100D.L vs. LDEG.L

Last updated Jun 5, 2026

100D.L (Amundi FTSE 100 UCITS ETF) and LDEG.L (L&G Quality Equity Dividends ESG Exclusions Europe ex-UK UCITS ETF) are both Europe Equities funds - 100D.L tracks the FTSE AllSh TR GBP while LDEG.L tracks the MSCI Europe Ex UK NR EUR. Both are passively managed. Over the past 5 years, 100D.L returned 11.78%/yr vs 16.11%/yr for LDEG.L. A 0.62 correlation means they provide meaningful diversification when combined. 100D.L charges 0.14%/yr vs 0.25%/yr for LDEG.L.

Performance

100D.L vs. LDEG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Amundi FTSE 100 UCITS ETF (100D.L) and L&G Quality Equity Dividends ESG Exclusions Europe ex-UK UCITS ETF (LDEG.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, 100D.L achieves a 6.04% return, which is significantly lower than LDEG.L's 10.41% 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*: —

LDEG.L

• 1D: 0.89%
• 1M: 1.38%
• YTD: 10.41%
• 6M: 13.94%
• 1Y: 30.52%
• 3Y*: 23.92%
• 5Y*: 16.11%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

100D.L vs. LDEG.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
100D.L Amundi FTSE 100 UCITS ETF	6.04%	25.77%	9.32%	7.37%	4.80%	5.75%
LDEG.L L&G Quality Equity Dividends ESG Exclusions Europe ex-UK UCITS ETF	10.41%	44.92%	8.83%	14.32%	3.42%	2.83%

Correlation

The correlation between 100D.L and LDEG.L is 0.71, 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	0.71
Correlation (3Y) Calculated over the trailing 3-year period	0.73
Correlation (5Y) Calculated over the trailing 5-year period	0.62
Correlation (All Time) Calculated using the full available price history since May 10, 2021	0.62

The correlation between 100D.L and LDEG.L shifts across timeframes, from 0.62 (all time) to 0.73 (3 years), reflecting how their relationship changes across market environments.

100D.L vs. LDEG.L - Sectors Allocation Comparison

Sectors	100D.L	LDEG.L
Financial Services	24.5%	41.5%
Consumer Defensive	13.9%	3.1%
Industrials	13.7%	15.8%
Healthcare	13.6%	3.4%
Energy	11.7%	7.7%
Basic Materials	8.5%	9.9%
Utilities	5.3%	8.2%
Consumer Cyclical	4.7%	3.3%
Communication Services	2.6%	5.2%
Real Estate	0.9%	-
Technology	0.8%	2.0%

Return for Risk

100D.L vs. LDEG.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

100D.L

100D.L Risk / Return Rank: 55
100D.L Sharpe Ratio Rank: 59
100D.L Sortino Ratio Rank: 57
100D.L Omega Ratio Rank: 61
100D.L Calmar Ratio Rank: 49
100D.L Martin Ratio Rank: 49

LDEG.L

LDEG.L Risk / Return Rank: 78
LDEG.L Sharpe Ratio Rank: 82
LDEG.L Sortino Ratio Rank: 80
LDEG.L Omega Ratio Rank: 80
LDEG.L Calmar Ratio Rank: 76
LDEG.L Martin Ratio Rank: 74

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

100D.L vs. LDEG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi FTSE 100 UCITS ETF (100D.L) and L&G Quality Equity Dividends ESG Exclusions Europe ex-UK UCITS ETF (LDEG.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	LDEG.L	Difference
Sharpe ratio: Return per unit of total volatility	1.94	2.63	-0.69
Sortino ratio: Return per unit of downside risk	2.67	3.52	-0.85
Omega ratio: Gain probability vs. loss probability	1.36	1.48	-0.11
Calmar ratio: Return relative to maximum drawdown	2.38	3.78	-1.40
Martin ratio: Return relative to average drawdown	8.06	13.82	-5.76
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

100D.L vs. LDEG.L - Sharpe Ratio Comparison

The current 100D.L Sharpe Ratio is 1.94, which is comparable to the LDEG.L Sharpe Ratio of 2.63. The chart below compares the historical Sharpe Ratios of 100D.L and LDEG.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	100D.L	LDEG.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.94	2.63	-0.69
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.92	1.24	-0.33
Sharpe Ratio (All Time) Calculated using the full available price history	0.53	1.24	-0.71

Drawdowns

100D.L vs. LDEG.L - Drawdown Comparison

The maximum 100D.L drawdown since its inception was -34.63%, which is greater than LDEG.L's maximum drawdown of -15.97%. Use the drawdown chart below to compare losses from any high point for 100D.L and LDEG.L.

Drawdown Indicators

	100D.L	LDEG.L	Difference
Max Drawdown Largest peak-to-trough decline	-34.63%	-15.97%	-18.66%
Max Drawdown (1Y) Largest decline over 1 year	-8.92%	-8.04%	-0.88%
Max Drawdown (3Y) Largest decline over 3 years	-13.06%	-12.05%	-1.01%
Max Drawdown (5Y) Largest decline over 5 years	-13.06%	-15.97%	+2.91%
Current Drawdown Current decline from peak	-4.00%	-1.33%	-2.67%
Average Drawdown Average peak-to-trough decline	-4.69%	-2.95%	-1.74%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.64%	2.20%	+0.44%

Volatility

100D.L vs. LDEG.L - Volatility Comparison

Amundi FTSE 100 UCITS ETF (100D.L) has a higher volatility of 3.98% compared to L&G Quality Equity Dividends ESG Exclusions Europe ex-UK UCITS ETF (LDEG.L) at 3.57%. This indicates that 100D.L's price experiences larger fluctuations and is considered to be riskier than LDEG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	100D.L	LDEG.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.98%	3.57%	+0.41%
Volatility (6M) Calculated over the trailing 6-month period	9.52%	9.21%	+0.31%
Volatility (1Y) Calculated over the trailing 1-year period	10.96%	11.55%	-0.59%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.88%	15.99%	-3.11%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.92%	16.01%	-0.09%

100D.L vs. LDEG.L - Expense Ratio Comparison

100D.L has a 0.14% expense ratio, which is lower than LDEG.L's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

100D.L vs. LDEG.L - Dividend Comparison

100D.L's dividend yield for the trailing twelve months is around 3.57%, more than LDEG.L's 3.13% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
100D.L Amundi FTSE 100 UCITS ETF	3.57%	3.78%	4.17%	3.90%	3.80%	3.39%	3.11%	4.30%
LDEG.L L&G Quality Equity Dividends ESG Exclusions Europe ex-UK UCITS ETF	3.13%	3.43%	4.21%	4.11%	3.70%	3.11%	0.00%	0.00%

Frequently Asked Questions

Can I hold both 100D.L and LDEG.L in my portfolio?

100D.L and LDEG.L have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, 100D.L or LDEG.L?

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.

Which ETF is cheaper, 100D.L or LDEG.L?

100D.L is cheaper with a 0.14% expense ratio, compared with 0.25% for LDEG.L.

What is the main difference between 100D.L and LDEG.L?

100D.L tracks FTSE AllSh TR GBP, while LDEG.L tracks MSCI Europe Ex UK NR EUR. They also come from different issuers: Amundi and Legal & General. Their fees differ too: 0.14% for 100D.L and 0.25% for LDEG.L.