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

ISF.L vs. PABG.L

Last updated Jun 14, 2026

ISF.L (iShares Core FTSE 100 UCITS ETF (Dist)) and PABG.L (Lyxor Net Zero 2050 S&P Eurozone Climate PAB (DR) UCITS ETF - Acc) are both Europe Equities funds - ISF.L tracks the FTSE AllSh TR GBP while PABG.L tracks the MSCI EMU NR EUR. Both are passively managed. Over the past 5 years, ISF.L returned 11.88%/yr vs 10.08%/yr for PABG.L. A 0.70 correlation means they provide meaningful diversification when combined. ISF.L charges 0.07%/yr vs 0.20%/yr for PABG.L.

Performance

ISF.L vs. PABG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Core FTSE 100 UCITS ETF (Dist) (ISF.L) and Lyxor Net Zero 2050 S&P Eurozone Climate PAB (DR) UCITS ETF - Acc (PABG.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, ISF.L achieves a 7.07% return, which is significantly lower than PABG.L's 7.45% return.

ISF.L

1D
1.50%
1M
0.94%
YTD
7.07%
6M
10.11%
1Y
21.68%
3Y*
15.23%
5Y*
11.88%
10Y*
9.81%

PABG.L

1D
2.24%
1M
5.50%
YTD
7.45%
6M
8.23%
1Y
19.73%
3Y*
16.47%
5Y*
10.08%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)202520242023202220212020
ISF.L
iShares Core FTSE 100 UCITS ETF (Dist)		7.07%25.97%9.28%7.81%4.83%17.68%6.84%
PABG.L
Lyxor Net Zero 2050 S&P Eurozone Climate PAB (DR) UCITS ETF - Acc		7.45%27.76%9.01%19.39%-11.91%5.08%8.99%

Correlation

The correlation between ISF.L and PABG.L is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

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

0.66

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

0.66

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

0.69

Correlation (All Time)
Calculated using the full available price history since Jul 6, 2020

0.70

The correlation between ISF.L and PABG.L has been stable across timeframes, ranging from 0.66 to 0.70 - a consistent structural relationship.

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

Sectors
ISF.L
PABG.L

Financial Services

24.8%
32.0%

Industrials

13.8%
16.3%

Healthcare

13.8%
8.0%

Consumer Defensive

12.8%
4.1%

Energy

11.9%
0.2%

Basic Materials

8.6%
0.4%

Utilities

5.3%
4.0%

Consumer Cyclical

4.7%
9.8%

Communication Services

2.6%
3.4%

Real Estate

0.9%
1.1%

Technology

0.8%
20.8%

Financial Services

ISF.L
24.8%
PABG.L
32.0%

Industrials

ISF.L
13.8%
PABG.L
16.3%

Healthcare

ISF.L
13.8%
PABG.L
8.0%

Consumer Defensive

ISF.L
12.8%
PABG.L
4.1%

Energy

ISF.L
11.9%
PABG.L
0.2%

Basic Materials

ISF.L
8.6%
PABG.L
0.4%

Utilities

ISF.L
5.3%
PABG.L
4.0%

Consumer Cyclical

ISF.L
4.7%
PABG.L
9.8%

Communication Services

ISF.L
2.6%
PABG.L
3.4%

Real Estate

ISF.L
0.9%
PABG.L
1.1%

Technology

ISF.L
0.8%
PABG.L
20.8%

Compare stocks, funds, or ETFs

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iShares Core FTSE 100 UCITS ETF (Dist)

Lyxor Net Zero 2050 S&P Eurozone Climate PAB (DR) UCITS ETF - Acc

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
Often compared with PABG.L:
PABG.L vs. LYPG.DEPABG.L vs. JPCT.DEPABG.L vs. ZPAB.DEPABG.L vs. XLVP.LPABG.L vs. LWCR.DEPABG.L vs. XDWT.DEPABG.L vs. WITS.AS

Return for Risk

ISF.L vs. PABG.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
ISF.L
ISF.L Risk / Return Rank: 6363
Overall Rank
ISF.L Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
ISF.L Sortino Ratio Rank: 6969
Sortino Ratio Rank
ISF.L Omega Ratio Rank: 7171
Omega Ratio Rank
ISF.L Calmar Ratio Rank: 5555
Calmar Ratio Rank
ISF.L Martin Ratio Rank: 5252
Martin Ratio Rank
PABG.L
PABG.L Risk / Return Rank: 3535
Overall Rank
PABG.L Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
PABG.L Sortino Ratio Rank: 3737
Sortino Ratio Rank
PABG.L Omega Ratio Rank: 3434
Omega Ratio Rank
PABG.L Calmar Ratio Rank: 3434
Calmar Ratio Rank
PABG.L Martin Ratio Rank: 3737
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.

ISF.L vs. PABG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core FTSE 100 UCITS ETF (Dist) (ISF.L) and Lyxor Net Zero 2050 S&P Eurozone Climate PAB (DR) UCITS ETF - Acc (PABG.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.

ISF.LPABG.LDifference
Sharpe ratioReturn per unit of total volatility
1.93
1.13

+0.80

Sortino ratioReturn per unit of downside risk
2.72
1.74

+0.98

Omega ratioGain probability vs. loss probability

1.36

1.21

+0.15

Calmar ratioReturn relative to maximum drawdown

2.40

1.49

+0.91

Martin ratioReturn relative to average drawdown

7.89

5.14

+2.76

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

The current ISF.L Sharpe Ratio is 1.93, which is higher than the PABG.L Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of ISF.L and PABG.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

ISF.L vs. PABG.L - Drawdown Comparison

The maximum ISF.L drawdown since its inception was -45.00%, which is greater than PABG.L's maximum drawdown of -26.49%. Use the drawdown chart below to compare losses from any high point for ISF.L and PABG.L.

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Drawdown Indicators

ISF.LPABG.LDifference

Max Drawdown

Largest peak-to-trough decline

-45.00%

-26.49%

-18.51%

Max Drawdown (1Y)

Largest decline over 1 year

-8.82%

-11.77%

+2.95%

Max Drawdown (3Y)

Largest decline over 3 years

-12.69%

-13.84%

+1.15%

Max Drawdown (5Y)

Largest decline over 5 years

-12.69%

-26.49%

+13.80%

Max Drawdown (10Y)

Largest decline over 10 years

-34.13%

—

—

Current Drawdown

Current decline from peak

-3.05%

0.00%

-3.05%

Average Drawdown

Average peak-to-trough decline

-6.45%

-6.08%

-0.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.68%

3.42%

-0.74%

Volatility

ISF.L vs. PABG.L - Volatility Comparison

The current volatility for iShares Core FTSE 100 UCITS ETF (Dist) (ISF.L) is 3.51%, while Lyxor Net Zero 2050 S&P Eurozone Climate PAB (DR) UCITS ETF - Acc (PABG.L) has a volatility of 4.25%. This indicates that ISF.L experiences smaller price fluctuations and is considered to be less risky than PABG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

ISF.LPABG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.51%

4.25%

-0.74%

Volatility (6M)

Calculated over the trailing 6-month period

9.53%

12.94%

-3.41%

Volatility (1Y)

Calculated over the trailing 1-year period

10.94%

15.57%

-4.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.59%

18.88%

-6.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.84%

18.95%

-4.11%

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

ISF.L has a 0.07% expense ratio, which is lower than PABG.L's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

ISF.L vs. PABG.L - Dividend Comparison

ISF.L's dividend yield for the trailing twelve months is around 1.71%, while PABG.L has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
ISF.L
iShares Core FTSE 100 UCITS ETF (Dist)		1.71%3.01%3.71%3.86%3.75%3.76%3.11%4.47%4.44%3.96%3.79%4.12%
PABG.L
Lyxor Net Zero 2050 S&P Eurozone Climate PAB (DR) UCITS ETF - Acc		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

ISF.L and PABG.L have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ISF.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ISF.L is cheaper with a 0.07% expense ratio, compared with 0.20% for PABG.L.

ISF.L tracks FTSE AllSh TR GBP, while PABG.L tracks MSCI EMU NR EUR. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.07% for ISF.L and 0.20% for PABG.L.

Portfolio Optimizer

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