BRBS vs. 100D.L

Last updated Apr 2, 2026

Compare and contrast key facts about Blue Ridge Bankshares, Inc. (BRBS) and Amundi FTSE 100 UCITS ETF (100D.L).

100D.L is a passively managed fund by Amundi that tracks the performance of the FTSE AllSh TR GBP. It was launched on Sep 24, 2021.

Performance

BRBS vs. 100D.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Blue Ridge Bankshares, Inc. (BRBS) and Amundi FTSE 100 UCITS ETF (100D.L). The values are adjusted to include any dividend payments, if applicable.

BRBS vs. 100D.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
BRBS Blue Ridge Bankshares, Inc.	-1.64%	40.14%	6.27%	-75.19%	-27.87%	55.01%	-12.56%	19.01%
100D.L Amundi FTSE 100 UCITS ETF	4.14%	35.26%	7.50%	13.03%	-6.40%	16.93%	-9.08%	5.82%

Different Trading Currencies

BRBS is traded in USD, while 100D.L is traded in GBp. To make them comparable, the 100D.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, BRBS achieves a -1.64% return, which is significantly lower than 100D.L's 4.14% return.

BRBS

• 1D: 0.00%
• 1M: 3.70%
• YTD: -1.64%
• 6M: 3.95%
• 1Y: 38.71%
• 3Y*: -23.91%
• 5Y*: -20.15%
• 10Y*: -3.47%

100D.L

• 1D: 2.39%
• 1M: -4.03%
• YTD: 4.14%
• 6M: 9.84%
• 1Y: 27.73%
• 3Y*: 17.57%
• 5Y*: 11.96%
• 10Y*: —

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

Return for Risk

BRBS vs. 100D.L — Risk / Return Rank

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

BRBS

BRBS Risk / Return Rank: 77
BRBS Sharpe Ratio Rank: 80
BRBS Sortino Ratio Rank: 77
BRBS Omega Ratio Rank: 74
BRBS Calmar Ratio Rank: 79
BRBS Martin Ratio Rank: 79

100D.L

100D.L Risk / Return Rank: 85
100D.L Sharpe Ratio Rank: 85
100D.L Sortino Ratio Rank: 83
100D.L Omega Ratio Rank: 89
100D.L Calmar Ratio Rank: 84
100D.L Martin Ratio Rank: 84

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.

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

This table presents a comparison of risk-adjusted performance metrics for Blue Ridge Bankshares, Inc. (BRBS) 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.

	BRBS	100D.L	Difference
Sharpe ratio Return per unit of total volatility	1.29	1.66	-0.37
Sortino ratio Return per unit of downside risk	1.99	2.09	-0.10
Omega ratio Gain probability vs. loss probability	1.25	1.33	-0.09
Calmar ratio Return relative to maximum drawdown	2.28	2.28	-0.01
Martin ratio Return relative to average drawdown	5.83	9.88	-4.05
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BRBS vs. 100D.L - Sharpe Ratio Comparison

The current BRBS Sharpe Ratio is 1.29, which is comparable to the 100D.L Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of BRBS and 100D.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	BRBS	100D.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.29	1.66	-0.37
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.44	0.72	-1.16
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.08	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.17	0.46	-0.63

Correlation

The correlation between BRBS and 100D.L is 0.18, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

BRBS vs. 100D.L - Dividend Comparison

BRBS's dividend yield for the trailing twelve months is around 5.95%, more than 100D.L's 3.59% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BRBS Blue Ridge Bankshares, Inc.	5.95%	5.85%	0.00%	8.09%	3.90%	2.43%	2.40%	2.04%	3.13%	1.88%	2.07%	2.83%
100D.L Amundi FTSE 100 UCITS ETF	3.59%	3.78%	4.17%	3.90%	3.80%	3.39%	3.11%	4.30%	0.00%	0.00%	0.00%	0.00%

Drawdowns

BRBS vs. 100D.L - Drawdown Comparison

The maximum BRBS drawdown since its inception was -88.26%, which is greater than 100D.L's maximum drawdown of -42.39%. Use the drawdown chart below to compare losses from any high point for BRBS and 100D.L.

Drawdown Indicators

	BRBS	100D.L	Difference
Max Drawdown Largest peak-to-trough decline	-88.26%	-34.63%	-53.63%
Max Drawdown (1Y) Largest decline over 1 year	-15.87%	-10.78%	-5.09%
Max Drawdown (5Y) Largest decline over 5 years	-88.26%	-13.06%	-75.20%
Max Drawdown (10Y) Largest decline over 10 years	-88.26%	—	—
Current Drawdown Current decline from peak	-75.07%	-4.65%	-70.42%
Average Drawdown Average peak-to-trough decline	-50.57%	-4.71%	-45.86%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.20%	2.40%	+3.80%

Volatility

BRBS vs. 100D.L - Volatility Comparison

Blue Ridge Bankshares, Inc. (BRBS) has a higher volatility of 7.09% compared to Amundi FTSE 100 UCITS ETF (100D.L) at 5.76%. This indicates that BRBS'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

	BRBS	100D.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.09%	5.76%	+1.33%
Volatility (6M) Calculated over the trailing 6-month period	18.06%	9.90%	+8.16%
Volatility (1Y) Calculated over the trailing 1-year period	30.21%	16.62%	+13.59%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	46.37%	16.57%	+29.80%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	41.71%	19.37%	+22.34%