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L100.L vs. DGRO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

L100.L vs. DGRO - Performance Comparison

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

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Different Trading Currencies

L100.L is traded in GBp, while DGRO is traded in USD. To make them comparable, the DGRO values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, L100.L achieves a 6.14% return, which is significantly lower than DGRO's 10.09% return. Over the past 10 years, L100.L has underperformed DGRO with an annualized return of 9.00%, while DGRO has yielded a comparatively higher 14.18% annualized return.


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%

DGRO

1D
0.81%
1M
4.22%
YTD
10.09%
6M
9.11%
1Y
25.09%
3Y*
14.51%
5Y*
11.91%
10Y*
14.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

L100.L vs. DGRO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
L100.L
Lyxor FTSE 100 UCITS ETF - Acc
6.14%25.82%9.29%7.37%4.86%17.92%-11.79%17.40%-9.14%12.45%
DGRO
iShares Core Dividend Growth ETF
10.09%7.45%18.66%4.95%3.04%27.84%6.28%24.93%3.41%12.36%

Correlation

The correlation between L100.L and DGRO is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.42

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

0.34

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

0.33

Correlation (10Y)
Calculated over the trailing 10-year period

0.40

Correlation (All Time)
Calculated using the full available price history since Jun 13, 2014

0.42

L100.L vs. DGRO - Sectors Allocation Comparison


Sectors
L100.L
DGRO

Financial Services

24.5%
21.2%

Consumer Defensive

13.9%
11.5%

Industrials

13.7%
10.8%

Healthcare

13.6%
16.4%

Energy

11.7%
5.6%

Basic Materials

8.5%
2.5%

Utilities

5.3%
6.9%

Consumer Cyclical

4.7%
5.7%

Communication Services

2.6%
0.1%

Real Estate

0.9%

-

Technology

0.8%
19.4%

Financial Services

L100.L
24.5%
DGRO
21.2%

Consumer Defensive

L100.L
13.9%
DGRO
11.5%

Industrials

L100.L
13.7%
DGRO
10.8%

Healthcare

L100.L
13.6%
DGRO
16.4%

Energy

L100.L
11.7%
DGRO
5.6%

Basic Materials

L100.L
8.5%
DGRO
2.5%

Utilities

L100.L
5.3%
DGRO
6.9%

Consumer Cyclical

L100.L
4.7%
DGRO
5.7%

Communication Services

L100.L
2.6%
DGRO
0.1%

Real Estate

L100.L
0.9%
DGRO

-

Technology

L100.L
0.8%
DGRO
19.4%

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Return for Risk

L100.L vs. DGRO — 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: 5555
Overall Rank
L100.L Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
L100.L Sortino Ratio Rank: 5858
Sortino Ratio Rank
L100.L Omega Ratio Rank: 6161
Omega Ratio Rank
L100.L Calmar Ratio Rank: 4949
Calmar Ratio Rank
L100.L Martin Ratio Rank: 5050
Martin Ratio Rank

DGRO
DGRO Risk / Return Rank: 7878
Overall Rank
DGRO Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
DGRO Sortino Ratio Rank: 8383
Sortino Ratio Rank
DGRO Omega Ratio Rank: 7878
Omega Ratio Rank
DGRO Calmar Ratio Rank: 7575
Calmar Ratio Rank
DGRO Martin Ratio Rank: 7676
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.

L100.L vs. DGRO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor FTSE 100 UCITS ETF - Acc (L100.L) and iShares Core Dividend Growth ETF (DGRO). 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.LDGRODifference
Sharpe ratioReturn per unit of total volatility

-0.66

Sortino ratioReturn per unit of downside risk

-0.83

Omega ratioGain probability vs. loss probability

1.37

1.46

-0.09

Calmar ratioReturn relative to maximum drawdown

2.37

4.40

-2.02

Martin ratioReturn relative to average drawdown

8.20

16.04

-7.85

L100.L vs. DGRO - Sharpe Ratio Comparison

The current L100.L Sharpe Ratio is 1.95, which is comparable to the DGRO Sharpe Ratio of 2.61. The chart below compares the historical Sharpe Ratios of L100.L and DGRO, 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


L100.LDGRODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.95

2.61

-0.66

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.92

0.91

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.84

-0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.88

-0.53

Drawdowns

L100.L vs. DGRO - Drawdown Comparison

The maximum L100.L drawdown since its inception was -44.41%, which is greater than DGRO's maximum drawdown of -27.11%. Use the drawdown chart below to compare losses from any high point for L100.L and DGRO.


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Drawdown Indicators


L100.LDGRODifference

Max Drawdown

Largest peak-to-trough decline

-44.41%

-27.11%

-17.30%

Max Drawdown (1Y)

Largest decline over 1 year

-9.00%

-5.73%

-3.27%

Max Drawdown (3Y)

Largest decline over 3 years

-13.01%

-16.44%

+3.43%

Max Drawdown (5Y)

Largest decline over 5 years

-13.01%

-16.44%

+3.43%

Max Drawdown (10Y)

Largest decline over 10 years

-34.64%

-27.11%

-7.53%

Current Drawdown

Current decline from peak

-3.85%

0.00%

-3.85%

Average Drawdown

Average peak-to-trough decline

-6.78%

-3.25%

-3.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.61%

1.57%

+1.04%

Volatility

L100.L vs. DGRO - Volatility Comparison

Lyxor FTSE 100 UCITS ETF - Acc (L100.L) has a higher volatility of 3.93% compared to iShares Core Dividend Growth ETF (DGRO) at 2.60%. This indicates that L100.L's price experiences larger fluctuations and is considered to be riskier than DGRO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


L100.LDGRODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.93%

2.60%

+1.33%

Volatility (6M)

Calculated over the trailing 6-month period

9.53%

7.21%

+2.32%

Volatility (1Y)

Calculated over the trailing 1-year period

10.94%

9.69%

+1.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.82%

13.18%

-0.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.12%

16.98%

-1.86%

L100.L vs. DGRO - Expense Ratio Comparison

L100.L has a 0.14% expense ratio, which is higher than DGRO's 0.08% 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

L100.L vs. DGRO - Dividend Comparison

L100.L has not paid dividends to shareholders, while DGRO's dividend yield for the trailing twelve months is around 1.94%.


PositionTTM20252024202320222021202020192018201720162015
DGRO
iShares Core Dividend Growth ETF
1.94%2.09%2.26%2.45%2.34%1.93%2.30%2.21%2.44%2.03%2.27%2.52%
L100.L
Lyxor FTSE 100 UCITS ETF - Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


L100.L and DGRO have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DGRO is cheaper at 0.08% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DGRO is cheaper with a 0.08% expense ratio, compared with 0.14% for L100.L.

L100.L is categorized as Europe Equities, while DGRO is Large Cap Growth Equities. L100.L tracks FTSE AllSh TR GBP, while DGRO tracks Morningstar US Dividend Growth Index. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.14% for L100.L and 0.08% for DGRO.

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