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FASA.L vs. LCUK.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FASA.L vs. LCUK.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Invesco FTSE All Share Screened & Tilted UCITS ETF GBP (Acc) (FASA.L) and Lyxor Core UK Equity All Cap (DR) UCITS ETF - Dist (LCUK.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, FASA.L achieves a 4.29% return, which is significantly lower than LCUK.L's 8.12% return.


FASA.L

1D
0.23%
1M
1.10%
6M
2.28%
YTD
4.29%
1Y
15.33%
3Y*
12.75%
5Y*
10Y*

LCUK.L

1D
0.67%
1M
0.81%
6M
4.70%
YTD
8.12%
1Y
21.15%
3Y*
16.31%
5Y*
11.37%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FASA.L vs. LCUK.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
FASA.L
Invesco FTSE All Share Screened & Tilted UCITS ETF GBP (Acc)
4.29%21.28%9.36%4.57%-2.43%3.75%
LCUK.L
Lyxor Core UK Equity All Cap (DR) UCITS ETF - Dist
8.12%24.84%9.06%7.19%2.22%2.19%

Correlation

The correlation between FASA.L and LCUK.L is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.85

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

0.91

Correlation (All Time)
Calculated using the full available price history since Oct 29, 2021

0.92

The correlation between FASA.L and LCUK.L has been stable across timeframes, ranging from 0.85 to 0.92 - a consistent structural relationship.

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Return for Risk

FASA.L vs. LCUK.L — Risk / Return Rank

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

FASA.L
FASA.L Risk / Return Rank: 4141
Overall Rank
FASA.L Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
FASA.L Sortino Ratio Rank: 4444
Sortino Ratio Rank
FASA.L Omega Ratio Rank: 4545
Omega Ratio Rank
FASA.L Calmar Ratio Rank: 3434
Calmar Ratio Rank
FASA.L Martin Ratio Rank: 3636
Martin Ratio Rank

LCUK.L
LCUK.L Risk / Return Rank: 6565
Overall Rank
LCUK.L Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
LCUK.L Sortino Ratio Rank: 7070
Sortino Ratio Rank
LCUK.L Omega Ratio Rank: 7272
Omega Ratio Rank
LCUK.L Calmar Ratio Rank: 5757
Calmar Ratio Rank
LCUK.L Martin Ratio Rank: 5454
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.

FASA.L vs. LCUK.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco FTSE All Share Screened & Tilted UCITS ETF GBP (Acc) (FASA.L) and Lyxor Core UK Equity All Cap (DR) UCITS ETF - Dist (LCUK.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.


FASA.LLCUK.LDifference
Sharpe ratioReturn per unit of total volatility

-0.49

Sortino ratioReturn per unit of downside risk

-0.67

Omega ratioGain probability vs. loss probability

1.24

1.34

-0.09

Calmar ratioReturn relative to maximum drawdown

1.43

2.31

-0.88

Martin ratioReturn relative to average drawdown

4.47

7.28

-2.80

FASA.L vs. LCUK.L - Sharpe Ratio Comparison

The current FASA.L Sharpe Ratio is 1.33, which is comparable to the LCUK.L Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of FASA.L and LCUK.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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Drawdowns

FASA.L vs. LCUK.L - Drawdown Comparison

The maximum FASA.L drawdown since its inception was -12.64%, smaller than the maximum LCUK.L drawdown of -35.53%. Use the drawdown chart below to compare losses from any high point for FASA.L and LCUK.L.


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Drawdown Indicators


FASA.LLCUK.LDifference

Max Drawdown

Largest peak-to-trough decline

-12.64%

-35.53%

+22.89%

Max Drawdown (1Y)

Largest decline over 1 year

-10.95%

-9.13%

-1.82%

Max Drawdown (3Y)

Largest decline over 3 years

-12.35%

-12.63%

+0.28%

Max Drawdown (5Y)

Largest decline over 5 years

-12.63%

Current Drawdown

Current decline from peak

-2.45%

-1.97%

-0.48%

Average Drawdown

Average peak-to-trough decline

-3.12%

-4.92%

+1.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.50%

2.90%

+0.60%

Volatility

FASA.L vs. LCUK.L - Volatility Comparison

Invesco FTSE All Share Screened & Tilted UCITS ETF GBP (Acc) (FASA.L) has a higher volatility of 3.42% compared to Lyxor Core UK Equity All Cap (DR) UCITS ETF - Dist (LCUK.L) at 3.21%. This indicates that FASA.L's price experiences larger fluctuations and is considered to be riskier than LCUK.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FASA.LLCUK.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.42%

3.21%

+0.21%

Volatility (6M)

Calculated over the trailing 6-month period

9.94%

9.84%

+0.10%

Volatility (1Y)

Calculated over the trailing 1-year period

11.79%

11.63%

+0.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.10%

12.88%

+0.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.10%

15.53%

-2.43%

FASA.L vs. LCUK.L - Expense Ratio Comparison

FASA.L has a 0.12% expense ratio, which is higher than LCUK.L's 0.04% 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

FASA.L vs. LCUK.L - Dividend Comparison

FASA.L has not paid dividends to shareholders, while LCUK.L's dividend yield for the trailing twelve months is around 2.82%.


PositionTTM2025202420232022202120202019
FASA.L
Invesco FTSE All Share Screened & Tilted UCITS ETF GBP (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LCUK.L
Lyxor Core UK Equity All Cap (DR) UCITS ETF - Dist
2.82%3.04%3.68%3.05%3.93%3.87%2.99%3.48%

Frequently Asked Questions


FASA.L and LCUK.L have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, LCUK.L is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LCUK.L is cheaper with a 0.04% expense ratio, compared with 0.12% for FASA.L.

FASA.L tracks FTSE All-Share ex Investment Trusts ESG Climate Select Index, while LCUK.L tracks FTSE AllSh TR GBP. They also come from different issuers: Invesco and Amundi. Their fees differ too: 0.12% for FASA.L and 0.04% for LCUK.L.

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