IUSF.L vs. VTI
Compare and contrast key facts about iShares Edge MSCI USA Size Factor UCITS ETF (IUSF.L) and Vanguard Total Stock Market ETF (VTI).
IUSF.L and VTI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IUSF.L is a passively managed fund by iShares that tracks the performance of the Russell Mid Cap TR USD. It was launched on Oct 13, 2016. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001. Both IUSF.L and VTI are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IUSF.L or VTI.
Key characteristics
| IUSF.L | VTI | |
|---|---|---|
| YTD Return | 5.74% | 9.16% |
| 1Y Return | 22.22% | 28.00% |
| 3Y Return (Ann) | 7.44% | 7.99% |
| 5Y Return (Ann) | 11.09% | 13.64% |
| Sharpe Ratio | 1.65 | 2.33 |
| Daily Std Dev | 13.09% | 11.93% |
| Max Drawdown | -33.67% | -55.45% |
| Current Drawdown | -1.93% | -0.71% |
Correlation
The correlation between IUSF.L and VTI is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
IUSF.L vs. VTI - Performance Comparison
In the year-to-date period, IUSF.L achieves a 5.74% return, which is significantly lower than VTI's 9.16% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
IUSF.L vs. VTI - Expense Ratio Comparison
IUSF.L has a 0.20% expense ratio, which is higher than VTI's 0.03% 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%.
Risk-Adjusted Performance
IUSF.L vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI USA Size Factor UCITS ETF (IUSF.L) and Vanguard Total Stock Market ETF (VTI). 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.
Dividends
IUSF.L vs. VTI - Dividend Comparison
IUSF.L has not paid dividends to shareholders, while VTI's dividend yield for the trailing twelve months is around 1.37%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VTI Vanguard Total Stock Market ETF | 1.37% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
IUSF.L vs. VTI - Drawdown Comparison
The maximum IUSF.L drawdown since its inception was -33.67%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for IUSF.L and VTI. For additional features, visit the drawdowns tool.
Volatility
IUSF.L vs. VTI - Volatility Comparison
iShares Edge MSCI USA Size Factor UCITS ETF (IUSF.L) has a higher volatility of 4.53% compared to Vanguard Total Stock Market ETF (VTI) at 3.98%. This indicates that IUSF.L's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.