100D.L vs. WNEB
100D.L (Amundi FTSE 100 UCITS ETF) is Europe Equities fund tracking the FTSE AllSh TR GBP, while WNEB (Western New England Bancorp, Inc.) is a stock. Over the past 5 years, 100D.L returned 11.78%/yr vs 13.52%/yr for WNEB. At a 0.22 correlation, their price movements are largely independent.
Performance
100D.L vs. WNEB - Performance Comparison
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Different Trading Currencies
100D.L is traded in GBp, while WNEB is traded in USD. To make them comparable, the WNEB values have been converted to GBp using the latest available exchange rates.
Returns By Period
The year-to-date returns for both investments are quite close, with 100D.L having a 6.04% return and WNEB slightly higher at 6.10%.
100D.L
- 1D
- 0.13%
- 1M
- 1.71%
- YTD
- 6.04%
- 6M
- 8.26%
- 1Y
- 21.31%
- 3Y*
- 14.75%
- 5Y*
- 11.78%
- 10Y*
- —
WNEB
- 1D
- 3.04%
- 1M
- -5.10%
- YTD
- 6.10%
- 6M
- 3.63%
- 1Y
- 47.68%
- 3Y*
- 32.15%
- 5Y*
- 13.52%
- 10Y*
- 9.03%
100D.L vs. WNEB - 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% |
WNEB Western New England Bancorp, Inc. | 6.10% | 30.86% | 7.87% | -6.03% | 24.17% | 31.44% | -28.21% | -1.62% |
Correlation
The correlation between 100D.L and WNEB is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Apr 18, 2019 | 0.22 |
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Return for Risk
100D.L vs. WNEB — Risk / Return Rank
100D.L
WNEB
100D.L vs. WNEB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi FTSE 100 UCITS ETF (100D.L) and Western New England Bancorp, Inc. (WNEB). 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 | WNEB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.29 | ||
| Sortino ratioReturn per unit of downside risk | +0.07 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.32 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.38 | 3.53 | -1.15 |
| Martin ratioReturn relative to average drawdown | 8.06 | 9.16 | -1.09 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| 100D.L | WNEB | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.94 | 1.65 | +0.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.92 | 0.46 | +0.45 |
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 | 0.23 | +0.30 |
Drawdowns
100D.L vs. WNEB - Drawdown Comparison
The maximum 100D.L drawdown since its inception was -34.63%, smaller than the maximum WNEB drawdown of -53.62%. Use the drawdown chart below to compare losses from any high point for 100D.L and WNEB.
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Drawdown Indicators
| 100D.L | WNEB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.63% | -53.62% | +18.99% |
Max Drawdown (1Y)Largest decline over 1 year | -8.92% | -13.56% | +4.64% |
Max Drawdown (3Y)Largest decline over 3 years | -13.06% | -32.27% | +19.21% |
Max Drawdown (5Y)Largest decline over 5 years | -13.06% | -45.77% | +32.71% |
Max Drawdown (10Y)Largest decline over 10 years | — | -53.62% | — |
Current DrawdownCurrent decline from peak | -4.00% | -5.75% | +1.75% |
Average DrawdownAverage peak-to-trough decline | -4.69% | -14.85% | +10.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.64% | 5.22% | -2.58% |
Volatility
100D.L vs. WNEB - Volatility Comparison
The current volatility for Amundi FTSE 100 UCITS ETF (100D.L) is 3.98%, while Western New England Bancorp, Inc. (WNEB) has a volatility of 6.65%. This indicates that 100D.L experiences smaller price fluctuations and is considered to be less risky than WNEB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| 100D.L | WNEB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.98% | 6.65% | -2.67% |
Volatility (6M)Calculated over the trailing 6-month period | 9.52% | 16.99% | -7.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.96% | 29.06% | -18.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.88% | 29.29% | -16.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.92% | 35.69% | -19.77% |
Dividends
100D.L vs. WNEB - Dividend Comparison
100D.L's dividend yield for the trailing twelve months is around 3.57%, more than WNEB's 2.12% yield.
| 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% |
WNEB Western New England Bancorp, Inc. | 2.12% | 2.22% | 3.04% | 3.11% | 2.54% | 2.28% | 2.90% | 2.08% | 1.59% | 1.10% | 1.28% | 1.43% |
Frequently Asked Questions
100D.L and WNEB have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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