Frequently Asked Questions

ISFU.L and SSEZY 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.

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