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

Performance

IUSF.L vs. IDTK.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 MSCI Turkey UCITS ETF USD (Dist) (IDTK.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 IDTK.L is traded in USD. To make them comparable, the IDTK.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 lower than IDTK.L's 16.32% 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*

IDTK.L

1D
-1.59%
1M
-5.81%
6M
1.07%
YTD
16.32%
1Y
17.56%
3Y*
11.96%
5Y*
16.26%
10Y*
1.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUSF.L vs. IDTK.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%
IDTK.L
iShares MSCI Turkey UCITS ETF USD (Dist)
16.32%-10.65%19.70%-11.49%112.56%-27.48%-12.13%6.60%-38.21%25.36%

Correlation

The correlation between IUSF.L and IDTK.L is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.10

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

0.21

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

0.20

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

0.26

The correlation between IUSF.L and IDTK.L shifts across timeframes, from 0.10 (1 year) to 0.26 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IUSF.L vs. IDTK.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

IDTK.L
IDTK.L Risk / Return Rank: 2626
Overall Rank
IDTK.L Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
IDTK.L Sortino Ratio Rank: 2525
Sortino Ratio Rank
IDTK.L Omega Ratio Rank: 2626
Omega Ratio Rank
IDTK.L Calmar Ratio Rank: 3030
Calmar Ratio Rank
IDTK.L Martin Ratio Rank: 2626
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. IDTK.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 MSCI Turkey UCITS ETF USD (Dist) (IDTK.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.LIDTK.LDifference
Sharpe ratioReturn per unit of total volatility

+0.58

Sortino ratioReturn per unit of downside risk

+0.64

Omega ratioGain probability vs. loss probability

1.21

1.14

+0.08

Calmar ratioReturn relative to maximum drawdown

1.82

1.17

+0.65

Martin ratioReturn relative to average drawdown

5.55

2.84

+2.71

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

The current IUSF.L Sharpe Ratio is 1.23, which is higher than the IDTK.L Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of IUSF.L and IDTK.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. IDTK.L - Drawdown Comparison

The maximum IUSF.L drawdown since its inception was -33.67%, smaller than the maximum IDTK.L drawdown of -72.90%. Use the drawdown chart below to compare losses from any high point for IUSF.L and IDTK.L.


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Drawdown Indicators


IUSF.LIDTK.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.67%

-72.90%

+39.23%

Max Drawdown (1Y)

Largest decline over 1 year

-7.39%

-14.93%

+7.54%

Max Drawdown (3Y)

Largest decline over 3 years

-22.73%

-36.35%

+13.62%

Max Drawdown (5Y)

Largest decline over 5 years

-22.73%

-36.35%

+13.62%

Max Drawdown (10Y)

Largest decline over 10 years

-65.36%

Current Drawdown

Current decline from peak

-2.39%

-32.12%

+29.73%

Average Drawdown

Average peak-to-trough decline

-5.38%

-39.54%

+34.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.43%

6.16%

-3.73%

Volatility

IUSF.L vs. IDTK.L - Volatility Comparison

The current volatility for iShares Edge MSCI USA Size Factor UCITS ETF (IUSF.L) is 3.65%, while iShares MSCI Turkey UCITS ETF USD (Dist) (IDTK.L) has a volatility of 5.69%. This indicates that IUSF.L experiences smaller price fluctuations and is considered to be less risky than IDTK.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.LIDTK.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.65%

5.69%

-2.04%

Volatility (6M)

Calculated over the trailing 6-month period

8.05%

21.31%

-13.26%

Volatility (1Y)

Calculated over the trailing 1-year period

11.19%

27.07%

-15.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.99%

34.63%

-18.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.26%

34.46%

-17.20%

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

IUSF.L has a 0.20% expense ratio, which is lower than IDTK.L's 0.74% expense ratio.


Dividends

IUSF.L vs. IDTK.L - Dividend Comparison

IUSF.L has not paid dividends to shareholders, while IDTK.L's dividend yield for the trailing twelve months is around 1.85%.


PositionTTM20252024202320222021202020192018201720162015
IDTK.L
iShares MSCI Turkey UCITS ETF USD (Dist)
1.85%1.75%2.47%3.13%1.97%3.81%0.59%2.45%4.77%1.88%2.07%2.57%
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 IDTK.L have a correlation of 0.10, 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 0.74% for IDTK.L.

IUSF.L is categorized as Mid Cap Blend Equities, while IDTK.L is Emerging Markets Equities. IUSF.L tracks Russell Mid Cap TR USD, while IDTK.L tracks MSCI Turkey - Net Returns. Their fees differ too: 0.20% for IUSF.L and 0.74% for IDTK.L.

Portfolio Optimizer

Find the right allocation for IUSF.L and IDTK.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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