SSEZY vs. ISF.L
Compare and contrast key facts about SSE PLC ADR (SSEZY) 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.
Performance
SSEZY vs. ISF.L - Performance Comparison
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SSEZY vs. ISF.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SSEZY SSE PLC ADR | 21.59% | 55.64% | -14.33% | 23.22% | -2.83% | 15.63% | 12.81% | 50.44% | -17.36% | 1.53% |
ISF.L iShares Core FTSE 100 UCITS ETF (Dist) | 4.35% | 35.47% | 7.46% | 13.50% | -6.37% | 16.61% | -8.97% | 21.81% | -14.11% | 23.87% |
Different Trading Currencies
SSEZY is traded in USD, while ISF.L is traded in GBp. To make them comparable, the ISF.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, SSEZY achieves a 21.59% return, which is significantly higher than ISF.L's 4.35% return. Over the past 10 years, SSEZY has outperformed ISF.L with an annualized return of 12.33%, while ISF.L has yielded a comparatively lower 8.65% annualized return.
SSEZY
- 1D
- 2.53%
- 1M
- -1.18%
- YTD
- 21.59%
- 6M
- 52.97%
- 1Y
- 79.19%
- 3Y*
- 21.98%
- 5Y*
- 17.22%
- 10Y*
- 12.33%
ISF.L
- 1D
- 2.63%
- 1M
- -3.88%
- YTD
- 4.35%
- 6M
- 10.31%
- 1Y
- 28.10%
- 3Y*
- 17.70%
- 5Y*
- 12.08%
- 10Y*
- 8.65%
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Return for Risk
SSEZY vs. ISF.L — Risk / Return Rank
SSEZY
ISF.L
SSEZY vs. ISF.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SSE PLC ADR (SSEZY) 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.
| SSEZY | ISF.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.68 | 1.72 | +0.95 |
Sortino ratioReturn per unit of downside risk | 3.63 | 2.16 | +1.47 |
Omega ratioGain probability vs. loss probability | 1.49 | 1.35 | +0.14 |
Calmar ratioReturn relative to maximum drawdown | 4.38 | 2.37 | +2.01 |
Martin ratioReturn relative to average drawdown | 12.93 | 10.11 | +2.82 |
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
| SSEZY | ISF.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.68 | 1.72 | +0.95 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.74 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.48 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.24 | 0.18 | +0.06 |
Correlation
The correlation between SSEZY and ISF.L is 0.45, 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.
Dividends
SSEZY vs. ISF.L - Dividend Comparison
SSEZY's dividend yield for the trailing twelve months is around 2.38%, less than ISF.L's 2.88% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SSEZY SSE PLC ADR | 2.38% | 3.79% | 3.82% | 4.93% | 5.34% | 4.97% | 5.10% | 6.28% | 8.83% | 8.43% | 14.56% | 5.92% |
ISF.L iShares Core FTSE 100 UCITS ETF (Dist) | 2.88% | 3.01% | 3.71% | 3.86% | 3.75% | 3.76% | 3.11% | 4.47% | 4.44% | 3.96% | 3.79% | 4.12% |
Drawdowns
SSEZY vs. ISF.L - Drawdown Comparison
The maximum SSEZY drawdown since its inception was -54.69%, smaller than the maximum ISF.L drawdown of -63.42%. Use the drawdown chart below to compare losses from any high point for SSEZY and ISF.L.
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Drawdown Indicators
| SSEZY | ISF.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.69% | -68.24% | +13.55% |
Max Drawdown (1Y)Largest decline over 1 year | -17.81% | -10.57% | -7.24% |
Max Drawdown (5Y)Largest decline over 5 years | -31.90% | -12.69% | -19.21% |
Max Drawdown (10Y)Largest decline over 10 years | -42.77% | -34.13% | -8.64% |
Current DrawdownCurrent decline from peak | -2.22% | -4.44% | +2.22% |
Average DrawdownAverage peak-to-trough decline | -15.62% | -21.99% | +6.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.03% | 2.36% | +3.67% |
Volatility
SSEZY vs. ISF.L - Volatility Comparison
SSE PLC ADR (SSEZY) has a higher volatility of 9.30% compared to iShares Core FTSE 100 UCITS ETF (Dist) (ISF.L) at 5.95%. This indicates that SSEZY'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
| SSEZY | ISF.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.30% | 5.95% | +3.35% |
Volatility (6M)Calculated over the trailing 6-month period | 22.17% | 9.76% | +12.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.75% | 16.24% | +13.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.37% | 16.27% | +9.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.05% | 18.14% | +9.91% |