NWG.L vs. ISF.L
NWG.L (NatWest Group plc) is a stock, while ISF.L (iShares Core FTSE 100 UCITS ETF (Dist)) is Europe Equities fund tracking the FTSE AllSh TR GBP. Over the past 10 years, NWG.L returned 14.60%/yr vs 9.12%/yr for ISF.L. A 0.55 correlation means they provide meaningful diversification when combined.
Performance
NWG.L vs. ISF.L - Performance Comparison
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Returns By Period
In the year-to-date period, NWG.L achieves a -3.92% return, which is significantly lower than ISF.L's 6.13% return. Over the past 10 years, NWG.L has outperformed ISF.L with an annualized return of 14.60%, while ISF.L has yielded a comparatively lower 9.12% annualized return.
NWG.L
- 1D
- 1.93%
- 1M
- 10.35%
- YTD
- -3.92%
- 6M
- 0.07%
- 1Y
- 20.38%
- 3Y*
- 40.80%
- 5Y*
- 30.65%
- 10Y*
- 14.60%
ISF.L
- 1D
- 0.26%
- 1M
- 1.75%
- YTD
- 6.13%
- 6M
- 8.49%
- 1Y
- 21.32%
- 3Y*
- 14.88%
- 5Y*
- 11.88%
- 10Y*
- 9.12%
NWG.L vs. ISF.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NWG.L NatWest Group plc | -3.92% | 71.03% | 95.51% | -11.95% | 22.09% | 38.61% | -30.23% | 24.47% | -21.41% | 23.78% |
ISF.L iShares Core FTSE 100 UCITS ETF (Dist) | 6.13% | 25.97% | 9.28% | 7.81% | 4.83% | 17.68% | -11.67% | 17.11% | -8.96% | 13.10% |
Correlation
The correlation between NWG.L and ISF.L is 0.65, 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 | 0.65 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.60 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.60 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.50 |
Correlation (All Time) Calculated using the full available price history since May 3, 2000 | 0.55 |
The correlation between NWG.L and ISF.L shifts across timeframes, from 0.50 (10 years) to 0.65 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
NWG.L vs. ISF.L — Risk / Return Rank
NWG.L
ISF.L
NWG.L vs. ISF.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for NatWest Group plc (NWG.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.
| NWG.L | ISF.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.29 | ||
| Sortino ratioReturn per unit of downside risk | -1.67 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.37 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 0.92 | 2.41 | -1.49 |
| Martin ratioReturn relative to average drawdown | 2.35 | 8.18 | -5.83 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| NWG.L | ISF.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.68 | 1.98 | -1.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.04 | 0.95 | +0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.61 | -0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.08 | 0.16 | -0.08 |
Drawdowns
NWG.L vs. ISF.L - Drawdown Comparison
The maximum NWG.L drawdown since its inception was -98.15%, which is greater than ISF.L's maximum drawdown of -68.24%. Use the drawdown chart below to compare losses from any high point for NWG.L and ISF.L.
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Drawdown Indicators
| NWG.L | ISF.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.15% | -68.24% | -29.91% |
Max Drawdown (1Y)Largest decline over 1 year | -22.06% | -8.82% | -13.24% |
Max Drawdown (3Y)Largest decline over 3 years | -32.06% | -12.69% | -19.37% |
Max Drawdown (5Y)Largest decline over 5 years | -39.51% | -12.69% | -26.82% |
Max Drawdown (10Y)Largest decline over 10 years | -65.08% | -34.13% | -30.95% |
Current DrawdownCurrent decline from peak | -83.67% | -3.90% | -79.77% |
Average DrawdownAverage peak-to-trough decline | -50.81% | -21.87% | -28.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.65% | 2.60% | +6.05% |
Volatility
NWG.L vs. ISF.L - Volatility Comparison
NatWest Group plc (NWG.L) has a higher volatility of 8.58% compared to iShares Core FTSE 100 UCITS ETF (Dist) (ISF.L) at 3.85%. This indicates that NWG.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.
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Volatility by Period
| NWG.L | ISF.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.58% | 3.85% | +4.73% |
Volatility (6M)Calculated over the trailing 6-month period | 23.03% | 9.31% | +13.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.66% | 10.73% | +18.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.37% | 12.56% | +16.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.47% | 14.84% | +18.63% |
Dividends
NWG.L vs. ISF.L - Dividend Comparison
NWG.L's dividend yield for the trailing twelve months is around 5.40%, more than ISF.L's 2.86% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ISF.L iShares Core FTSE 100 UCITS ETF (Dist) | 2.86% | 3.01% | 3.71% | 3.86% | 3.75% | 3.76% | 3.11% | 4.47% | 4.44% | 3.96% | 3.79% | 4.12% |
NWG.L NatWest Group plc | 5.40% | 3.84% | 4.35% | 7.06% | 10.35% | 2.66% | 0.00% | 10.40% | 0.92% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
NWG.L and ISF.L have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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