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ISFD.L vs. NXTG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ISFD.L vs. NXTG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core FTSE 100 UCITS ETF USD Hedged (Acc) (ISFD.L) and First Trust Indxx NextG UCITS ETF (NXTG.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ISFD.L is traded in USD, while NXTG.L is traded in GBp. To make them comparable, the NXTG.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, ISFD.L achieves a 7.54% return, which is significantly lower than NXTG.L's 38.59% return.


ISFD.L

1D
-0.30%
1M
0.90%
6M
4.87%
YTD
7.54%
1Y
20.88%
3Y*
16.48%
5Y*
12.79%
10Y*

NXTG.L

1D
-0.25%
1M
-5.49%
6M
35.96%
YTD
38.59%
1Y
56.79%
3Y*
17.63%
5Y*
9.05%
10Y*
7.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ISFD.L vs. NXTG.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ISFD.L
iShares Core FTSE 100 UCITS ETF USD Hedged (Acc)
7.54%25.94%9.52%8.45%5.93%17.43%-11.32%19.80%-6.68%2.38%
NXTG.L
First Trust Indxx NextG UCITS ETF
38.59%28.23%13.05%5.58%-32.47%14.83%7.36%12.68%-31.77%9.79%

Correlation

The correlation between ISFD.L and NXTG.L is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.39

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

0.43

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

0.42

Correlation (All Time)
Calculated using the full available price history since Oct 19, 2017

0.39

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Return for Risk

ISFD.L vs. NXTG.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ISFD.L
ISFD.L Risk / Return Rank: 6666
Overall Rank
ISFD.L Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
ISFD.L Sortino Ratio Rank: 7272
Sortino Ratio Rank
ISFD.L Omega Ratio Rank: 7474
Omega Ratio Rank
ISFD.L Calmar Ratio Rank: 5858
Calmar Ratio Rank
ISFD.L Martin Ratio Rank: 5454
Martin Ratio Rank

NXTG.L
NXTG.L Risk / Return Rank: 5555
Overall Rank
NXTG.L Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
NXTG.L Sortino Ratio Rank: 4848
Sortino Ratio Rank
NXTG.L Omega Ratio Rank: 9292
Omega Ratio Rank
NXTG.L Calmar Ratio Rank: 5555
Calmar Ratio Rank
NXTG.L Martin Ratio Rank: 3838
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.

ISFD.L vs. NXTG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core FTSE 100 UCITS ETF USD Hedged (Acc) (ISFD.L) and First Trust Indxx NextG UCITS ETF (NXTG.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.


ISFD.LNXTG.LDifference
Sharpe ratioReturn per unit of total volatility

+0.65

Sortino ratioReturn per unit of downside risk

+0.60

Omega ratioGain probability vs. loss probability

1.35

1.46

-0.11

Calmar ratioReturn relative to maximum drawdown

2.35

2.29

+0.06

Martin ratioReturn relative to average drawdown

7.41

4.79

+2.63

ISFD.L vs. NXTG.L - Sharpe Ratio Comparison

The current ISFD.L Sharpe Ratio is 1.86, which is higher than the NXTG.L Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of ISFD.L and NXTG.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

ISFD.L vs. NXTG.L - Drawdown Comparison

The maximum ISFD.L drawdown since its inception was -33.97%, smaller than the maximum NXTG.L drawdown of -54.89%. Use the drawdown chart below to compare losses from any high point for ISFD.L and NXTG.L.


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Drawdown Indicators


ISFD.LNXTG.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.97%

-54.89%

+20.92%

Max Drawdown (1Y)

Largest decline over 1 year

-8.85%

-24.85%

+16.00%

Max Drawdown (3Y)

Largest decline over 3 years

-12.64%

-32.80%

+20.16%

Max Drawdown (5Y)

Largest decline over 5 years

-12.64%

-45.46%

+32.82%

Max Drawdown (10Y)

Largest decline over 10 years

-54.89%

Current Drawdown

Current decline from peak

-2.60%

-10.07%

+7.47%

Average Drawdown

Average peak-to-trough decline

-4.60%

-26.87%

+22.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.81%

11.89%

-9.08%

Volatility

ISFD.L vs. NXTG.L - Volatility Comparison

The current volatility for iShares Core FTSE 100 UCITS ETF USD Hedged (Acc) (ISFD.L) is 3.07%, while First Trust Indxx NextG UCITS ETF (NXTG.L) has a volatility of 6.74%. This indicates that ISFD.L experiences smaller price fluctuations and is considered to be less risky than NXTG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ISFD.LNXTG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.07%

6.74%

-3.67%

Volatility (6M)

Calculated over the trailing 6-month period

9.65%

16.85%

-7.20%

Volatility (1Y)

Calculated over the trailing 1-year period

11.20%

47.00%

-35.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.77%

44.57%

-31.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.61%

34.76%

-19.15%

Dividends

ISFD.L vs. NXTG.L - Dividend Comparison

Neither ISFD.L nor NXTG.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


ISFD.L and NXTG.L have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ISFD.L tracks iShares Core FTSE 100 UCITS ETF USD Hedged (Acc), while NXTG.L tracks First Trust Indxx NextG UCITS ETF. They also come from different issuers: iShares and First Trust.

Portfolio Optimizer

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