L100.L vs. 100D.L

Last updated Jun 5, 2026

L100.L (Lyxor FTSE 100 UCITS ETF - Acc) and 100D.L (Amundi FTSE 100 UCITS ETF) are both Europe Equities funds from Amundi tracking the FTSE AllSh TR GBP. Both are passively managed. Over the past 5 years, L100.L returned 11.80%/yr vs 11.78%/yr for 100D.L. With a 0.97 correlation, they move nearly in lockstep. Both charge a 0.14% expense ratio.

Performance

L100.L vs. 100D.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Lyxor FTSE 100 UCITS ETF - Acc (L100.L) and Amundi FTSE 100 UCITS ETF (100D.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with L100.L having a 6.14% return and 100D.L slightly lower at 6.04%.

L100.L

• 1D: 0.30%
• 1M: 1.81%
• YTD: 6.14%
• 6M: 8.45%
• 1Y: 21.45%
• 3Y*: 14.81%
• 5Y*: 11.80%
• 10Y*: 9.00%

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)

L100.L vs. 100D.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
L100.L Lyxor FTSE 100 UCITS ETF - Acc	6.14%	25.82%	9.29%	7.37%	4.86%	17.92%	-11.79%	4.16%
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 L100.L and 100D.L is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.99
Correlation (3Y) Calculated over the trailing 3-year period	0.99
Correlation (5Y) Calculated over the trailing 5-year period	0.99
Correlation (All Time) Calculated using the full available price history since Apr 18, 2019	0.97

The correlation between L100.L and 100D.L has been stable across timeframes, ranging from 0.97 to 0.99 - a consistent structural relationship.

L100.L vs. 100D.L - Sectors Allocation Comparison

Sectors	L100.L	100D.L
Financial Services	24.5%	24.5%
Consumer Defensive	13.9%	13.9%
Industrials	13.7%	13.7%
Healthcare	13.6%	13.6%
Energy	11.7%	11.7%
Basic Materials	8.5%	8.5%
Utilities	5.3%	5.3%
Consumer Cyclical	4.7%	4.7%
Communication Services	2.6%	2.6%
Real Estate	0.9%	0.9%
Technology	0.8%	0.8%

Return for Risk

L100.L vs. 100D.L — Risk / Return Rank

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

L100.L

L100.L Risk / Return Rank: 55
L100.L Sharpe Ratio Rank: 59
L100.L Sortino Ratio Rank: 58
L100.L Omega Ratio Rank: 61
L100.L Calmar Ratio Rank: 49
L100.L Martin Ratio Rank: 50

100D.L

100D.L Risk / Return Rank: 55
100D.L Sharpe Ratio Rank: 59
100D.L Sortino Ratio Rank: 57
100D.L Omega Ratio Rank: 61
100D.L Calmar Ratio Rank: 49
100D.L Martin Ratio Rank: 49

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.

L100.L vs. 100D.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor FTSE 100 UCITS ETF - Acc (L100.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.

	L100.L	100D.L	Difference
Sharpe ratio: Return per unit of total volatility	1.95	1.94	+0.02
Sortino ratio: Return per unit of downside risk	2.72	2.67	+0.05
Omega ratio: Gain probability vs. loss probability	1.37	1.36	0.00
Calmar ratio: Return relative to maximum drawdown	2.37	2.38	0.00
Martin ratio: Return relative to average drawdown	8.20	8.06	+0.13
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

L100.L vs. 100D.L - Sharpe Ratio Comparison

The current L100.L Sharpe Ratio is 1.95, which is comparable to the 100D.L Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of L100.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.

Sharpe Ratios by Period

	L100.L	100D.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.95	1.94	+0.02
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.92	0.92	+0.01
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.59	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.35	0.53	-0.18

Drawdowns

L100.L vs. 100D.L - Drawdown Comparison

The maximum L100.L drawdown since its inception was -44.41%, which is greater than 100D.L's maximum drawdown of -34.63%. Use the drawdown chart below to compare losses from any high point for L100.L and 100D.L.

Drawdown Indicators

	L100.L	100D.L	Difference
Max Drawdown Largest peak-to-trough decline	-44.41%	-34.63%	-9.78%
Max Drawdown (1Y) Largest decline over 1 year	-9.00%	-8.92%	-0.08%
Max Drawdown (3Y) Largest decline over 3 years	-13.01%	-13.06%	+0.05%
Max Drawdown (5Y) Largest decline over 5 years	-13.01%	-13.06%	+0.05%
Max Drawdown (10Y) Largest decline over 10 years	-34.64%	—	—
Current Drawdown Current decline from peak	-3.85%	-4.00%	+0.15%
Average Drawdown Average peak-to-trough decline	-6.78%	-4.69%	-2.09%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.61%	2.64%	-0.03%

Volatility

L100.L vs. 100D.L - Volatility Comparison

Lyxor FTSE 100 UCITS ETF - Acc (L100.L) and Amundi FTSE 100 UCITS ETF (100D.L) have volatilities of 3.93% and 3.98%, 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.

Volatility by Period

	L100.L	100D.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.93%	3.98%	-0.05%
Volatility (6M) Calculated over the trailing 6-month period	9.53%	9.52%	+0.01%
Volatility (1Y) Calculated over the trailing 1-year period	10.94%	10.96%	-0.02%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.82%	12.88%	-0.06%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.12%	15.92%	-0.80%

L100.L vs. 100D.L - Expense Ratio Comparison

Both L100.L and 100D.L have an expense ratio of 0.14%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

Dividends

L100.L vs. 100D.L - Dividend Comparison

L100.L has not paid dividends to shareholders, while 100D.L's dividend yield for the trailing twelve months is around 3.57%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
100D.L Amundi FTSE 100 UCITS ETF	3.57%	3.78%	4.17%	3.90%	3.80%	3.39%	3.11%	4.30%
L100.L Lyxor FTSE 100 UCITS ETF - Acc	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both L100.L and 100D.L in my portfolio?

With a correlation of 0.99, L100.L and 100D.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which ETF is better, L100.L or 100D.L?

Both ETFs have the same 0.14% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, L100.L or 100D.L?

L100.L and 100D.L have the same expense ratio: 0.14% per year.

What is the main difference between L100.L and 100D.L?

Both ETFs track FTSE AllSh TR GBP.