IUSF.L vs. ^SP500TR
Compare and contrast key facts about iShares Edge MSCI USA Size Factor UCITS ETF (IUSF.L) and S&P 500 Total Return (^SP500TR).
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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IUSF.L or ^SP500TR.
Key characteristics
| IUSF.L | ^SP500TR | |
|---|---|---|
| YTD Return | 5.74% | 10.01% |
| 1Y Return | 21.73% | 28.56% |
| 3Y Return (Ann) | 7.22% | 9.47% |
| 5Y Return (Ann) | 10.78% | 14.78% |
| Sharpe Ratio | 1.63 | 2.45 |
| Daily Std Dev | 13.11% | 11.59% |
| Max Drawdown | -33.67% | -55.25% |
| Current Drawdown | -1.93% | -0.50% |
Correlation
The correlation between IUSF.L and ^SP500TR is 0.55, 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. ^SP500TR - Performance Comparison
In the year-to-date period, IUSF.L achieves a 5.74% return, which is significantly lower than ^SP500TR's 10.01% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
IUSF.L vs. ^SP500TR - 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 S&P 500 Total Return (^SP500TR). 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.
Drawdowns
IUSF.L vs. ^SP500TR - Drawdown Comparison
The maximum IUSF.L drawdown since its inception was -33.67%, smaller than the maximum ^SP500TR drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for IUSF.L and ^SP500TR. For additional features, visit the drawdowns tool.
Volatility
IUSF.L vs. ^SP500TR - Volatility Comparison
iShares Edge MSCI USA Size Factor UCITS ETF (IUSF.L) has a higher volatility of 4.53% compared to S&P 500 Total Return (^SP500TR) at 3.61%. This indicates that IUSF.L's price experiences larger fluctuations and is considered to be riskier than ^SP500TR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.