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ISFU.L vs. FEUD.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

ISFU.L vs. FEUD.L

Last updated Jun 5, 2026

ISFU.L (iShares Core FTSE 100 UCITS ETF GBP (Dist)) and FEUD.L (First Trust Eurozone AlphaDEX® UCITS ETF Class B Shares) are both Europe Equities funds - ISFU.L tracks the FTSE 100 Index while FEUD.L tracks the MSCI EMU NR EUR. Both are passively managed. Over the past 5 years, ISFU.L returned 10.68%/yr vs 10.59%/yr for FEUD.L. A 0.64 correlation means they provide meaningful diversification when combined. ISFU.L charges 0.07%/yr vs 0.75%/yr for FEUD.L.

Performance

ISFU.L vs. FEUD.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 First Trust Eurozone AlphaDEX® UCITS ETF Class B Shares (FEUD.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ISFU.L is traded in USD, while FEUD.L is traded in GBp. To make them comparable, the FEUD.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 FEUD.L's 12.27% 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*
—

FEUD.L

1D
0.36%
1M
2.18%
YTD
12.27%
6M
16.45%
1Y
32.87%
3Y*
25.76%
5Y*
10.59%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)20252024202320222021202020192018
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%-7.97%
FEUD.L
First Trust Eurozone AlphaDEX® UCITS ETF Class B Shares		12.27%58.57%2.61%15.88%-19.12%12.39%5.18%21.71%-17.21%

Correlation

The correlation between ISFU.L and FEUD.L is 0.69, 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

0.69

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

0.70

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

0.68

Correlation (All Time)
Calculated using the full available price history since Sep 10, 2018

0.64

The correlation between ISFU.L and FEUD.L has been stable across timeframes, ranging from 0.64 to 0.70 - a consistent structural relationship.

ISFU.L vs. FEUD.L - Sectors Allocation Comparison

Sectors
ISFU.L
FEUD.L

Financial Services

24.8%
10.6%

Industrials

13.8%
27.4%

Healthcare

13.8%
5.2%

Consumer Defensive

12.8%
5.3%

Energy

11.9%
10.8%

Basic Materials

8.6%
7.5%

Utilities

5.3%
8.3%

Consumer Cyclical

4.7%
9.2%

Communication Services

2.6%
3.7%

Real Estate

0.9%
6.0%

Technology

0.8%
6.0%

Financial Services

ISFU.L
24.8%
FEUD.L
10.6%

Industrials

ISFU.L
13.8%
FEUD.L
27.4%

Healthcare

ISFU.L
13.8%
FEUD.L
5.2%

Consumer Defensive

ISFU.L
12.8%
FEUD.L
5.3%

Energy

ISFU.L
11.9%
FEUD.L
10.8%

Basic Materials

ISFU.L
8.6%
FEUD.L
7.5%

Utilities

ISFU.L
5.3%
FEUD.L
8.3%

Consumer Cyclical

ISFU.L
4.7%
FEUD.L
9.2%

Communication Services

ISFU.L
2.6%
FEUD.L
3.7%

Real Estate

ISFU.L
0.9%
FEUD.L
6.0%

Technology

ISFU.L
0.8%
FEUD.L
6.0%

Compare stocks, funds, or ETFs

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iShares Core FTSE 100 UCITS ETF GBP (Dist)

First Trust Eurozone AlphaDEX® UCITS ETF Class B Shares

Often compared with ISFU.L:
ISFU.L vs. IUKD.LISFU.L vs. TDGB.LISFU.L vs. ANDR.VIISFU.L vs. SP5L.LISFU.L vs. SSEZYISFU.L vs. VEAISFU.L vs. NG.L
Often compared with FEUD.L:
FEUD.L vs. EZUFEUD.L vs. FPX.LFEUD.L vs. FCBR.LFEUD.L vs. EUHD.LFEUD.L vs. FDN.LFEUD.L vs. CAPS.LFEUD.L vs. SX5S.L

Return for Risk

ISFU.L vs. FEUD.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: 4242
Overall Rank
ISFU.L Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
ISFU.L Sortino Ratio Rank: 4141
Sortino Ratio Rank
ISFU.L Omega Ratio Rank: 4242
Omega Ratio Rank
ISFU.L Calmar Ratio Rank: 4141
Calmar Ratio Rank
ISFU.L Martin Ratio Rank: 4444
Martin Ratio Rank
FEUD.L
FEUD.L Risk / Return Rank: 7676
Overall Rank
FEUD.L Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
FEUD.L Sortino Ratio Rank: 7777
Sortino Ratio Rank
FEUD.L Omega Ratio Rank: 8181
Omega Ratio Rank
FEUD.L Calmar Ratio Rank: 7272
Calmar Ratio Rank
FEUD.L Martin Ratio Rank: 7070
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.

ISFU.L vs. FEUD.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 First Trust Eurozone AlphaDEX® UCITS ETF Class B Shares (FEUD.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.LFEUD.LDifference
Sharpe ratioReturn per unit of total volatility
1.46
2.13

-0.68

Sortino ratioReturn per unit of downside risk
2.05
2.91

-0.86

Omega ratioGain probability vs. loss probability

1.27

1.39

-0.12

Calmar ratioReturn relative to maximum drawdown

2.03

3.15

-1.12

Martin ratioReturn relative to average drawdown

7.07

10.74

-3.67

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. FEUD.L - Sharpe Ratio Comparison

The current ISFU.L Sharpe Ratio is 1.46, which is lower than the FEUD.L Sharpe Ratio of 2.13. The chart below compares the historical Sharpe Ratios of ISFU.L and FEUD.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

ISFU.LFEUD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.46

2.13

-0.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

0.58

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.52

0.00

Drawdowns

ISFU.L vs. FEUD.L - Drawdown Comparison

The maximum ISFU.L drawdown since its inception was -42.59%, which is greater than FEUD.L's maximum drawdown of -39.88%. Use the drawdown chart below to compare losses from any high point for ISFU.L and FEUD.L.

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Drawdown Indicators

ISFU.LFEUD.LDifference

Max Drawdown

Largest peak-to-trough decline

-42.59%

-39.88%

-2.71%

Max Drawdown (1Y)

Largest decline over 1 year

-9.80%

-11.53%

+1.73%

Max Drawdown (3Y)

Largest decline over 3 years

-13.46%

-15.92%

+2.46%

Max Drawdown (5Y)

Largest decline over 5 years

-26.05%

-38.11%

+12.06%

Current Drawdown

Current decline from peak

-4.22%

-0.56%

-3.66%

Average Drawdown

Average peak-to-trough decline

-6.34%

-9.82%

+3.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.82%

3.24%

-0.42%

Volatility

ISFU.L vs. FEUD.L - Volatility Comparison

iShares Core FTSE 100 UCITS ETF GBP (Dist) (ISFU.L) has a higher volatility of 5.05% compared to First Trust Eurozone AlphaDEX® UCITS ETF Class B Shares (FEUD.L) at 4.75%. This indicates that ISFU.L's price experiences larger fluctuations and is considered to be riskier than FEUD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

ISFU.LFEUD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.05%

4.75%

+0.30%

Volatility (6M)

Calculated over the trailing 6-month period

11.60%

13.40%

-1.80%

Volatility (1Y)

Calculated over the trailing 1-year period

13.70%

17.05%

-3.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.82%

21.33%

-4.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.08%

23.02%

-4.94%

ISFU.L vs. FEUD.L - Expense Ratio Comparison

ISFU.L has a 0.07% expense ratio, which is lower than FEUD.L's 0.75% expense ratio.

Dividends

ISFU.L vs. FEUD.L - Dividend Comparison

ISFU.L's dividend yield for the trailing twelve months is around 2.89%, more than FEUD.L's 2.76% yield.

PositionTTM2025202420232022202120202019201820172016
FEUD.L
First Trust Eurozone AlphaDEX® UCITS ETF Class B Shares		2.76%3.05%3.72%2.76%2.50%1.94%1.01%1.75%0.00%0.00%0.00%
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%

Frequently Asked Questions

ISFU.L and FEUD.L have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

ISFU.L is cheaper with a 0.07% expense ratio, compared with 0.75% for FEUD.L.

ISFU.L tracks FTSE 100 Index, while FEUD.L tracks MSCI EMU NR EUR. They also come from different issuers: iShares and First Trust. Their fees differ too: 0.07% for ISFU.L and 0.75% for FEUD.L.

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