ISFU.L vs. PRIZ.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 Eurozone UCITS ETF DR (D) (PRIZ.L).

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

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
ISFU.L iShares Core FTSE 100 UCITS ETF GBP (Dist)	4.24%	35.25%	7.52%	13.76%	-6.04%	15.95%	-8.61%	6.37%
PRIZ.L Amundi Prime Eurozone UCITS ETF DR (D)	-1.22%	36.90%	3.25%	22.94%	-16.23%	15.24%	7.21%	4.37%

Different Trading Currencies

ISFU.L is traded in USD, while PRIZ.L is traded in GBp. To make them comparable, the PRIZ.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 PRIZ.L's -1.22% 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*: —

PRIZ.L

• 1D: 3.40%
• 1M: -4.85%
• YTD: -1.22%
• 6M: 0.43%
• 1Y: 19.12%
• 3Y*: 16.97%
• 5Y*: 9.26%
• 10Y*: —

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

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

ISFU.L has a 0.07% expense ratio, which is higher than PRIZ.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)

PRIZ.L

Amundi Prime Eurozone UCITS ETF DR (D)

Return for Risk

ISFU.L vs. PRIZ.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

PRIZ.L

PRIZ.L Risk / Return Rank: 47
PRIZ.L Sharpe Ratio Rank: 57
PRIZ.L Sortino Ratio Rank: 51
PRIZ.L Omega Ratio Rank: 52
PRIZ.L Calmar Ratio Rank: 36
PRIZ.L Martin Ratio Rank: 37

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. PRIZ.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 Eurozone UCITS ETF DR (D) (PRIZ.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	PRIZ.L	Difference
Sharpe ratio Return per unit of total volatility	1.68	1.10	+0.58
Sortino ratio Return per unit of downside risk	2.12	1.53	+0.59
Omega ratio Gain probability vs. loss probability	1.35	1.21	+0.14
Calmar ratio Return relative to maximum drawdown	2.35	1.15	+1.20
Martin ratio Return relative to average drawdown	10.20	4.52	+5.68
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. PRIZ.L - Sharpe Ratio Comparison

The current ISFU.L Sharpe Ratio is 1.68, which is higher than the PRIZ.L Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of ISFU.L and PRIZ.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	PRIZ.L	Difference
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	0.60	+0.12
Sharpe Ratio (All Time) Calculated using the full available price history	0.52	0.54	-0.03

Correlation

The correlation between ISFU.L and PRIZ.L is 0.51, 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. PRIZ.L - Dividend Comparison

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

	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%
PRIZ.L Amundi Prime Eurozone UCITS ETF DR (D)	0.00%	0.00%	2.75%	2.77%	3.02%	1.87%	2.06%	2.62%	0.00%	0.00%	0.00%

Drawdowns

ISFU.L vs. PRIZ.L - Drawdown Comparison

The maximum ISFU.L drawdown since its inception was -42.59%, roughly equal to the maximum PRIZ.L drawdown of -40.72%. Use the drawdown chart below to compare losses from any high point for ISFU.L and PRIZ.L.

Drawdown Indicators

	ISFU.L	PRIZ.L	Difference
Max Drawdown Largest peak-to-trough decline	-42.59%	-32.96%	-9.63%
Max Drawdown (1Y) Largest decline over 1 year	-12.27%	-10.92%	-1.35%
Max Drawdown (5Y) Largest decline over 5 years	-26.05%	-21.43%	-4.62%
Current Drawdown Current decline from peak	-5.64%	-6.81%	+1.17%
Average Drawdown Average peak-to-trough decline	-6.39%	-5.07%	-1.32%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.76%	3.50%	-0.74%

Volatility

ISFU.L vs. PRIZ.L - Volatility Comparison

The current volatility for iShares Core FTSE 100 UCITS ETF GBP (Dist) (ISFU.L) is 6.15%, while Amundi Prime Eurozone UCITS ETF DR (D) (PRIZ.L) has a volatility of 6.92%. This indicates that ISFU.L experiences smaller price fluctuations and is considered to be less risky than PRIZ.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ISFU.L	PRIZ.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.15%	6.92%	-0.77%
Volatility (6M) Calculated over the trailing 6-month period	9.97%	11.93%	-1.96%
Volatility (1Y) Calculated over the trailing 1-year period	16.57%	17.77%	-1.20%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.72%	24.53%	-7.81%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.08%	28.43%	-10.35%