AEJL.L vs. 100D.L

Last updated Jul 18, 2026

AEJL.L (Lyxor UCITS MSCI AC Asia-Pacific Ex Japan C-E) and 100D.L (Amundi FTSE 100 UCITS ETF) are both exchange-traded funds - AEJL.L is a Asia Pacific Equities fund tracking the MSCI AC Asia Pac Ex JPN NR USD, while 100D.L is a Europe Equities fund tracking the FTSE AllSh TR GBP. Both are passively managed. Over the past 5 years, AEJL.L returned 6.34%/yr vs 12.48%/yr for 100D.L. A 0.54 correlation means they provide meaningful diversification when combined. AEJL.L charges 0.60%/yr vs 0.14%/yr for 100D.L.

Performance

AEJL.L vs. 100D.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Lyxor UCITS MSCI AC Asia-Pacific Ex Japan C-E (AEJL.L) and Amundi FTSE 100 UCITS ETF (100D.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, AEJL.L achieves a 15.41% return, which is significantly higher than 100D.L's 8.65% return.

AEJL.L

• 1D: -2.72%
• 1M: -9.91%
• 6M: 9.63%
• YTD: 15.41%
• 1Y: 27.43%
• 3Y*: 16.92%
• 5Y*: 6.34%
• 10Y*: 68.73%

100D.L

• 1D: 0.33%
• 1M: 0.87%
• 6M: 5.39%
• YTD: 8.65%
• 1Y: 21.59%
• 3Y*: 16.35%
• 5Y*: 12.48%
• 10Y*: —

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

AEJL.L vs. 100D.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
AEJL.L Lyxor UCITS MSCI AC Asia-Pacific Ex Japan C-E	15.41%	20.45%	11.91%	0.03%	-8.06%	-2.60%	18.01%	10,128.27%	-10.40%	-1.73%
100D.L Amundi FTSE 100 UCITS ETF	8.65%	25.77%	9.32%	7.37%	4.80%	18.00%	-14.53%	17.23%	-10.62%	1.54%

Correlation

The correlation between AEJL.L and 100D.L is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.38
Correlation (3Y) Calculated over the trailing 3-year period	0.48
Correlation (5Y) Calculated over the trailing 5-year period	0.50
Correlation (All Time) Calculated using the full available price history since Nov 9, 2017	0.54

The correlation between AEJL.L and 100D.L shifts across timeframes, from 0.38 (1 year) to 0.54 (all time), reflecting how their relationship changes across market environments.

AEJL.L vs. 100D.L - Sectors Allocation Comparison

Sectors	AEJL.L	100D.L
Technology	43.1%	36.1%
Financial Services	18.7%	4.7%
Consumer Cyclical	8.8%	14.0%
Industrials	7.2%	6.5%
Basic Materials	5.5%	0.8%
Communication Services	5.5%	11.5%
Healthcare	2.9%	13.2%
Energy	2.5%	0.9%
Consumer Defensive	2.3%	3.9%
Real Estate	1.9%	2.3%
Utilities	1.7%	6.1%

Return for Risk

AEJL.L vs. 100D.L — Risk / Return Rank

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

AEJL.L

AEJL.L Risk / Return Rank: 54
AEJL.L Sharpe Ratio Rank: 54
AEJL.L Sortino Ratio Rank: 50
AEJL.L Omega Ratio Rank: 56
AEJL.L Calmar Ratio Rank: 56
AEJL.L Martin Ratio Rank: 56

100D.L

100D.L Risk / Return Rank: 68
100D.L Sharpe Ratio Rank: 74
100D.L Sortino Ratio Rank: 72
100D.L Omega Ratio Rank: 77
100D.L Calmar Ratio Rank: 61
100D.L Martin Ratio Rank: 56

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.

AEJL.L vs. 100D.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor UCITS MSCI AC Asia-Pacific Ex Japan C-E (AEJL.L) and Amundi FTSE 100 UCITS ETF (100D.L). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	AEJL.L	100D.L	Difference
Sharpe ratio: Return per unit of total volatility	1.41	1.89	-0.47
Sortino ratio: Return per unit of downside risk	1.93	2.59	-0.66
Omega ratio: Gain probability vs. loss probability	1.27	1.36	-0.09
Calmar ratio: Return relative to maximum drawdown	2.16	2.41	-0.25
Martin ratio: Return relative to average drawdown	7.29	7.66	-0.37

AEJL.L vs. 100D.L - Sharpe Ratio Comparison

The current AEJL.L Sharpe Ratio is 1.41, which is comparable to the 100D.L Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of AEJL.L and 100D.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

AEJL.L vs. 100D.L - Drawdown Comparison

The maximum AEJL.L drawdown since its inception was -55.23%, which is greater than 100D.L's maximum drawdown of -34.63%. Use the drawdown chart below to compare losses from any high point for AEJL.L and 100D.L.

Drawdown Indicators

	AEJL.L	100D.L	Difference
Max Drawdown Largest peak-to-trough decline	-55.23%	-34.63%	-20.60%
Max Drawdown (1Y) Largest decline over 1 year	-12.63%	-8.92%	-3.71%
Max Drawdown (3Y) Largest decline over 3 years	-17.13%	-13.06%	-4.07%
Max Drawdown (5Y) Largest decline over 5 years	-22.10%	-13.06%	-9.04%
Max Drawdown (10Y) Largest decline over 10 years	-28.13%	—	—
Current Drawdown Current decline from peak	-12.63%	-1.63%	-11.00%
Average Drawdown Average peak-to-trough decline	-12.33%	-5.35%	-6.98%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.75%	2.81%	+0.94%

Volatility

AEJL.L vs. 100D.L - Volatility Comparison

Lyxor UCITS MSCI AC Asia-Pacific Ex Japan C-E (AEJL.L) has a higher volatility of 8.93% compared to Amundi FTSE 100 UCITS ETF (100D.L) at 3.13%. This indicates that AEJL.L's price experiences larger fluctuations and is considered to be riskier than 100D.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AEJL.L	100D.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.93%	3.13%	+5.80%
Volatility (6M) Calculated over the trailing 6-month period	17.23%	9.81%	+7.42%
Volatility (1Y) Calculated over the trailing 1-year period	19.33%	11.39%	+7.94%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.59%	12.85%	+5.74%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	2,741.82%	15.34%	+2,726.48%

AEJL.L vs. 100D.L - Expense Ratio Comparison

AEJL.L has a 0.60% expense ratio, which is higher than 100D.L's 0.14% expense ratio.

Dividends

AEJL.L vs. 100D.L - Dividend Comparison

AEJL.L has not paid dividends to shareholders, while 100D.L's dividend yield for the trailing twelve months is around 3.48%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
100D.L Amundi FTSE 100 UCITS ETF	3.48%	3.78%	4.17%	3.90%	3.80%	3.39%	0.00%	4.30%	2.65%
AEJL.L Lyxor UCITS MSCI AC Asia-Pacific Ex Japan C-E	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

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

AEJL.L and 100D.L have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, AEJL.L or 100D.L?

On fees, 100D.L is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, AEJL.L or 100D.L?

100D.L is cheaper with a 0.14% expense ratio, compared with 0.60% for AEJL.L.

What is the main difference between AEJL.L and 100D.L?

AEJL.L is categorized as Asia Pacific Equities, while 100D.L is Europe Equities. AEJL.L tracks MSCI AC Asia Pac Ex JPN NR USD, while 100D.L tracks FTSE AllSh TR GBP. Their fees differ too: 0.60% for AEJL.L and 0.14% for 100D.L.