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IUSF.L vs. ^SP500TR
Performance
Return for Risk
Drawdowns
Volatility

Performance

IUSF.L vs. ^SP500TR - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Edge MSCI USA Size Factor UCITS ETF (IUSF.L) and S&P 500 Total Return (^SP500TR). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IUSF.L is traded in GBp, while ^SP500TR is traded in USD. To make them comparable, the ^SP500TR values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, IUSF.L achieves a 7.69% return, which is significantly lower than ^SP500TR's 11.81% return.


IUSF.L

1D
0.64%
1M
3.50%
YTD
7.69%
6M
6.92%
1Y
18.15%
3Y*
11.63%
5Y*
7.45%
10Y*

^SP500TR

1D
0.42%
1M
5.57%
YTD
11.81%
6M
10.50%
1Y
29.83%
3Y*
19.64%
5Y*
15.25%
10Y*
16.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUSF.L vs. ^SP500TR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IUSF.L
iShares Edge MSCI USA Size Factor UCITS ETF
7.69%1.00%14.60%10.79%-8.57%27.74%13.62%23.94%-5.85%7.91%
^SP500TR
S&P 500 Total Return
11.78%9.48%27.20%19.98%-8.37%29.92%14.92%26.48%1.29%11.30%

Correlation

The correlation between IUSF.L and ^SP500TR is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.49

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

0.43

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

0.46

Correlation (All Time)
Calculated using the full available price history since Oct 18, 2016

0.52

The correlation between IUSF.L and ^SP500TR has been stable across timeframes, ranging from 0.43 to 0.52 - a consistent structural relationship.

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Return for Risk

IUSF.L vs. ^SP500TR — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IUSF.L
IUSF.L Risk / Return Rank: 4646
Overall Rank
IUSF.L Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
IUSF.L Sortino Ratio Rank: 4545
Sortino Ratio Rank
IUSF.L Omega Ratio Rank: 4343
Omega Ratio Rank
IUSF.L Calmar Ratio Rank: 5050
Calmar Ratio Rank
IUSF.L Martin Ratio Rank: 4646
Martin Ratio Rank

^SP500TR
^SP500TR Risk / Return Rank: 8484
Overall Rank
^SP500TR Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
^SP500TR Sortino Ratio Rank: 8585
Sortino Ratio Rank
^SP500TR Omega Ratio Rank: 8383
Omega Ratio Rank
^SP500TR Calmar Ratio Rank: 8080
Calmar Ratio Rank
^SP500TR Martin Ratio Rank: 9090
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.

IUSF.L vs. ^SP500TR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI USA Size Factor UCITS ETF (IUSF.L) and S&P 500 Total Return (^SP500TR). 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.


IUSF.L^SP500TRDifference
Sharpe ratioReturn per unit of total volatility

-1.02

Sortino ratioReturn per unit of downside risk

-1.16

Omega ratioGain probability vs. loss probability

1.28

1.49

-0.21

Calmar ratioReturn relative to maximum drawdown

2.41

3.98

-1.56

Martin ratioReturn relative to average drawdown

7.40

15.35

-7.95

IUSF.L vs. ^SP500TR - Sharpe Ratio Comparison

The current IUSF.L Sharpe Ratio is 1.59, which is lower than the ^SP500TR Sharpe Ratio of 2.60. The chart below compares the historical Sharpe Ratios of IUSF.L and ^SP500TR, 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


IUSF.L^SP500TRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.59

2.60

-1.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

0.97

-0.50

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.91

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.69

-0.13

Drawdowns

IUSF.L vs. ^SP500TR - Drawdown Comparison

The maximum IUSF.L drawdown since its inception was -33.67%, roughly equal to the maximum ^SP500TR drawdown of -34.87%. Use the drawdown chart below to compare losses from any high point for IUSF.L and ^SP500TR.


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Drawdown Indicators


IUSF.L^SP500TRDifference

Max Drawdown

Largest peak-to-trough decline

-33.67%

-34.87%

+1.20%

Max Drawdown (1Y)

Largest decline over 1 year

-7.39%

-7.54%

+0.15%

Max Drawdown (3Y)

Largest decline over 3 years

-22.73%

-21.89%

-0.84%

Max Drawdown (5Y)

Largest decline over 5 years

-22.73%

-21.89%

-0.84%

Max Drawdown (10Y)

Largest decline over 10 years

-25.86%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-5.45%

-4.76%

-0.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.41%

1.95%

+0.46%

Volatility

IUSF.L vs. ^SP500TR - Volatility Comparison

iShares Edge MSCI USA Size Factor UCITS ETF (IUSF.L) and S&P 500 Total Return (^SP500TR) have volatilities of 2.67% and 2.60%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IUSF.L^SP500TRDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.67%

2.60%

+0.07%

Volatility (6M)

Calculated over the trailing 6-month period

7.66%

8.20%

-0.54%

Volatility (1Y)

Calculated over the trailing 1-year period

11.24%

11.52%

-0.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.95%

15.85%

+0.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.36%

18.15%

-0.79%

Frequently Asked Questions


IUSF.L and ^SP500TR have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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