CG1.L vs. 100D.L
Compare and contrast key facts about Amundi ETF DAX UCITS ETF DR (CG1.L) and Amundi FTSE 100 UCITS ETF (100D.L).
CG1.L and 100D.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CG1.L is a passively managed fund by Amundi that tracks the performance of the FSE DAX TR EUR. It was launched on Sep 16, 2008. 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. Both CG1.L and 100D.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
CG1.L vs. 100D.L - Performance Comparison
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CG1.L vs. 100D.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
CG1.L Amundi ETF DAX UCITS ETF DR | -5.19% | 28.47% | 13.17% | 17.07% | -7.61% | 7.99% | 9.33% | 5.63% |
100D.L Amundi FTSE 100 UCITS ETF | 5.32% | 25.77% | 9.32% | 7.37% | 4.80% | 18.00% | -11.78% | 4.12% |
Returns By Period
In the year-to-date period, CG1.L achieves a -5.19% return, which is significantly lower than 100D.L's 5.32% return.
CG1.L
- 1D
- 2.66%
- 1M
- -5.96%
- YTD
- -5.19%
- 6M
- -3.41%
- 1Y
- 7.11%
- 3Y*
- 13.28%
- 5Y*
- 9.02%
- 10Y*
- 9.41%
100D.L
- 1D
- 1.72%
- 1M
- -3.31%
- YTD
- 5.32%
- 6M
- 11.26%
- 1Y
- 24.07%
- 3Y*
- 14.63%
- 5Y*
- 12.83%
- 10Y*
- —
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CG1.L vs. 100D.L - Expense Ratio Comparison
CG1.L has a 0.10% expense ratio, which is lower than 100D.L's 0.14% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
CG1.L vs. 100D.L — Risk / Return Rank
CG1.L
100D.L
CG1.L vs. 100D.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi ETF DAX UCITS ETF DR (CG1.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.
| CG1.L | 100D.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.43 | 1.78 | -1.36 |
Sortino ratioReturn per unit of downside risk | 0.68 | 2.25 | -1.57 |
Omega ratioGain probability vs. loss probability | 1.09 | 1.38 | -0.29 |
Calmar ratioReturn relative to maximum drawdown | 0.59 | 2.62 | -2.02 |
Martin ratioReturn relative to average drawdown | 2.20 | 10.20 | -8.00 |
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
| CG1.L | 100D.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.43 | 1.78 | -1.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | 1.00 | -0.46 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.54 | -0.12 |
Correlation
The correlation between CG1.L and 100D.L is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
CG1.L vs. 100D.L - Dividend Comparison
CG1.L has not paid dividends to shareholders, while 100D.L's dividend yield for the trailing twelve months is around 3.59%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
CG1.L Amundi ETF DAX UCITS ETF DR | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
100D.L Amundi FTSE 100 UCITS ETF | 3.59% | 3.78% | 4.17% | 3.90% | 3.80% | 3.39% | 3.11% | 4.30% |
Drawdowns
CG1.L vs. 100D.L - Drawdown Comparison
The maximum CG1.L drawdown since its inception was -34.44%, roughly equal to the maximum 100D.L drawdown of -34.63%. Use the drawdown chart below to compare losses from any high point for CG1.L and 100D.L.
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Drawdown Indicators
| CG1.L | 100D.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.44% | -34.63% | +0.19% |
Max Drawdown (1Y)Largest decline over 1 year | -12.92% | -10.78% | -2.14% |
Max Drawdown (5Y)Largest decline over 5 years | -23.46% | -13.06% | -10.40% |
Max Drawdown (10Y)Largest decline over 10 years | -34.44% | — | — |
Current DrawdownCurrent decline from peak | -8.76% | -4.65% | -4.11% |
Average DrawdownAverage peak-to-trough decline | -7.11% | -4.71% | -2.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.50% | 2.40% | +1.10% |
Volatility
CG1.L vs. 100D.L - Volatility Comparison
Amundi ETF DAX UCITS ETF DR (CG1.L) has a higher volatility of 6.91% compared to Amundi FTSE 100 UCITS ETF (100D.L) at 5.21%. This indicates that CG1.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.
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Volatility by Period
| CG1.L | 100D.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.91% | 5.21% | +1.70% |
Volatility (6M)Calculated over the trailing 6-month period | 11.44% | 8.66% | +2.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.64% | 13.45% | +3.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.90% | 12.89% | +4.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.95% | 15.98% | +1.97% |