100D.L vs. DJD
Compare and contrast key facts about Amundi FTSE 100 UCITS ETF (100D.L) and Invesco Dow Jones Industrial Average Dividend ETF (DJD).
100D.L and DJD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 100D.L is a passively managed fund by Amundi that tracks the performance of the FTSE AllSh TR GBP. It was launched on Sep 24, 2021. DJD is a passively managed fund by Invesco that tracks the performance of the Dow Jones Industrial Average Yield Weight. It was launched on Dec 16, 2015. Both 100D.L and DJD are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: 100D.L or DJD.
Key characteristics
| 100D.L | DJD | |
|---|---|---|
| YTD Return | 10.33% | 5.47% |
| 1Y Return | 12.45% | 18.74% |
| 3Y Return (Ann) | 9.95% | 5.71% |
| 5Y Return (Ann) | 6.62% | 9.68% |
| Sharpe Ratio | 1.10 | 1.73 |
| Daily Std Dev | 10.99% | 10.93% |
| Max Drawdown | -34.63% | -34.66% |
| Current Drawdown | -0.40% | -0.02% |
Correlation
The correlation between 100D.L and DJD is 0.50, 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.
Performance
100D.L vs. DJD - Performance Comparison
In the year-to-date period, 100D.L achieves a 10.33% return, which is significantly higher than DJD's 5.47% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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100D.L vs. DJD - Expense Ratio Comparison
100D.L has a 0.14% expense ratio, which is higher than DJD'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%.
Risk-Adjusted Performance
100D.L vs. DJD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi FTSE 100 UCITS ETF (100D.L) and Invesco Dow Jones Industrial Average Dividend ETF (DJD). 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.
Dividends
100D.L vs. DJD - Dividend Comparison
100D.L's dividend yield for the trailing twelve months is around 0.04%, less than DJD's 3.43% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
100D.L Amundi FTSE 100 UCITS ETF | 0.04% | 0.04% | 0.04% | 0.03% | 0.03% | 0.04% | 0.00% | 0.00% | 0.00% | 0.00% |
DJD Invesco Dow Jones Industrial Average Dividend ETF | 3.43% | 3.49% | 3.16% | 2.82% | 3.47% | 2.80% | 2.66% | 3.26% | 3.65% | 0.16% |
Drawdowns
100D.L vs. DJD - Drawdown Comparison
The maximum 100D.L drawdown since its inception was -34.63%, roughly equal to the maximum DJD drawdown of -34.66%. Use the drawdown chart below to compare losses from any high point for 100D.L and DJD. For additional features, visit the drawdowns tool.
Volatility
100D.L vs. DJD - Volatility Comparison
Amundi FTSE 100 UCITS ETF (100D.L) has a higher volatility of 3.83% compared to Invesco Dow Jones Industrial Average Dividend ETF (DJD) at 2.06%. This indicates that 100D.L's price experiences larger fluctuations and is considered to be riskier than DJD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.