IUSF.L vs. ^SP500TR
IUSF.L (iShares Edge MSCI USA Size Factor UCITS ETF) is Mid Cap Blend Equities fund tracking the Russell Mid Cap TR USD, while ^SP500TR (S&P 500 Total Return) is an index. Over the past 5 years, IUSF.L returned 7.45%/yr vs 15.25%/yr for ^SP500TR. A 0.52 correlation means they provide meaningful diversification when combined.
Performance
IUSF.L vs. ^SP500TR - Performance Comparison
Loading charts...
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%
IUSF.L vs. ^SP500TR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
IUSF.L vs. ^SP500TR — Risk / Return Rank
IUSF.L
^SP500TR
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 | ^SP500TR | Difference | |
|---|---|---|---|
| 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 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| IUSF.L | ^SP500TR | Difference | |
|---|---|---|---|
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.
Loading charts...
Drawdown Indicators
| IUSF.L | ^SP500TR | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -5.45% | -4.76% | -0.69% |
Ulcer IndexDepth 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.
Loading charts...
Volatility by Period
| IUSF.L | ^SP500TR | Difference | |
|---|---|---|---|
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.
Find the right allocation for IUSF.L and ^SP500TR
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer