ISFU.L vs. XAUUSD=X

Last updated Apr 2, 2026

Compare and contrast key facts about iShares Core FTSE 100 UCITS ETF GBP (Dist) (ISFU.L) and Gold Spot Price US Dollar (XAUUSD=X).

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.

Performance

ISFU.L vs. XAUUSD=X - 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 Gold Spot Price US Dollar (XAUUSD=X). The values are adjusted to include any dividend payments, if applicable.

ISFU.L vs. XAUUSD=X - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ISFU.L iShares Core FTSE 100 UCITS ETF GBP (Dist)	4.24%	35.25%	7.52%	13.76%	-6.04%	15.95%	-8.61%	21.31%	-14.02%	23.72%
XAUUSD=X Gold Spot Price US Dollar	8.19%	64.75%	27.24%	13.14%	-0.25%	-3.50%	24.55%	18.77%	-1.71%	13.14%

Returns By Period

In the year-to-date period, ISFU.L achieves a 4.24% return, which is significantly lower than XAUUSD=X's 8.19% 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*: —

XAUUSD=X

• 1D: -1.71%
• 1M: -8.10%
• YTD: 8.19%
• 6M: 21.27%
• 1Y: 49.22%
• 3Y*: 33.08%
• 5Y*: 21.93%
• 10Y*: 14.43%

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

Return for Risk

ISFU.L vs. XAUUSD=X — 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

XAUUSD=X

XAUUSD=X Risk / Return Rank: 89
XAUUSD=X Sharpe Ratio Rank: 93
XAUUSD=X Sortino Ratio Rank: 91
XAUUSD=X Omega Ratio Rank: 91
XAUUSD=X Calmar Ratio Rank: 84
XAUUSD=X Martin Ratio Rank: 87

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. XAUUSD=X - 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 Gold Spot Price US Dollar (XAUUSD=X). 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	XAUUSD=X	Difference
Sharpe ratio Return per unit of total volatility	1.68	1.61	+0.08
Sortino ratio Return per unit of downside risk	2.12	2.08	+0.04
Omega ratio Gain probability vs. loss probability	1.35	1.31	+0.04
Calmar ratio Return relative to maximum drawdown	2.35	1.93	+0.42
Martin ratio Return relative to average drawdown	10.20	6.72	+3.48
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. XAUUSD=X - Sharpe Ratio Comparison

The current ISFU.L Sharpe Ratio is 1.68, which is comparable to the XAUUSD=X Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of ISFU.L and XAUUSD=X, 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	XAUUSD=X	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.68	1.61	+0.08
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.72	1.20	-0.48
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.90	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.52	0.59	-0.08

Correlation

The correlation between ISFU.L and XAUUSD=X is 0.16, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Drawdowns

ISFU.L vs. XAUUSD=X - Drawdown Comparison

The maximum ISFU.L drawdown since its inception was -42.59%, roughly equal to the maximum XAUUSD=X drawdown of -44.69%. Use the drawdown chart below to compare losses from any high point for ISFU.L and XAUUSD=X.

Drawdown Indicators

	ISFU.L	XAUUSD=X	Difference
Max Drawdown Largest peak-to-trough decline	-42.59%	-44.69%	+2.10%
Max Drawdown (1Y) Largest decline over 1 year	-12.27%	-19.70%	+7.43%
Max Drawdown (5Y) Largest decline over 5 years	-26.05%	-20.81%	-5.24%
Max Drawdown (10Y) Largest decline over 10 years	—	-21.35%	—
Current Drawdown Current decline from peak	-5.64%	-13.69%	+8.05%
Average Drawdown Average peak-to-trough decline	-6.39%	-16.32%	+9.93%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.76%	5.67%	-2.91%

Volatility

ISFU.L vs. XAUUSD=X - Volatility Comparison

The current volatility for iShares Core FTSE 100 UCITS ETF GBP (Dist) (ISFU.L) is 6.15%, while Gold Spot Price US Dollar (XAUUSD=X) has a volatility of 9.69%. This indicates that ISFU.L experiences smaller price fluctuations and is considered to be less risky than XAUUSD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ISFU.L	XAUUSD=X	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.15%	9.69%	-3.54%
Volatility (6M) Calculated over the trailing 6-month period	9.97%	21.25%	-11.28%
Volatility (1Y) Calculated over the trailing 1-year period	16.57%	23.73%	-7.16%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.72%	16.36%	+0.36%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.08%	15.04%	+3.04%