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

Performance

CUKX.L vs. LWDB.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares FTSE 100 UCITS ETF (CUKX.L) and Law Debenture Corp (LWDB.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, 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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
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

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

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

LWDB.L
LWDB.L Risk / Return Rank: 8383
Overall Rank
LWDB.L Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
LWDB.L Sortino Ratio Rank: 8484
Sortino Ratio Rank
LWDB.L Omega Ratio Rank: 8383
Omega Ratio Rank
LWDB.L Calmar Ratio Rank: 7777
Calmar Ratio Rank
LWDB.L Martin Ratio Rank: 8585
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.

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.LLWDB.LDifference
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

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

The current CUKX.L Sharpe Ratio is 1.97, which is comparable to the LWDB.L Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of CUKX.L and LWDB.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


CUKX.LLWDB.LDifference

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.LLWDB.LDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-4.15%

-1.40%

-2.75%

Average Drawdown

Average peak-to-trough decline

-4.40%

-10.59%

+6.19%

Ulcer Index

Depth 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.LLWDB.LDifference

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%.


PositionTTM20252024202320222021202020192018201720162015
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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