iShares Core FTSE 100 UCITS ETF GBP (Dist)

10-Year Study

ISF.LSE · · GB · ETF

Executive Summary: iShares Core FTSE 100 UCITS ETF GBP (Dist) has compounded at 9.4% annually over the last 10 years, with a maximum drawdown of 24.2% and an annualized volatility of 13.2%.

1Y CAGR
+26.3%
3Y CAGR
+16.9%
5Y CAGR
+12.6%
10Y CAGR
+9.4%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
24.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.48
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.66
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
11.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +26.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -11.7%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20263.17.1-6.34.3————————7.9%
20256.31.9-1.9-0.63.90.04.21.21.64.30.32.326.0%
2024-1.30.34.92.52.1-1.12.50.8-1.6-1.42.6-1.39.3%
20234.31.6-2.23.3-5.01.42.3-2.42.4-3.62.04.07.8%
20221.40.21.70.71.0-5.63.7-1.1-5.02.87.0-1.54.8%
2021-1.01.64.14.01.10.20.31.9-0.32.3-2.34.717.7%
2020-3.4-9.0-13.74.32.91.6-3.91.6-1.5-4.512.43.5-11.7%
20193.52.13.22.5-3.04.12.2-4.13.0-1.91.72.917.1%
2018-2.3-3.4-1.96.72.7-0.01.5-3.41.2-4.8-1.7-3.3-9.0%
20170.12.91.3-1.44.8-2.41.01.6-0.61.9-1.95.413.1%
2016———1.20.64.63.41.71.90.9-1.64.518.4%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 13.2%. The dominant macroeconomic risk driver is VEA.US, accounting for 63.4% of variance. Idiosyncratic stock-specific factors contribute 8.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110120.79805075218
2016-05-0110182.827211203805
2016-06-0110653.789799963939
2016-07-0111019.962792587039
2016-08-0111203.877560770548
2016-09-0111417.017121700028
2016-10-0111519.300295128874
2016-11-0111329.825301857081
2016-12-0111843.831619290717
2017-01-0111859.033409126212
2017-02-0112203.6041110134
2017-03-0112357.821131208106
2017-04-0112185.783061432085
2017-05-0112773.438353405121
2017-06-0112472.708441818944
2017-07-0112591.741913365644
2017-08-0112793.583365803992
2017-09-0112711.233935426966
2017-10-0112950.575696966773
2017-11-0112707.740788836525
2017-12-0113395.568961555942
2018-01-0113091.165844276726
2018-02-0112640.715588484763
2018-03-0112395.597530933555
2018-04-0113225.398704870886
2018-05-0113587.106231749509
2018-06-0113580.984222261115
2018-07-0113780.23042283399
2018-08-0113315.325022285317
2018-09-0113479.766998719662
2018-10-0112834.584023859992
2018-11-0112616.494038003033
2018-12-0112195.150936343343
2019-01-0112624.015706915638
2019-02-0112893.429739377652
2019-03-0113310.386601298012
2019-04-0113641.757770570614
2019-05-0113232.634680007366
2019-06-0113774.626983561084
2019-07-0114080.773072953467
2019-08-0113506.046024547097
2019-09-0113909.971409015294
2019-10-0113651.180863606669
2019-11-0113877.623191036226
2019-12-0114282.24720482251
2020-01-0113792.865770260429
2020-02-0112547.344140240593
2020-03-0110826.303225770827
2020-04-0111288.068395570162
2020-05-0111617.90306050058
2020-06-0111807.250812006534
2020-07-0111346.213080981703
2020-08-0111525.940874832753
2020-09-0111358.622754332884
2020-10-0110843.84578394012
2020-11-0112190.944755706614
2020-12-0112615.077573062581
2021-01-0112492.140420171518
2021-02-0112694.392407363795
2021-03-0113216.441364713552
2021-04-0113748.379167978097
2021-05-0113898.361198079658
2021-06-0113929.475411008909
2021-07-0113967.909626655854
2021-08-0114232.906209134086
2021-09-0114185.022491782704
2021-10-0114514.763525979768
2021-11-0114182.974619589133
2021-12-0114845.383248597518
2022-01-0115055.721089890545
2022-02-0115092.83967369449
2022-03-0115344.639124346173
2022-04-0115448.360369807788
2022-05-0115606.017719256166
2022-06-0114728.104753104159
2022-07-0115274.447284576689
2022-08-0115110.543084662111
2022-09-0114359.67261894044
2022-10-0114763.87169324459
2022-11-0115802.022855982248
2022-12-0115562.822740936486
2023-01-0116237.51140074218
2023-02-0116492.39346323037
2023-03-0116131.857520912665
2023-04-0116659.747595550765
2023-05-0115819.433370809635
2023-06-0116041.549478200724
2023-07-0116417.3544324189
2023-08-0116015.330472074154
2023-09-0116401.283557314855
2023-10-0115813.469813331529
2023-11-0116129.475939182279
2023-12-0116778.291306338393
2024-01-0116557.728508805732
2024-02-0116615.654722506115
2024-03-0117423.7263639417
2024-04-0117863.13059398617
2024-05-0118244.248492125054
2024-06-0118050.14718031046
2024-07-0118507.14198428492
2024-08-0118657.198438815558
2024-09-0118364.172656032617
2024-10-0118111.44410041152
2024-11-0118577.842791117757
2024-12-0118334.674173450694
2025-01-0119495.186299951096
2025-02-0119862.75655121037
2025-03-0119485.659973029546
2025-04-0119367.0874527855
2025-05-0120129.680966480435
2025-06-0120130.77812661228
2025-07-0120979.084574720804
2025-08-0121240.645629521434
2025-09-0121581.48310601472
2025-10-0122505.656856806676
2025-11-0122584.056990866684
2025-12-0123095.475258798946
2026-01-0123809.817734573197
2026-02-0125506.082516525228
2026-03-0123904.646461154407
2026-04-0124929.782951956153
Annual Return Matrix
YearAnnual Return
20170.13101649805100424
2018-0.08961306747460196
20190.1711414872496011
2020-0.11673020413741297
20210.17679682606925762
20220.04832744836053626
20230.07810077809372817
20240.09276170252952642
20250.259661068438406
20260.07942281648689464
Total Factor Risk
0.13162090699953793
VTI.US Exposure
0.032028941846848784
VEA.US Exposure
0.6340778980281487
VWO.US Exposure
0.057227441034685314
QQQ.US Exposure
-0.05957468889606087
VTV.US Exposure
0.033217529058823754
IJR.US Exposure
-0.028111516879145815
QUAL.US Exposure
-0.03543010349279363
SHV.US Exposure
0.223819582753544
TLT.US Exposure
0.04368057875752463
LQD.US Exposure
-0.036993113682106914
HYG.US Exposure
0.009042522557033977
GLD.US Exposure
0.004964481373278779
USO.US Exposure
-0.0016858199513907174
VNQ.US Exposure
-0.0036437941441462827
BTC-USD.CC Exposure
-0.001058271823114577
CPER.US Exposure
-0.00014994632914603942
VIX.INDX Exposure
0.021137854695568687
UUP.US Exposure
0.020653417272434152
TIP.US Exposure
0.00401494212484365
Idiosyncratic Exposure
0.08278206569517015
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
13.2%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+2.2%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+10.3%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
2.3% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.98
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is iShares Core FTSE 100 UCITS ETF GBP (Dist) a high-risk investment?

iShares Core FTSE 100 UCITS ETF GBP (Dist) (ISF.LSE) has an annualized volatility of 13.2% and experienced a maximum drawdown of 24.2% over the last 10 years. Its primary macro risk driver is VEA.US.

What is the 10-year return of ISF.LSE?

Over the past 10 years, ISF.LSE has generated a Compound Annual Growth Rate (CAGR) of 9.4%. It has had a positive return in 80% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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