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VUSA.AS vs. ISF.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

VUSA.AS vs. ISF.L

Last updated Jun 5, 2026

VUSA.AS (Vanguard S&P 500 UCITS ETF) and ISF.L (iShares Core FTSE 100 UCITS ETF (Dist)) are both exchange-traded funds - VUSA.AS is a S&P 500 fund tracking the S&P 500 Index, while ISF.L is a Europe Equities fund tracking the FTSE AllSh TR GBP. Both are passively managed. Over the past 10 years, VUSA.AS returned 14.95%/yr vs 8.07%/yr for ISF.L. A 0.63 correlation means they provide meaningful diversification when combined. Both charge a 0.07% expense ratio.

Performance

VUSA.AS vs. ISF.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Vanguard S&P 500 UCITS ETF (VUSA.AS) and iShares Core FTSE 100 UCITS ETF (Dist) (ISF.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

VUSA.AS is traded in EUR, while ISF.L is traded in GBp. To make them comparable, the ISF.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, VUSA.AS achieves a 11.59% return, which is significantly higher than ISF.L's 6.88% return. Over the past 10 years, VUSA.AS has outperformed ISF.L with an annualized return of 14.95%, while ISF.L has yielded a comparatively lower 8.07% annualized return.

VUSA.AS

1D
-0.11%
1M
5.23%
YTD
11.59%
6M
11.46%
1Y
25.64%
3Y*
18.84%
5Y*
14.77%
10Y*
14.95%

ISF.L

1D
0.00%
1M
1.37%
YTD
6.88%
6M
9.38%
1Y
17.93%
3Y*
14.64%
5Y*
11.69%
10Y*
8.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VUSA.AS vs. ISF.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
VUSA.AS
Vanguard S&P 500 UCITS ETF		11.59%3.90%33.86%22.12%-14.18%40.36%7.72%32.99%-0.37%6.68%
ISF.L
iShares Core FTSE 100 UCITS ETF (Dist)		7.08%19.40%14.55%10.09%-0.57%25.34%-16.47%24.56%-10.08%8.64%

Correlation

The correlation between VUSA.AS and ISF.L is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.48

Correlation (3Y)
Calculated over the trailing 3-year period

0.47

Correlation (5Y)
Calculated over the trailing 5-year period

0.53

Correlation (10Y)
Calculated over the trailing 10-year period

0.60

Correlation (All Time)
Calculated using the full available price history since Jun 7, 2013

0.63

The correlation between VUSA.AS and ISF.L shifts across timeframes, from 0.47 (3 years) to 0.63 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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Vanguard S&P 500 UCITS ETF

iShares Core FTSE 100 UCITS ETF (Dist)

Often compared with VUSA.AS:
VUSA.AS vs. VUAA.LVUSA.AS vs. VUAG.LVUSA.AS vs. VWRL.ASVUSA.AS vs. VHYL.ASVUSA.AS vs. VOOVUSA.AS vs. IUSA.DEVUSA.AS vs. VEVE.AS
Often compared with ISF.L:
ISF.L vs. VUKE.LISF.L vs. HUKX.LISF.L vs. UKDV.LISF.L vs. XDAX.LISF.L vs. VOOISF.L vs. FEUI.LISF.L vs. SCHD

Return for Risk

VUSA.AS vs. ISF.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
VUSA.AS
VUSA.AS Risk / Return Rank: 7070
Overall Rank
VUSA.AS Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
VUSA.AS Sortino Ratio Rank: 6767
Sortino Ratio Rank
VUSA.AS Omega Ratio Rank: 7171
Omega Ratio Rank
VUSA.AS Calmar Ratio Rank: 7272
Calmar Ratio Rank
VUSA.AS Martin Ratio Rank: 7070
Martin Ratio Rank
ISF.L
ISF.L Risk / Return Rank: 5656
Overall Rank
ISF.L Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
ISF.L Sortino Ratio Rank: 6060
Sortino Ratio Rank
ISF.L Omega Ratio Rank: 6262
Omega Ratio Rank
ISF.L Calmar Ratio Rank: 5050
Calmar Ratio Rank
ISF.L Martin Ratio Rank: 4949
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VUSA.AS vs. ISF.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P 500 UCITS ETF (VUSA.AS) 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.

VUSA.ASISF.LDifference
Sharpe ratioReturn per unit of total volatility
2.23
1.53

+0.71

Sortino ratioReturn per unit of downside risk
3.03
2.20

+0.83

Omega ratioGain probability vs. loss probability

1.42

1.28

+0.14

Calmar ratioReturn relative to maximum drawdown

3.55

2.29

+1.26

Martin ratioReturn relative to average drawdown

12.69

8.10

+4.59

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VUSA.AS vs. ISF.L - Sharpe Ratio Comparison

The current VUSA.AS Sharpe Ratio is 2.23, which is higher than the ISF.L Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of VUSA.AS and ISF.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

VUSA.ASISF.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.23

1.53

+0.71

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.96

0.84

+0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.92

0.48

+0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

0.93

0.26

+0.67

Drawdowns

VUSA.AS vs. ISF.L - Drawdown Comparison

The maximum VUSA.AS drawdown since its inception was -33.64%, smaller than the maximum ISF.L drawdown of -57.98%. Use the drawdown chart below to compare losses from any high point for VUSA.AS and ISF.L.

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Drawdown Indicators

VUSA.ASISF.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.64%

-57.98%

+24.34%

Max Drawdown (1Y)

Largest decline over 1 year

-7.13%

-7.79%

+0.66%

Max Drawdown (3Y)

Largest decline over 3 years

-23.24%

-15.84%

-7.40%

Max Drawdown (5Y)

Largest decline over 5 years

-23.24%

-15.84%

-7.40%

Max Drawdown (10Y)

Largest decline over 10 years

-33.64%

-39.60%

+5.96%

Current Drawdown

Current decline from peak

-0.43%

-2.77%

+2.34%

Average Drawdown

Average peak-to-trough decline

-4.06%

-11.92%

+7.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.01%

2.21%

-0.20%

Volatility

VUSA.AS vs. ISF.L - Volatility Comparison

The current volatility for Vanguard S&P 500 UCITS ETF (VUSA.AS) is 2.62%, while iShares Core FTSE 100 UCITS ETF (Dist) (ISF.L) has a volatility of 4.23%. This indicates that VUSA.AS experiences smaller price fluctuations and is considered to be less risky 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

VUSA.ASISF.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.62%

4.23%

-1.61%

Volatility (6M)

Calculated over the trailing 6-month period

7.44%

9.79%

-2.35%

Volatility (1Y)

Calculated over the trailing 1-year period

11.34%

11.71%

-0.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.11%

13.85%

+1.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.01%

16.62%

-0.61%

VUSA.AS vs. ISF.L - Expense Ratio Comparison

Both VUSA.AS and ISF.L have an expense ratio of 0.07%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

Dividends

VUSA.AS vs. ISF.L - Dividend Comparison

VUSA.AS's dividend yield for the trailing twelve months is around 0.87%, less than ISF.L's 2.86% yield.

PositionTTM20252024202320222021202020192018201720162015
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%
VUSA.AS
Vanguard S&P 500 UCITS ETF		0.87%0.97%0.99%1.26%1.45%1.02%1.43%1.46%1.74%1.64%1.66%1.76%

Frequently Asked Questions

VUSA.AS and ISF.L have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.07% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

VUSA.AS and ISF.L have the same expense ratio: 0.07% per year.

VUSA.AS is categorized as S&P 500, while ISF.L is Europe Equities. VUSA.AS tracks S&P 500 Index, while ISF.L tracks FTSE AllSh TR GBP. They also come from different issuers: Vanguard and iShares.

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