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L100.L vs. USD=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

L100.L vs. USD=X - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Lyxor FTSE 100 UCITS ETF - Acc (L100.L) and USD Cash (USD=X). 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 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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

L100.L vs. USD=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

L100.L
L100.L Risk / Return Rank: 7070
Overall Rank
L100.L Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
L100.L Sortino Ratio Rank: 7575
Sortino Ratio Rank
L100.L Omega Ratio Rank: 7878
Omega Ratio Rank
L100.L Calmar Ratio Rank: 6262
Calmar Ratio Rank
L100.L Martin Ratio Rank: 5858
Martin Ratio Rank

USD=X

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. 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.LUSD=XDifference
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

L100.L vs. USD=X - Sharpe Ratio Comparison

The current L100.L Sharpe Ratio is 1.82, which is higher than the USD=X Sharpe Ratio of 0.15. The chart below compares the historical Sharpe Ratios of L100.L and USD=X, 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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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.LUSD=XDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-2.18%

-20.18%

+18.00%

Average Drawdown

Average peak-to-trough decline

-7.16%

-11.19%

+4.03%

Ulcer Index

Depth 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.LUSD=XDifference

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.

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