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Amundi FTSE 100 UCITS ETF (100D.L)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

LU1650492256

WKN

LYX03E

Issuer

Amundi

Inception Date

Sep 24, 2021

Leveraged

1x

Index Tracked

FTSE AllSh TR GBP

Domicile

Luxembourg

Distribution Policy

Distributing

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

100D.L has an expense ratio of 0.14%, which is considered low compared to other funds.


Expense ratio chart for 100D.L: current value at 0.14% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.14%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
100D.L vs. FGT.L 100D.L vs. SPY 100D.L vs. AAPL 100D.L vs. IAPD.L 100D.L vs. VGT 100D.L vs. DJD 100D.L vs. FSELX 100D.L vs. VOO 100D.L vs. PAF.L 100D.L vs. VUAA.DE
Popular comparisons:
100D.L vs. FGT.L 100D.L vs. SPY 100D.L vs. AAPL 100D.L vs. IAPD.L 100D.L vs. VGT 100D.L vs. DJD 100D.L vs. FSELX 100D.L vs. VOO 100D.L vs. PAF.L 100D.L vs. VUAA.DE

Performance

Performance Chart

The chart shows the growth of an initial investment of £10,000 in Amundi FTSE 100 UCITS ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


20.00%40.00%60.00%80.00%100.00%120.00%JulyAugustSeptemberOctoberNovemberDecember
35.58%
114.58%
100D.L (Amundi FTSE 100 UCITS ETF)
Benchmark (^GSPC)

Returns By Period

Amundi FTSE 100 UCITS ETF had a return of 11.17% year-to-date (YTD) and 14.48% in the last 12 months.


100D.L

YTD

11.17%

1M

2.17%

6M

2.36%

1Y

14.48%

5Y (annualized)

6.39%

10Y (annualized)

N/A

^GSPC (Benchmark)

YTD

27.68%

1M

2.72%

6M

13.90%

1Y

32.81%

5Y (annualized)

14.15%

10Y (annualized)

11.47%

Monthly Returns

The table below presents the monthly returns of 100D.L, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.19%0.54%4.70%2.65%2.04%-0.98%2.27%0.82%-1.43%-1.52%2.69%11.17%
20234.04%1.69%-2.43%3.37%-5.02%1.59%2.13%-2.44%2.58%-4.05%2.16%4.08%7.37%
20220.70%0.51%1.57%0.46%0.91%-5.33%3.75%-1.10%-5.13%3.03%7.17%-1.45%4.51%
2021-0.97%1.23%4.63%3.93%1.18%0.45%-0.08%1.84%0.18%2.25%-2.14%4.69%18.33%
2020-3.63%-9.24%-13.28%3.89%3.16%2.24%-4.05%1.26%-1.48%-4.65%12.99%2.93%-11.78%
2019-0.57%-2.87%4.05%2.31%-4.56%3.52%-1.88%1.71%2.72%4.12%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of 100D.L is 52, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of 100D.L is 5252
Overall Rank
The Sharpe Ratio Rank of 100D.L is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of 100D.L is 4747
Sortino Ratio Rank
The Omega Ratio Rank of 100D.L is 4545
Omega Ratio Rank
The Calmar Ratio Rank of 100D.L is 7070
Calmar Ratio Rank
The Martin Ratio Rank of 100D.L is 5454
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Amundi FTSE 100 UCITS ETF (100D.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for 100D.L, currently valued at 1.39, compared to the broader market0.002.004.001.392.77
The chart of Sortino ratio for 100D.L, currently valued at 2.02, compared to the broader market-2.000.002.004.006.008.0010.0012.002.023.66
The chart of Omega ratio for 100D.L, currently valued at 1.25, compared to the broader market0.501.001.502.002.503.001.251.51
The chart of Calmar ratio for 100D.L, currently valued at 2.91, compared to the broader market0.005.0010.0015.002.913.99
The chart of Martin ratio for 100D.L, currently valued at 7.96, compared to the broader market0.0020.0040.0060.0080.00100.00120.007.9617.73
100D.L
^GSPC

The current Amundi FTSE 100 UCITS ETF Sharpe ratio is 1.39. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Amundi FTSE 100 UCITS ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
1.39
2.35
100D.L (Amundi FTSE 100 UCITS ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Amundi FTSE 100 UCITS ETF provided a 3.51% dividend yield over the last twelve months, with an annual payout of £4.50 per share. The fund has been increasing its distributions for 3 consecutive years.


3.20%3.40%3.60%3.80%4.00%4.20%£0.00£1.00£2.00£3.00£4.00£5.0020192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019
Dividend£4.50£4.50£4.25£3.76£3.03£4.89

Dividend yield

3.51%3.90%3.80%3.38%3.11%4.30%

Monthly Dividends

The table displays the monthly dividend distributions for Amundi FTSE 100 UCITS ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00
2023£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£4.50£4.50
2022£0.00£0.00£0.00£0.00£0.00£0.00£2.39£0.00£0.00£0.00£0.00£1.86£4.25
2021£0.00£0.00£0.00£0.00£0.00£0.00£1.95£0.00£0.00£0.00£0.00£1.81£3.76
2020£0.00£0.00£0.00£0.00£0.00£0.00£1.83£0.00£0.00£0.00£0.00£1.20£3.03
2019£2.85£0.00£0.00£0.00£0.00£2.04£4.89

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-0.75%
-0.66%
100D.L (Amundi FTSE 100 UCITS ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Amundi FTSE 100 UCITS ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Amundi FTSE 100 UCITS ETF was 34.63%, occurring on Mar 23, 2020. Recovery took 393 trading sessions.

The current Amundi FTSE 100 UCITS ETF drawdown is 0.75%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.63%Jan 20, 202046Mar 23, 2020393Oct 26, 2021439
-9.26%Jun 7, 202290Oct 12, 202234Nov 29, 2022124
-8.84%Feb 11, 202218Mar 8, 202223Apr 8, 202241
-7.92%Feb 21, 202317Mar 15, 2023233Feb 19, 2024250
-7.54%Jul 30, 201913Aug 15, 201988Dec 19, 2019101

Volatility

Volatility Chart

The current Amundi FTSE 100 UCITS ETF volatility is 2.87%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
2.87%
3.28%
100D.L (Amundi FTSE 100 UCITS ETF)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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