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100D.L vs. FSELX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between 100D.L and FSELX is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.4

Performance

100D.L vs. FSELX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amundi FTSE 100 UCITS ETF (100D.L) and Fidelity Select Semiconductors Portfolio (FSELX). The values are adjusted to include any dividend payments, if applicable.

50.00%100.00%150.00%200.00%250.00%JulyAugustSeptemberOctoberNovemberDecember
27.27%
215.58%
100D.L
FSELX

Key characteristics

Sharpe Ratio

100D.L:

0.87

FSELX:

0.93

Sortino Ratio

100D.L:

1.30

FSELX:

1.42

Omega Ratio

100D.L:

1.16

FSELX:

1.18

Calmar Ratio

100D.L:

1.83

FSELX:

1.39

Martin Ratio

100D.L:

4.89

FSELX:

3.87

Ulcer Index

100D.L:

1.79%

FSELX:

8.72%

Daily Std Dev

100D.L:

9.98%

FSELX:

36.41%

Max Drawdown

100D.L:

-34.63%

FSELX:

-81.70%

Current Drawdown

100D.L:

-3.30%

FSELX:

-11.44%

Returns By Period

In the year-to-date period, 100D.L achieves a 8.31% return, which is significantly lower than FSELX's 38.23% return.


100D.L

YTD

8.31%

1M

0.29%

6M

-0.26%

1Y

8.89%

5Y*

4.86%

10Y*

N/A

FSELX

YTD

38.23%

1M

-1.64%

6M

-6.19%

1Y

39.26%

5Y*

22.02%

10Y*

16.98%

Compare stocks, funds, or ETFs

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


100D.L vs. FSELX - Expense Ratio Comparison

100D.L has a 0.14% expense ratio, which is lower than FSELX's 0.68% expense ratio.


FSELX
Fidelity Select Semiconductors Portfolio
Expense ratio chart for FSELX: current value at 0.68% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.68%
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%

Risk-Adjusted Performance

100D.L vs. FSELX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi FTSE 100 UCITS ETF (100D.L) and Fidelity Select Semiconductors Portfolio (FSELX). 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.


Sharpe ratio
The chart of Sharpe ratio for 100D.L, currently valued at 0.58, compared to the broader market0.002.004.000.581.06
The chart of Sortino ratio for 100D.L, currently valued at 0.87, compared to the broader market-2.000.002.004.006.008.0010.000.871.57
The chart of Omega ratio for 100D.L, currently valued at 1.10, compared to the broader market0.501.001.502.002.503.001.101.20
The chart of Calmar ratio for 100D.L, currently valued at 0.81, compared to the broader market0.005.0010.0015.000.811.57
The chart of Martin ratio for 100D.L, currently valued at 2.40, compared to the broader market0.0020.0040.0060.0080.00100.002.404.37
100D.L
FSELX

The current 100D.L Sharpe Ratio is 0.87, which is comparable to the FSELX Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of 100D.L and FSELX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.58
1.06
100D.L
FSELX

Dividends

100D.L vs. FSELX - Dividend Comparison

100D.L's dividend yield for the trailing twelve months is around 4.21%, while FSELX has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
100D.L
Amundi FTSE 100 UCITS ETF
4.21%3.90%3.80%3.39%3.11%4.30%0.00%0.00%0.00%0.00%0.00%0.00%
FSELX
Fidelity Select Semiconductors Portfolio
0.00%0.10%0.18%0.04%0.51%0.76%0.76%1.04%0.71%16.31%3.48%0.61%

Drawdowns

100D.L vs. FSELX - Drawdown Comparison

The maximum 100D.L drawdown since its inception was -34.63%, smaller than the maximum FSELX drawdown of -81.70%. Use the drawdown chart below to compare losses from any high point for 100D.L and FSELX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.13%
-11.44%
100D.L
FSELX

Volatility

100D.L vs. FSELX - Volatility Comparison

The current volatility for Amundi FTSE 100 UCITS ETF (100D.L) is 3.38%, while Fidelity Select Semiconductors Portfolio (FSELX) has a volatility of 8.14%. This indicates that 100D.L experiences smaller price fluctuations and is considered to be less risky than FSELX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
3.38%
8.14%
100D.L
FSELX
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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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