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

ISFU.L vs. PRIE.L

Last updated Apr 2, 2026

Compare and contrast key facts about iShares Core FTSE 100 UCITS ETF GBP (Dist) (ISFU.L) and Amundi Prime Europe UCITS ETF DR (D) (PRIE.L).

ISFU.L and PRIE.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. PRIE.L is a passively managed fund by Amundi that tracks the performance of the MSCI Europe NR EUR. It was launched on Jan 30, 2019. Both ISFU.L and PRIE.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. PRIE.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 Amundi Prime Europe UCITS ETF DR (D) (PRIE.L). The values are adjusted to include any dividend payments, if applicable.

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

2026 (YTD)2025202420232022202120202019
ISFU.L
iShares Core FTSE 100 UCITS ETF GBP (Dist)		4.24%35.25%7.52%13.76%-6.04%15.95%-8.61%8.16%
PRIE.L
Amundi Prime Europe UCITS ETF DR (D)		0.39%32.17%2.05%19.36%-13.93%16.34%5.10%12.56%
Different Trading Currencies

ISFU.L is traded in USD, while PRIE.L is traded in GBp. To make them comparable, the PRIE.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 higher than PRIE.L's 0.39% 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*
—

PRIE.L

1D
2.94%
1M
-4.53%
YTD
0.39%
6M
2.91%
1Y
18.99%
3Y*
14.00%
5Y*
9.01%
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 GBP (Dist)

Amundi Prime Europe UCITS ETF DR (D)

Often compared with ISFU.L:
ISFU.L vs. ANDR.VIISFU.L vs. IUKD.LISFU.L vs. XAUUSD=XISFU.L vs. TDGB.LISFU.L vs. VEAISFU.L vs. NG.LISFU.L vs. SSEZY
Often compared with PRIE.L:
PRIE.L vs. PRIG.LPRIE.L vs. MSED.LPRIE.L vs. SRHE.LPRIE.L vs. ^STOXXPRIE.L vs. VEUPRIE.L vs. VEUA.LPRIE.L vs. FEZ

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

ISFU.L has a 0.07% expense ratio, which is higher than PRIE.L's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

ISFU.L
iShares Core FTSE 100 UCITS ETF GBP (Dist)
PRIE.L
Amundi Prime Europe UCITS ETF DR (D)

Return for Risk

ISFU.L vs. PRIE.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: 8181
Overall Rank
ISFU.L Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
ISFU.L Sortino Ratio Rank: 7878
Sortino Ratio Rank
ISFU.L Omega Ratio Rank: 8585
Omega Ratio Rank
ISFU.L Calmar Ratio Rank: 7777
Calmar Ratio Rank
ISFU.L Martin Ratio Rank: 8282
Martin Ratio Rank
PRIE.L
PRIE.L Risk / Return Rank: 5454
Overall Rank
PRIE.L Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
PRIE.L Sortino Ratio Rank: 5252
Sortino Ratio Rank
PRIE.L Omega Ratio Rank: 5656
Omega Ratio Rank
PRIE.L Calmar Ratio Rank: 5454
Calmar Ratio Rank
PRIE.L Martin Ratio Rank: 5252
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. PRIE.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 Amundi Prime Europe UCITS ETF DR (D) (PRIE.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.LPRIE.LDifference

Sharpe ratio

Return per unit of total volatility

1.68

1.10

+0.58

Sortino ratio

Return per unit of downside risk

2.12

1.49

+0.63

Omega ratio

Gain probability vs. loss probability

1.35

1.22

+0.13

Calmar ratio

Return relative to maximum drawdown

2.35

1.64

+0.71

Martin ratio

Return relative to average drawdown

10.20

5.91

+4.29

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. PRIE.L - Sharpe Ratio Comparison

The current ISFU.L Sharpe Ratio is 1.68, which is higher than the PRIE.L Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of ISFU.L and PRIE.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.

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Sharpe Ratios by Period

ISFU.LPRIE.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.68

1.10

+0.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

0.52

+0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.51

0.00

Correlation

The correlation between ISFU.L and PRIE.L is 0.84, 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

ISFU.L vs. PRIE.L - Dividend Comparison

ISFU.L's dividend yield for the trailing twelve months is around 2.93%, while PRIE.L has not paid dividends to shareholders.

TTM2025202420232022202120202019201820172016
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%
PRIE.L
Amundi Prime Europe UCITS ETF DR (D)		0.00%0.00%2.84%2.88%3.09%2.28%2.16%2.76%0.00%0.00%0.00%

Drawdowns

ISFU.L vs. PRIE.L - Drawdown Comparison

The maximum ISFU.L drawdown since its inception was -42.59%, which is greater than PRIE.L's maximum drawdown of -36.86%. Use the drawdown chart below to compare losses from any high point for ISFU.L and PRIE.L.

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Drawdown Indicators

ISFU.LPRIE.LDifference

Max Drawdown

Largest peak-to-trough decline

-42.59%

-28.47%

-14.12%

Max Drawdown (1Y)

Largest decline over 1 year

-12.27%

-10.55%

-1.72%

Max Drawdown (5Y)

Largest decline over 5 years

-26.05%

-15.92%

-10.13%

Current Drawdown

Current decline from peak

-5.64%

-6.11%

+0.47%

Average Drawdown

Average peak-to-trough decline

-6.39%

-4.02%

-2.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.76%

2.89%

-0.13%

Volatility

ISFU.L vs. PRIE.L - Volatility Comparison

iShares Core FTSE 100 UCITS ETF GBP (Dist) (ISFU.L) and Amundi Prime Europe UCITS ETF DR (D) (PRIE.L) have volatilities of 6.15% and 6.28%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

ISFU.LPRIE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.15%

6.28%

-0.13%

Volatility (6M)

Calculated over the trailing 6-month period

9.97%

10.91%

-0.94%

Volatility (1Y)

Calculated over the trailing 1-year period

16.57%

17.20%

-0.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.72%

17.43%

-0.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.08%

18.88%

-0.80%