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

VUSA.L vs. ISF.L

Last updated Jun 12, 2026

VUSA.L (Vanguard S&P 500 UCITS ETF) and ISF.L (iShares Core FTSE 100 UCITS ETF (Dist)) are both exchange-traded funds - VUSA.L 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.L returned 15.64%/yr vs 9.43%/yr for ISF.L. A 0.63 correlation means they provide meaningful diversification when combined. Both charge a 0.07% expense ratio.

Performance

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

Returns By Period

In the year-to-date period, VUSA.L achieves a 7.22% return, which is significantly higher than ISF.L's 5.49% return. Over the past 10 years, VUSA.L has outperformed ISF.L with an annualized return of 15.64%, while ISF.L has yielded a comparatively lower 9.43% annualized return.

VUSA.L

1D
-0.01%
1M
0.69%
YTD
7.22%
6M
7.36%
1Y
23.59%
3Y*
17.89%
5Y*
14.06%
10Y*
15.64%

ISF.L

1D
0.59%
1M
0.71%
YTD
5.49%
6M
7.84%
1Y
19.65%
3Y*
14.79%
5Y*
11.55%
10Y*
9.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)202520242023202220212020201920182017
VUSA.L
Vanguard S&P 500 UCITS ETF		7.22%9.39%27.33%19.82%-9.02%30.97%13.65%26.53%-0.10%10.72%
ISF.L
iShares Core FTSE 100 UCITS ETF (Dist)		5.49%25.97%9.28%7.81%4.83%17.68%-11.67%17.11%-8.96%13.10%

Correlation

The correlation between VUSA.L and ISF.L is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.43

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

0.43

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

0.50

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

0.60

Correlation (All Time)
Calculated using the full available price history since May 22, 2012

0.63

Over the past year, the correlation between VUSA.L and ISF.L has dropped to 0.43 - well below their long-term average of 0.63, suggesting their price drivers have been diverging.

VUSA.L vs. ISF.L - Sectors Allocation Comparison

Sectors
VUSA.L
ISF.L

Technology

35.7%
0.8%

Financial Services

11.6%
24.8%

Communication Services

11.3%
2.6%

Consumer Cyclical

10.2%
4.7%

Healthcare

8.5%
13.8%

Industrials

8.3%
13.8%

Consumer Defensive

4.9%
12.8%

Energy

3.5%
11.9%

Utilities

2.4%
5.3%

Real Estate

1.9%
0.9%

Basic Materials

1.8%
8.6%

Technology

VUSA.L
35.7%
ISF.L
0.8%

Financial Services

VUSA.L
11.6%
ISF.L
24.8%

Communication Services

VUSA.L
11.3%
ISF.L
2.6%

Consumer Cyclical

VUSA.L
10.2%
ISF.L
4.7%

Healthcare

VUSA.L
8.5%
ISF.L
13.8%

Industrials

VUSA.L
8.3%
ISF.L
13.8%

Consumer Defensive

VUSA.L
4.9%
ISF.L
12.8%

Energy

VUSA.L
3.5%
ISF.L
11.9%

Utilities

VUSA.L
2.4%
ISF.L
5.3%

Real Estate

VUSA.L
1.9%
ISF.L
0.9%

Basic Materials

VUSA.L
1.8%
ISF.L
8.6%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Vanguard S&P 500 UCITS ETF

iShares Core FTSE 100 UCITS ETF (Dist)

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Often compared with ISF.L:
ISF.L vs. VUKE.LISF.L vs. HUKX.LISF.L vs. UKDV.LISF.L vs. XDAX.LISF.L vs. VUSA.ASISF.L vs. VOOISF.L vs. FEUI.L

Return for Risk

VUSA.L vs. ISF.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
VUSA.L
VUSA.L Risk / Return Rank: 7979
Overall Rank
VUSA.L Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
VUSA.L Sortino Ratio Rank: 8080
Sortino Ratio Rank
VUSA.L Omega Ratio Rank: 8282
Omega Ratio Rank
VUSA.L Calmar Ratio Rank: 7777
Calmar Ratio Rank
VUSA.L Martin Ratio Rank: 7676
Martin Ratio Rank
ISF.L
ISF.L Risk / Return Rank: 6161
Overall Rank
ISF.L Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
ISF.L Sortino Ratio Rank: 6666
Sortino Ratio Rank
ISF.L Omega Ratio Rank: 6969
Omega Ratio Rank
ISF.L Calmar Ratio Rank: 5353
Calmar Ratio Rank
ISF.L Martin Ratio Rank: 5151
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.L 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.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

VUSA.LISF.LDifference
Sharpe ratioReturn per unit of total volatility
2.18
1.80

+0.38

Sortino ratioReturn per unit of downside risk
2.95
2.54

+0.41

Omega ratioGain probability vs. loss probability

1.40

1.34

+0.07

Calmar ratioReturn relative to maximum drawdown

3.31

2.22

+1.09

Martin ratioReturn relative to average drawdown

11.99

7.32

+4.67

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

The current VUSA.L Sharpe Ratio is 2.18, which is comparable to the ISF.L Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of VUSA.L 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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Drawdowns

VUSA.L vs. ISF.L - Drawdown Comparison

The maximum VUSA.L drawdown since its inception was -25.48%, smaller than the maximum ISF.L drawdown of -45.00%. Use the drawdown chart below to compare losses from any high point for VUSA.L and ISF.L.

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Drawdown Indicators

VUSA.LISF.LDifference

Max Drawdown

Largest peak-to-trough decline

-25.48%

-45.00%

+19.52%

Max Drawdown (1Y)

Largest decline over 1 year

-7.10%

-8.82%

+1.72%

Max Drawdown (3Y)

Largest decline over 3 years

-20.93%

-12.69%

-8.24%

Max Drawdown (5Y)

Largest decline over 5 years

-20.93%

-12.69%

-8.24%

Max Drawdown (10Y)

Largest decline over 10 years

-25.48%

-34.13%

+8.65%

Current Drawdown

Current decline from peak

-3.20%

-4.48%

+1.28%

Average Drawdown

Average peak-to-trough decline

-3.16%

-6.45%

+3.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.96%

2.67%

-0.71%

Volatility

VUSA.L vs. ISF.L - Volatility Comparison

Vanguard S&P 500 UCITS ETF (VUSA.L) and iShares Core FTSE 100 UCITS ETF (Dist) (ISF.L) have volatilities of 3.36% and 3.25%, 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.

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Volatility by Period

VUSA.LISF.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.36%

3.25%

+0.11%

Volatility (6M)

Calculated over the trailing 6-month period

7.37%

9.43%

-2.06%

Volatility (1Y)

Calculated over the trailing 1-year period

10.78%

10.85%

-0.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.32%

12.57%

+1.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.66%

14.83%

+0.83%

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

Both VUSA.L 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.L vs. ISF.L - Dividend Comparison

VUSA.L's dividend yield for the trailing twelve months is around 0.89%, less than ISF.L's 2.88% yield.

PositionTTM20252024202320222021202020192018201720162015
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%
VUSA.L
Vanguard S&P 500 UCITS ETF		0.89%0.95%1.00%1.24%1.41%1.04%1.44%1.50%1.72%1.61%1.58%1.74%

Frequently Asked Questions

VUSA.L and ISF.L have a correlation of 0.43, 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.L and ISF.L have the same expense ratio: 0.07% per year.

VUSA.L is categorized as S&P 500, while ISF.L is Europe Equities. VUSA.L 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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