100D.L vs. WEF.TO

Last updated Jun 5, 2026

100D.L (Amundi FTSE 100 UCITS ETF) is Europe Equities fund tracking the FTSE AllSh TR GBP, while WEF.TO (Western Forest Products Inc.) is a stock. Over the past 5 years, 100D.L returned 11.78%/yr vs -22.71%/yr for WEF.TO. At a 0.23 correlation, their price movements are largely independent.

Performance

100D.L vs. WEF.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Amundi FTSE 100 UCITS ETF (100D.L) and Western Forest Products Inc. (WEF.TO). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

100D.L is traded in GBp, while WEF.TO is traded in CAD. To make them comparable, the WEF.TO 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 WEF.TO's 54.41% 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*: —

WEF.TO

• 1D: 1.52%
• 1M: 21.28%
• YTD: 54.41%
• 6M: 46.27%
• 1Y: 39.88%
• 3Y*: -21.46%
• 5Y*: -22.71%
• 10Y*: -10.58%

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

100D.L vs. WEF.TO - 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%
WEF.TO Western Forest Products Inc.	54.41%	-11.97%	-46.55%	-38.30%	-40.81%	71.13%	5.98%	-30.51%

Correlation

The correlation between 100D.L and WEF.TO is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.24
Correlation (3Y) Calculated over the trailing 3-year period	0.14
Correlation (5Y) Calculated over the trailing 5-year period	0.20
Correlation (All Time) Calculated using the full available price history since Apr 18, 2019	0.23

The correlation between 100D.L and WEF.TO shifts across timeframes, from 0.14 (3 years) to 0.24 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

100D.L vs. WEF.TO — 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

WEF.TO

WEF.TO Risk / Return Rank: 69
WEF.TO Sharpe Ratio Rank: 72
WEF.TO Sortino Ratio Rank: 69
WEF.TO Omega Ratio Rank: 67
WEF.TO Calmar Ratio Rank: 70
WEF.TO Martin Ratio Rank: 67

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. WEF.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi FTSE 100 UCITS ETF (100D.L) and Western Forest Products Inc. (WEF.TO). 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	WEF.TO	Difference
Sharpe ratio: Return per unit of total volatility	1.94	0.98	+0.96
Sortino ratio: Return per unit of downside risk	2.67	1.66	+1.02
Omega ratio: Gain probability vs. loss probability	1.36	1.20	+0.17
Calmar ratio: Return relative to maximum drawdown	2.38	1.51	+0.87
Martin ratio: Return relative to average drawdown	8.06	3.03	+5.03
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. WEF.TO - Sharpe Ratio Comparison

The current 100D.L Sharpe Ratio is 1.94, which is higher than the WEF.TO Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of 100D.L and WEF.TO, 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	WEF.TO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.94	0.98	+0.96
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.92	-0.55	+1.46
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	-0.25	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.53	0.12	+0.41

Drawdowns

100D.L vs. WEF.TO - Drawdown Comparison

The maximum 100D.L drawdown since its inception was -34.63%, smaller than the maximum WEF.TO drawdown of -86.76%. Use the drawdown chart below to compare losses from any high point for 100D.L and WEF.TO.

Drawdown Indicators

	100D.L	WEF.TO	Difference
Max Drawdown Largest peak-to-trough decline	-34.63%	-86.76%	+52.13%
Max Drawdown (1Y) Largest decline over 1 year	-8.92%	-26.52%	+17.60%
Max Drawdown (3Y) Largest decline over 3 years	-13.06%	-71.07%	+58.01%
Max Drawdown (5Y) Largest decline over 5 years	-13.06%	-85.85%	+72.79%
Max Drawdown (10Y) Largest decline over 10 years	—	-86.76%	—
Current Drawdown Current decline from peak	-4.00%	-78.12%	+74.12%
Average Drawdown Average peak-to-trough decline	-4.69%	-35.45%	+30.76%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.64%	13.18%	-10.54%

Volatility

100D.L vs. WEF.TO - Volatility Comparison

The current volatility for Amundi FTSE 100 UCITS ETF (100D.L) is 3.98%, while Western Forest Products Inc. (WEF.TO) has a volatility of 14.12%. This indicates that 100D.L experiences smaller price fluctuations and is considered to be less risky than WEF.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	100D.L	WEF.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.98%	14.12%	-10.14%
Volatility (6M) Calculated over the trailing 6-month period	9.52%	32.45%	-22.93%
Volatility (1Y) Calculated over the trailing 1-year period	10.96%	40.86%	-29.90%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.88%	41.60%	-28.72%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.92%	42.74%	-26.82%

Dividends

100D.L vs. WEF.TO - Dividend Comparison

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

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%	0.00%
WEF.TO Western Forest Products Inc.	0.00%	0.00%	0.00%	5.49%	4.22%	1.90%	1.80%	7.54%	4.71%	3.27%	4.23%	3.54%

Frequently Asked Questions

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

100D.L and WEF.TO have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.