PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
L100.L vs. IMV.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

L100.L vs. IMV.L

Last updated Jun 5, 2026

L100.L (Lyxor FTSE 100 UCITS ETF - Acc) and IMV.L (iShares Edge MSCI Europe Min Volatility UCITS) are both Europe Equities funds - L100.L tracks the FTSE AllSh TR GBP while IMV.L tracks the MSCI Europe NR EUR. Both are passively managed. Over the past 10 years, L100.L returned 9.00%/yr vs 7.68%/yr for IMV.L. A 0.77 correlation means they provide meaningful diversification when combined. L100.L charges 0.14%/yr vs 0.25%/yr for IMV.L.

Performance

L100.L vs. IMV.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 iShares Edge MSCI Europe Min Volatility UCITS (IMV.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, L100.L achieves a 6.14% return, which is significantly higher than IMV.L's 4.72% return. Over the past 10 years, L100.L has outperformed IMV.L with an annualized return of 9.00%, while IMV.L has yielded a comparatively lower 7.68% 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%

IMV.L

1D
0.51%
1M
1.21%
YTD
4.72%
6M
5.90%
1Y
8.30%
3Y*
10.49%
5Y*
7.54%
10Y*
7.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

L100.L vs. IMV.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%
IMV.L
iShares Edge MSCI Europe Min Volatility UCITS		4.72%17.66%6.63%8.56%-7.83%13.68%1.50%16.37%-2.91%13.29%

Correlation

The correlation between L100.L and IMV.L is 0.72, 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

0.72

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

0.76

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

0.74

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

0.77

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2013

0.77

The correlation between L100.L and IMV.L has been stable across timeframes, ranging from 0.72 to 0.77 - a consistent structural relationship.

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

Sectors
L100.L
IMV.L

Financial Services

24.5%
17.9%

Consumer Defensive

13.9%
13.1%

Industrials

13.7%
15.4%

Healthcare

13.6%
13.0%

Energy

11.7%
7.1%

Basic Materials

8.5%
5.6%

Utilities

5.3%
10.2%

Consumer Cyclical

4.7%
3.6%

Communication Services

2.6%
9.6%

Real Estate

0.9%
1.6%

Technology

0.8%
2.8%

Financial Services

L100.L
24.5%
IMV.L
17.9%

Consumer Defensive

L100.L
13.9%
IMV.L
13.1%

Industrials

L100.L
13.7%
IMV.L
15.4%

Healthcare

L100.L
13.6%
IMV.L
13.0%

Energy

L100.L
11.7%
IMV.L
7.1%

Basic Materials

L100.L
8.5%
IMV.L
5.6%

Utilities

L100.L
5.3%
IMV.L
10.2%

Consumer Cyclical

L100.L
4.7%
IMV.L
3.6%

Communication Services

L100.L
2.6%
IMV.L
9.6%

Real Estate

L100.L
0.9%
IMV.L
1.6%

Technology

L100.L
0.8%
IMV.L
2.8%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Lyxor FTSE 100 UCITS ETF - Acc

iShares Edge MSCI Europe Min Volatility UCITS

Often compared with L100.L:
L100.L vs. S250.LL100.L vs. SPYL100.L vs. VUKE.DEL100.L vs. HUKX.LL100.L vs. MIVO.LL100.L vs. LCPE.LL100.L vs. ANXU.L
Often compared with IMV.L:
IMV.L vs. MIVO.LIMV.L vs. SPYIMV.L vs. MINV.LIMV.L vs. XDEQ.LIMV.L vs. MVUS.LIMV.L vs. UB06.LIMV.L vs. CSWG.L

Return for Risk

L100.L vs. IMV.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
IMV.L
IMV.L Risk / Return Rank: 2424
Overall Rank
IMV.L Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
IMV.L Sortino Ratio Rank: 2424
Sortino Ratio Rank
IMV.L Omega Ratio Rank: 2626
Omega Ratio Rank
IMV.L Calmar Ratio Rank: 2222
Calmar Ratio Rank
IMV.L Martin Ratio Rank: 2323
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. IMV.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 iShares Edge MSCI Europe Min Volatility UCITS (IMV.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.LIMV.LDifference
Sharpe ratioReturn per unit of total volatility
1.95
0.91

+1.05

Sortino ratioReturn per unit of downside risk
2.72
1.27

+1.44

Omega ratioGain probability vs. loss probability

1.37

1.17

+0.20

Calmar ratioReturn relative to maximum drawdown

2.37

0.97

+1.40

Martin ratioReturn relative to average drawdown

8.20

2.92

+5.27

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. IMV.L - Sharpe Ratio Comparison

The current L100.L Sharpe Ratio is 1.95, which is higher than the IMV.L Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of L100.L and IMV.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.

Loading charts...

Sharpe Ratios by Period

L100.LIMV.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.95

0.91

+1.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.92

0.69

+0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.62

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.71

-0.36

Drawdowns

L100.L vs. IMV.L - Drawdown Comparison

The maximum L100.L drawdown since its inception was -44.41%, which is greater than IMV.L's maximum drawdown of -24.48%. Use the drawdown chart below to compare losses from any high point for L100.L and IMV.L.

Loading charts...

Drawdown Indicators

L100.LIMV.LDifference

Max Drawdown

Largest peak-to-trough decline

-44.41%

-24.48%

-19.93%

Max Drawdown (1Y)

Largest decline over 1 year

-9.00%

-8.50%

-0.50%

Max Drawdown (3Y)

Largest decline over 3 years

-13.01%

-8.50%

-4.51%

Max Drawdown (5Y)

Largest decline over 5 years

-13.01%

-17.42%

+4.41%

Max Drawdown (10Y)

Largest decline over 10 years

-34.64%

-24.48%

-10.16%

Current Drawdown

Current decline from peak

-3.85%

-4.62%

+0.77%

Average Drawdown

Average peak-to-trough decline

-6.78%

-3.57%

-3.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.61%

2.83%

-0.22%

Volatility

L100.L vs. IMV.L - Volatility Comparison

Lyxor FTSE 100 UCITS ETF - Acc (L100.L) has a higher volatility of 3.93% compared to iShares Edge MSCI Europe Min Volatility UCITS (IMV.L) at 2.89%. This indicates that L100.L's price experiences larger fluctuations and is considered to be riskier than IMV.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

L100.LIMV.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.93%

2.89%

+1.04%

Volatility (6M)

Calculated over the trailing 6-month period

9.53%

7.71%

+1.82%

Volatility (1Y)

Calculated over the trailing 1-year period

10.94%

9.13%

+1.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.82%

10.97%

+1.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.12%

12.31%

+2.81%

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

L100.L has a 0.14% expense ratio, which is lower than IMV.L's 0.25% expense ratio. Despite the difference, 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. IMV.L - Dividend Comparison

Neither L100.L nor IMV.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

L100.L and IMV.L have a correlation of 0.72, 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 0.25% for IMV.L.

L100.L tracks FTSE AllSh TR GBP, while IMV.L tracks MSCI Europe NR EUR. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.14% for L100.L and 0.25% for IMV.L.

Portfolio Optimizer

Find the right allocation for L100.L and IMV.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer