PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
ISF.L vs. XDAX.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ISF.L vs. XDAX.L

Last updated Apr 2, 2026

Compare and contrast key facts about iShares Core FTSE 100 UCITS ETF (Dist) (ISF.L) and Xtrackers DAX UCITS ETF 1C (XDAX.L).

ISF.L and XDAX.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ISF.L is a passively managed fund by iShares that tracks the performance of the FTSE AllSh TR GBP. It was launched on Apr 27, 2000. XDAX.L is a passively managed fund by Xtrackers that tracks the performance of the FSE DAX TR EUR. It was launched on Jan 10, 2007. Both ISF.L and XDAX.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

ISF.L vs. XDAX.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 Xtrackers DAX UCITS ETF 1C (XDAX.L). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

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

2026 (YTD)202520242023202220212020201920182017
ISF.L
iShares Core FTSE 100 UCITS ETF (Dist)		5.53%25.97%9.28%7.81%4.83%17.68%-11.67%17.11%-8.96%7.09%
XDAX.L
Xtrackers DAX UCITS ETF 1C		-5.31%28.81%13.14%17.20%-7.58%7.86%9.38%16.48%-17.14%3.27%

Returns By Period

In the year-to-date period, ISF.L achieves a 5.53% return, which is significantly higher than XDAX.L's -5.31% return.

ISF.L

1D
1.96%
1M
-3.16%
YTD
5.53%
6M
11.73%
1Y
24.43%
3Y*
14.75%
5Y*
12.95%
10Y*
9.38%

XDAX.L

1D
2.56%
1M
-5.69%
YTD
-5.31%
6M
-3.57%
1Y
7.25%
3Y*
13.34%
5Y*
9.05%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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

iShares Core FTSE 100 UCITS ETF (Dist)

Xtrackers DAX UCITS ETF 1C

Often compared with ISF.L:
ISF.L vs. VUKE.LISF.L vs. HUKX.LISF.L vs. VUSA.ASISF.L vs. UKDV.LISF.L vs. VOOISF.L vs. FEUI.LISF.L vs. VWRL.AS
Often compared with XDAX.L:
XDAX.L vs. DBXD.DEXDAX.L vs. EUHD.LXDAX.L vs. IEFV.LXDAX.L vs. CACX.LXDAX.L vs. EUNL.DEXDAX.L vs. ^GDAXIXDAX.L vs. 100D.L

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

ISF.L has a 0.07% expense ratio, which is lower than XDAX.L's 0.09% 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%.

XDAX.L
Xtrackers DAX UCITS ETF 1C
ISF.L
iShares Core FTSE 100 UCITS ETF (Dist)

Return for Risk

ISF.L vs. XDAX.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: 8787
Overall Rank
ISF.L Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
ISF.L Sortino Ratio Rank: 8585
Sortino Ratio Rank
ISF.L Omega Ratio Rank: 9191
Omega Ratio Rank
ISF.L Calmar Ratio Rank: 8686
Calmar Ratio Rank
ISF.L Martin Ratio Rank: 8686
Martin Ratio Rank
XDAX.L
XDAX.L Risk / Return Rank: 2424
Overall Rank
XDAX.L Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
XDAX.L Sortino Ratio Rank: 2323
Sortino Ratio Rank
XDAX.L Omega Ratio Rank: 2222
Omega Ratio Rank
XDAX.L Calmar Ratio Rank: 2525
Calmar Ratio Rank
XDAX.L Martin Ratio Rank: 2727
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. XDAX.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 Xtrackers DAX UCITS ETF 1C (XDAX.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.LXDAX.LDifference

Sharpe ratio

Return per unit of total volatility

1.87

0.44

+1.43

Sortino ratio

Return per unit of downside risk

2.35

0.70

+1.66

Omega ratio

Gain probability vs. loss probability

1.40

1.09

+0.31

Calmar ratio

Return relative to maximum drawdown

2.69

0.62

+2.08

Martin ratio

Return relative to average drawdown

10.48

2.27

+8.21

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. XDAX.L - Sharpe Ratio Comparison

The current ISF.L Sharpe Ratio is 1.87, which is higher than the XDAX.L Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of ISF.L and XDAX.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Loading graphics...

Sharpe Ratios by Period

ISF.LXDAX.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.87

0.44

+1.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.03

0.54

+0.50

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

0.36

-0.20

Correlation

The correlation between ISF.L and XDAX.L is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

ISF.L vs. XDAX.L - Dividend Comparison

ISF.L's dividend yield for the trailing twelve months is around 2.88%, while XDAX.L has not paid dividends to shareholders.

TTM20252024202320222021202020192018201720162015
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%
XDAX.L
Xtrackers DAX UCITS ETF 1C		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ISF.L vs. XDAX.L - Drawdown Comparison

The maximum ISF.L drawdown since its inception was -68.24%, which is greater than XDAX.L's maximum drawdown of -37.09%. Use the drawdown chart below to compare losses from any high point for ISF.L and XDAX.L.

Loading graphics...

Drawdown Indicators

ISF.LXDAX.LDifference

Max Drawdown

Largest peak-to-trough decline

-68.24%

-37.09%

-31.15%

Max Drawdown (1Y)

Largest decline over 1 year

-10.57%

-12.83%

+2.26%

Max Drawdown (5Y)

Largest decline over 5 years

-12.69%

-23.44%

+10.75%

Max Drawdown (10Y)

Largest decline over 10 years

-34.13%

—

—

Current Drawdown

Current decline from peak

-4.44%

-8.61%

+4.17%

Average Drawdown

Average peak-to-trough decline

-21.99%

-6.74%

-15.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.36%

3.47%

-1.11%

Volatility

ISF.L vs. XDAX.L - Volatility Comparison

The current volatility for iShares Core FTSE 100 UCITS ETF (Dist) (ISF.L) is 5.36%, while Xtrackers DAX UCITS ETF 1C (XDAX.L) has a volatility of 6.80%. This indicates that ISF.L experiences smaller price fluctuations and is considered to be less risky than XDAX.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading graphics...

Volatility by Period

ISF.LXDAX.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.36%

6.80%

-1.44%

Volatility (6M)

Calculated over the trailing 6-month period

8.41%

11.31%

-2.90%

Volatility (1Y)

Calculated over the trailing 1-year period

13.02%

16.53%

-3.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.52%

16.84%

-4.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.82%

18.78%

-3.96%