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CACX.L vs. CUKX.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

CACX.L vs. CUKX.L

Last updated Jun 5, 2026

CACX.L (Lyxor CAC 40 (DR) UCITS ETF - Dist) and CUKX.L (iShares FTSE 100 UCITS ETF) are both exchange-traded funds - CACX.L is a Europe Equities fund tracking the Euronext Paris CAC 40 NR EUR, while CUKX.L is a fund fund tracking the FTSE 100 Index. Both are passively managed. Over the past 10 years, CACX.L returned 10.55%/yr vs 9.06%/yr for CUKX.L. A 0.78 correlation means they provide meaningful diversification when combined. CACX.L charges 0.25%/yr vs 0.07%/yr for CUKX.L.

Performance

CACX.L vs. CUKX.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Lyxor CAC 40 (DR) UCITS ETF - Dist (CACX.L) and iShares FTSE 100 UCITS ETF (CUKX.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CACX.L achieves a 2.53% return, which is significantly lower than CUKX.L's 5.86% return. Over the past 10 years, CACX.L has outperformed CUKX.L with an annualized return of 10.55%, while CUKX.L has yielded a comparatively lower 9.06% annualized return.

CACX.L

1D
0.84%
1M
3.20%
YTD
2.53%
6M
2.64%
1Y
11.49%
3Y*
7.70%
5Y*
8.00%
10Y*
10.55%

CUKX.L

1D
0.28%
1M
1.51%
YTD
5.86%
6M
8.05%
1Y
21.53%
3Y*
14.63%
5Y*
11.72%
10Y*
9.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CACX.L vs. CUKX.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
CACX.L
Lyxor CAC 40 (DR) UCITS ETF - Dist		2.53%19.60%-4.39%16.83%-0.56%22.14%0.79%23.85%-7.71%17.11%
CUKX.L
iShares FTSE 100 UCITS ETF		5.86%25.78%9.30%7.72%4.97%17.48%-11.28%17.23%-9.05%12.45%

Correlation

The correlation between CACX.L and CUKX.L is 0.61, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

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

0.61

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

0.66

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

0.72

Correlation (10Y)
Calculated over the trailing 10-year period

0.78

Correlation (All Time)
Calculated using the full available price history since Aug 28, 2014

0.78

The correlation between CACX.L and CUKX.L shifts across timeframes, from 0.61 (1 year) to 0.78 (all time), reflecting how their relationship changes across market environments.

CACX.L vs. CUKX.L - Sectors Allocation Comparison

Sectors
CACX.L
CUKX.L

Industrials

34.9%
13.7%

Financial Services

15.4%
25.0%

Consumer Cyclical

14.9%
5.0%

Energy

9.6%
11.3%

Healthcare

9.5%
13.6%

Consumer Defensive

5.0%
13.2%

Technology

4.0%
0.8%

Communication Services

3.2%
2.6%

Basic Materials

2.4%
8.9%

Real Estate

0.7%
0.9%

Utilities

0.5%
5.1%

Industrials

CACX.L
34.9%
CUKX.L
13.7%

Financial Services

CACX.L
15.4%
CUKX.L
25.0%

Consumer Cyclical

CACX.L
14.9%
CUKX.L
5.0%

Energy

CACX.L
9.6%
CUKX.L
11.3%

Healthcare

CACX.L
9.5%
CUKX.L
13.6%

Consumer Defensive

CACX.L
5.0%
CUKX.L
13.2%

Technology

CACX.L
4.0%
CUKX.L
0.8%

Communication Services

CACX.L
3.2%
CUKX.L
2.6%

Basic Materials

CACX.L
2.4%
CUKX.L
8.9%

Real Estate

CACX.L
0.7%
CUKX.L
0.9%

Utilities

CACX.L
0.5%
CUKX.L
5.1%

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Lyxor CAC 40 (DR) UCITS ETF - Dist

iShares FTSE 100 UCITS ETF

Often compared with CACX.L:
CACX.L vs. SPYCACX.L vs. AI.PACACX.L vs. XDAX.LCACX.L vs. QQQCACX.L vs. V50A.DECACX.L vs. BRK-BCACX.L vs. VOO
Often compared with CUKX.L:
CUKX.L vs. VUKG.LCUKX.L vs. IUKD.LCUKX.L vs. FTAL.LCUKX.L vs. CSUK.LCUKX.L vs. VUKE.DECUKX.L vs. CPJ1.LCUKX.L vs. S100.L

Return for Risk

CACX.L vs. CUKX.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
CACX.L
CACX.L Risk / Return Rank: 2323
Overall Rank
CACX.L Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
CACX.L Sortino Ratio Rank: 2323
Sortino Ratio Rank
CACX.L Omega Ratio Rank: 2424
Omega Ratio Rank
CACX.L Calmar Ratio Rank: 2222
Calmar Ratio Rank
CACX.L Martin Ratio Rank: 2323
Martin Ratio Rank
CUKX.L
CUKX.L Risk / Return Rank: 5656
Overall Rank
CUKX.L Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
CUKX.L Sortino Ratio Rank: 5959
Sortino Ratio Rank
CUKX.L Omega Ratio Rank: 6262
Omega Ratio Rank
CUKX.L Calmar Ratio Rank: 5050
Calmar Ratio Rank
CUKX.L Martin Ratio Rank: 5050
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.

CACX.L vs. CUKX.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor CAC 40 (DR) UCITS ETF - Dist (CACX.L) and iShares FTSE 100 UCITS ETF (CUKX.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.

CACX.LCUKX.LDifference
Sharpe ratioReturn per unit of total volatility
0.79
1.97

-1.18

Sortino ratioReturn per unit of downside risk
1.18
2.76

-1.58

Omega ratioGain probability vs. loss probability

1.15

1.37

-0.22

Calmar ratioReturn relative to maximum drawdown

0.97

2.41

-1.44

Martin ratioReturn relative to average drawdown

2.95

8.21

-5.26

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CACX.L vs. CUKX.L - Sharpe Ratio Comparison

The current CACX.L Sharpe Ratio is 0.79, which is lower than the CUKX.L Sharpe Ratio of 1.97. The chart below compares the historical Sharpe Ratios of CACX.L and CUKX.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.

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Sharpe Ratios by Period

CACX.LCUKX.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.79

1.97

-1.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.92

-0.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

0.60

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.53

-0.01

Drawdowns

CACX.L vs. CUKX.L - Drawdown Comparison

The maximum CACX.L drawdown since its inception was -32.83%, roughly equal to the maximum CUKX.L drawdown of -34.50%. Use the drawdown chart below to compare losses from any high point for CACX.L and CUKX.L.

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Drawdown Indicators

CACX.LCUKX.LDifference

Max Drawdown

Largest peak-to-trough decline

-32.83%

-34.50%

+1.67%

Max Drawdown (1Y)

Largest decline over 1 year

-11.81%

-8.89%

-2.92%

Max Drawdown (3Y)

Largest decline over 3 years

-14.77%

-12.88%

-1.89%

Max Drawdown (5Y)

Largest decline over 5 years

-19.36%

-12.88%

-6.48%

Max Drawdown (10Y)

Largest decline over 10 years

-32.83%

-34.50%

+1.67%

Current Drawdown

Current decline from peak

-3.61%

-4.15%

+0.54%

Average Drawdown

Average peak-to-trough decline

-5.30%

-4.40%

-0.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.89%

2.62%

+1.27%

Volatility

CACX.L vs. CUKX.L - Volatility Comparison

Lyxor CAC 40 (DR) UCITS ETF - Dist (CACX.L) has a higher volatility of 4.87% compared to iShares FTSE 100 UCITS ETF (CUKX.L) at 4.08%. This indicates that CACX.L's price experiences larger fluctuations and is considered to be riskier than CUKX.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

CACX.LCUKX.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.87%

4.08%

+0.79%

Volatility (6M)

Calculated over the trailing 6-month period

11.20%

9.48%

+1.72%

Volatility (1Y)

Calculated over the trailing 1-year period

14.50%

10.87%

+3.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.71%

12.71%

+4.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.62%

15.08%

+2.54%

CACX.L vs. CUKX.L - Expense Ratio Comparison

CACX.L has a 0.25% expense ratio, which is higher than CUKX.L's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

CACX.L vs. CUKX.L - Dividend Comparison

CACX.L's dividend yield for the trailing twelve months is around 2.83%, while CUKX.L has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
CACX.L
Lyxor CAC 40 (DR) UCITS ETF - Dist		2.83%2.90%3.00%2.78%2.54%1.95%1.66%3.03%3.70%2.94%3.49%3.46%
CUKX.L
iShares FTSE 100 UCITS ETF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

CACX.L and CUKX.L have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CUKX.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CUKX.L is cheaper with a 0.07% expense ratio, compared with 0.25% for CACX.L.

CACX.L tracks Euronext Paris CAC 40 NR EUR, while CUKX.L tracks FTSE 100 Index. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.25% for CACX.L and 0.07% for CUKX.L.

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