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100D.L vs. MVED.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

100D.L vs. MVED.L

Last updated Jun 5, 2026

100D.L (Amundi FTSE 100 UCITS ETF) and MVED.L (iShares Edge MSCI Europe Minimum Volatility UCITS ETF EUR (Dist)) are both Europe Equities funds - 100D.L tracks the FTSE AllSh TR GBP while MVED.L tracks the MSCI Europe NR EUR. Both are passively managed. Over the past 5 years, 100D.L returned 11.78%/yr vs 6.21%/yr for MVED.L. A 0.71 correlation means they provide meaningful diversification when combined. 100D.L charges 0.14%/yr vs 0.25%/yr for MVED.L.

Performance

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

The chart below illustrates the hypothetical performance of a £10,000 investment in Amundi FTSE 100 UCITS ETF (100D.L) and iShares Edge MSCI Europe Minimum Volatility UCITS ETF EUR (Dist) (MVED.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

100D.L is traded in GBp, while MVED.L is traded in EUR. To make them comparable, the MVED.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 higher than MVED.L's 3.88% 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*
—

MVED.L

1D
0.45%
1M
0.80%
YTD
3.88%
6M
4.77%
1Y
5.26%
3Y*
8.28%
5Y*
6.21%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)2025202420232022202120202019
100D.L
Amundi FTSE 100 UCITS ETF		6.04%25.77%9.32%7.37%4.80%18.00%-11.78%4.12%
MVED.L
iShares Edge MSCI Europe Minimum Volatility UCITS ETF EUR (Dist)		3.88%14.60%3.94%8.51%-8.08%14.30%1.58%7.15%

Correlation

The correlation between 100D.L and MVED.L is 0.72, 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

0.72

Correlation (3Y)
Calculated over the trailing 3-year period

0.73

Correlation (5Y)
Calculated over the trailing 5-year period

0.71

Correlation (All Time)
Calculated using the full available price history since Apr 18, 2019

0.71

The correlation between 100D.L and MVED.L has been stable across timeframes, ranging from 0.71 to 0.73 - a consistent structural relationship.

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

Sectors
100D.L
MVED.L

Financial Services

24.5%
17.8%

Consumer Defensive

13.9%
13.2%

Industrials

13.7%
15.7%

Healthcare

13.6%
13.1%

Energy

11.7%
6.9%

Basic Materials

8.5%
5.7%

Utilities

5.3%
10.1%

Consumer Cyclical

4.7%
3.7%

Communication Services

2.6%
9.5%

Real Estate

0.9%
1.6%

Technology

0.8%
2.8%

Financial Services

100D.L
24.5%
MVED.L
17.8%

Consumer Defensive

100D.L
13.9%
MVED.L
13.2%

Industrials

100D.L
13.7%
MVED.L
15.7%

Healthcare

100D.L
13.6%
MVED.L
13.1%

Energy

100D.L
11.7%
MVED.L
6.9%

Basic Materials

100D.L
8.5%
MVED.L
5.7%

Utilities

100D.L
5.3%
MVED.L
10.1%

Consumer Cyclical

100D.L
4.7%
MVED.L
3.7%

Communication Services

100D.L
2.6%
MVED.L
9.5%

Real Estate

100D.L
0.9%
MVED.L
1.6%

Technology

100D.L
0.8%
MVED.L
2.8%

Compare stocks, funds, or ETFs

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Amundi FTSE 100 UCITS ETF

iShares Edge MSCI Europe Minimum Volatility UCITS ETF EUR (Dist)

Often compared with 100D.L:
100D.L vs. AAPL100D.L vs. PAF.L100D.L vs. IAPD.L100D.L vs. FGT.L100D.L vs. XDAX.L100D.L vs. VUAA.DE100D.L vs. FSELX
Often compared with MVED.L:
MVED.L vs. MIVO.LMVED.L vs. CSPX.LMVED.L vs. PRUK.LMVED.L vs. OPEN.LMVED.L vs. WDEP.LMVED.L vs. EDIV.LMVED.L vs. FKU.L

Return for Risk

100D.L vs. MVED.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: 5555
Overall Rank
100D.L Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
100D.L Sortino Ratio Rank: 5757
Sortino Ratio Rank
100D.L Omega Ratio Rank: 6161
Omega Ratio Rank
100D.L Calmar Ratio Rank: 4949
Calmar Ratio Rank
100D.L Martin Ratio Rank: 4949
Martin Ratio Rank
MVED.L
MVED.L Risk / Return Rank: 1313
Overall Rank
MVED.L Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
MVED.L Sortino Ratio Rank: 1212
Sortino Ratio Rank
MVED.L Omega Ratio Rank: 1313
Omega Ratio Rank
MVED.L Calmar Ratio Rank: 1313
Calmar Ratio Rank
MVED.L Martin Ratio Rank: 1313
Martin Ratio Rank
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. MVED.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi FTSE 100 UCITS ETF (100D.L) and iShares Edge MSCI Europe Minimum Volatility UCITS ETF EUR (Dist) (MVED.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.LMVED.LDifference
Sharpe ratioReturn per unit of total volatility
1.94
0.57

+1.36

Sortino ratioReturn per unit of downside risk
2.67
0.83

+1.85

Omega ratioGain probability vs. loss probability

1.36

1.11

+0.26

Calmar ratioReturn relative to maximum drawdown

2.38

0.63

+1.75

Martin ratioReturn relative to average drawdown

8.06

1.79

+6.28

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. MVED.L - Sharpe Ratio Comparison

The current 100D.L Sharpe Ratio is 1.94, which is higher than the MVED.L Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of 100D.L and MVED.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.

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Sharpe Ratios by Period

100D.LMVED.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.94

0.57

+1.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.92

0.55

+0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.49

+0.04

Drawdowns

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

The maximum 100D.L drawdown since its inception was -34.63%, which is greater than MVED.L's maximum drawdown of -24.31%. Use the drawdown chart below to compare losses from any high point for 100D.L and MVED.L.

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Drawdown Indicators

100D.LMVED.LDifference

Max Drawdown

Largest peak-to-trough decline

-34.63%

-24.31%

-10.32%

Max Drawdown (1Y)

Largest decline over 1 year

-8.92%

-8.28%

-0.64%

Max Drawdown (3Y)

Largest decline over 3 years

-13.06%

-8.28%

-4.78%

Max Drawdown (5Y)

Largest decline over 5 years

-13.06%

-17.36%

+4.30%

Current Drawdown

Current decline from peak

-4.00%

-5.32%

+1.32%

Average Drawdown

Average peak-to-trough decline

-4.69%

-4.10%

-0.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.64%

2.94%

-0.30%

Volatility

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

Amundi FTSE 100 UCITS ETF (100D.L) has a higher volatility of 3.98% compared to iShares Edge MSCI Europe Minimum Volatility UCITS ETF EUR (Dist) (MVED.L) at 2.98%. This indicates that 100D.L's price experiences larger fluctuations and is considered to be riskier than MVED.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.LMVED.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.98%

2.98%

+1.00%

Volatility (6M)

Calculated over the trailing 6-month period

9.52%

7.68%

+1.84%

Volatility (1Y)

Calculated over the trailing 1-year period

10.96%

9.18%

+1.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.88%

11.29%

+1.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.92%

12.95%

+2.97%

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

100D.L has a 0.14% expense ratio, which is lower than MVED.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. MVED.L - Dividend Comparison

100D.L's dividend yield for the trailing twelve months is around 3.57%, while MVED.L has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018
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%
MVED.L
iShares Edge MSCI Europe Minimum Volatility UCITS ETF EUR (Dist)		0.00%0.00%0.00%2.67%2.95%2.16%2.54%2.81%2.50%

Frequently Asked Questions

100D.L and MVED.L have a correlation of 0.72, 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 0.25% for MVED.L.

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

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