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

L100.L vs. IWM

Last updated Jun 9, 2026

L100.L (Lyxor FTSE 100 UCITS ETF - Acc) and IWM (iShares Russell 2000 ETF) are both exchange-traded funds - L100.L is a Europe Equities fund tracking the FTSE AllSh TR GBP, while IWM is a Small Cap Blend Equities fund tracking the Russell 2000 Index. Both are passively managed. Over the past 10 years, L100.L returned 9.29%/yr vs 11.52%/yr for IWM. At a 0.43 correlation, their price movements are largely independent. L100.L charges 0.14%/yr vs 0.19%/yr for IWM.

Performance

L100.L vs. IWM - 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 Russell 2000 ETF (IWM). 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 IWM is traded in USD. To make them comparable, the IWM 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 6.18% return, which is significantly lower than IWM's 16.75% return. Over the past 10 years, L100.L has underperformed IWM with an annualized return of 9.29%, while IWM has yielded a comparatively higher 11.52% 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%

IWM

1D
0.84%
1M
2.14%
YTD
16.75%
6M
13.64%
1Y
37.38%
3Y*
14.36%
5Y*
6.67%
10Y*
11.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

L100.L vs. IWM - 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%
IWM
iShares Russell 2000 ETF		16.75%4.63%13.33%10.99%-11.03%15.62%16.51%20.62%-5.85%4.67%

Correlation

The correlation between L100.L and IWM is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.38

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 Jan 3, 2008

0.43

L100.L vs. IWM - Sectors Allocation Comparison

Sectors
L100.L
IWM

Financial Services

24.5%
15.6%

Consumer Defensive

13.9%
2.1%

Industrials

13.7%
17.2%

Healthcare

13.6%
16.1%

Energy

11.7%
5.8%

Basic Materials

8.5%
4.5%

Utilities

5.3%
3.0%

Consumer Cyclical

4.7%
7.9%

Communication Services

2.6%
2.1%

Real Estate

0.9%
5.6%

Technology

0.8%
19.5%

Financial Services

L100.L
24.5%
IWM
15.6%

Consumer Defensive

L100.L
13.9%
IWM
2.1%

Industrials

L100.L
13.7%
IWM
17.2%

Healthcare

L100.L
13.6%
IWM
16.1%

Energy

L100.L
11.7%
IWM
5.8%

Basic Materials

L100.L
8.5%
IWM
4.5%

Utilities

L100.L
5.3%
IWM
3.0%

Consumer Cyclical

L100.L
4.7%
IWM
7.9%

Communication Services

L100.L
2.6%
IWM
2.1%

Real Estate

L100.L
0.9%
IWM
5.6%

Technology

L100.L
0.8%
IWM
19.5%

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 Russell 2000 ETF

Often compared with L100.L:
L100.L vs. S250.LL100.L vs. VUKE.DEL100.L vs. SPYL100.L vs. HUKX.LL100.L vs. MIVO.LL100.L vs. LCPE.LL100.L vs. 500G.L
Often compared with IWM:
IWM vs. SPYIWM vs. VTWOIWM vs. IJRIWM vs. AVUVIWM vs. IWNIWM vs. VOOIWM vs. IWO

Return for Risk

L100.L vs. IWM — 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
IWM
IWM Risk / Return Rank: 6363
Overall Rank
IWM Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
IWM Sortino Ratio Rank: 6060
Sortino Ratio Rank
IWM Omega Ratio Rank: 5454
Omega Ratio Rank
IWM Calmar Ratio Rank: 7171
Calmar Ratio Rank
IWM Martin Ratio Rank: 6868
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. IWM - 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 Russell 2000 ETF (IWM). 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.LIWMDifference
Sharpe ratioReturn per unit of total volatility
1.92
2.06

-0.15

Sortino ratioReturn per unit of downside risk
2.67
2.78

-0.10

Omega ratioGain probability vs. loss probability

1.36

1.35

+0.01

Calmar ratioReturn relative to maximum drawdown

2.33

4.17

-1.85

Martin ratioReturn relative to average drawdown

7.97

13.73

-5.76

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. IWM - Sharpe Ratio Comparison

The current L100.L Sharpe Ratio is 1.92, which is comparable to the IWM Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of L100.L and IWM, 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.LIWMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.92

2.06

-0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.92

0.32

+0.60

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

0.51

+0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.43

-0.09

Drawdowns

L100.L vs. IWM - Drawdown Comparison

The maximum L100.L drawdown since its inception was -43.92%, which is greater than IWM's maximum drawdown of -40.47%. Use the drawdown chart below to compare losses from any high point for L100.L and IWM.

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Drawdown Indicators

L100.LIWMDifference

Max Drawdown

Largest peak-to-trough decline

-43.92%

-40.47%

-3.45%

Max Drawdown (1Y)

Largest decline over 1 year

-9.00%

-9.00%

0.00%

Max Drawdown (3Y)

Largest decline over 3 years

-13.01%

-28.81%

+15.80%

Max Drawdown (5Y)

Largest decline over 5 years

-13.01%

-28.81%

+15.80%

Max Drawdown (10Y)

Largest decline over 10 years

-34.64%

-35.76%

+1.12%

Current Drawdown

Current decline from peak

-3.81%

-2.12%

-1.69%

Average Drawdown

Average peak-to-trough decline

-7.19%

-8.62%

+1.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.63%

2.73%

-0.10%

Volatility

L100.L vs. IWM - Volatility Comparison

The current volatility for Lyxor FTSE 100 UCITS ETF - Acc (L100.L) is 2.91%, while iShares Russell 2000 ETF (IWM) has a volatility of 5.88%. This indicates that L100.L experiences smaller price fluctuations and is considered to be less risky than IWM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

L100.LIWMDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.91%

5.88%

-2.97%

Volatility (6M)

Calculated over the trailing 6-month period

9.53%

12.77%

-3.24%

Volatility (1Y)

Calculated over the trailing 1-year period

10.96%

18.23%

-7.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.82%

21.06%

-8.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.08%

22.53%

-7.45%

L100.L vs. IWM - Expense Ratio Comparison

L100.L has a 0.14% expense ratio, which is lower than IWM's 0.19% 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. IWM - Dividend Comparison

L100.L has not paid dividends to shareholders, while IWM's dividend yield for the trailing twelve months is around 0.89%.

PositionTTM20252024202320222021202020192018201720162015
IWM
iShares Russell 2000 ETF		0.89%1.04%1.15%1.35%1.48%0.94%1.04%1.26%1.40%1.26%1.38%1.54%
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 IWM have a correlation of 0.38, 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 0.19% for IWM.

L100.L is categorized as Europe Equities, while IWM is Small Cap Blend Equities. L100.L tracks FTSE AllSh TR GBP, while IWM tracks Russell 2000 Index. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.14% for L100.L and 0.19% for IWM.

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