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

Performance

L100.L vs. EUDV.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 SPDR® S&P Euro Dividend Aristocrats UCITS ETF (EUDV.L). 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 EUDV.L is traded in GBP. To make them comparable, the EUDV.L 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 higher than EUDV.L's 4.50% return. Over the past 10 years, L100.L has outperformed EUDV.L with an annualized return of 9.00%, while EUDV.L has yielded a comparatively lower 7.85% 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%

EUDV.L

1D
0.21%
1M
-0.08%
YTD
4.50%
6M
6.32%
1Y
10.80%
3Y*
13.32%
5Y*
8.23%
10Y*
7.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

L100.L vs. EUDV.L - 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%
EUDV.L
SPDR® S&P Euro Dividend Aristocrats UCITS ETF
4.50%25.91%3.63%15.58%-5.76%7.13%-6.89%15.79%-7.00%14.97%

Correlation

The correlation between L100.L and EUDV.L is 0.64, 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

0.64

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

0.68

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

0.71

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

0.74

Correlation (All Time)
Calculated using the full available price history since Mar 2, 2012

0.75

The correlation between L100.L and EUDV.L shifts across timeframes, from 0.64 (1 year) to 0.75 (all time), reflecting how their relationship changes across market environments.

L100.L vs. EUDV.L - Sectors Allocation Comparison


Sectors
L100.L
EUDV.L

Financial Services

24.5%
23.1%

Consumer Defensive

13.9%
7.9%

Industrials

13.7%
22.4%

Healthcare

13.6%
5.7%

Energy

11.7%
2.7%

Basic Materials

8.5%
8.8%

Utilities

5.3%
19.5%

Consumer Cyclical

4.7%
1.3%

Communication Services

2.6%
6.7%

Real Estate

0.9%
1.9%

Technology

0.8%

-

Financial Services

L100.L
24.5%
EUDV.L
23.1%

Consumer Defensive

L100.L
13.9%
EUDV.L
7.9%

Industrials

L100.L
13.7%
EUDV.L
22.4%

Healthcare

L100.L
13.6%
EUDV.L
5.7%

Energy

L100.L
11.7%
EUDV.L
2.7%

Basic Materials

L100.L
8.5%
EUDV.L
8.8%

Utilities

L100.L
5.3%
EUDV.L
19.5%

Consumer Cyclical

L100.L
4.7%
EUDV.L
1.3%

Communication Services

L100.L
2.6%
EUDV.L
6.7%

Real Estate

L100.L
0.9%
EUDV.L
1.9%

Technology

L100.L
0.8%
EUDV.L

-

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Return for Risk

L100.L vs. EUDV.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: 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

EUDV.L
EUDV.L Risk / Return Rank: 2727
Overall Rank
EUDV.L Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
EUDV.L Sortino Ratio Rank: 2727
Sortino Ratio Rank
EUDV.L Omega Ratio Rank: 2828
Omega Ratio Rank
EUDV.L Calmar Ratio Rank: 2525
Calmar Ratio Rank
EUDV.L Martin Ratio Rank: 2727
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. EUDV.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 SPDR® S&P Euro Dividend Aristocrats UCITS ETF (EUDV.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.LEUDV.LDifference
Sharpe ratioReturn per unit of total volatility

+0.95

Sortino ratioReturn per unit of downside risk

+1.32

Omega ratioGain probability vs. loss probability

1.37

1.19

+0.18

Calmar ratioReturn relative to maximum drawdown

2.37

1.17

+1.20

Martin ratioReturn relative to average drawdown

8.20

3.75

+4.44

L100.L vs. EUDV.L - Sharpe Ratio Comparison

The current L100.L Sharpe Ratio is 1.95, which is higher than the EUDV.L Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of L100.L and EUDV.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


L100.LEUDV.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.95

1.00

+0.95

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.92

0.61

+0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.53

+0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.55

-0.21

Drawdowns

L100.L vs. EUDV.L - Drawdown Comparison

The maximum L100.L drawdown since its inception was -44.41%, which is greater than EUDV.L's maximum drawdown of -31.64%. Use the drawdown chart below to compare losses from any high point for L100.L and EUDV.L.


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Drawdown Indicators


L100.LEUDV.LDifference

Max Drawdown

Largest peak-to-trough decline

-44.41%

-31.64%

-12.77%

Max Drawdown (1Y)

Largest decline over 1 year

-9.00%

-9.19%

+0.19%

Max Drawdown (3Y)

Largest decline over 3 years

-13.01%

-9.82%

-3.19%

Max Drawdown (5Y)

Largest decline over 5 years

-13.01%

-22.14%

+9.13%

Max Drawdown (10Y)

Largest decline over 10 years

-34.64%

-31.64%

-3.00%

Current Drawdown

Current decline from peak

-3.85%

-4.04%

+0.19%

Average Drawdown

Average peak-to-trough decline

-6.78%

-5.25%

-1.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.61%

2.87%

-0.26%

Volatility

L100.L vs. EUDV.L - Volatility Comparison

Lyxor FTSE 100 UCITS ETF - Acc (L100.L) has a higher volatility of 3.93% compared to SPDR® S&P Euro Dividend Aristocrats UCITS ETF (EUDV.L) at 2.61%. This indicates that L100.L's price experiences larger fluctuations and is considered to be riskier than EUDV.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


L100.LEUDV.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.93%

2.61%

+1.32%

Volatility (6M)

Calculated over the trailing 6-month period

9.53%

8.97%

+0.56%

Volatility (1Y)

Calculated over the trailing 1-year period

10.94%

10.75%

+0.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.82%

13.50%

-0.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.12%

14.86%

+0.26%

L100.L vs. EUDV.L - Expense Ratio Comparison

L100.L has a 0.14% expense ratio, which is lower than EUDV.L's 0.30% expense ratio.


Dividends

L100.L vs. EUDV.L - Dividend Comparison

L100.L has not paid dividends to shareholders, while EUDV.L's dividend yield for the trailing twelve months is around 3.62%.


PositionTTM20252024202320222021202020192018201720162015
EUDV.L
SPDR® S&P Euro Dividend Aristocrats UCITS ETF
3.62%4.04%3.68%3.29%3.56%2.86%3.14%3.52%3.71%3.14%2.94%2.97%
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 EUDV.L have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, L100.L is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.

L100.L is cheaper with a 0.14% expense ratio, compared with 0.30% for EUDV.L.

L100.L tracks FTSE AllSh TR GBP, while EUDV.L tracks MSCI EMU NR EUR. They also come from different issuers: Amundi and State Street. Their fees differ too: 0.14% for L100.L and 0.30% for EUDV.L.

Portfolio Optimizer

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