L100.L vs. USD=X
L100.L (Lyxor FTSE 100 UCITS ETF - Acc) is Europe Equities fund tracking the FTSE AllSh TR GBP, while USD=X (USD Cash) is a currency. Over the past 10 years, L100.L returned 8.41%/yr vs -0.21%/yr for USD=X. At a correlation of -0.03, they often move in opposite directions.
Performance
L100.L vs. USD=X - Performance Comparison
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Different Trading Currencies
L100.L is traded in GBp, while USD=X is traded in USD. To make them comparable, the USD=X 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 7.98% return, which is significantly higher than USD=X's 0.66% return. Over the past 10 years, L100.L has outperformed USD=X with an annualized return of 8.41%, while USD=X has yielded a comparatively lower -0.21% annualized return.
L100.L
- 1D
- -0.75%
- 1M
- 1.67%
- 6M
- 5.07%
- YTD
- 7.98%
- 1Y
- 20.76%
- 3Y*
- 15.08%
- 5Y*
- 12.35%
- 10Y*
- 8.41%
- ALL TIME*
- 6.00%
USD=X
- 1D
- 0.00%
- 1M
- -1.32%
- 6M
- 0.43%
- YTD
- 0.66%
- 1Y
- 0.80%
- 3Y*
- -1.34%
- 5Y*
- 0.54%
- 10Y*
- -0.21%
- ALL TIME*
- 2.18%
L100.L vs. USD=X - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
L100.L Lyxor FTSE 100 UCITS ETF - Acc | 7.98% | 25.82% | 9.29% | 7.37% | 4.86% | 17.92% | -11.79% | 17.40% | -9.14% | 12.09% |
USD=X USD Cash | 0.66% | -7.12% | 1.75% | -5.00% | 11.89% | 0.95% | -2.94% | -3.80% | 5.93% | -8.65% |
Correlation
The correlation between L100.L and USD=X is -0.03, 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 | -0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.12 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.02 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2008 | -0.03 |
The correlation between L100.L and USD=X shifts across timeframes, from -0.12 (5 years) to 0.02 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
L100.L vs. USD=X — Risk / Return Rank
L100.L
USD=X
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
L100.L vs. USD=X - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyxor FTSE 100 UCITS ETF - Acc (L100.L) and USD Cash (USD=X). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| L100.L | USD=X | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.66 | ||
| Sortino ratioReturn per unit of downside risk | +2.26 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.03 | +0.31 |
| Calmar ratioReturn relative to maximum drawdown | 2.30 | 0.18 | +2.12 |
| Martin ratioReturn relative to average drawdown | 7.42 | 0.39 | +7.04 |
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Drawdowns
L100.L vs. USD=X - Drawdown Comparison
The maximum L100.L drawdown since its inception was -43.92%, which is greater than USD=X's maximum drawdown of -22.85%. Use the drawdown chart below to compare losses from any high point for L100.L and USD=X.
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Drawdown Indicators
| L100.L | USD=X | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.92% | -22.85% | -21.07% |
Max Drawdown (1Y)Largest decline over 1 year | -9.00% | -5.98% | -3.02% |
Max Drawdown (3Y)Largest decline over 3 years | -13.01% | -12.79% | -0.22% |
Max Drawdown (5Y)Largest decline over 5 years | -13.01% | -22.85% | +9.84% |
Max Drawdown (10Y)Largest decline over 10 years | -34.64% | -22.85% | -11.79% |
Current DrawdownCurrent decline from peak | -2.18% | -20.18% | +18.00% |
Average DrawdownAverage peak-to-trough decline | -7.16% | -11.19% | +4.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.79% | 2.83% | -0.04% |
Volatility
L100.L vs. USD=X - Volatility Comparison
Lyxor FTSE 100 UCITS ETF - Acc (L100.L) has a higher volatility of 3.03% compared to USD Cash (USD=X) at 1.69%. This indicates that L100.L's price experiences larger fluctuations and is considered to be riskier than USD=X 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 | USD=X | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.03% | 1.69% | +1.34% |
Volatility (6M)Calculated over the trailing 6-month period | 9.82% | 5.40% | +4.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.39% | 5.75% | +5.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.76% | 7.11% | +5.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.89% | 7.32% | +7.57% |
Frequently Asked Questions
L100.L and USD=X have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for L100.L and USD=X
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