LWDB.L vs. CUKX.L
Compare and contrast key facts about Law Debenture Corp (LWDB.L) and iShares FTSE 100 UCITS ETF (CUKX.L).
CUKX.L is a passively managed fund by iShares that tracks the performance of the FTSE 100 Index. It was launched on Jan 26, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LWDB.L or CUKX.L.
Key characteristics
| LWDB.L | CUKX.L | |
|---|---|---|
| YTD Return | 12.18% | 6.94% |
| 1Y Return | 16.45% | 11.83% |
| 3Y Return (Ann) | 7.46% | 6.84% |
| 5Y Return (Ann) | 12.54% | 5.49% |
| 10Y Return (Ann) | 9.09% | 5.72% |
| Sharpe Ratio | 1.02 | 1.19 |
| Sortino Ratio | 1.52 | 1.78 |
| Omega Ratio | 1.18 | 1.21 |
| Calmar Ratio | 1.64 | 2.43 |
| Martin Ratio | 5.53 | 6.92 |
| Ulcer Index | 2.60% | 1.69% |
| Daily Std Dev | 14.17% | 9.86% |
| Max Drawdown | -52.78% | -34.50% |
| Current Drawdown | -4.04% | -4.23% |
Correlation
The correlation between LWDB.L and CUKX.L is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
LWDB.L vs. CUKX.L - Performance Comparison
In the year-to-date period, LWDB.L achieves a 12.18% return, which is significantly higher than CUKX.L's 6.94% return. Over the past 10 years, LWDB.L has outperformed CUKX.L with an annualized return of 9.09%, while CUKX.L has yielded a comparatively lower 5.72% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
LWDB.L vs. CUKX.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Law Debenture Corp (LWDB.L) and iShares FTSE 100 UCITS ETF (CUKX.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.
Dividends
LWDB.L vs. CUKX.L - Dividend Comparison
LWDB.L's dividend yield for the trailing twelve months is around 3.76%, while CUKX.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LWDB.L Law Debenture Corp | 3.76% | 3.95% | 3.91% | 3.52% | 5.64% | 3.00% | 3.30% | 2.70% | 3.06% | 1.07% | 0.03% | 2.69% |
CUKX.L iShares FTSE 100 UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
LWDB.L vs. CUKX.L - Drawdown Comparison
The maximum LWDB.L drawdown since its inception was -52.78%, which is greater than CUKX.L's maximum drawdown of -34.50%. Use the drawdown chart below to compare losses from any high point for LWDB.L and CUKX.L. For additional features, visit the drawdowns tool.
Volatility
LWDB.L vs. CUKX.L - Volatility Comparison
Law Debenture Corp (LWDB.L) has a higher volatility of 5.51% compared to iShares FTSE 100 UCITS ETF (CUKX.L) at 4.18%. This indicates that LWDB.L's price experiences larger fluctuations and is considered to be riskier than CUKX.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.