CUKX.L vs. TSCO.L
CUKX.L (iShares FTSE 100 UCITS ETF) is fund fund tracking the FTSE 100 Index, while TSCO.L (Tesco PLC) is a stock. Over the past 10 years, CUKX.L returned 9.82%/yr vs 15.99%/yr for TSCO.L. At a 0.43 correlation, their price movements are largely independent.
Performance
CUKX.L vs. TSCO.L - Performance Comparison
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Returns By Period
In the year-to-date period, CUKX.L achieves a 7.04% return, which is significantly lower than TSCO.L's 9.36% return. Over the past 10 years, CUKX.L has underperformed TSCO.L with an annualized return of 9.82%, while TSCO.L has yielded a comparatively higher 15.99% annualized return.
CUKX.L
- 1D
- 1.55%
- 1M
- 0.90%
- YTD
- 7.04%
- 6M
- 10.02%
- 1Y
- 22.07%
- 3Y*
- 15.22%
- 5Y*
- 11.77%
- 10Y*
- 9.82%
TSCO.L
- 1D
- 0.87%
- 1M
- 4.95%
- YTD
- 9.36%
- 6M
- 9.61%
- 1Y
- 22.65%
- 3Y*
- 26.28%
- 5Y*
- 19.99%
- 10Y*
- 15.99%
CUKX.L vs. TSCO.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CUKX.L iShares FTSE 100 UCITS ETF | 7.04% | 25.78% | 9.30% | 7.72% | 4.97% | 17.48% | -11.28% | 17.23% | -9.05% | 12.45% |
TSCO.L Tesco PLC | 9.36% | 24.45% | 31.78% | 34.79% | -18.79% | 30.32% | -5.37% | 38.15% | -7.70% | 1.70% |
Correlation
The correlation between CUKX.L and TSCO.L is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.38 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.38 |
Correlation (All Time) Calculated using the full available price history since Sep 16, 2010 | 0.43 |
The correlation between CUKX.L and TSCO.L shifts across timeframes, from 0.28 (1 year) to 0.43 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
CUKX.L vs. TSCO.L — Risk / Return Rank
CUKX.L
TSCO.L
CUKX.L vs. TSCO.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares FTSE 100 UCITS ETF (CUKX.L) and Tesco PLC (TSCO.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CUKX.L | TSCO.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.80 | ||
| Sortino ratioReturn per unit of downside risk | +1.07 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.21 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 2.42 | 1.88 | +0.55 |
| Martin ratioReturn relative to average drawdown | 7.99 | 4.60 | +3.39 |
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Drawdowns
CUKX.L vs. TSCO.L - Drawdown Comparison
The maximum CUKX.L drawdown since its inception was -34.50%, smaller than the maximum TSCO.L drawdown of -63.40%. Use the drawdown chart below to compare losses from any high point for CUKX.L and TSCO.L.
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Drawdown Indicators
| CUKX.L | TSCO.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.50% | -63.40% | +28.90% |
Max Drawdown (1Y)Largest decline over 1 year | -8.89% | -13.12% | +4.23% |
Max Drawdown (3Y)Largest decline over 3 years | -12.88% | -20.76% | +7.88% |
Max Drawdown (5Y)Largest decline over 5 years | -12.88% | -32.40% | +19.52% |
Max Drawdown (10Y)Largest decline over 10 years | -34.50% | -32.40% | -2.10% |
Current DrawdownCurrent decline from peak | -3.09% | -3.60% | +0.51% |
Average DrawdownAverage peak-to-trough decline | -4.32% | -23.62% | +19.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.70% | 5.36% | -2.66% |
Volatility
CUKX.L vs. TSCO.L - Volatility Comparison
The current volatility for iShares FTSE 100 UCITS ETF (CUKX.L) is 3.63%, while Tesco PLC (TSCO.L) has a volatility of 7.05%. This indicates that CUKX.L experiences smaller price fluctuations and is considered to be less risky than TSCO.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CUKX.L | TSCO.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.63% | 7.05% | -3.42% |
Volatility (6M)Calculated over the trailing 6-month period | 9.68% | 17.16% | -7.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.06% | 21.55% | -10.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.73% | 20.28% | -7.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.08% | 22.53% | -7.45% |
Dividends
CUKX.L vs. TSCO.L - Dividend Comparison
CUKX.L has not paid dividends to shareholders, while TSCO.L's dividend yield for the trailing twelve months is around 3.07%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
TSCO.L Tesco PLC | 3.07% | 3.23% | 3.39% | 3.75% | 5.15% | 20.72% | 4.19% | 2.64% | 1.93% | 0.48% |
Frequently Asked Questions
CUKX.L and TSCO.L have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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