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

Performance

100D.L vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amundi FTSE 100 UCITS ETF (100D.L) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

100D.L:

0.96

VOO:

0.69

Sortino Ratio

100D.L:

1.27

VOO:

1.10

Omega Ratio

100D.L:

1.20

VOO:

1.16

Calmar Ratio

100D.L:

0.93

VOO:

0.73

Martin Ratio

100D.L:

4.77

VOO:

2.75

Ulcer Index

100D.L:

2.56%

VOO:

4.96%

Daily Std Dev

100D.L:

13.09%

VOO:

19.65%

Max Drawdown

100D.L:

-34.63%

VOO:

-33.99%

Current Drawdown

100D.L:

-0.47%

VOO:

-0.36%

Returns By Period

In the year-to-date period, 100D.L achieves a 11.80% return, which is significantly higher than VOO's 7.08% return.


100D.L

YTD
11.80%
1M
0.86%
6M
10.57%
1Y
12.60%
3Y*
11.33%
5Y*
11.79%
10Y*
N/A

VOO

YTD
7.08%
1M
4.00%
6M
8.07%
1Y
13.54%
3Y*
19.65%
5Y*
16.17%
10Y*
13.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Amundi FTSE 100 UCITS ETF

Vanguard S&P 500 ETF

100D.L vs. VOO - Expense Ratio Comparison

100D.L has a 0.14% expense ratio, which is higher than VOO's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

100D.L vs. VOO — Risk-Adjusted Performance Rank

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

100D.L
The Risk-Adjusted Performance Rank of 100D.L is 7272
Overall Rank
The Sharpe Ratio Rank of 100D.L is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of 100D.L is 6565
Sortino Ratio Rank
The Omega Ratio Rank of 100D.L is 7272
Omega Ratio Rank
The Calmar Ratio Rank of 100D.L is 7272
Calmar Ratio Rank
The Martin Ratio Rank of 100D.L is 7979
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 5858
Overall Rank
The Sharpe Ratio Rank of VOO is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 5555
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 5757
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6161
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6060
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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

This table presents a comparison of risk-adjusted performance metrics for Amundi FTSE 100 UCITS ETF (100D.L) and Vanguard S&P 500 ETF (VOO). 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 0.96, which is higher than the VOO Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of 100D.L and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Correlation

The correlation between 100D.L and VOO is 0.47, 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.


Dividends

100D.L vs. VOO - Dividend Comparison

100D.L's dividend yield for the trailing twelve months is around 3.73%, more than VOO's 1.21% yield.


TTM20242023202220212020201920182017201620152014
100D.L
Amundi FTSE 100 UCITS ETF
3.73%4.17%3.90%3.80%3.39%3.11%4.30%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.21%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

100D.L vs. VOO - Drawdown Comparison

The maximum 100D.L drawdown since its inception was -34.63%, roughly equal to the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for 100D.L and VOO.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

100D.L vs. VOO - Volatility Comparison

The current volatility for Amundi FTSE 100 UCITS ETF (100D.L) is 2.06%, while Vanguard S&P 500 ETF (VOO) has a volatility of 2.91%. This indicates that 100D.L experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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