L100.L vs. DGRO
L100.L (Lyxor FTSE 100 UCITS ETF - Acc) and DGRO (iShares Core Dividend Growth ETF) are both exchange-traded funds - L100.L is a Europe Equities fund tracking the FTSE AllSh TR GBP, while DGRO is a Large Cap Growth Equities fund tracking the Morningstar US Dividend Growth Index. Both are passively managed. Over the past 10 years, L100.L returned 9.00%/yr vs 14.18%/yr for DGRO. At a 0.42 correlation, their price movements are largely independent. L100.L charges 0.14%/yr vs 0.08%/yr for DGRO.
Performance
L100.L vs. DGRO - Performance Comparison
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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%
L100.L vs. DGRO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
Consumer Defensive
Industrials
Healthcare
Energy
Basic Materials
Utilities
Consumer Cyclical
Communication Services
Real Estate
-
Technology
Financial Services
L100.L
DGRO
Consumer Defensive
L100.L
DGRO
Industrials
L100.L
DGRO
Healthcare
L100.L
DGRO
Energy
L100.L
DGRO
Basic Materials
L100.L
DGRO
Utilities
L100.L
DGRO
Consumer Cyclical
L100.L
DGRO
Communication Services
L100.L
DGRO
Real Estate
L100.L
DGRO
-
Technology
L100.L
DGRO
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Return for Risk
L100.L vs. DGRO — Risk / Return Rank
L100.L
DGRO
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.L | DGRO | Difference | |
|---|---|---|---|
| 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 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| L100.L | DGRO | Difference | |
|---|---|---|---|
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.L | DGRO | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -3.85% | 0.00% | -3.85% |
Average DrawdownAverage peak-to-trough decline | -6.78% | -3.25% | -3.53% |
Ulcer IndexDepth 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.L | DGRO | Difference | |
|---|---|---|---|
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%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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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