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

IUSF.L vs. IJH

Last updated Jun 5, 2026

IUSF.L (iShares Edge MSCI USA Size Factor UCITS ETF) and IJH (iShares Core S&P Mid-Cap ETF) are both Mid Cap Blend Equities funds from iShares - IUSF.L tracks the Russell Mid Cap TR USD while IJH tracks the S&P MidCap 400 Index. Both are passively managed. Over the past 5 years, IUSF.L returned 7.45%/yr vs 9.43%/yr for IJH. A 0.61 correlation means they provide meaningful diversification when combined. IUSF.L charges 0.20%/yr vs 0.05%/yr for IJH.

Performance

IUSF.L vs. IJH - 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 Core S&P Mid-Cap ETF (IJH). 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 IJH is traded in USD. To make them comparable, the IJH 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 IJH's 15.07% return.

IUSF.L

1D
0.64%
1M
4.37%
YTD
7.69%
6M
7.96%
1Y
17.90%
3Y*
11.63%
5Y*
7.45%
10Y*
—

IJH

1D
0.44%
1M
3.93%
YTD
15.07%
6M
13.47%
1Y
27.46%
3Y*
13.75%
5Y*
9.43%
10Y*
12.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUSF.L vs. IJH - 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%
IJH
iShares Core S&P Mid-Cap ETF		15.07%-0.23%15.91%10.59%-2.78%25.90%10.26%21.30%-5.93%6.20%

Correlation

The correlation between IUSF.L and IJH is 0.63, 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

0.63

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

0.62

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

0.58

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

0.61

The correlation between IUSF.L and IJH has been stable across timeframes, ranging from 0.58 to 0.63 - a consistent structural relationship.

IUSF.L vs. IJH - Sectors Allocation Comparison

Sectors
IUSF.L
IJH

Technology

21.2%
15.7%

Industrials

16.5%
25.0%

Financial Services

12.4%
14.4%

Consumer Cyclical

9.9%
10.7%

Healthcare

9.3%
8.6%

Real Estate

7.1%
7.5%

Utilities

6.3%
3.1%

Consumer Defensive

5.7%
3.8%

Basic Materials

5.3%
4.8%

Communication Services

3.9%
1.0%

Energy

2.3%
5.5%

Technology

IUSF.L
21.2%
IJH
15.7%

Industrials

IUSF.L
16.5%
IJH
25.0%

Financial Services

IUSF.L
12.4%
IJH
14.4%

Consumer Cyclical

IUSF.L
9.9%
IJH
10.7%

Healthcare

IUSF.L
9.3%
IJH
8.6%

Real Estate

IUSF.L
7.1%
IJH
7.5%

Utilities

IUSF.L
6.3%
IJH
3.1%

Consumer Defensive

IUSF.L
5.7%
IJH
3.8%

Basic Materials

IUSF.L
5.3%
IJH
4.8%

Communication Services

IUSF.L
3.9%
IJH
1.0%

Energy

IUSF.L
2.3%
IJH
5.5%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares Edge MSCI USA Size Factor UCITS ETF

iShares Core S&P Mid-Cap ETF

Often compared with IUSF.L:
IUSF.L vs. VTIIUSF.L vs. VOOIUSF.L vs. VUAA.LIUSF.L vs. ^SP500TRIUSF.L vs. VGTIUSF.L vs. CNX1.LIUSF.L vs. SPY
Often compared with IJH:
IJH vs. VOIJH vs. IJRIJH vs. MDYIJH vs. IJJIJH vs. IJKIJH vs. IVOOIJH vs. SCHM

Return for Risk

IUSF.L vs. IJH — 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
IJH
IJH Risk / Return Rank: 5555
Overall Rank
IJH Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
IJH Sortino Ratio Rank: 5252
Sortino Ratio Rank
IJH Omega Ratio Rank: 4949
Omega Ratio Rank
IJH Calmar Ratio Rank: 6161
Calmar Ratio Rank
IJH Martin Ratio Rank: 6262
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. IJH - 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 Core S&P Mid-Cap ETF (IJH). 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.LIJHDifference
Sharpe ratioReturn per unit of total volatility
1.59
1.86

-0.28

Sortino ratioReturn per unit of downside risk
2.21
2.61

-0.40

Omega ratioGain probability vs. loss probability

1.28

1.33

-0.05

Calmar ratioReturn relative to maximum drawdown

2.41

3.44

-1.03

Martin ratioReturn relative to average drawdown

7.40

12.41

-5.01

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IUSF.L vs. IJH - Sharpe Ratio Comparison

The current IUSF.L Sharpe Ratio is 1.59, which is comparable to the IJH Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of IUSF.L and IJH, 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.LIJHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.59

1.86

-0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

0.51

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.58

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.54

+0.01

Drawdowns

IUSF.L vs. IJH - Drawdown Comparison

The maximum IUSF.L drawdown since its inception was -33.67%, smaller than the maximum IJH drawdown of -37.62%. Use the drawdown chart below to compare losses from any high point for IUSF.L and IJH.

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Drawdown Indicators

IUSF.LIJHDifference

Max Drawdown

Largest peak-to-trough decline

-33.67%

-37.62%

+3.95%

Max Drawdown (1Y)

Largest decline over 1 year

-7.39%

-8.01%

+0.62%

Max Drawdown (3Y)

Largest decline over 3 years

-22.73%

-25.31%

+2.58%

Max Drawdown (5Y)

Largest decline over 5 years

-22.73%

-25.31%

+2.58%

Max Drawdown (10Y)

Largest decline over 10 years

—

-35.46%

—

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-5.45%

-6.29%

+0.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.41%

2.22%

+0.19%

Volatility

IUSF.L vs. IJH - Volatility Comparison

The current volatility for iShares Edge MSCI USA Size Factor UCITS ETF (IUSF.L) is 2.67%, while iShares Core S&P Mid-Cap ETF (IJH) has a volatility of 3.70%. This indicates that IUSF.L experiences smaller price fluctuations and is considered to be less risky than IJH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IUSF.LIJHDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.67%

3.70%

-1.03%

Volatility (6M)

Calculated over the trailing 6-month period

7.66%

10.68%

-3.02%

Volatility (1Y)

Calculated over the trailing 1-year period

11.24%

14.82%

-3.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.95%

18.49%

-2.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.36%

20.80%

-3.44%

IUSF.L vs. IJH - Expense Ratio Comparison

IUSF.L has a 0.20% expense ratio, which is higher than IJH's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

IUSF.L vs. IJH - Dividend Comparison

IUSF.L has not paid dividends to shareholders, while IJH's dividend yield for the trailing twelve months is around 1.18%.

PositionTTM20252024202320222021202020192018201720162015
IJH
iShares Core S&P Mid-Cap ETF		1.18%1.36%1.33%1.46%1.68%1.18%1.28%1.63%1.72%1.19%1.60%1.56%
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 IJH have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IJH is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IJH is cheaper with a 0.05% expense ratio, compared with 0.20% for IUSF.L.

IUSF.L tracks Russell Mid Cap TR USD, while IJH tracks S&P MidCap 400 Index. Their fees differ too: 0.20% for IUSF.L and 0.05% for IJH.

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