MRCH.L vs. ISF.L
Compare and contrast key facts about Merchants Trust plc (MRCH.L) and iShares Core FTSE 100 UCITS ETF (Dist) (ISF.L).
ISF.L is a passively managed fund by iShares that tracks the performance of the FTSE AllSh TR GBP. It was launched on Apr 27, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MRCH.L or ISF.L.
Key characteristics
| MRCH.L | ISF.L | |
|---|---|---|
| YTD Return | 6.42% | 8.62% |
| 1Y Return | 18.05% | 14.05% |
| 3Y Return (Ann) | 6.03% | 7.55% |
| 5Y Return (Ann) | 8.23% | 5.61% |
| 10Y Return (Ann) | 7.13% | 5.98% |
| Sharpe Ratio | 1.20 | 1.35 |
| Sortino Ratio | 1.72 | 1.99 |
| Omega Ratio | 1.21 | 1.24 |
| Calmar Ratio | 1.26 | 2.60 |
| Martin Ratio | 5.12 | 7.96 |
| Ulcer Index | 3.16% | 1.64% |
| Daily Std Dev | 13.55% | 9.66% |
| Max Drawdown | -55.29% | -68.40% |
| Current Drawdown | -4.80% | -2.63% |
Correlation
The correlation between MRCH.L and ISF.L is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
MRCH.L vs. ISF.L - Performance Comparison
In the year-to-date period, MRCH.L achieves a 6.42% return, which is significantly lower than ISF.L's 8.62% return. Over the past 10 years, MRCH.L has outperformed ISF.L with an annualized return of 7.13%, while ISF.L has yielded a comparatively lower 5.98% annualized 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
MRCH.L vs. ISF.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Merchants Trust plc (MRCH.L) and iShares Core FTSE 100 UCITS ETF (Dist) (ISF.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.
Dividends
MRCH.L vs. ISF.L - Dividend Comparison
MRCH.L's dividend yield for the trailing twelve months is around 5.09%, more than ISF.L's 3.84% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MRCH.L Merchants Trust plc | 5.09% | 5.04% | 4.88% | 4.87% | 6.09% | 4.77% | 5.53% | 3.69% | 5.30% | 5.55% | 2.53% | 4.57% |
ISF.L iShares Core FTSE 100 UCITS ETF (Dist) | 3.84% | 3.86% | 3.75% | 3.76% | 3.11% | 4.47% | 4.44% | 3.96% | 3.79% | 4.12% | 3.41% | 3.29% |
Drawdowns
MRCH.L vs. ISF.L - Drawdown Comparison
The maximum MRCH.L drawdown since its inception was -55.29%, smaller than the maximum ISF.L drawdown of -68.40%. Use the drawdown chart below to compare losses from any high point for MRCH.L and ISF.L. For additional features, visit the drawdowns tool.
Volatility
MRCH.L vs. ISF.L - Volatility Comparison
Merchants Trust plc (MRCH.L) has a higher volatility of 4.93% compared to iShares Core FTSE 100 UCITS ETF (Dist) (ISF.L) at 3.32%. This indicates that MRCH.L's price experiences larger fluctuations and is considered to be riskier than ISF.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.