100D.L vs. FGT.L

In the year-to-date period, 100D.L achieves a 10.62% return, which is significantly higher than FGT.L's 3.26% return.

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This table presents a comparison of risk-adjusted performance metrics for Amundi FTSE 100 UCITS ETF (100D.L) and Finsbury Growth & Income Trust (FGT.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.

The current 100D.L Sharpe Ratio is 0.90, which is comparable to the FGT.L Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of 100D.L and FGT.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.

The correlation between 100D.L and FGT.L is 0.45, 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.

100D.L's dividend yield for the trailing twelve months is around 3.77%, more than FGT.L's 2.14% yield.

The maximum 100D.L drawdown since its inception was -34.63%, smaller than the maximum FGT.L drawdown of -53.70%. Use the drawdown chart below to compare losses from any high point for 100D.L and FGT.L.

The current volatility for Amundi FTSE 100 UCITS ETF (100D.L) is 1.63%, while Finsbury Growth & Income Trust (FGT.L) has a volatility of 3.33%. This indicates that 100D.L experiences smaller price fluctuations and is considered to be less risky than FGT.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.