ISFU.L vs. LDEG.L

Last updated Apr 2, 2026

Compare and contrast key facts about iShares Core FTSE 100 UCITS ETF GBP (Dist) (ISFU.L) and L&G Quality Equity Dividends ESG Exclusions Europe ex-UK UCITS ETF (LDEG.L).

ISFU.L and LDEG.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ISFU.L is a passively managed fund by iShares that tracks the performance of the FTSE 100 Index. It was launched on Apr 27, 2000. LDEG.L is a passively managed fund by Legal & General that tracks the performance of the MSCI Europe Ex UK NR EUR. It was launched on Apr 12, 2021. Both ISFU.L and LDEG.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

ISFU.L vs. LDEG.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 L&G Quality Equity Dividends ESG Exclusions Europe ex-UK UCITS ETF (LDEG.L). The values are adjusted to include any dividend payments, if applicable.

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

	2026 (YTD)	2025	2024	2023	2022	2021
ISFU.L iShares Core FTSE 100 UCITS ETF GBP (Dist)	4.24%	35.25%	7.52%	13.76%	-6.04%	1.66%
LDEG.L L&G Quality Equity Dividends ESG Exclusions Europe ex-UK UCITS ETF	4.95%	55.96%	7.09%	20.44%	-5.49%	-2.64%

Different Trading Currencies

ISFU.L is traded in USD, while LDEG.L is traded in GBp. To make them comparable, the LDEG.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 4.24% return, which is significantly lower than LDEG.L's 4.95% return.

ISFU.L

• 1D: 2.56%
• 1M: -3.79%
• YTD: 4.24%
• 6M: 10.25%
• 1Y: 28.01%
• 3Y*: 17.55%
• 5Y*: 12.07%
• 10Y*: —

LDEG.L

• 1D: 2.44%
• 1M: -2.01%
• YTD: 4.95%
• 6M: 12.58%
• 1Y: 36.27%
• 3Y*: 26.11%
• 5Y*: —
• 10Y*: —

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

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

ISFU.L has a 0.07% expense ratio, which is lower than LDEG.L's 0.25% 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%.

LDEG.L

L&G Quality Equity Dividends ESG Exclusions Europe ex-UK UCITS ETF

ISFU.L

iShares Core FTSE 100 UCITS ETF GBP (Dist)

Return for Risk

ISFU.L vs. LDEG.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: 81
ISFU.L Sharpe Ratio Rank: 83
ISFU.L Sortino Ratio Rank: 78
ISFU.L Omega Ratio Rank: 85
ISFU.L Calmar Ratio Rank: 77
ISFU.L Martin Ratio Rank: 82

LDEG.L

LDEG.L Risk / Return Rank: 94
LDEG.L Sharpe Ratio Rank: 94
LDEG.L Sortino Ratio Rank: 94
LDEG.L Omega Ratio Rank: 94
LDEG.L Calmar Ratio Rank: 95
LDEG.L Martin Ratio Rank: 92

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. LDEG.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 L&G Quality Equity Dividends ESG Exclusions Europe ex-UK UCITS ETF (LDEG.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	LDEG.L	Difference
Sharpe ratio Return per unit of total volatility	1.68	2.19	-0.51
Sortino ratio Return per unit of downside risk	2.12	2.77	-0.65
Omega ratio Gain probability vs. loss probability	1.35	1.42	-0.07
Calmar ratio Return relative to maximum drawdown	2.35	3.55	-1.20
Martin ratio Return relative to average drawdown	10.20	12.77	-2.56
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. LDEG.L - Sharpe Ratio Comparison

The current ISFU.L Sharpe Ratio is 1.68, which is comparable to the LDEG.L Sharpe Ratio of 2.19. The chart below compares the historical Sharpe Ratios of ISFU.L and LDEG.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.

Sharpe Ratios by Period

	ISFU.L	LDEG.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.68	2.19	-0.51
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.72	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.52	0.91	-0.40

Correlation

The correlation between ISFU.L and LDEG.L is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

ISFU.L vs. LDEG.L - Dividend Comparison

ISFU.L's dividend yield for the trailing twelve months is around 2.93%, less than LDEG.L's 3.31% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
ISFU.L iShares Core FTSE 100 UCITS ETF GBP (Dist)	2.93%	3.01%	3.80%	3.80%	3.78%	3.85%	2.91%	4.33%	4.61%	3.81%	0.72%
LDEG.L L&G Quality Equity Dividends ESG Exclusions Europe ex-UK UCITS ETF	3.31%	3.48%	4.28%	4.18%	3.76%	3.16%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

ISFU.L vs. LDEG.L - Drawdown Comparison

The maximum ISFU.L drawdown since its inception was -42.59%, which is greater than LDEG.L's maximum drawdown of -31.66%. Use the drawdown chart below to compare losses from any high point for ISFU.L and LDEG.L.

Drawdown Indicators

	ISFU.L	LDEG.L	Difference
Max Drawdown Largest peak-to-trough decline	-42.59%	-15.97%	-26.62%
Max Drawdown (1Y) Largest decline over 1 year	-12.27%	-9.66%	-2.61%
Max Drawdown (5Y) Largest decline over 5 years	-26.05%	—	—
Current Drawdown Current decline from peak	-5.64%	-3.09%	-2.55%
Average Drawdown Average peak-to-trough decline	-6.39%	-3.01%	-3.38%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.76%	2.36%	+0.40%

Volatility

ISFU.L vs. LDEG.L - Volatility Comparison

iShares Core FTSE 100 UCITS ETF GBP (Dist) (ISFU.L) has a higher volatility of 6.15% compared to L&G Quality Equity Dividends ESG Exclusions Europe ex-UK UCITS ETF (LDEG.L) at 5.70%. This indicates that ISFU.L's price experiences larger fluctuations and is considered to be riskier than LDEG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ISFU.L	LDEG.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.15%	5.70%	+0.45%
Volatility (6M) Calculated over the trailing 6-month period	9.97%	10.24%	-0.27%
Volatility (1Y) Calculated over the trailing 1-year period	16.57%	16.50%	+0.07%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.72%	19.85%	-3.13%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.08%	19.85%	-1.77%