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

ETF Info

ISINLU1650492256
WKNLYX03E
IssuerAmundi
Inception DateSep 24, 2021
CategoryEurope Equities
Index TrackedFTSE AllSh TR GBP
DomicileLuxembourg
Distribution PolicyDistributing
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

100D.L features an expense ratio of 0.14%, falling within the medium range.


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.


Amundi FTSE 100 UCITS ETF

Popular comparisons: 100D.L vs. SPY, 100D.L vs. FGT.L, 100D.L vs. AAPL, 100D.L vs. VGT, 100D.L vs. DJD, 100D.L vs. IAPD.L, 100D.L vs. FSELX

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.


0.00%5.00%10.00%15.00%2024FebruaryMarchAprilMayJune
8.68%
14.91%
100D.L (Amundi FTSE 100 UCITS ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

Amundi FTSE 100 UCITS ETF had a return of 8.11% year-to-date (YTD) and 12.45% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date8.11%15.04%
1 month-2.43%3.37%
6 months8.42%16.79%
1 year12.45%25.03%
5 years (annualized)5.80%13.26%
10 years (annualized)N/A10.85%

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%8.11%
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 62, 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 6262
100D.L (Amundi FTSE 100 UCITS ETF)
The Sharpe Ratio Rank of 100D.L is 5656Sharpe Ratio Rank
The Sortino Ratio Rank of 100D.L is 5757Sortino Ratio Rank
The Omega Ratio Rank of 100D.L is 5656Omega Ratio Rank
The Calmar Ratio Rank of 100D.L is 7474Calmar Ratio Rank
The Martin Ratio Rank of 100D.L is 6666Martin 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.


100D.L
Sharpe ratio
The chart of Sharpe ratio for 100D.L, currently valued at 1.17, compared to the broader market0.002.004.006.001.17
Sortino ratio
The chart of Sortino ratio for 100D.L, currently valued at 1.75, compared to the broader market0.005.0010.001.75
Omega ratio
The chart of Omega ratio for 100D.L, currently valued at 1.21, compared to the broader market0.501.001.502.002.503.003.501.21
Calmar ratio
The chart of Calmar ratio for 100D.L, currently valued at 1.59, compared to the broader market0.005.0010.0015.0020.001.59
Martin ratio
The chart of Martin ratio for 100D.L, currently valued at 5.75, compared to the broader market0.0020.0040.0060.0080.00100.005.75
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.17, compared to the broader market0.002.004.006.002.17
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.07, compared to the broader market0.005.0010.003.07
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.501.001.502.002.503.003.501.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.73, compared to the broader market0.005.0010.0015.0020.001.73
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.12, compared to the broader market0.0020.0040.0060.0080.00100.008.12

Sharpe Ratio

The current Amundi FTSE 100 UCITS ETF Sharpe ratio is 1.17. 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 Ratio0.000.501.001.502.002024FebruaryMarchAprilMayJune
1.17
1.97
100D.L (Amundi FTSE 100 UCITS ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Amundi FTSE 100 UCITS ETF granted a 0.04% dividend yield in the last twelve months. The annual payout for that period amounted to £4.50 per share.


PeriodTTM20232022202120202019
Dividend£4.50£4.50£4.25£3.76£3.03£4.89

Dividend yield

0.04%0.04%0.04%0.03%0.03%0.04%

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
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.


-4.00%-3.00%-2.00%-1.00%0.00%2024FebruaryMarchAprilMayJune
-2.52%
-0.01%
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 2.52%.


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 2.60%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%2024FebruaryMarchAprilMayJune
2.60%
2.85%
100D.L (Amundi FTSE 100 UCITS ETF)
Benchmark (^GSPC)