ISFU.L vs. XAUUSD=X
ISFU.L (iShares Core FTSE 100 UCITS ETF GBP (Dist)) is Europe Equities fund tracking the FTSE 100 Index, while XAUUSD=X (Gold Spot Price US Dollar) is a currency. Over the past 5 years, ISFU.L returned 10.68%/yr vs 18.01%/yr for XAUUSD=X. At a 0.16 correlation, their price movements are largely independent.
Performance
ISFU.L vs. XAUUSD=X - Performance Comparison
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Returns By Period
In the year-to-date period, ISFU.L achieves a 5.80% return, which is significantly higher than XAUUSD=X's 0.12% return.
ISFU.L
- 1D
- 0.15%
- 1M
- -1.69%
- YTD
- 5.80%
- 6M
- 9.76%
- 1Y
- 19.60%
- 3Y*
- 17.89%
- 5Y*
- 10.68%
- 10Y*
- —
XAUUSD=X
- 1D
- -3.29%
- 1M
- -7.74%
- YTD
- 0.12%
- 6M
- 3.08%
- 1Y
- 29.08%
- 3Y*
- 30.14%
- 5Y*
- 18.01%
- 10Y*
- 13.28%
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) | 5.80% | 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 | 0.12% | 64.75% | 27.24% | 13.14% | -0.25% | -3.50% | 24.55% | 18.77% | -1.71% | 13.14% |
Correlation
The correlation between ISFU.L and XAUUSD=X is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.30 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since Nov 29, 2016 | 0.16 |
The correlation between ISFU.L and XAUUSD=X shifts across timeframes, from 0.16 (all time) to 0.30 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
ISFU.L vs. XAUUSD=X — Risk / Return Rank
ISFU.L
XAUUSD=X
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 ratioReturn per unit of total volatility | +0.46 | ||
| Sortino ratioReturn per unit of downside risk | +0.68 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.21 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.03 | 1.14 | +0.90 |
| Martin ratioReturn relative to average drawdown | 7.07 | 2.87 | +4.20 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ISFU.L | XAUUSD=X | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.46 | 1.00 | +0.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | 0.97 | -0.33 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.82 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.58 | -0.07 |
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.
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Drawdown Indicators
| ISFU.L | XAUUSD=X | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.59% | -44.69% | +2.10% |
Max Drawdown (1Y)Largest decline over 1 year | -9.80% | -20.13% | +10.33% |
Max Drawdown (3Y)Largest decline over 3 years | -13.46% | -20.13% | +6.67% |
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 DrawdownCurrent decline from peak | -4.22% | -20.13% | +15.91% |
Average DrawdownAverage peak-to-trough decline | -6.34% | -16.42% | +10.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.82% | 8.77% | -5.95% |
Volatility
ISFU.L vs. XAUUSD=X - Volatility Comparison
The current volatility for iShares Core FTSE 100 UCITS ETF GBP (Dist) (ISFU.L) is 5.05%, while Gold Spot Price US Dollar (XAUUSD=X) has a volatility of 5.61%. 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.
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Volatility by Period
| ISFU.L | XAUUSD=X | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.05% | 5.61% | -0.56% |
Volatility (6M)Calculated over the trailing 6-month period | 11.60% | 21.67% | -10.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.70% | 22.90% | -9.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.82% | 16.58% | +0.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.08% | 15.11% | +2.97% |
Frequently Asked Questions
ISFU.L and XAUUSD=X have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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