L100.L vs. SCHG

Last updated Jun 9, 2026

L100.L (Lyxor FTSE 100 UCITS ETF - Acc) and SCHG (Schwab U.S. Large-Cap Growth ETF) are both exchange-traded funds - L100.L is a Europe Equities fund tracking the FTSE AllSh TR GBP, while SCHG is a Large Cap Growth Equities fund tracking the Dow Jones U.S. Large-Cap Growth Total Stock Market Index. Both are passively managed. Over the past 10 years, L100.L returned 9.29%/yr vs 19.32%/yr for SCHG. At a 0.40 correlation, their price movements are largely independent. L100.L charges 0.14%/yr vs 0.04%/yr for SCHG.

Performance

L100.L vs. SCHG - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Lyxor FTSE 100 UCITS ETF - Acc (L100.L) and Schwab U.S. Large-Cap Growth ETF (SCHG). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

L100.L is traded in GBp, while SCHG is traded in USD. To make them comparable, the SCHG 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 higher than SCHG's 4.76% return. Over the past 10 years, L100.L has underperformed SCHG with an annualized return of 9.29%, while SCHG has yielded a comparatively higher 19.32% 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%

SCHG

• 1D: 0.12%
• 1M: 1.21%
• YTD: 4.76%
• 6M: 2.76%
• 1Y: 22.48%
• 3Y*: 21.60%
• 5Y*: 16.20%
• 10Y*: 19.32%

*Multi-year figures are annualized to reflect compound growth (CAGR)

L100.L vs. SCHG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%
SCHG Schwab U.S. Large-Cap Growth ETF	4.76%	9.13%	37.31%	42.60%	-23.69%	29.33%	35.05%	30.84%	4.49%	16.97%

Correlation

The correlation between L100.L and SCHG is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.27
Correlation (3Y) Calculated over the trailing 3-year period	0.18
Correlation (5Y) Calculated over the trailing 5-year period	0.20
Correlation (10Y) Calculated over the trailing 10-year period	0.30
Correlation (All Time) Calculated using the full available price history since Dec 14, 2009	0.40

The correlation between L100.L and SCHG shifts across timeframes, from 0.18 (3 years) to 0.40 (all time), reflecting how their relationship changes across market environments.

L100.L vs. SCHG - Sectors Allocation Comparison

Sectors	L100.L	SCHG
Financial Services	24.5%	6.7%
Consumer Defensive	13.9%	1.7%
Industrials	13.7%	5.8%
Healthcare	13.6%	7.7%
Energy	11.7%	0.8%
Basic Materials	8.5%	1.4%
Utilities	5.3%	0.4%
Consumer Cyclical	4.7%	12.7%
Communication Services	2.6%	16.0%
Real Estate	0.9%	0.5%
Technology	0.8%	46.3%

Return for Risk

L100.L vs. SCHG — 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: 60
L100.L Sharpe Ratio Rank: 64
L100.L Sortino Ratio Rank: 65
L100.L Omega Ratio Rank: 67
L100.L Calmar Ratio Rank: 52
L100.L Martin Ratio Rank: 52

SCHG

SCHG Risk / Return Rank: 36
SCHG Sharpe Ratio Rank: 42
SCHG Sortino Ratio Rank: 39
SCHG Omega Ratio Rank: 40
SCHG Calmar Ratio Rank: 29
SCHG Martin Ratio Rank: 32

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. SCHG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor FTSE 100 UCITS ETF - Acc (L100.L) and Schwab U.S. Large-Cap Growth ETF (SCHG). 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	SCHG	Difference
Sharpe ratio: Return per unit of total volatility	1.92	1.49	+0.43
Sortino ratio: Return per unit of downside risk	2.67	1.99	+0.69
Omega ratio: Gain probability vs. loss probability	1.36	1.27	+0.09
Calmar ratio: Return relative to maximum drawdown	2.33	1.36	+0.96
Martin ratio: Return relative to average drawdown	7.97	3.85	+4.12
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. SCHG - Sharpe Ratio Comparison

The current L100.L Sharpe Ratio is 1.92, which is comparable to the SCHG Sharpe Ratio of 1.49. The chart below compares the historical Sharpe Ratios of L100.L and SCHG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	L100.L	SCHG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.92	1.49	+0.43
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.92	0.77	+0.15
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.62	0.90	-0.29
Sharpe Ratio (All Time) Calculated using the full available price history	0.34	0.92	-0.57

Drawdowns

L100.L vs. SCHG - Drawdown Comparison

The maximum L100.L drawdown since its inception was -43.92%, which is greater than SCHG's maximum drawdown of -27.53%. Use the drawdown chart below to compare losses from any high point for L100.L and SCHG.

Drawdown Indicators

	L100.L	SCHG	Difference
Max Drawdown Largest peak-to-trough decline	-43.92%	-27.53%	-16.39%
Max Drawdown (1Y) Largest decline over 1 year	-9.00%	-16.56%	+7.56%
Max Drawdown (3Y) Largest decline over 3 years	-13.01%	-26.67%	+13.66%
Max Drawdown (5Y) Largest decline over 5 years	-13.01%	-27.53%	+14.52%
Max Drawdown (10Y) Largest decline over 10 years	-34.64%	-27.53%	-7.11%
Current Drawdown Current decline from peak	-3.81%	-3.43%	-0.38%
Average Drawdown Average peak-to-trough decline	-7.19%	-4.76%	-2.43%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.63%	5.85%	-3.22%

Volatility

L100.L vs. SCHG - Volatility Comparison

The current volatility for Lyxor FTSE 100 UCITS ETF - Acc (L100.L) is 2.91%, while Schwab U.S. Large-Cap Growth ETF (SCHG) has a volatility of 4.14%. This indicates that L100.L experiences smaller price fluctuations and is considered to be less risky than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	L100.L	SCHG	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.91%	4.14%	-1.23%
Volatility (6M) Calculated over the trailing 6-month period	9.53%	10.86%	-1.33%
Volatility (1Y) Calculated over the trailing 1-year period	10.96%	15.21%	-4.25%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.82%	21.09%	-8.27%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.08%	21.44%	-6.36%

L100.L vs. SCHG - Expense Ratio Comparison

L100.L has a 0.14% expense ratio, which is higher than SCHG's 0.04% 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. SCHG - Dividend Comparison

L100.L has not paid dividends to shareholders, while SCHG's dividend yield for the trailing twelve months is around 0.37%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
SCHG Schwab U.S. Large-Cap Growth ETF	0.37%	0.36%	0.39%	0.46%	0.55%	0.42%	0.52%	0.82%	1.27%	1.01%	1.04%	1.22%

Frequently Asked Questions

Can I hold both L100.L and SCHG in my portfolio?

L100.L and SCHG have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, L100.L or SCHG?

On fees, SCHG is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, L100.L or SCHG?

SCHG is cheaper with a 0.04% expense ratio, compared with 0.14% for L100.L.

What is the main difference between L100.L and SCHG?

L100.L is categorized as Europe Equities, while SCHG is Large Cap Growth Equities. L100.L tracks FTSE AllSh TR GBP, while SCHG tracks Dow Jones U.S. Large-Cap Growth Total Stock Market Index. They also come from different issuers: Amundi and Charles Schwab. Their fees differ too: 0.14% for L100.L and 0.04% for SCHG.