CON.DE vs. ISF.L
CON.DE (Continental Aktiengesellschaft) is a stock, while ISF.L (iShares Core FTSE 100 UCITS ETF (Dist)) is Europe Equities fund tracking the FTSE AllSh TR GBP. Over the past 10 years, CON.DE returned -1.38%/yr vs 8.09%/yr for ISF.L. At a 0.49 correlation, their price movements are largely independent.
Performance
CON.DE vs. ISF.L - Performance Comparison
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Different Trading Currencies
CON.DE 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, CON.DE achieves a 6.17% return, which is significantly lower than ISF.L's 7.10% return. Over the past 10 years, CON.DE has underperformed ISF.L with an annualized return of -1.38%, while ISF.L has yielded a comparatively higher 8.09% annualized return.
CON.DE
- 1D
- -2.40%
- 1M
- 1.77%
- YTD
- 6.17%
- 6M
- 11.18%
- 1Y
- 24.17%
- 3Y*
- 15.88%
- 5Y*
- -0.41%
- 10Y*
- -1.38%
ISF.L
- 1D
- 0.18%
- 1M
- -0.41%
- YTD
- 7.10%
- 6M
- 9.97%
- 1Y
- 18.11%
- 3Y*
- 14.72%
- 5Y*
- 11.74%
- 10Y*
- 8.09%
CON.DE vs. ISF.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CON.DE Continental Aktiengesellschaft | 6.17% | 44.73% | -11.64% | 41.82% | -37.12% | -14.13% | 19.96% | 0.01% | -44.71% | 29.04% |
ISF.L iShares Core FTSE 100 UCITS ETF (Dist) | 7.10% | 19.40% | 14.55% | 10.09% | -0.57% | 25.34% | -16.47% | 24.56% | -10.08% | 8.64% |
Correlation
The correlation between CON.DE and ISF.L is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.35 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.41 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.44 |
Correlation (All Time) Calculated using the full available price history since Aug 29, 2007 | 0.49 |
The correlation between CON.DE and ISF.L shifts across timeframes, from 0.32 (1 year) to 0.49 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
CON.DE vs. ISF.L — Risk / Return Rank
CON.DE
ISF.L
CON.DE vs. ISF.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Continental Aktiengesellschaft (CON.DE) 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.
| CON.DE | ISF.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.75 | ||
| Sortino ratioReturn per unit of downside risk | -0.78 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.29 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 1.06 | 2.32 | -1.26 |
| Martin ratioReturn relative to average drawdown | 3.27 | 8.22 | -4.95 |
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
| CON.DE | ISF.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.80 | 1.55 | -0.75 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.01 | 0.85 | -0.86 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.04 | 0.49 | -0.53 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.26 | 0.26 | 0.00 |
Drawdowns
CON.DE vs. ISF.L - Drawdown Comparison
The maximum CON.DE drawdown since its inception was -89.19%, which is greater than ISF.L's maximum drawdown of -57.98%. Use the drawdown chart below to compare losses from any high point for CON.DE and ISF.L.
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Drawdown Indicators
| CON.DE | ISF.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -89.19% | -57.98% | -31.21% |
Max Drawdown (1Y)Largest decline over 1 year | -23.17% | -7.79% | -15.38% |
Max Drawdown (3Y)Largest decline over 3 years | -29.78% | -15.84% | -13.94% |
Max Drawdown (5Y)Largest decline over 5 years | -60.10% | -15.84% | -44.26% |
Max Drawdown (10Y)Largest decline over 10 years | -76.74% | -39.60% | -37.14% |
Current DrawdownCurrent decline from peak | -38.23% | -2.57% | -35.66% |
Average DrawdownAverage peak-to-trough decline | -30.72% | -11.93% | -18.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.54% | 2.21% | +5.33% |
Volatility
CON.DE vs. ISF.L - Volatility Comparison
Continental Aktiengesellschaft (CON.DE) has a higher volatility of 9.10% compared to iShares Core FTSE 100 UCITS ETF (Dist) (ISF.L) at 4.19%. This indicates that CON.DE'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
| CON.DE | ISF.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.10% | 4.19% | +4.91% |
Volatility (6M)Calculated over the trailing 6-month period | 24.34% | 9.78% | +14.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.81% | 11.69% | +19.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 34.97% | 13.85% | +21.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.38% | 16.62% | +17.76% |
Dividends
CON.DE vs. ISF.L - Dividend Comparison
CON.DE's dividend yield for the trailing twelve months is around 3.91%, more than ISF.L's 2.86% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CON.DE Continental Aktiengesellschaft | 3.91% | 3.68% | 4.46% | 2.57% | 5.17% | 0.00% | 8.49% | 6.06% | 5.48% | 4.67% | 3.00% | 2.13% |
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% |
Frequently Asked Questions
CON.DE and ISF.L have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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