ISFU.L vs. CTY.L

Last updated Jun 5, 2026

ISFU.L (iShares Core FTSE 100 UCITS ETF GBP (Dist)) is Europe Equities fund tracking the FTSE 100 Index, while CTY.L (The City of London Investment Trust plc) is a stock. Over the past 5 years, ISFU.L returned 10.68%/yr vs 11.11%/yr for CTY.L. Their correlation of 0.85 suggests significant overlap in exposure.

Performance

ISFU.L vs. CTY.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core FTSE 100 UCITS ETF GBP (Dist) (ISFU.L) and The City of London Investment Trust plc (CTY.L). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

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

Returns By Period

In the year-to-date period, ISFU.L achieves a 5.80% return, which is significantly lower than CTY.L's 7.15% return.

ISFU.L

• 1D: 0.15%
• 1M: 0.71%
• YTD: 5.80%
• 6M: 8.91%
• 1Y: 20.02%
• 3Y*: 17.89%
• 5Y*: 10.68%
• 10Y*: —

CTY.L

• 1D: -0.13%
• 1M: 0.78%
• YTD: 7.15%
• 6M: 8.83%
• 1Y: 18.94%
• 3Y*: 19.14%
• 5Y*: 11.11%
• 10Y*: 7.93%

*Multi-year figures are annualized to reflect compound growth (CAGR)

ISFU.L vs. CTY.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ISFU.L iShares Core FTSE 100 UCITS ETF GBP (Dist)	5.80%	35.25%	7.52%	13.76%	-6.04%	15.95%	-8.61%	21.31%	-14.02%	23.72%
CTY.L The City of London Investment Trust plc	7.15%	37.83%	8.79%	10.36%	-2.29%	10.76%	-9.09%	25.37%	-13.65%	23.26%

Correlation

The correlation between ISFU.L and CTY.L is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.85
Correlation (3Y) Calculated over the trailing 3-year period	0.85
Correlation (5Y) Calculated over the trailing 5-year period	0.86
Correlation (All Time) Calculated using the full available price history since Nov 29, 2016	0.85

The correlation between ISFU.L and CTY.L has been stable across timeframes, ranging from 0.85 to 0.86 - a consistent structural relationship.

Return for Risk

ISFU.L vs. CTY.L — Risk / Return Rank

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

ISFU.L

ISFU.L Risk / Return Rank: 42
ISFU.L Sharpe Ratio Rank: 42
ISFU.L Sortino Ratio Rank: 41
ISFU.L Omega Ratio Rank: 42
ISFU.L Calmar Ratio Rank: 41
ISFU.L Martin Ratio Rank: 44

CTY.L

CTY.L Risk / Return Rank: 80
CTY.L Sharpe Ratio Rank: 82
CTY.L Sortino Ratio Rank: 80
CTY.L Omega Ratio Rank: 80
CTY.L Calmar Ratio Rank: 76
CTY.L Martin Ratio Rank: 81

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.

ISFU.L vs. CTY.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core FTSE 100 UCITS ETF GBP (Dist) (ISFU.L) and The City of London Investment Trust plc (CTY.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.

	ISFU.L	CTY.L	Difference
Sharpe ratio: Return per unit of total volatility	1.46	1.23	+0.23
Sortino ratio: Return per unit of downside risk	2.05	1.82	+0.23
Omega ratio: Gain probability vs. loss probability	1.27	1.23	+0.04
Calmar ratio: Return relative to maximum drawdown	2.03	1.71	+0.33
Martin ratio: Return relative to average drawdown	7.07	5.89	+1.18
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ISFU.L vs. CTY.L - Sharpe Ratio Comparison

The current ISFU.L Sharpe Ratio is 1.46, which is comparable to the CTY.L Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of ISFU.L and CTY.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.

Sharpe Ratios by Period

	ISFU.L	CTY.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.46	1.23	+0.23
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.63	0.64	-0.01
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.41	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.52	0.26	+0.26

Drawdowns

ISFU.L vs. CTY.L - Drawdown Comparison

The maximum ISFU.L drawdown since its inception was -42.59%, smaller than the maximum CTY.L drawdown of -60.11%. Use the drawdown chart below to compare losses from any high point for ISFU.L and CTY.L.

Drawdown Indicators

	ISFU.L	CTY.L	Difference
Max Drawdown Largest peak-to-trough decline	-42.59%	-60.11%	+17.52%
Max Drawdown (1Y) Largest decline over 1 year	-9.80%	-11.06%	+1.26%
Max Drawdown (3Y) Largest decline over 3 years	-13.46%	-12.83%	-0.63%
Max Drawdown (5Y) Largest decline over 5 years	-26.05%	-25.85%	-0.20%
Max Drawdown (10Y) Largest decline over 10 years	—	-44.75%	—
Current Drawdown Current decline from peak	-4.22%	-4.25%	+0.03%
Average Drawdown Average peak-to-trough decline	-6.34%	-11.77%	+5.43%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.82%	3.21%	-0.39%

Volatility

ISFU.L vs. CTY.L - Volatility Comparison

iShares Core FTSE 100 UCITS ETF GBP (Dist) (ISFU.L) has a higher volatility of 5.05% compared to The City of London Investment Trust plc (CTY.L) at 4.15%. This indicates that ISFU.L's price experiences larger fluctuations and is considered to be riskier than CTY.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ISFU.L	CTY.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.05%	4.15%	+0.90%
Volatility (6M) Calculated over the trailing 6-month period	11.60%	12.57%	-0.97%
Volatility (1Y) Calculated over the trailing 1-year period	13.70%	15.36%	-1.66%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.82%	17.30%	-0.48%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.08%	19.27%	-1.19%

Dividends

ISFU.L vs. CTY.L - Dividend Comparison

ISFU.L's dividend yield for the trailing twelve months is around 2.89%, less than CTY.L's 3.93% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CTY.L The City of London Investment Trust plc	3.93%	4.06%	4.83%	4.92%	4.82%	4.86%	5.13%	4.24%	4.66%	3.86%	3.95%	3.99%
ISFU.L iShares Core FTSE 100 UCITS ETF GBP (Dist)	2.89%	3.01%	3.80%	3.80%	3.78%	3.85%	2.91%	4.33%	4.61%	3.81%	0.72%	0.00%

Frequently Asked Questions

Can I hold both ISFU.L and CTY.L in my portfolio?

ISFU.L and CTY.L have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.