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L100.L vs. EUN1.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

L100.L vs. EUN1.DE - 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 STOXX Europe 50 UCITS ETF (EUN1.DE). 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 EUN1.DE is traded in EUR. To make them comparable, the EUN1.DE values have been converted to GBp using the latest available exchange rates.

Returns By Period

The year-to-date returns for both investments are quite close, with L100.L having a 6.18% return and EUN1.DE slightly higher at 6.39%. Over the past 10 years, L100.L has underperformed EUN1.DE with an annualized return of 9.29%, while EUN1.DE has yielded a comparatively higher 10.22% annualized return.


L100.L

1D
-0.01%
1M
1.68%
YTD
6.18%
6M
9.31%
1Y
21.05%
3Y*
15.00%
5Y*
11.77%
10Y*
9.29%

EUN1.DE

1D
0.85%
1M
2.68%
YTD
6.39%
6M
8.62%
1Y
18.98%
3Y*
12.17%
5Y*
11.23%
10Y*
10.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

L100.L vs. EUN1.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
L100.L
Lyxor FTSE 100 UCITS ETF - Acc
6.18%25.82%9.29%7.37%4.86%17.92%-11.79%17.40%-9.14%12.09%
EUN1.DE
iShares STOXX Europe 50 UCITS ETF
6.39%23.99%2.61%12.54%3.50%17.13%-1.39%21.76%-9.18%13.80%

Correlation

The correlation between L100.L and EUN1.DE is 0.71, 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

0.71

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

0.76

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

0.78

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

0.81

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2008

0.83

The correlation between L100.L and EUN1.DE shifts across timeframes, from 0.71 (1 year) to 0.83 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

L100.L vs. EUN1.DE — 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: 6060
Overall Rank
L100.L Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
L100.L Sortino Ratio Rank: 6565
Sortino Ratio Rank
L100.L Omega Ratio Rank: 6767
Omega Ratio Rank
L100.L Calmar Ratio Rank: 5252
Calmar Ratio Rank
L100.L Martin Ratio Rank: 5252
Martin Ratio Rank

EUN1.DE
EUN1.DE Risk / Return Rank: 3535
Overall Rank
EUN1.DE Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
EUN1.DE Sortino Ratio Rank: 3535
Sortino Ratio Rank
EUN1.DE Omega Ratio Rank: 3535
Omega Ratio Rank
EUN1.DE Calmar Ratio Rank: 3535
Calmar Ratio Rank
EUN1.DE Martin Ratio Rank: 3838
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. EUN1.DE - 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 STOXX Europe 50 UCITS ETF (EUN1.DE). 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.LEUN1.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.43

Sortino ratioReturn per unit of downside risk

+0.52

Omega ratioGain probability vs. loss probability

1.36

1.27

+0.09

Calmar ratioReturn relative to maximum drawdown

2.33

1.83

+0.50

Martin ratioReturn relative to average drawdown

7.97

6.33

+1.64

L100.L vs. EUN1.DE - Sharpe Ratio Comparison

The current L100.L Sharpe Ratio is 1.92, which is comparable to the EUN1.DE Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of L100.L and EUN1.DE, 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.LEUN1.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.92

1.48

+0.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.92

0.80

+0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

0.68

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.32

+0.02

Drawdowns

L100.L vs. EUN1.DE - Drawdown Comparison

The maximum L100.L drawdown since its inception was -43.92%, roughly equal to the maximum EUN1.DE drawdown of -44.44%. Use the drawdown chart below to compare losses from any high point for L100.L and EUN1.DE.


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Drawdown Indicators


L100.LEUN1.DEDifference

Max Drawdown

Largest peak-to-trough decline

-43.92%

-44.44%

+0.52%

Max Drawdown (1Y)

Largest decline over 1 year

-9.00%

-10.57%

+1.57%

Max Drawdown (3Y)

Largest decline over 3 years

-13.01%

-14.60%

+1.59%

Max Drawdown (5Y)

Largest decline over 5 years

-13.01%

-14.60%

+1.59%

Max Drawdown (10Y)

Largest decline over 10 years

-34.64%

-26.14%

-8.50%

Current Drawdown

Current decline from peak

-3.81%

-1.82%

-1.99%

Average Drawdown

Average peak-to-trough decline

-7.19%

-7.14%

-0.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.63%

3.05%

-0.42%

Volatility

L100.L vs. EUN1.DE - Volatility Comparison

The current volatility for Lyxor FTSE 100 UCITS ETF - Acc (L100.L) is 2.91%, while iShares STOXX Europe 50 UCITS ETF (EUN1.DE) has a volatility of 3.97%. This indicates that L100.L experiences smaller price fluctuations and is considered to be less risky than EUN1.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


L100.LEUN1.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.91%

3.97%

-1.06%

Volatility (6M)

Calculated over the trailing 6-month period

9.53%

10.93%

-1.40%

Volatility (1Y)

Calculated over the trailing 1-year period

10.96%

13.05%

-2.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.82%

13.88%

-1.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.08%

14.97%

+0.11%

L100.L vs. EUN1.DE - Expense Ratio Comparison

L100.L has a 0.14% expense ratio, which is lower than EUN1.DE's 0.35% expense ratio.


Dividends

L100.L vs. EUN1.DE - Dividend Comparison

L100.L has not paid dividends to shareholders, while EUN1.DE's dividend yield for the trailing twelve months is around 2.41%.


PositionTTM20252024202320222021202020192018201720162015
EUN1.DE
iShares STOXX Europe 50 UCITS ETF
2.41%2.41%2.62%2.55%2.61%2.22%2.41%2.94%3.53%3.22%3.28%3.05%
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 EUN1.DE have a correlation of 0.71, 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 0.35% for EUN1.DE.

L100.L tracks FTSE AllSh TR GBP, while EUN1.DE tracks STOXX® Europe 50. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.14% for L100.L and 0.35% for EUN1.DE.

Portfolio Optimizer

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