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

ISF.L vs. PRIE.L

Last updated Jun 5, 2026

ISF.L (iShares Core FTSE 100 UCITS ETF (Dist)) and PRIE.L (Amundi Prime Europe UCITS ETF DR (D)) are both Europe Equities funds - ISF.L tracks the FTSE AllSh TR GBP while PRIE.L tracks the MSCI Europe NR EUR. Both are passively managed. Over the past 5 years, ISF.L returned 11.88%/yr vs 7.25%/yr for PRIE.L. Their correlation of 0.82 suggests significant overlap in exposure. ISF.L charges 0.07%/yr vs 0.05%/yr for PRIE.L.

Performance

ISF.L vs. PRIE.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 Amundi Prime Europe UCITS ETF DR (D) (PRIE.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ISF.L achieves a 6.13% return, which is significantly lower than PRIE.L's 6.91% return.

ISF.L

1D
0.26%
1M
1.75%
YTD
6.13%
6M
8.49%
1Y
21.32%
3Y*
14.88%
5Y*
11.88%
10Y*
9.12%

PRIE.L

1D
0.53%
1M
3.65%
YTD
6.91%
6M
6.51%
1Y
16.99%
3Y*
10.92%
5Y*
7.25%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)2025202420232022202120202019
ISF.L
iShares Core FTSE 100 UCITS ETF (Dist)		6.13%25.97%9.28%7.81%4.83%17.68%-11.67%8.72%
PRIE.L
Amundi Prime Europe UCITS ETF DR (D)		6.91%22.93%1.02%10.15%-6.60%14.84%-0.22%9.43%

Correlation

The correlation between ISF.L and PRIE.L is 0.80, 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

0.80

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

0.81

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

0.82

Correlation (All Time)
Calculated using the full available price history since Mar 15, 2019

0.82

The correlation between ISF.L and PRIE.L has been stable across timeframes, ranging from 0.80 to 0.82 - a consistent structural relationship.

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

Sectors
ISF.L
PRIE.L

Financial Services

24.8%
24.2%

Industrials

13.8%
19.2%

Healthcare

13.8%
13.4%

Consumer Defensive

12.8%
8.4%

Energy

11.9%
5.2%

Basic Materials

8.6%
5.2%

Utilities

5.3%
4.6%

Consumer Cyclical

4.7%
6.5%

Communication Services

2.6%
3.3%

Real Estate

0.9%
0.6%

Technology

0.8%
9.4%

Financial Services

ISF.L
24.8%
PRIE.L
24.2%

Industrials

ISF.L
13.8%
PRIE.L
19.2%

Healthcare

ISF.L
13.8%
PRIE.L
13.4%

Consumer Defensive

ISF.L
12.8%
PRIE.L
8.4%

Energy

ISF.L
11.9%
PRIE.L
5.2%

Basic Materials

ISF.L
8.6%
PRIE.L
5.2%

Utilities

ISF.L
5.3%
PRIE.L
4.6%

Consumer Cyclical

ISF.L
4.7%
PRIE.L
6.5%

Communication Services

ISF.L
2.6%
PRIE.L
3.3%

Real Estate

ISF.L
0.9%
PRIE.L
0.6%

Technology

ISF.L
0.8%
PRIE.L
9.4%

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iShares Core FTSE 100 UCITS ETF (Dist)

Amundi Prime Europe UCITS ETF DR (D)

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 PRIE.L:
PRIE.L vs. PRIG.LPRIE.L vs. MSED.LPRIE.L vs. SRHE.LPRIE.L vs. VEUA.LPRIE.L vs. FEZPRIE.L vs. ^STOXXPRIE.L vs. VEU

Return for Risk

ISF.L vs. PRIE.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: 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
PRIE.L
PRIE.L Risk / Return Rank: 3737
Overall Rank
PRIE.L Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
PRIE.L Sortino Ratio Rank: 3737
Sortino Ratio Rank
PRIE.L Omega Ratio Rank: 4141
Omega Ratio Rank
PRIE.L Calmar Ratio Rank: 3333
Calmar Ratio Rank
PRIE.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. PRIE.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 Amundi Prime Europe UCITS ETF DR (D) (PRIE.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.

ISF.LPRIE.LDifference
Sharpe ratioReturn per unit of total volatility
1.98
1.36

+0.62

Sortino ratioReturn per unit of downside risk
2.78
1.90

+0.88

Omega ratioGain probability vs. loss probability

1.37

1.26

+0.11

Calmar ratioReturn relative to maximum drawdown

2.41

1.60

+0.80

Martin ratioReturn relative to average drawdown

8.18

5.58

+2.60

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

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

The current ISF.L Sharpe Ratio is 1.98, which is higher than the PRIE.L Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of ISF.L and PRIE.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

ISF.LPRIE.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.98

1.36

+0.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.95

0.51

+0.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

0.49

-0.33

Drawdowns

ISF.L vs. PRIE.L - Drawdown Comparison

The maximum ISF.L drawdown since its inception was -68.24%, which is greater than PRIE.L's maximum drawdown of -28.92%. Use the drawdown chart below to compare losses from any high point for ISF.L and PRIE.L.

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Drawdown Indicators

ISF.LPRIE.LDifference

Max Drawdown

Largest peak-to-trough decline

-68.24%

-28.92%

-39.32%

Max Drawdown (1Y)

Largest decline over 1 year

-8.82%

-10.55%

+1.73%

Max Drawdown (3Y)

Largest decline over 3 years

-12.69%

-13.25%

+0.56%

Max Drawdown (5Y)

Largest decline over 5 years

-12.69%

-17.75%

+5.06%

Max Drawdown (10Y)

Largest decline over 10 years

-34.13%

—

—

Current Drawdown

Current decline from peak

-3.90%

-1.14%

-2.76%

Average Drawdown

Average peak-to-trough decline

-21.87%

-4.71%

-17.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.60%

3.04%

-0.44%

Volatility

ISF.L vs. PRIE.L - Volatility Comparison

The current volatility for iShares Core FTSE 100 UCITS ETF (Dist) (ISF.L) is 3.85%, while Amundi Prime Europe UCITS ETF DR (D) (PRIE.L) has a volatility of 4.12%. This indicates that ISF.L experiences smaller price fluctuations and is considered to be less risky than PRIE.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.LPRIE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.85%

4.12%

-0.27%

Volatility (6M)

Calculated over the trailing 6-month period

9.31%

10.54%

-1.23%

Volatility (1Y)

Calculated over the trailing 1-year period

10.73%

12.44%

-1.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.56%

14.21%

-1.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.84%

15.99%

-1.15%

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

ISF.L has a 0.07% expense ratio, which is higher than PRIE.L's 0.05% expense ratio. However, 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. PRIE.L - Dividend Comparison

ISF.L's dividend yield for the trailing twelve months is around 2.86%, more than PRIE.L's 0.02% 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%
PRIE.L
Amundi Prime Europe UCITS ETF DR (D)		0.02%0.03%0.03%0.03%0.03%0.02%0.02%0.03%0.00%0.00%0.00%0.00%

Frequently Asked Questions

ISF.L and PRIE.L have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, PRIE.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PRIE.L is cheaper with a 0.05% expense ratio, compared with 0.07% for ISF.L.

ISF.L tracks FTSE AllSh TR GBP, while PRIE.L tracks MSCI Europe NR EUR. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.07% for ISF.L and 0.05% for PRIE.L.

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