OIGS.DE vs. ISF.L

Last updated Apr 3, 2026

Compare and contrast key facts about Amundi STOXX Europe 600 Energy ESG Screened UCITS ETF Dist (OIGS.DE) and iShares Core FTSE 100 UCITS ETF (Dist) (ISF.L).

OIGS.DE and ISF.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. OIGS.DE is a passively managed fund by Amundi that tracks the performance of the STOXX® Europe 600 Energy ESG+. It was launched on Jul 2, 2020. ISF.L is a passively managed fund by iShares that tracks the performance of the FTSE AllSh TR GBP. It was launched on Apr 27, 2000. Both OIGS.DE and ISF.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

OIGS.DE vs. ISF.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi STOXX Europe 600 Energy ESG Screened UCITS ETF Dist (OIGS.DE) and iShares Core FTSE 100 UCITS ETF (Dist) (ISF.L). The values are adjusted to include any dividend payments, if applicable.

OIGS.DE vs. ISF.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
OIGS.DE Amundi STOXX Europe 600 Energy ESG Screened UCITS ETF Dist	34.41%	39.23%	-2.05%	-0.33%	28.77%	21.04%	-21.67%	11.28%	-0.73%	1.38%
ISF.L iShares Core FTSE 100 UCITS ETF (Dist)	6.34%	19.40%	14.55%	10.09%	-0.57%	25.34%	-16.47%	24.56%	-10.08%	8.64%

Different Trading Currencies

OIGS.DE is traded in EUR, while ISF.L is traded in GBp. To make them comparable, the ISF.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, OIGS.DE achieves a 34.41% return, which is significantly higher than ISF.L's 6.34% return. Over the past 10 years, OIGS.DE has outperformed ISF.L with an annualized return of 12.65%, while ISF.L has yielded a comparatively lower 8.45% annualized return.

OIGS.DE

• 1D: 1.87%
• 1M: 12.17%
• YTD: 34.41%
• 6M: 39.19%
• 1Y: 70.41%
• 3Y*: 21.19%
• 5Y*: 20.95%
• 10Y*: 12.65%

ISF.L

• 1D: 0.60%
• 1M: -0.10%
• YTD: 6.34%
• 6M: 12.64%
• 1Y: 20.01%
• 3Y*: 15.13%
• 5Y*: 12.56%
• 10Y*: 8.45%

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

OIGS.DE vs. ISF.L - Expense Ratio Comparison

OIGS.DE has a 0.30% expense ratio, which is higher than ISF.L's 0.07% expense ratio.

OIGS.DE

Amundi STOXX Europe 600 Energy ESG Screened UCITS ETF Dist

ISF.L

iShares Core FTSE 100 UCITS ETF (Dist)

Return for Risk

OIGS.DE vs. ISF.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

OIGS.DE

OIGS.DE Risk / Return Rank: 98
OIGS.DE Sharpe Ratio Rank: 98
OIGS.DE Sortino Ratio Rank: 97
OIGS.DE Omega Ratio Rank: 97
OIGS.DE Calmar Ratio Rank: 99
OIGS.DE Martin Ratio Rank: 98

ISF.L

ISF.L Risk / Return Rank: 88
ISF.L Sharpe Ratio Rank: 88
ISF.L Sortino Ratio Rank: 86
ISF.L Omega Ratio Rank: 92
ISF.L Calmar Ratio Rank: 87
ISF.L Martin Ratio Rank: 90

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.

OIGS.DE vs. ISF.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi STOXX Europe 600 Energy ESG Screened UCITS ETF Dist (OIGS.DE) and iShares Core FTSE 100 UCITS ETF (Dist) (ISF.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.

	OIGS.DE	ISF.L	Difference
Sharpe ratio Return per unit of total volatility	3.39	1.37	+2.02
Sortino ratio Return per unit of downside risk	3.64	1.75	+1.90
Omega ratio Gain probability vs. loss probability	1.61	1.29	+0.32
Calmar ratio Return relative to maximum drawdown	10.57	3.00	+7.57
Martin ratio Return relative to average drawdown	40.32	11.84	+28.48
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

OIGS.DE vs. ISF.L - Sharpe Ratio Comparison

The current OIGS.DE Sharpe Ratio is 3.39, which is higher than the ISF.L Sharpe Ratio of 1.37. The chart below compares the historical Sharpe Ratios of OIGS.DE and ISF.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

	OIGS.DE	ISF.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.39	1.37	+2.02
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.95	0.91	+0.04
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.54	0.51	+0.03
Sharpe Ratio (All Time) Calculated using the full available price history	0.27	0.24	+0.03

Correlation

The correlation between OIGS.DE and ISF.L is 0.67, 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

OIGS.DE vs. ISF.L - Dividend Comparison

OIGS.DE has not paid dividends to shareholders, while ISF.L's dividend yield for the trailing twelve months is around 2.86%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
OIGS.DE Amundi STOXX Europe 600 Energy ESG Screened UCITS ETF Dist	0.00%	0.00%	4.78%	0.00%	3.66%	4.17%	7.35%	4.04%	4.04%	1.97%	0.00%	0.00%
ISF.L iShares Core FTSE 100 UCITS ETF (Dist)	2.86%	3.01%	3.71%	3.86%	3.75%	3.76%	3.11%	4.47%	4.44%	3.96%	3.79%	4.12%

Drawdowns

OIGS.DE vs. ISF.L - Drawdown Comparison

The maximum OIGS.DE drawdown since its inception was -55.79%, roughly equal to the maximum ISF.L drawdown of -58.68%. Use the drawdown chart below to compare losses from any high point for OIGS.DE and ISF.L.

Drawdown Indicators

	OIGS.DE	ISF.L	Difference
Max Drawdown Largest peak-to-trough decline	-55.79%	-68.24%	+12.45%
Max Drawdown (1Y) Largest decline over 1 year	-13.85%	-9.20%	-4.65%
Max Drawdown (5Y) Largest decline over 5 years	-21.44%	-12.69%	-8.75%
Max Drawdown (10Y) Largest decline over 10 years	-55.79%	-34.13%	-21.66%
Current Drawdown Current decline from peak	-0.11%	-3.84%	+3.73%
Average Drawdown Average peak-to-trough decline	-10.65%	-21.98%	+11.33%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.98%	2.12%	-0.14%

Volatility

OIGS.DE vs. ISF.L - Volatility Comparison

Amundi STOXX Europe 600 Energy ESG Screened UCITS ETF Dist (OIGS.DE) and iShares Core FTSE 100 UCITS ETF (Dist) (ISF.L) have volatilities of 5.32% and 5.54%, 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.

Volatility by Period

	OIGS.DE	ISF.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.32%	5.54%	-0.22%
Volatility (6M) Calculated over the trailing 6-month period	13.06%	8.70%	+4.36%
Volatility (1Y) Calculated over the trailing 1-year period	20.68%	14.52%	+6.16%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.88%	13.79%	+8.09%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.82%	16.67%	+7.15%