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XDAX.L vs. ISF.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

XDAX.L vs. ISF.L

Last updated Apr 2, 2026

Compare and contrast key facts about Xtrackers DAX UCITS ETF 1C (XDAX.L) and iShares Core FTSE 100 UCITS ETF (Dist) (ISF.L).

XDAX.L 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. XDAX.L is a passively managed fund by Xtrackers that tracks the performance of the FSE DAX TR EUR. It was launched on Jan 10, 2007. 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 XDAX.L 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

XDAX.L vs. ISF.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers DAX UCITS ETF 1C (XDAX.L) and iShares Core FTSE 100 UCITS ETF (Dist) (ISF.L). The values are adjusted to include any dividend payments, if applicable.

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XDAX.L vs. ISF.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
XDAX.L
Xtrackers DAX UCITS ETF 1C		-5.31%28.81%13.14%17.20%-7.58%7.86%9.38%16.48%-17.14%3.27%
ISF.L
iShares Core FTSE 100 UCITS ETF (Dist)		5.53%25.97%9.28%7.81%4.83%17.68%-11.67%17.11%-8.96%7.09%

Returns By Period

In the year-to-date period, XDAX.L achieves a -5.31% return, which is significantly lower than ISF.L's 5.53% return.

XDAX.L

1D
2.56%
1M
-5.69%
YTD
-5.31%
6M
-3.57%
1Y
7.25%
3Y*
13.34%
5Y*
9.05%
10Y*
—

ISF.L

1D
1.96%
1M
-3.16%
YTD
5.53%
6M
11.73%
1Y
24.43%
3Y*
14.75%
5Y*
12.95%
10Y*
9.38%
*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.

Xtrackers DAX UCITS ETF 1C

iShares Core FTSE 100 UCITS ETF (Dist)

Often compared with XDAX.L:
XDAX.L vs. DBXD.DEXDAX.L vs. EUHD.LXDAX.L vs. IEFV.LXDAX.L vs. CACX.LXDAX.L vs. EUNL.DEXDAX.L vs. ^GDAXIXDAX.L vs. 100D.L
Often compared with ISF.L:
ISF.L vs. VUKE.LISF.L vs. HUKX.LISF.L vs. VUSA.ASISF.L vs. UKDV.LISF.L vs. VOOISF.L vs. FEUI.LISF.L vs. VWRL.AS

XDAX.L vs. ISF.L - Expense Ratio Comparison

XDAX.L has a 0.09% expense ratio, which is higher than ISF.L's 0.07% 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%.

XDAX.L
Xtrackers DAX UCITS ETF 1C
ISF.L
iShares Core FTSE 100 UCITS ETF (Dist)

Return for Risk

XDAX.L vs. ISF.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
XDAX.L
XDAX.L Risk / Return Rank: 2424
Overall Rank
XDAX.L Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
XDAX.L Sortino Ratio Rank: 2323
Sortino Ratio Rank
XDAX.L Omega Ratio Rank: 2222
Omega Ratio Rank
XDAX.L Calmar Ratio Rank: 2525
Calmar Ratio Rank
XDAX.L Martin Ratio Rank: 2727
Martin Ratio Rank
ISF.L
ISF.L Risk / Return Rank: 8787
Overall Rank
ISF.L Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
ISF.L Sortino Ratio Rank: 8585
Sortino Ratio Rank
ISF.L Omega Ratio Rank: 9191
Omega Ratio Rank
ISF.L Calmar Ratio Rank: 8686
Calmar Ratio Rank
ISF.L Martin Ratio Rank: 8686
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.

XDAX.L vs. ISF.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers DAX UCITS ETF 1C (XDAX.L) 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.

XDAX.LISF.LDifference

Sharpe ratio

Return per unit of total volatility

0.44

1.87

-1.43

Sortino ratio

Return per unit of downside risk

0.70

2.35

-1.66

Omega ratio

Gain probability vs. loss probability

1.09

1.40

-0.31

Calmar ratio

Return relative to maximum drawdown

0.62

2.69

-2.08

Martin ratio

Return relative to average drawdown

2.27

10.48

-8.21

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XDAX.L vs. ISF.L - Sharpe Ratio Comparison

The current XDAX.L Sharpe Ratio is 0.44, which is lower than the ISF.L Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of XDAX.L 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.

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Sharpe Ratios by Period

XDAX.LISF.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.44

1.87

-1.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

1.03

-0.50

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.63

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.16

+0.20

Correlation

The correlation between XDAX.L and ISF.L is 0.73, 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

XDAX.L vs. ISF.L - Dividend Comparison

XDAX.L has not paid dividends to shareholders, while ISF.L's dividend yield for the trailing twelve months is around 2.88%.

TTM20252024202320222021202020192018201720162015
XDAX.L
Xtrackers DAX UCITS ETF 1C		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ISF.L
iShares Core FTSE 100 UCITS ETF (Dist)		2.88%3.01%3.71%3.86%3.75%3.76%3.11%4.47%4.44%3.96%3.79%4.12%

Drawdowns

XDAX.L vs. ISF.L - Drawdown Comparison

The maximum XDAX.L drawdown since its inception was -37.09%, smaller than the maximum ISF.L drawdown of -68.24%. Use the drawdown chart below to compare losses from any high point for XDAX.L and ISF.L.

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Drawdown Indicators

XDAX.LISF.LDifference

Max Drawdown

Largest peak-to-trough decline

-37.09%

-68.24%

+31.15%

Max Drawdown (1Y)

Largest decline over 1 year

-12.83%

-10.57%

-2.26%

Max Drawdown (5Y)

Largest decline over 5 years

-23.44%

-12.69%

-10.75%

Max Drawdown (10Y)

Largest decline over 10 years

—

-34.13%

—

Current Drawdown

Current decline from peak

-8.61%

-4.44%

-4.17%

Average Drawdown

Average peak-to-trough decline

-6.74%

-21.99%

+15.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.47%

2.36%

+1.11%

Volatility

XDAX.L vs. ISF.L - Volatility Comparison

Xtrackers DAX UCITS ETF 1C (XDAX.L) has a higher volatility of 6.80% compared to iShares Core FTSE 100 UCITS ETF (Dist) (ISF.L) at 5.36%. This indicates that XDAX.L's price experiences larger fluctuations and is considered to be riskier than ISF.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

XDAX.LISF.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.80%

5.36%

+1.44%

Volatility (6M)

Calculated over the trailing 6-month period

11.31%

8.41%

+2.90%

Volatility (1Y)

Calculated over the trailing 1-year period

16.53%

13.02%

+3.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.84%

12.52%

+4.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.78%

14.82%

+3.96%