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

Performance

IUSF.L vs. IUSZ.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 USA Mid-Cap Equal Weight UCITS ETF USD (Acc) (IUSZ.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 IUSZ.L is traded in USD. To make them comparable, the IUSZ.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

The year-to-date returns for both investments are quite close, with IUSF.L having a 8.56% return and IUSZ.L slightly higher at 8.97%.


IUSF.L

1D
-0.15%
1M
0.31%
6M
4.64%
YTD
8.56%
1Y
13.53%
3Y*
10.58%
5Y*
7.07%
10Y*

IUSZ.L

1D
-0.28%
1M
-0.71%
6M
4.89%
YTD
8.97%
1Y
14.13%
3Y*
10.58%
5Y*
7.13%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUSF.L vs. IUSZ.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%
IUSZ.L
iShares MSCI USA Mid-Cap Equal Weight UCITS ETF USD (Acc)
8.97%0.85%14.70%11.34%-8.54%27.24%14.22%23.08%-4.68%7.06%

Correlation

The correlation between IUSF.L and IUSZ.L is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.92

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

0.94

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

0.94

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

0.91

The correlation between IUSF.L and IUSZ.L has been stable across timeframes, ranging from 0.91 to 0.94 - a consistent structural relationship.

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Return for Risk

IUSF.L vs. IUSZ.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

IUSZ.L
IUSZ.L Risk / Return Rank: 4545
Overall Rank
IUSZ.L Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
IUSZ.L Sortino Ratio Rank: 4646
Sortino Ratio Rank
IUSZ.L Omega Ratio Rank: 4040
Omega Ratio Rank
IUSZ.L Calmar Ratio Rank: 4545
Calmar Ratio Rank
IUSZ.L Martin Ratio Rank: 4949
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. IUSZ.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 USA Mid-Cap Equal Weight UCITS ETF USD (Acc) (IUSZ.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.LIUSZ.LDifference
Sharpe ratioReturn per unit of total volatility

+0.10

Sortino ratioReturn per unit of downside risk

+0.11

Omega ratioGain probability vs. loss probability

1.21

1.20

+0.02

Calmar ratioReturn relative to maximum drawdown

1.82

1.97

-0.14

Martin ratioReturn relative to average drawdown

5.55

5.72

-0.17

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

The current IUSF.L Sharpe Ratio is 1.23, which is comparable to the IUSZ.L Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of IUSF.L and IUSZ.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. IUSZ.L - Drawdown Comparison

The maximum IUSF.L drawdown since its inception was -33.67%, roughly equal to the maximum IUSZ.L drawdown of -34.01%. Use the drawdown chart below to compare losses from any high point for IUSF.L and IUSZ.L.


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Drawdown Indicators


IUSF.LIUSZ.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.67%

-34.01%

+0.34%

Max Drawdown (1Y)

Largest decline over 1 year

-7.39%

-7.15%

-0.24%

Max Drawdown (3Y)

Largest decline over 3 years

-22.73%

-22.93%

+0.20%

Max Drawdown (5Y)

Largest decline over 5 years

-22.73%

-22.93%

+0.20%

Current Drawdown

Current decline from peak

-2.39%

-2.54%

+0.15%

Average Drawdown

Average peak-to-trough decline

-5.38%

-5.79%

+0.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.43%

2.47%

-0.04%

Volatility

IUSF.L vs. IUSZ.L - Volatility Comparison

The current volatility for iShares Edge MSCI USA Size Factor UCITS ETF (IUSF.L) is 3.65%, while iShares MSCI USA Mid-Cap Equal Weight UCITS ETF USD (Acc) (IUSZ.L) has a volatility of 4.27%. This indicates that IUSF.L experiences smaller price fluctuations and is considered to be less risky than IUSZ.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.LIUSZ.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.65%

4.27%

-0.62%

Volatility (6M)

Calculated over the trailing 6-month period

8.05%

9.73%

-1.68%

Volatility (1Y)

Calculated over the trailing 1-year period

11.19%

12.55%

-1.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.99%

17.12%

-1.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.26%

20.51%

-3.25%

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

Both IUSF.L and IUSZ.L have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

IUSF.L vs. IUSZ.L - Dividend Comparison

IUSF.L has not paid dividends to shareholders, while IUSZ.L's dividend yield for the trailing twelve months is around 0.42%.


Frequently Asked Questions


With a correlation of 0.92, IUSF.L and IUSZ.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Both ETFs have the same 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

IUSF.L and IUSZ.L have the same expense ratio: 0.20% per year.

IUSF.L tracks Russell Mid Cap TR USD, while IUSZ.L tracks MSCI USA Mid-Cap Equal Weighted Index.

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