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

ISFU.L vs. VEA

Last updated Apr 2, 2026

Compare and contrast key facts about iShares Core FTSE 100 UCITS ETF GBP (Dist) (ISFU.L) and Vanguard FTSE Developed Markets ETF (VEA).

ISFU.L and VEA are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ISFU.L is a passively managed fund by iShares that tracks the performance of the FTSE 100 Index. It was launched on Apr 27, 2000. VEA is a passively managed fund by Vanguard that tracks the performance of the FTSE Developed All Cap ex US Index. It was launched on Jul 20, 2007. Both ISFU.L and VEA are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

ISFU.L vs. VEA - 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 Vanguard FTSE Developed Markets ETF (VEA). The values are adjusted to include any dividend payments, if applicable.

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ISFU.L vs. VEA - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
ISFU.L
iShares Core FTSE 100 UCITS ETF GBP (Dist)		4.24%35.25%7.52%13.76%-6.04%15.95%-8.61%21.31%-14.02%23.72%
VEA
Vanguard FTSE Developed Markets ETF		4.45%35.16%3.15%17.93%-15.34%11.66%9.71%22.62%-14.75%26.42%

Returns By Period

The year-to-date returns for both investments are quite close, with ISFU.L having a 4.24% return and VEA slightly higher at 4.45%.

ISFU.L

1D
2.56%
1M
-3.79%
YTD
4.24%
6M
10.25%
1Y
28.01%
3Y*
17.55%
5Y*
12.07%
10Y*
—

VEA

1D
1.65%
1M
-5.45%
YTD
4.45%
6M
9.91%
1Y
31.74%
3Y*
16.71%
5Y*
8.93%
10Y*
9.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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)

Vanguard FTSE Developed Markets ETF

Often compared with ISFU.L:
ISFU.L vs. ANDR.VIISFU.L vs. IUKD.LISFU.L vs. XAUUSD=XISFU.L vs. TDGB.LISFU.L vs. NG.LISFU.L vs. SSEZYISFU.L vs. SP5L.L
Often compared with VEA:
VEA vs. VXUSVEA vs. VWOVEA vs. VOOVEA vs. VEUVEA vs. IEFAVEA vs. SCHFVEA vs. VTI

ISFU.L vs. VEA - Expense Ratio Comparison

ISFU.L has a 0.07% expense ratio, which is higher than VEA's 0.03% 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%.

ISFU.L
iShares Core FTSE 100 UCITS ETF GBP (Dist)
VEA
Vanguard FTSE Developed Markets ETF

Return for Risk

ISFU.L vs. VEA — 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: 8181
Overall Rank
ISFU.L Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
ISFU.L Sortino Ratio Rank: 7878
Sortino Ratio Rank
ISFU.L Omega Ratio Rank: 8585
Omega Ratio Rank
ISFU.L Calmar Ratio Rank: 7777
Calmar Ratio Rank
ISFU.L Martin Ratio Rank: 8282
Martin Ratio Rank
VEA
VEA Risk / Return Rank: 8787
Overall Rank
VEA Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
VEA Sortino Ratio Rank: 8888
Sortino Ratio Rank
VEA Omega Ratio Rank: 8787
Omega Ratio Rank
VEA Calmar Ratio Rank: 8787
Calmar Ratio Rank
VEA Martin Ratio Rank: 8787
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. VEA - 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 Vanguard FTSE Developed Markets ETF (VEA). 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.LVEADifference

Sharpe ratio

Return per unit of total volatility

1.68

1.81

-0.12

Sortino ratio

Return per unit of downside risk

2.12

2.46

-0.34

Omega ratio

Gain probability vs. loss probability

1.35

1.36

-0.01

Calmar ratio

Return relative to maximum drawdown

2.35

2.77

-0.42

Martin ratio

Return relative to average drawdown

10.20

10.77

-0.57

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. VEA - Sharpe Ratio Comparison

The current ISFU.L Sharpe Ratio is 1.68, which is comparable to the VEA Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of ISFU.L and VEA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

ISFU.LVEADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.68

1.81

-0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

0.55

+0.17

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

0.22

+0.29

Correlation

The correlation between ISFU.L and VEA is 0.65, 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.

Dividends

ISFU.L vs. VEA - Dividend Comparison

ISFU.L's dividend yield for the trailing twelve months is around 2.93%, more than VEA's 2.88% yield.

TTM20252024202320222021202020192018201720162015
ISFU.L
iShares Core FTSE 100 UCITS ETF GBP (Dist)		2.93%3.01%3.80%3.80%3.78%3.85%2.91%4.33%4.61%3.81%0.72%0.00%
VEA
Vanguard FTSE Developed Markets ETF		2.88%3.22%3.35%3.15%2.91%3.16%2.04%3.04%3.35%2.77%3.05%2.92%

Drawdowns

ISFU.L vs. VEA - Drawdown Comparison

The maximum ISFU.L drawdown since its inception was -42.59%, smaller than the maximum VEA drawdown of -60.68%. Use the drawdown chart below to compare losses from any high point for ISFU.L and VEA.

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Drawdown Indicators

ISFU.LVEADifference

Max Drawdown

Largest peak-to-trough decline

-42.59%

-60.68%

+18.09%

Max Drawdown (1Y)

Largest decline over 1 year

-12.27%

-11.63%

-0.64%

Max Drawdown (5Y)

Largest decline over 5 years

-26.05%

-29.71%

+3.66%

Max Drawdown (10Y)

Largest decline over 10 years

—

-35.73%

—

Current Drawdown

Current decline from peak

-5.64%

-7.20%

+1.56%

Average Drawdown

Average peak-to-trough decline

-6.39%

-13.39%

+7.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.76%

2.99%

-0.23%

Volatility

ISFU.L vs. VEA - Volatility Comparison

The current volatility for iShares Core FTSE 100 UCITS ETF GBP (Dist) (ISFU.L) is 6.15%, while Vanguard FTSE Developed Markets ETF (VEA) has a volatility of 7.92%. This indicates that ISFU.L experiences smaller price fluctuations and is considered to be less risky than VEA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

ISFU.LVEADifference

Volatility (1M)

Calculated over the trailing 1-month period

6.15%

7.92%

-1.77%

Volatility (6M)

Calculated over the trailing 6-month period

9.97%

11.68%

-1.71%

Volatility (1Y)

Calculated over the trailing 1-year period

16.57%

17.67%

-1.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.72%

16.30%

+0.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.08%

17.26%

+0.82%