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IUSA.L vs. BRSC.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IUSA.L vs. BRSC.L

Last updated Jun 5, 2026

IUSA.L (iShares S&P 500 UCITS Dist) is S&P 500 fund tracking the S&P 500 Index, while BRSC.L (Blackrock Smaller Companies Trust plc) is a stock. Over the past 10 years, IUSA.L returned 16.52%/yr vs 6.54%/yr for BRSC.L. At a 0.36 correlation, their price movements are largely independent.

Performance

IUSA.L vs. BRSC.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares S&P 500 UCITS Dist (IUSA.L) and Blackrock Smaller Companies Trust plc (BRSC.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IUSA.L achieves a 10.67% return, which is significantly higher than BRSC.L's 2.72% return. Over the past 10 years, IUSA.L has outperformed BRSC.L with an annualized return of 16.52%, while BRSC.L has yielded a comparatively lower 6.54% annualized return.

IUSA.L

1D
0.04%
1M
4.50%
YTD
10.67%
6M
10.05%
1Y
29.42%
3Y*
19.42%
5Y*
15.33%
10Y*
16.52%

BRSC.L

1D
-0.15%
1M
2.81%
YTD
2.72%
6M
2.57%
1Y
4.94%
3Y*
3.06%
5Y*
-5.08%
10Y*
6.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUSA.L vs. BRSC.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IUSA.L
iShares S&P 500 UCITS Dist		10.67%9.70%27.73%20.24%-8.72%31.54%14.15%27.06%0.51%11.19%
BRSC.L
Blackrock Smaller Companies Trust plc		2.72%-1.21%2.19%5.25%-34.32%23.97%4.04%45.82%-6.20%38.32%

Correlation

The correlation between IUSA.L and BRSC.L is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.45

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

0.42

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

0.44

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

0.38

Correlation (All Time)
Calculated using the full available price history since Mar 20, 2002

0.36

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iShares S&P 500 UCITS Dist

Blackrock Smaller Companies Trust plc

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Often compared with BRSC.L:
BRSC.L vs. FEV.LBRSC.L vs. NAIT.LBRSC.L vs. ATY.LBRSC.L vs. BXBRSC.L vs. BRIG.LBRSC.L vs. HSL.LBRSC.L vs. ORIT.L

Return for Risk

IUSA.L vs. BRSC.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IUSA.L
IUSA.L Risk / Return Rank: 8484
Overall Rank
IUSA.L Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
IUSA.L Sortino Ratio Rank: 8585
Sortino Ratio Rank
IUSA.L Omega Ratio Rank: 8686
Omega Ratio Rank
IUSA.L Calmar Ratio Rank: 8181
Calmar Ratio Rank
IUSA.L Martin Ratio Rank: 8080
Martin Ratio Rank
BRSC.L
BRSC.L Risk / Return Rank: 4747
Overall Rank
BRSC.L Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
BRSC.L Sortino Ratio Rank: 4444
Sortino Ratio Rank
BRSC.L Omega Ratio Rank: 4343
Omega Ratio Rank
BRSC.L Calmar Ratio Rank: 4848
Calmar Ratio Rank
BRSC.L Martin Ratio Rank: 5151
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.

IUSA.L vs. BRSC.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 UCITS Dist (IUSA.L) and Blackrock Smaller Companies Trust plc (BRSC.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.

IUSA.LBRSC.LDifference
Sharpe ratioReturn per unit of total volatility
2.82
0.29

+2.53

Sortino ratioReturn per unit of downside risk
3.78
0.56

+3.22

Omega ratioGain probability vs. loss probability

1.53

1.07

+0.46

Calmar ratioReturn relative to maximum drawdown

4.20

0.27

+3.93

Martin ratioReturn relative to average drawdown

15.53

0.90

+14.63

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

IUSA.L vs. BRSC.L - Sharpe Ratio Comparison

The current IUSA.L Sharpe Ratio is 2.82, which is higher than the BRSC.L Sharpe Ratio of 0.29. The chart below compares the historical Sharpe Ratios of IUSA.L and BRSC.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

IUSA.LBRSC.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.82

0.29

+2.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.07

-0.26

+1.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.06

0.26

+0.79

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.36

+0.22

Drawdowns

IUSA.L vs. BRSC.L - Drawdown Comparison

The maximum IUSA.L drawdown since its inception was -38.58%, smaller than the maximum BRSC.L drawdown of -65.33%. Use the drawdown chart below to compare losses from any high point for IUSA.L and BRSC.L.

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Drawdown Indicators

IUSA.LBRSC.LDifference

Max Drawdown

Largest peak-to-trough decline

-38.58%

-65.33%

+26.75%

Max Drawdown (1Y)

Largest decline over 1 year

-7.01%

-17.49%

+10.48%

Max Drawdown (3Y)

Largest decline over 3 years

-21.08%

-31.10%

+10.02%

Max Drawdown (5Y)

Largest decline over 5 years

-21.08%

-46.13%

+25.05%

Max Drawdown (10Y)

Largest decline over 10 years

-25.42%

-55.18%

+29.76%

Current Drawdown

Current decline from peak

-0.22%

-31.09%

+30.87%

Average Drawdown

Average peak-to-trough decline

-7.29%

-13.79%

+6.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.90%

5.28%

-3.38%

Volatility

IUSA.L vs. BRSC.L - Volatility Comparison

The current volatility for iShares S&P 500 UCITS Dist (IUSA.L) is 2.62%, while Blackrock Smaller Companies Trust plc (BRSC.L) has a volatility of 4.78%. This indicates that IUSA.L experiences smaller price fluctuations and is considered to be less risky than BRSC.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IUSA.LBRSC.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.62%

4.78%

-2.16%

Volatility (6M)

Calculated over the trailing 6-month period

7.13%

13.59%

-6.46%

Volatility (1Y)

Calculated over the trailing 1-year period

10.44%

16.41%

-5.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.33%

19.77%

-5.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.60%

24.81%

-9.21%

Dividends

IUSA.L vs. BRSC.L - Dividend Comparison

IUSA.L's dividend yield for the trailing twelve months is around 1.15%, less than BRSC.L's 3.38% yield.

PositionTTM20252024202320222021202020192018201720162015
BRSC.L
Blackrock Smaller Companies Trust plc		3.38%3.40%3.10%2.93%2.69%1.58%1.87%1.87%2.33%1.76%1.93%1.61%
IUSA.L
iShares S&P 500 UCITS Dist		1.15%1.24%1.28%1.55%1.74%1.39%1.80%1.96%2.22%1.95%1.75%2.29%

Frequently Asked Questions

IUSA.L and BRSC.L have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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