100D.L vs. HDEU.L
100D.L (Amundi FTSE 100 UCITS ETF) and HDEU.L (PowerShares EURO STOXX High Dividend Low Volatility UCITS) are both Europe Equities funds - 100D.L tracks the FTSE AllSh TR GBP while HDEU.L tracks the MSCI EMU NR EUR. Both are passively managed. Over the past 5 years, 100D.L returned 11.78%/yr vs 12.89%/yr for HDEU.L. A 0.70 correlation means they provide meaningful diversification when combined. 100D.L charges 0.14%/yr vs 0.30%/yr for HDEU.L.
Performance
100D.L vs. HDEU.L - Performance Comparison
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Different Trading Currencies
100D.L is traded in GBp, while HDEU.L is traded in EUR. To make them comparable, the HDEU.L values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, 100D.L achieves a 6.04% return, which is significantly lower than HDEU.L's 9.45% return.
100D.L
- 1D
- 0.13%
- 1M
- 1.71%
- YTD
- 6.04%
- 6M
- 8.26%
- 1Y
- 21.31%
- 3Y*
- 14.75%
- 5Y*
- 11.78%
- 10Y*
- —
HDEU.L
- 1D
- -0.17%
- 1M
- 0.90%
- YTD
- 9.45%
- 6M
- 11.03%
- 1Y
- 24.34%
- 3Y*
- 20.33%
- 5Y*
- 12.89%
- 10Y*
- 9.21%
100D.L vs. HDEU.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
100D.L Amundi FTSE 100 UCITS ETF | 6.04% | 25.77% | 9.32% | 7.37% | 4.80% | 18.00% | -11.78% | 4.12% |
HDEU.L PowerShares EURO STOXX High Dividend Low Volatility UCITS | 9.45% | 43.14% | 5.17% | 11.31% | -3.49% | 13.90% | -13.33% | 0.50% |
Correlation
The correlation between 100D.L and HDEU.L is 0.64, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.64 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.66 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.68 |
Correlation (All Time) Calculated using the full available price history since Apr 18, 2019 | 0.70 |
The correlation between 100D.L and HDEU.L has been stable across timeframes, ranging from 0.64 to 0.70 - a consistent structural relationship.
100D.L vs. HDEU.L - Sectors Allocation Comparison
Sectors
100D.L
HDEU.L
Financial Services
Consumer Defensive
Industrials
Healthcare
Energy
Basic Materials
Utilities
Consumer Cyclical
Communication Services
Real Estate
Technology
-
Financial Services
100D.L
HDEU.L
Consumer Defensive
100D.L
HDEU.L
Industrials
100D.L
HDEU.L
Healthcare
100D.L
HDEU.L
Energy
100D.L
HDEU.L
Basic Materials
100D.L
HDEU.L
Utilities
100D.L
HDEU.L
Consumer Cyclical
100D.L
HDEU.L
Communication Services
100D.L
HDEU.L
Real Estate
100D.L
HDEU.L
Technology
100D.L
HDEU.L
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Return for Risk
100D.L vs. HDEU.L — Risk / Return Rank
100D.L
HDEU.L
100D.L vs. HDEU.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi FTSE 100 UCITS ETF (100D.L) and PowerShares EURO STOXX High Dividend Low Volatility UCITS (HDEU.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.
| 100D.L | HDEU.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.37 | ||
| Sortino ratioReturn per unit of downside risk | -0.40 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.43 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.38 | 3.38 | -1.01 |
| Martin ratioReturn relative to average drawdown | 8.06 | 11.58 | -3.52 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| 100D.L | HDEU.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.94 | 2.30 | -0.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.92 | 0.92 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.58 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.60 | -0.07 |
Drawdowns
100D.L vs. HDEU.L - Drawdown Comparison
The maximum 100D.L drawdown since its inception was -34.63%, roughly equal to the maximum HDEU.L drawdown of -35.89%. Use the drawdown chart below to compare losses from any high point for 100D.L and HDEU.L.
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Drawdown Indicators
| 100D.L | HDEU.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.63% | -35.89% | +1.26% |
Max Drawdown (1Y)Largest decline over 1 year | -8.92% | -7.16% | -1.76% |
Max Drawdown (3Y)Largest decline over 3 years | -13.06% | -11.63% | -1.43% |
Max Drawdown (5Y)Largest decline over 5 years | -13.06% | -19.85% | +6.79% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.89% | — |
Current DrawdownCurrent decline from peak | -4.00% | -2.02% | -1.98% |
Average DrawdownAverage peak-to-trough decline | -4.69% | -5.39% | +0.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.64% | 2.10% | +0.54% |
Volatility
100D.L vs. HDEU.L - Volatility Comparison
Amundi FTSE 100 UCITS ETF (100D.L) has a higher volatility of 3.98% compared to PowerShares EURO STOXX High Dividend Low Volatility UCITS (HDEU.L) at 3.24%. This indicates that 100D.L's price experiences larger fluctuations and is considered to be riskier than HDEU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| 100D.L | HDEU.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.98% | 3.24% | +0.74% |
Volatility (6M)Calculated over the trailing 6-month period | 9.52% | 8.18% | +1.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.96% | 10.52% | +0.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.88% | 13.95% | -1.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.92% | 16.05% | -0.13% |
100D.L vs. HDEU.L - Expense Ratio Comparison
100D.L has a 0.14% expense ratio, which is lower than HDEU.L's 0.30% expense ratio.
Dividends
100D.L vs. HDEU.L - Dividend Comparison
100D.L's dividend yield for the trailing twelve months is around 3.57%, less than HDEU.L's 3.98% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
100D.L Amundi FTSE 100 UCITS ETF | 3.57% | 3.78% | 4.17% | 3.90% | 3.80% | 3.39% | 3.11% | 4.30% | 0.00% | 0.00% | 0.00% |
HDEU.L PowerShares EURO STOXX High Dividend Low Volatility UCITS | 3.98% | 4.71% | 5.77% | 5.56% | 5.60% | 4.21% | 3.04% | 4.50% | 4.38% | 3.44% | 3.59% |
Frequently Asked Questions
100D.L and HDEU.L have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, 100D.L is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.
100D.L is cheaper with a 0.14% expense ratio, compared with 0.30% for HDEU.L.
100D.L tracks FTSE AllSh TR GBP, while HDEU.L tracks MSCI EMU NR EUR. They also come from different issuers: Amundi and Invesco. Their fees differ too: 0.14% for 100D.L and 0.30% for HDEU.L.
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