CUKX.L vs. LWDB.L
CUKX.L (iShares FTSE 100 UCITS ETF) is fund fund tracking the FTSE 100 Index, while LWDB.L (Law Debenture Corp) is a stock. Over the past 10 years, CUKX.L returned 9.06%/yr vs 13.98%/yr for LWDB.L. A 0.58 correlation means they provide meaningful diversification when combined.
Performance
CUKX.L vs. LWDB.L - Performance Comparison
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Returns By Period
In the year-to-date period, CUKX.L achieves a 5.86% return, which is significantly lower than LWDB.L's 16.15% return. Over the past 10 years, CUKX.L has underperformed LWDB.L with an annualized return of 9.06%, while LWDB.L has yielded a comparatively higher 13.98% annualized return.
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%
LWDB.L
- 1D
- -0.59%
- 1M
- 4.37%
- YTD
- 16.15%
- 6M
- 19.34%
- 1Y
- 28.80%
- 3Y*
- 18.68%
- 5Y*
- 13.39%
- 10Y*
- 13.98%
CUKX.L vs. LWDB.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
LWDB.L Law Debenture Corp | 16.15% | 22.22% | 15.92% | 8.07% | 0.40% | 20.31% | 13.89% | 24.59% | -11.55% | 22.22% |
Correlation
The correlation between CUKX.L and LWDB.L is 0.68, 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 | 0.68 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.71 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.74 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.63 |
Correlation (All Time) Calculated using the full available price history since Sep 17, 2010 | 0.58 |
The correlation between CUKX.L and LWDB.L shifts across timeframes, from 0.58 (all time) to 0.74 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
CUKX.L vs. LWDB.L — Risk / Return Rank
CUKX.L
LWDB.L
CUKX.L vs. LWDB.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares FTSE 100 UCITS ETF (CUKX.L) and Law Debenture Corp (LWDB.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.
| CUKX.L | LWDB.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.13 | ||
| Sortino ratioReturn per unit of downside risk | +0.10 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.33 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.41 | 2.23 | +0.18 |
| Martin ratioReturn relative to average drawdown | 8.21 | 8.55 | -0.34 |
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
| CUKX.L | LWDB.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.97 | 1.84 | +0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.92 | 0.77 | +0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.64 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.29 | +0.24 |
Drawdowns
CUKX.L vs. LWDB.L - Drawdown Comparison
The maximum CUKX.L drawdown since its inception was -34.50%, smaller than the maximum LWDB.L drawdown of -74.53%. Use the drawdown chart below to compare losses from any high point for CUKX.L and LWDB.L.
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Drawdown Indicators
| CUKX.L | LWDB.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.50% | -74.53% | +40.03% |
Max Drawdown (1Y)Largest decline over 1 year | -8.89% | -12.85% | +3.96% |
Max Drawdown (3Y)Largest decline over 3 years | -12.88% | -13.07% | +0.19% |
Max Drawdown (5Y)Largest decline over 5 years | -12.88% | -19.54% | +6.66% |
Max Drawdown (10Y)Largest decline over 10 years | -34.50% | -40.78% | +6.28% |
Current DrawdownCurrent decline from peak | -4.15% | -1.40% | -2.75% |
Average DrawdownAverage peak-to-trough decline | -4.40% | -10.59% | +6.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.62% | 3.36% | -0.74% |
Volatility
CUKX.L vs. LWDB.L - Volatility Comparison
iShares FTSE 100 UCITS ETF (CUKX.L) and Law Debenture Corp (LWDB.L) have volatilities of 4.08% and 4.06%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CUKX.L | LWDB.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.08% | 4.06% | +0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 9.48% | 12.96% | -3.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.87% | 15.56% | -4.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.71% | 17.41% | -4.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.08% | 21.73% | -6.65% |
Dividends
CUKX.L vs. LWDB.L - Dividend Comparison
CUKX.L has not paid dividends to shareholders, while LWDB.L's dividend yield for the trailing twelve months is around 3.69%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
LWDB.L Law Debenture Corp | 3.69% | 3.29% | 3.71% | 3.95% | 3.91% | 3.58% | 5.64% | 3.00% | 3.30% | 2.70% | 3.06% | 3.25% |
Frequently Asked Questions
CUKX.L and LWDB.L have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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