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iShares FTSE 100 UCITS ETF (CUKX.L)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINIE00B53HP851
IssueriShares
Inception DateJan 26, 2010
RegionDeveloped Europe (United Kingdom)
Leveraged1x
Index TrackedFTSE 100 Index
Home Pagewww.ishares.com
Asset ClassEquity

Expense Ratio

CUKX.L has an expense ratio of 0.07%, which is considered low compared to other funds.


Expense ratio chart for CUKX.L: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

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: CUKX.L vs. CSUK.L, CUKX.L vs. VUKG.L, CUKX.L vs. XESC.L, CUKX.L vs. IUKD.L, CUKX.L vs. FTAL.L, CUKX.L vs. VUKE.DE, CUKX.L vs. S100.L, CUKX.L vs. VWRL.AS, CUKX.L vs. VOO, CUKX.L vs. VEUR.AS

Performance

Performance Chart

The chart shows the growth of an initial investment of £10,000 in iShares 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.


-2.00%0.00%2.00%4.00%6.00%8.00%MayJuneJulyAugustSeptemberOctober
6.12%
5.73%
CUKX.L (iShares FTSE 100 UCITS ETF)
Benchmark (^GSPC)

Returns By Period

iShares FTSE 100 UCITS ETF had a return of 10.31% year-to-date (YTD) and 14.62% in the last 12 months. Over the past 10 years, iShares FTSE 100 UCITS ETF had an annualized return of 6.29%, while the S&P 500 had an annualized return of 11.26%, indicating that iShares FTSE 100 UCITS ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date10.31%19.70%
1 month-0.71%1.08%
6 months6.65%9.56%
1 year14.62%34.99%
5 years (annualized)6.64%14.15%
10 years (annualized)6.29%11.26%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.21%0.10%4.85%2.90%2.13%-1.05%2.43%0.79%-1.55%10.31%
20234.05%1.78%-2.08%3.28%-4.83%0.95%2.67%-2.36%2.29%-3.81%2.33%3.73%7.72%
20220.99%0.45%1.61%0.68%1.05%-5.57%3.39%-1.20%-5.04%2.93%7.21%-1.26%4.66%
2021-1.13%1.54%4.41%3.95%1.19%-0.20%0.13%2.08%-0.46%2.53%-2.36%5.13%17.83%
2020-3.44%-8.77%-13.64%4.03%3.11%2.19%-4.06%1.35%-1.39%-4.61%12.41%3.48%-11.28%
20193.75%2.39%3.25%2.44%-3.07%4.02%2.29%-4.38%3.41%-1.78%1.73%2.38%17.23%
2018-2.29%-3.16%-1.97%6.56%3.12%-0.42%1.71%-3.46%1.31%-4.87%-1.88%-3.49%-9.05%
20170.09%3.18%0.94%-1.44%4.87%-2.84%1.04%1.65%-0.90%2.08%-1.81%5.30%12.45%
2016-2.70%1.02%1.68%1.57%0.13%4.59%3.50%1.88%1.95%0.81%-2.26%5.46%18.76%
20152.90%3.22%-2.00%2.90%0.47%-5.80%2.73%-7.46%-1.59%4.77%0.39%-1.51%-1.77%
2014-3.78%4.96%-2.65%3.12%1.26%-0.65%-0.30%1.83%-2.45%-1.40%3.36%-2.18%0.69%
20136.46%-0.24%1.98%0.99%3.20%-5.53%6.49%-1.94%1.29%4.10%-0.82%1.46%18.13%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of CUKX.L is 49, 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 CUKX.L is 4949
CUKX.L (iShares FTSE 100 UCITS ETF)
The Sharpe Ratio Rank of CUKX.L is 4040Sharpe Ratio Rank
The Sortino Ratio Rank of CUKX.L is 4242Sortino Ratio Rank
The Omega Ratio Rank of CUKX.L is 3939Omega Ratio Rank
The Calmar Ratio Rank of CUKX.L is 8080Calmar Ratio Rank
The Martin Ratio Rank of CUKX.L is 4343Martin 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 iShares FTSE 100 UCITS ETF (CUKX.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


CUKX.L
Sharpe ratio
The chart of Sharpe ratio for CUKX.L, currently valued at 1.55, compared to the broader market0.002.004.006.001.55
Sortino ratio
The chart of Sortino ratio for CUKX.L, currently valued at 2.28, compared to the broader market0.005.0010.002.28
Omega ratio
The chart of Omega ratio for CUKX.L, currently valued at 1.28, compared to the broader market1.001.502.002.503.003.501.28
Calmar ratio
The chart of Calmar ratio for CUKX.L, currently valued at 2.56, compared to the broader market0.005.0010.0015.002.56
Martin ratio
The chart of Martin ratio for CUKX.L, currently valued at 7.95, compared to the broader market0.0020.0040.0060.0080.00100.00120.007.95
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.64, compared to the broader market0.002.004.006.002.64
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.52, compared to the broader market0.005.0010.003.52
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.48, compared to the broader market1.001.502.002.503.003.501.48
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.34, compared to the broader market0.005.0010.0015.002.34
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 16.17, compared to the broader market0.0020.0040.0060.0080.00100.00120.0016.17

Sharpe Ratio

The current iShares FTSE 100 UCITS ETF Sharpe ratio is 1.55. 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 iShares 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 Ratio0.501.001.502.00MayJuneJulyAugustSeptemberOctober
1.55
1.59
CUKX.L (iShares FTSE 100 UCITS ETF)
Benchmark (^GSPC)

Dividends

Dividend History


iShares FTSE 100 UCITS ETF doesn't pay dividends

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%MayJuneJulyAugustSeptemberOctober
-0.90%
-2.36%
CUKX.L (iShares FTSE 100 UCITS ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the iShares 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 iShares FTSE 100 UCITS ETF was 34.50%, occurring on Mar 23, 2020. Recovery took 403 trading sessions.

The current iShares FTSE 100 UCITS ETF drawdown is 0.90%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.5%Jan 20, 202046Mar 23, 2020403Oct 26, 2021449
-19.59%Apr 13, 2015213Feb 11, 2016122Aug 5, 2016335
-17.81%Jul 8, 201111Aug 9, 201155Mar 14, 201266
-14.64%May 23, 2018153Dec 27, 2018128Jul 2, 2019281
-11.65%Mar 19, 201230May 23, 201241Sep 14, 201271

Volatility

Volatility Chart

The current iShares FTSE 100 UCITS ETF volatility is 2.85%, 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%MayJuneJulyAugustSeptemberOctober
2.85%
4.20%
CUKX.L (iShares FTSE 100 UCITS ETF)
Benchmark (^GSPC)