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

Performance

100D.L vs. VUAA.DE - 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 UCITS USD Acc ETF (VUAA.DE). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

100D.L:

0.87

VUAA.DE:

0.26

Sortino Ratio

100D.L:

1.18

VUAA.DE:

0.45

Omega Ratio

100D.L:

1.19

VUAA.DE:

1.06

Calmar Ratio

100D.L:

0.87

VUAA.DE:

0.19

Martin Ratio

100D.L:

4.41

VUAA.DE:

0.55

Ulcer Index

100D.L:

2.57%

VUAA.DE:

8.10%

Daily Std Dev

100D.L:

13.08%

VUAA.DE:

18.88%

Max Drawdown

100D.L:

-34.63%

VUAA.DE:

-33.67%

Current Drawdown

100D.L:

-0.69%

VUAA.DE:

-9.29%

Returns By Period

In the year-to-date period, 100D.L achieves a 10.17% return, which is significantly higher than VUAA.DE's -5.62% return.


100D.L

YTD
10.17%
1M
-0.11%
6M
9.11%
1Y
11.42%
3Y*
10.83%
5Y*
11.25%
10Y*
N/A

VUAA.DE

YTD
-5.62%
1M
1.21%
6M
-7.57%
1Y
4.86%
3Y*
12.78%
5Y*
15.29%
10Y*
N/A
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Amundi FTSE 100 UCITS ETF

100D.L vs. VUAA.DE - Expense Ratio Comparison

100D.L has a 0.14% expense ratio, which is higher than VUAA.DE's 0.07% 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. VUAA.DE — 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 6666
Overall Rank
The Sharpe Ratio Rank of 100D.L is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of 100D.L is 5656
Sortino Ratio Rank
The Omega Ratio Rank of 100D.L is 6464
Omega Ratio Rank
The Calmar Ratio Rank of 100D.L is 6767
Calmar Ratio Rank
The Martin Ratio Rank of 100D.L is 7676
Martin Ratio Rank

VUAA.DE
The Risk-Adjusted Performance Rank of VUAA.DE is 2323
Overall Rank
The Sharpe Ratio Rank of VUAA.DE is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of VUAA.DE is 2222
Sortino Ratio Rank
The Omega Ratio Rank of VUAA.DE is 2323
Omega Ratio Rank
The Calmar Ratio Rank of VUAA.DE is 2424
Calmar Ratio Rank
The Martin Ratio Rank of VUAA.DE is 2222
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. VUAA.DE - 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 UCITS USD Acc ETF (VUAA.DE). 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 0.87, which is higher than the VUAA.DE Sharpe Ratio of 0.26. The chart below compares the historical Sharpe Ratios of 100D.L and VUAA.DE, 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 VUAA.DE is 0.46, 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. VUAA.DE - Dividend Comparison

100D.L's dividend yield for the trailing twelve months is around 3.79%, while VUAA.DE has not paid dividends to shareholders.


TTM202420232022202120202019
100D.L
Amundi FTSE 100 UCITS ETF
3.79%4.17%3.90%3.80%3.39%3.11%4.30%
VUAA.DE
Vanguard S&P 500 UCITS USD Acc ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

100D.L vs. VUAA.DE - Drawdown Comparison

The maximum 100D.L drawdown since its inception was -34.63%, roughly equal to the maximum VUAA.DE drawdown of -33.67%. Use the drawdown chart below to compare losses from any high point for 100D.L and VUAA.DE.


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

Volatility

100D.L vs. VUAA.DE - Volatility Comparison

The current volatility for Amundi FTSE 100 UCITS ETF (100D.L) is 1.58%, while Vanguard S&P 500 UCITS USD Acc ETF (VUAA.DE) has a volatility of 2.47%. This indicates that 100D.L experiences smaller price fluctuations and is considered to be less risky than VUAA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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