L100.L vs. NBIS
L100.L (Lyxor FTSE 100 UCITS ETF - Acc) is Europe Equities fund tracking the FTSE AllSh TR GBP, while NBIS (Nebius Group N.V.) is a stock. Over the past year, L100.L returned 21.05% vs 357.72% for NBIS. At a 0.09 correlation, their price movements are largely independent.
Performance
L100.L vs. NBIS - Performance Comparison
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Different Trading Currencies
L100.L is traded in GBp, while NBIS is traded in USD. To make them comparable, the NBIS 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 NBIS's 162.98% 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%
NBIS
- 1D
- -4.34%
- 1M
- 25.79%
- YTD
- 162.98%
- 6M
- 116.92%
- 1Y
- 357.72%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
L100.L vs. NBIS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
L100.L Lyxor FTSE 100 UCITS ETF - Acc | 6.18% | 25.82% | -1.83% |
NBIS Nebius Group N.V. | 162.98% | 180.66% | 52.53% |
Correlation
The correlation between L100.L and NBIS is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since Oct 21, 2024 | 0.09 |
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Return for Risk
L100.L vs. NBIS — Risk / Return Rank
L100.L
NBIS
L100.L vs. NBIS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyxor FTSE 100 UCITS ETF - Acc (L100.L) and Nebius Group N.V. (NBIS). 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 | NBIS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.55 | ||
| Sortino ratioReturn per unit of downside risk | -1.07 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.42 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.33 | 7.79 | -5.47 |
| Martin ratioReturn relative to average drawdown | 7.97 | 18.04 | -10.06 |
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 | NBIS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.92 | 3.46 | -1.55 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.92 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 3.13 | -2.79 |
Drawdowns
L100.L vs. NBIS - Drawdown Comparison
The maximum L100.L drawdown since its inception was -43.92%, smaller than the maximum NBIS drawdown of -59.36%. Use the drawdown chart below to compare losses from any high point for L100.L and NBIS.
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Drawdown Indicators
| L100.L | NBIS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.92% | -59.36% | +15.44% |
Max Drawdown (1Y)Largest decline over 1 year | -9.00% | -46.25% | +37.25% |
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 | -3.81% | -16.88% | +13.07% |
Average DrawdownAverage peak-to-trough decline | -7.19% | -19.30% | +12.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.63% | 19.95% | -17.32% |
Volatility
L100.L vs. NBIS - Volatility Comparison
The current volatility for Lyxor FTSE 100 UCITS ETF - Acc (L100.L) is 2.91%, while Nebius Group N.V. (NBIS) has a volatility of 33.84%. This indicates that L100.L experiences smaller price fluctuations and is considered to be less risky than NBIS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| L100.L | NBIS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.91% | 33.84% | -30.93% |
Volatility (6M)Calculated over the trailing 6-month period | 9.53% | 70.85% | -61.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.96% | 104.35% | -93.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.82% | 110.68% | -97.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.08% | 110.68% | -95.60% |
Dividends
L100.L vs. NBIS - Dividend Comparison
Neither L100.L nor NBIS has paid dividends to shareholders.
Frequently Asked Questions
L100.L and NBIS have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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