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 7.07%/yr vs 13.64%/yr for ^SP500TR. A 0.52 correlation means they provide meaningful diversification when combined.
Performance
IUSF.L vs. ^SP500TR - Performance Comparison
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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 8.56% return, which is significantly lower than ^SP500TR's 9.80% return.
IUSF.L
- 1D
- -0.15%
- 1M
- 0.31%
- 6M
- 4.64%
- YTD
- 8.56%
- 1Y
- 13.53%
- 3Y*
- 10.58%
- 5Y*
- 7.07%
- 10Y*
- —
^SP500TR
- 1D
- -0.84%
- 1M
- -0.66%
- 6M
- 7.46%
- YTD
- 9.80%
- 1Y
- 19.52%
- 3Y*
- 18.21%
- 5Y*
- 13.64%
- 10Y*
- 14.78%
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 | 8.56% | 1.00% | 14.60% | 10.79% | -8.57% | 27.74% | 13.62% | 23.94% | -5.85% | 7.91% |
^SP500TR S&P 500 Total Return | 9.80% | 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 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.42 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since Oct 17, 2016 | 0.52 |
The correlation between IUSF.L and ^SP500TR has been stable across timeframes, ranging from 0.42 to 0.52 - a consistent structural relationship.
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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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| IUSF.L | ^SP500TR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.40 | ||
| Sortino ratioReturn per unit of downside risk | -0.44 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.30 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 1.82 | 2.60 | -0.78 |
| Martin ratioReturn relative to average drawdown | 5.55 | 9.72 | -4.17 |
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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 | ^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 | -2.39% | -2.31% | -0.08% |
Average DrawdownAverage peak-to-trough decline | -5.38% | -4.74% | -0.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.43% | 2.01% | +0.42% |
Volatility
IUSF.L vs. ^SP500TR - Volatility Comparison
iShares Edge MSCI USA Size Factor UCITS ETF (IUSF.L) has a higher volatility of 3.65% compared to S&P 500 Total Return (^SP500TR) at 3.01%. This indicates that IUSF.L's price experiences larger fluctuations and is considered to be riskier than ^SP500TR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IUSF.L | ^SP500TR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.65% | 3.01% | +0.64% |
Volatility (6M)Calculated over the trailing 6-month period | 8.05% | 9.02% | -0.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.19% | 12.06% | -0.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.99% | 15.96% | +0.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.26% | 18.05% | -0.79% |
Frequently Asked Questions
IUSF.L and ^SP500TR have a correlation of 0.48, 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
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