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IUSF.L vs. DH2O.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IUSF.L vs. DH2O.L - 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 iShares Global Water UCITS ETF USD (Dist) (DH2O.L). 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 DH2O.L is traded in USD. To make them comparable, the DH2O.L 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 higher than DH2O.L's 4.52% 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*

DH2O.L

1D
0.24%
1M
2.72%
6M
0.59%
YTD
4.52%
1Y
7.33%
3Y*
8.17%
5Y*
5.63%
10Y*
9.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUSF.L vs. DH2O.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
DH2O.L
iShares Global Water UCITS ETF USD (Dist)
4.52%9.23%6.11%7.89%-11.42%31.91%11.83%28.52%-5.29%16.01%

Correlation

The correlation between IUSF.L and DH2O.L is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.55

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

0.67

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

0.71

Correlation (All Time)
Calculated using the full available price history since Oct 17, 2016

0.72

The correlation between IUSF.L and DH2O.L shifts across timeframes, from 0.55 (1 year) to 0.72 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IUSF.L vs. DH2O.L — 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: 4343
Overall Rank
IUSF.L Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
IUSF.L Sortino Ratio Rank: 4242
Sortino Ratio Rank
IUSF.L Omega Ratio Rank: 4040
Omega Ratio Rank
IUSF.L Calmar Ratio Rank: 4545
Calmar Ratio Rank
IUSF.L Martin Ratio Rank: 4444
Martin Ratio Rank

DH2O.L
DH2O.L Risk / Return Rank: 2121
Overall Rank
DH2O.L Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
DH2O.L Sortino Ratio Rank: 2020
Sortino Ratio Rank
DH2O.L Omega Ratio Rank: 2020
Omega Ratio Rank
DH2O.L Calmar Ratio Rank: 2121
Calmar Ratio Rank
DH2O.L Martin Ratio Rank: 2020
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. DH2O.L - 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 iShares Global Water UCITS ETF USD (Dist) (DH2O.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.

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.LDH2O.LDifference
Sharpe ratioReturn per unit of total volatility

+0.69

Sortino ratioReturn per unit of downside risk

+0.93

Omega ratioGain probability vs. loss probability

1.21

1.10

+0.12

Calmar ratioReturn relative to maximum drawdown

1.82

0.71

+1.12

Martin ratioReturn relative to average drawdown

5.55

1.72

+3.83

IUSF.L vs. DH2O.L - Sharpe Ratio Comparison

The current IUSF.L Sharpe Ratio is 1.23, which is higher than the DH2O.L Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of IUSF.L and DH2O.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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Drawdowns

IUSF.L vs. DH2O.L - Drawdown Comparison

The maximum IUSF.L drawdown since its inception was -33.67%, smaller than the maximum DH2O.L drawdown of -37.91%. Use the drawdown chart below to compare losses from any high point for IUSF.L and DH2O.L.


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Drawdown Indicators


IUSF.LDH2O.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.67%

-37.91%

+4.24%

Max Drawdown (1Y)

Largest decline over 1 year

-7.39%

-10.33%

+2.94%

Max Drawdown (3Y)

Largest decline over 3 years

-22.73%

-14.14%

-8.59%

Max Drawdown (5Y)

Largest decline over 5 years

-22.73%

-23.57%

+0.84%

Max Drawdown (10Y)

Largest decline over 10 years

-27.84%

Current Drawdown

Current decline from peak

-2.39%

-3.43%

+1.04%

Average Drawdown

Average peak-to-trough decline

-5.38%

-6.01%

+0.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.43%

4.24%

-1.81%

Volatility

IUSF.L vs. DH2O.L - Volatility Comparison

The current volatility for iShares Edge MSCI USA Size Factor UCITS ETF (IUSF.L) is 3.65%, while iShares Global Water UCITS ETF USD (Dist) (DH2O.L) has a volatility of 5.04%. This indicates that IUSF.L experiences smaller price fluctuations and is considered to be less risky than DH2O.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IUSF.LDH2O.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.65%

5.04%

-1.39%

Volatility (6M)

Calculated over the trailing 6-month period

8.05%

11.16%

-3.11%

Volatility (1Y)

Calculated over the trailing 1-year period

11.19%

13.69%

-2.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.99%

15.19%

+0.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.26%

15.74%

+1.52%

IUSF.L vs. DH2O.L - Expense Ratio Comparison

IUSF.L has a 0.20% expense ratio, which is lower than DH2O.L's 0.65% expense ratio.


Dividends

IUSF.L vs. DH2O.L - Dividend Comparison

IUSF.L has not paid dividends to shareholders, while DH2O.L's dividend yield for the trailing twelve months is around 1.34%.


PositionTTM20252024202320222021202020192018201720162015
DH2O.L
iShares Global Water UCITS ETF USD (Dist)
1.34%1.33%1.06%1.18%1.09%1.66%0.94%1.39%1.80%1.46%1.76%1.65%
IUSF.L
iShares Edge MSCI USA Size Factor UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IUSF.L and DH2O.L have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IUSF.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IUSF.L is cheaper with a 0.20% expense ratio, compared with 0.65% for DH2O.L.

IUSF.L is categorized as Mid Cap Blend Equities, while DH2O.L is Global Equities. IUSF.L tracks Russell Mid Cap TR USD, while DH2O.L tracks S&P Global Water Index (NET) (USD). Their fees differ too: 0.20% for IUSF.L and 0.65% for DH2O.L.

Portfolio Optimizer

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