VUKE.L vs. ISF.L
Compare and contrast key facts about Vanguard FTSE 100 UCITS ETF Distributing (VUKE.L) and iShares Core FTSE 100 UCITS ETF (Dist) (ISF.L).
VUKE.L and ISF.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VUKE.L is a passively managed fund by Vanguard that tracks the performance of the FTSE AllSh TR GBP. It was launched on May 22, 2012. 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. Both VUKE.L and ISF.L 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: VUKE.L or ISF.L.
Performance
VUKE.L vs. ISF.L - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with VUKE.L having a 8.53% return and ISF.L slightly lower at 8.26%. Both investments have delivered pretty close results over the past 10 years, with VUKE.L having a 5.65% annualized return and ISF.L not far ahead at 5.70%.
VUKE.L
8.53%
-2.73%
-2.24%
12.00%
5.81%
5.65%
ISF.L
8.26%
-2.64%
-2.13%
11.85%
5.79%
5.70%
Key characteristics
| VUKE.L | ISF.L | |
|---|---|---|
| Sharpe Ratio | 1.26 | 1.25 |
| Sortino Ratio | 1.86 | 1.84 |
| Omega Ratio | 1.22 | 1.22 |
| Calmar Ratio | 2.56 | 2.53 |
| Martin Ratio | 6.96 | 6.91 |
| Ulcer Index | 1.74% | 1.74% |
| Daily Std Dev | 9.61% | 9.56% |
| Max Drawdown | -34.27% | -68.40% |
| Current Drawdown | -2.99% | -2.95% |
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VUKE.L vs. ISF.L - Expense Ratio Comparison
VUKE.L has a 0.09% expense ratio, which is higher than ISF.L's 0.07% 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%.
Correlation
The correlation between VUKE.L and ISF.L is 0.98, 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.
Risk-Adjusted Performance
VUKE.L vs. ISF.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE 100 UCITS ETF Distributing (VUKE.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
VUKE.L vs. ISF.L - Dividend Comparison
VUKE.L's dividend yield for the trailing twelve months is around 3.77%, less than ISF.L's 3.85% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VUKE.L Vanguard FTSE 100 UCITS ETF Distributing | 3.77% | 3.82% | 3.94% | 3.90% | 3.02% | 4.65% | 4.64% | 3.99% | 3.75% | 4.25% | 6.86% | 3.46% |
ISF.L iShares Core FTSE 100 UCITS ETF (Dist) | 3.85% | 3.86% | 3.75% | 3.76% | 3.11% | 4.47% | 4.44% | 3.96% | 3.79% | 4.12% | 3.41% | 3.29% |
Drawdowns
VUKE.L vs. ISF.L - Drawdown Comparison
The maximum VUKE.L drawdown since its inception was -34.27%, smaller than the maximum ISF.L drawdown of -68.40%. Use the drawdown chart below to compare losses from any high point for VUKE.L and ISF.L. For additional features, visit the drawdowns tool.
Volatility
VUKE.L vs. ISF.L - Volatility Comparison
Vanguard FTSE 100 UCITS ETF Distributing (VUKE.L) and iShares Core FTSE 100 UCITS ETF (Dist) (ISF.L) have volatilities of 4.11% and 4.09%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.