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ESGL.L vs. 100D.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

ESGL.L vs. 100D.L

Last updated Jun 5, 2026

ESGL.L (Lyxor MSCI Europe ESG Leaders (DR) UCITS ETF - Acc) and 100D.L (Amundi FTSE 100 UCITS ETF) are both Europe Equities funds from Amundi - ESGL.L tracks the MSCI Europe NR EUR while 100D.L tracks the FTSE AllSh TR GBP. Both are passively managed. Over the past 5 years, ESGL.L returned 8.78%/yr vs 11.78%/yr for 100D.L. A 0.80 correlation means they provide meaningful diversification when combined. ESGL.L charges 0.20%/yr vs 0.14%/yr for 100D.L.

Performance

ESGL.L vs. 100D.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Lyxor MSCI Europe ESG Leaders (DR) UCITS ETF - Acc (ESGL.L) and Amundi FTSE 100 UCITS ETF (100D.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ESGL.L is traded in GBP, while 100D.L is traded in GBp. To make them comparable, the 100D.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, ESGL.L achieves a 8.65% return, which is significantly higher than 100D.L's 6.04% return.

ESGL.L

1D
0.41%
1M
4.98%
YTD
8.65%
6M
10.47%
1Y
19.77%
3Y*
11.78%
5Y*
8.78%
10Y*
—

100D.L

1D
0.13%
1M
1.71%
YTD
6.04%
6M
8.26%
1Y
21.31%
3Y*
14.75%
5Y*
11.78%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

ESGL.L vs. 100D.L - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
ESGL.L
Lyxor MSCI Europe ESG Leaders (DR) UCITS ETF - Acc		8.65%19.00%2.42%13.82%-6.20%16.59%6.21%-5.52%
100D.L
Amundi FTSE 100 UCITS ETF		6.04%25.77%9.32%7.37%4.80%18.00%-11.78%4.12%

Correlation

The correlation between ESGL.L and 100D.L is 0.76, 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

0.76

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

0.79

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

0.80

Correlation (All Time)
Calculated using the full available price history since Apr 18, 2019

0.80

The correlation between ESGL.L and 100D.L has been stable across timeframes, ranging from 0.76 to 0.80 - a consistent structural relationship.

ESGL.L vs. 100D.L - Sectors Allocation Comparison

Sectors
ESGL.L
100D.L

Financial Services

23.8%
24.5%

Industrials

20.2%
13.7%

Healthcare

14.7%
13.6%

Technology

13.4%
0.8%

Consumer Defensive

6.8%
13.9%

Consumer Cyclical

6.6%
4.7%

Utilities

5.5%
5.3%

Communication Services

4.2%
2.6%

Basic Materials

3.7%
8.5%

Real Estate

1.2%
0.9%

Energy

0.1%
11.7%

Financial Services

ESGL.L
23.8%
100D.L
24.5%

Industrials

ESGL.L
20.2%
100D.L
13.7%

Healthcare

ESGL.L
14.7%
100D.L
13.6%

Technology

ESGL.L
13.4%
100D.L
0.8%

Consumer Defensive

ESGL.L
6.8%
100D.L
13.9%

Consumer Cyclical

ESGL.L
6.6%
100D.L
4.7%

Utilities

ESGL.L
5.5%
100D.L
5.3%

Communication Services

ESGL.L
4.2%
100D.L
2.6%

Basic Materials

ESGL.L
3.7%
100D.L
8.5%

Real Estate

ESGL.L
1.2%
100D.L
0.9%

Energy

ESGL.L
0.1%
100D.L
11.7%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Lyxor MSCI Europe ESG Leaders (DR) UCITS ETF - Acc

Amundi FTSE 100 UCITS ETF

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Often compared with 100D.L:
100D.L vs. AAPL100D.L vs. PAF.L100D.L vs. IAPD.L100D.L vs. FGT.L100D.L vs. XDAX.L100D.L vs. VUAA.DE100D.L vs. FSELX

Return for Risk

ESGL.L vs. 100D.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
ESGL.L
ESGL.L Risk / Return Rank: 4242
Overall Rank
ESGL.L Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
ESGL.L Sortino Ratio Rank: 4444
Sortino Ratio Rank
ESGL.L Omega Ratio Rank: 4646
Omega Ratio Rank
ESGL.L Calmar Ratio Rank: 3535
Calmar Ratio Rank
ESGL.L Martin Ratio Rank: 4040
Martin Ratio Rank
100D.L
100D.L Risk / Return Rank: 5555
Overall Rank
100D.L Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
100D.L Sortino Ratio Rank: 5757
Sortino Ratio Rank
100D.L Omega Ratio Rank: 6161
Omega Ratio Rank
100D.L Calmar Ratio Rank: 4949
Calmar Ratio Rank
100D.L Martin Ratio Rank: 4949
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.

ESGL.L vs. 100D.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor MSCI Europe ESG Leaders (DR) UCITS ETF - Acc (ESGL.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.

ESGL.L100D.LDifference
Sharpe ratioReturn per unit of total volatility
1.50
1.94

-0.43

Sortino ratioReturn per unit of downside risk
2.16
2.67

-0.51

Omega ratioGain probability vs. loss probability

1.28

1.36

-0.08

Calmar ratioReturn relative to maximum drawdown

1.71

2.38

-0.67

Martin ratioReturn relative to average drawdown

6.22

8.06

-1.84

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

ESGL.L vs. 100D.L - Sharpe Ratio Comparison

The current ESGL.L Sharpe Ratio is 1.50, which is comparable to the 100D.L Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of ESGL.L and 100D.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

ESGL.L100D.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.50

1.94

-0.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.92

-0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.53

-0.09

Drawdowns

ESGL.L vs. 100D.L - Drawdown Comparison

The maximum ESGL.L drawdown since its inception was -34.24%, roughly equal to the maximum 100D.L drawdown of -34.63%. Use the drawdown chart below to compare losses from any high point for ESGL.L and 100D.L.

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Drawdown Indicators

ESGL.L100D.LDifference

Max Drawdown

Largest peak-to-trough decline

-34.24%

-34.63%

+0.39%

Max Drawdown (1Y)

Largest decline over 1 year

-11.50%

-8.92%

-2.58%

Max Drawdown (3Y)

Largest decline over 3 years

-13.11%

-13.06%

-0.05%

Max Drawdown (5Y)

Largest decline over 5 years

-20.06%

-13.06%

-7.00%

Current Drawdown

Current decline from peak

-0.60%

-4.00%

+3.40%

Average Drawdown

Average peak-to-trough decline

-5.85%

-4.69%

-1.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.17%

2.64%

+0.53%

Volatility

ESGL.L vs. 100D.L - Volatility Comparison

Lyxor MSCI Europe ESG Leaders (DR) UCITS ETF - Acc (ESGL.L) has a higher volatility of 4.47% compared to Amundi FTSE 100 UCITS ETF (100D.L) at 3.98%. This indicates that ESGL.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

ESGL.L100D.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.47%

3.98%

+0.49%

Volatility (6M)

Calculated over the trailing 6-month period

11.05%

9.52%

+1.53%

Volatility (1Y)

Calculated over the trailing 1-year period

13.12%

10.96%

+2.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.61%

12.88%

+4.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.54%

15.92%

+2.62%

ESGL.L vs. 100D.L - Expense Ratio Comparison

ESGL.L has a 0.20% expense ratio, which is higher than 100D.L's 0.14% 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

ESGL.L vs. 100D.L - Dividend Comparison

ESGL.L has not paid dividends to shareholders, while 100D.L's dividend yield for the trailing twelve months is around 3.57%.

PositionTTM2025202420232022202120202019
100D.L
Amundi FTSE 100 UCITS ETF		3.57%3.78%4.17%3.90%3.80%3.39%3.11%4.30%
ESGL.L
Lyxor MSCI Europe ESG Leaders (DR) UCITS ETF - Acc		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

ESGL.L and 100D.L have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, 100D.L is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.

100D.L is cheaper with a 0.14% expense ratio, compared with 0.20% for ESGL.L.

ESGL.L tracks MSCI Europe NR EUR, while 100D.L tracks FTSE AllSh TR GBP. Their fees differ too: 0.20% for ESGL.L and 0.14% for 100D.L.

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