L100.L vs. MWRD.L
L100.L (Lyxor FTSE 100 UCITS ETF - Acc) and MWRD.L (Amundi Index MSCI World) are both exchange-traded funds - L100.L is a Europe Equities fund tracking the FTSE AllSh TR GBP, while MWRD.L is a Global Equities fund tracking the MSCI ACWI NR USD. Both are passively managed. A 0.60 correlation means they provide meaningful diversification when combined. L100.L charges 0.14%/yr vs 0.08%/yr for MWRD.L.
Performance
L100.L vs. MWRD.L - Performance Comparison
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Returns By Period
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%
MWRD.L
- 1D
- —
- 1M
- —
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
L100.L vs. MWRD.L - 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% | 6.51% |
MWRD.L Amundi Index MSCI World | 0.00% | 0.00% | -1.27% | 17.50% | -9.18% | 24.39% | 11.85% | 23.29% | -4.10% | 6.52% |
Correlation
The correlation between L100.L and MWRD.L is 0.60, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.42 |
Correlation (All Time) Calculated using the full available price history since Jun 30, 2017 | 0.60 |
The correlation between L100.L and MWRD.L shifts across timeframes, from 0.22 (3 years) to 0.60 (all time), reflecting how their relationship changes across market environments.
L100.L vs. MWRD.L - Sectors Allocation Comparison
Sectors
L100.L
MWRD.L
Financial Services
Consumer Defensive
Industrials
Healthcare
Energy
Basic Materials
Utilities
Consumer Cyclical
Communication Services
Real Estate
Technology
Financial Services
L100.L
MWRD.L
Consumer Defensive
L100.L
MWRD.L
Industrials
L100.L
MWRD.L
Healthcare
L100.L
MWRD.L
Energy
L100.L
MWRD.L
Basic Materials
L100.L
MWRD.L
Utilities
L100.L
MWRD.L
Consumer Cyclical
L100.L
MWRD.L
Communication Services
L100.L
MWRD.L
Real Estate
L100.L
MWRD.L
Technology
L100.L
MWRD.L
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Return for Risk
L100.L vs. MWRD.L — Risk / Return Rank
L100.L
MWRD.L
L100.L vs. MWRD.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 Amundi Index MSCI World (MWRD.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.L | MWRD.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.37 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.37 | — | — |
| Martin ratioReturn relative to average drawdown | 8.20 | — | — |
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 | MWRD.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.95 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.92 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | — | — |
Drawdowns
L100.L vs. MWRD.L - Drawdown Comparison
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Drawdown Indicators
| L100.L | MWRD.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.41% | — | — |
Max Drawdown (1Y)Largest decline over 1 year | -9.00% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -13.01% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -13.01% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -34.64% | — | — |
Current DrawdownCurrent decline from peak | -3.85% | — | — |
Average DrawdownAverage peak-to-trough decline | -6.78% | — | — |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.61% | — | — |
Volatility
L100.L vs. MWRD.L - Volatility Comparison
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Volatility by Period
| L100.L | MWRD.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.93% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 9.53% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 10.94% | — | — |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.82% | — | — |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.12% | — | — |
L100.L vs. MWRD.L - Expense Ratio Comparison
L100.L has a 0.14% expense ratio, which is higher than MWRD.L'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. MWRD.L - Dividend Comparison
Neither L100.L nor MWRD.L has paid dividends to shareholders.
Frequently Asked Questions
L100.L and MWRD.L have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, MWRD.L is cheaper at 0.08% per year. The better choice depends on whether you care most about return, fees, risk, or income.
MWRD.L is cheaper with a 0.08% expense ratio, compared with 0.14% for L100.L.
L100.L is categorized as Europe Equities, while MWRD.L is Global Equities. L100.L tracks FTSE AllSh TR GBP, while MWRD.L tracks MSCI ACWI NR USD. Their fees differ too: 0.14% for L100.L and 0.08% for MWRD.L.
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