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

Performance

100D.L vs. WRG.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 Energy Services Corp. (WRG.TO). 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 WRG.TO is traded in CAD. To make them comparable, the WRG.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 WRG.TO's 57.93% 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*

WRG.TO

1D
-2.71%
1M
6.50%
YTD
57.93%
6M
61.96%
1Y
58.17%
3Y*
6.35%
5Y*
-42.92%
10Y*
-38.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

100D.L vs. WRG.TO - 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%
WRG.TO
Western Energy Services Corp.
57.93%-22.06%-17.65%-14.87%-89.83%-38.56%69.72%-19.17%

Correlation

The correlation between 100D.L and WRG.TO is 0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.00

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

0.05

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

0.10

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

0.10

The correlation between 100D.L and WRG.TO shifts across timeframes, from 0.00 (1 year) to 0.10 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

100D.L vs. WRG.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: 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

WRG.TO
WRG.TO Risk / Return Rank: 7979
Overall Rank
WRG.TO Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
WRG.TO Sortino Ratio Rank: 7575
Sortino Ratio Rank
WRG.TO Omega Ratio Rank: 8282
Omega Ratio Rank
WRG.TO Calmar Ratio Rank: 8383
Calmar Ratio Rank
WRG.TO Martin Ratio Rank: 7878
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. WRG.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 Energy Services Corp. (WRG.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.LWRG.TODifference
Sharpe ratioReturn per unit of total volatility

+0.78

Sortino ratioReturn per unit of downside risk

+0.70

Omega ratioGain probability vs. loss probability

1.36

1.30

+0.07

Calmar ratioReturn relative to maximum drawdown

2.38

3.00

-0.63

Martin ratioReturn relative to average drawdown

8.06

5.58

+2.49

100D.L vs. WRG.TO - Sharpe Ratio Comparison

The current 100D.L Sharpe Ratio is 1.94, which is higher than the WRG.TO Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of 100D.L and WRG.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.


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Sharpe Ratios by Period


100D.LWRG.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.94

1.16

+0.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.92

-0.49

+1.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

-0.19

+0.72

Drawdowns

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

The maximum 100D.L drawdown since its inception was -34.63%, smaller than the maximum WRG.TO drawdown of -99.89%. Use the drawdown chart below to compare losses from any high point for 100D.L and WRG.TO.


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Drawdown Indicators


100D.LWRG.TODifference

Max Drawdown

Largest peak-to-trough decline

-34.63%

-99.89%

+65.26%

Max Drawdown (1Y)

Largest decline over 1 year

-8.92%

-19.46%

+10.54%

Max Drawdown (3Y)

Largest decline over 3 years

-13.06%

-55.10%

+42.04%

Max Drawdown (5Y)

Largest decline over 5 years

-13.06%

-97.02%

+83.96%

Max Drawdown (10Y)

Largest decline over 10 years

-99.59%

Current Drawdown

Current decline from peak

-4.00%

-99.82%

+95.82%

Average Drawdown

Average peak-to-trough decline

-4.69%

-78.17%

+73.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.64%

10.46%

-7.82%

Volatility

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

The current volatility for Amundi FTSE 100 UCITS ETF (100D.L) is 3.98%, while Western Energy Services Corp. (WRG.TO) has a volatility of 15.79%. This indicates that 100D.L experiences smaller price fluctuations and is considered to be less risky than WRG.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


100D.LWRG.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.98%

15.79%

-11.81%

Volatility (6M)

Calculated over the trailing 6-month period

9.52%

40.86%

-31.34%

Volatility (1Y)

Calculated over the trailing 1-year period

10.96%

50.70%

-39.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.88%

88.55%

-75.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.92%

82.47%

-66.55%

Dividends

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

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


PositionTTM20252024202320222021202020192018201720162015
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%
WRG.TO
Western Energy Services Corp.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%7.09%

Frequently Asked Questions


100D.L and WRG.TO have a correlation of 0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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