S100.L vs. CUKX.L
Compare and contrast key facts about Invesco FTSE 100 UCITS ETF (S100.L) and iShares FTSE 100 UCITS ETF (CUKX.L).
S100.L and CUKX.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. S100.L is a passively managed fund by Invesco that tracks the performance of the FTSE AllSh TR GBP. It was launched on Mar 31, 2009. 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. Both S100.L and CUKX.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: S100.L or CUKX.L.
Key characteristics
| S100.L | CUKX.L | |
|---|---|---|
| YTD Return | 9.20% | 8.89% |
| 1Y Return | 14.21% | 14.22% |
| 3Y Return (Ann) | 7.61% | 7.74% |
| 5Y Return (Ann) | 5.61% | 5.68% |
| 10Y Return (Ann) | 5.92% | 6.05% |
| Sharpe Ratio | 1.46 | 1.43 |
| Sortino Ratio | 2.14 | 2.12 |
| Omega Ratio | 1.26 | 1.25 |
| Calmar Ratio | 2.72 | 2.77 |
| Martin Ratio | 9.21 | 8.70 |
| Ulcer Index | 1.56% | 1.62% |
| Daily Std Dev | 9.84% | 9.83% |
| Max Drawdown | -34.58% | -34.50% |
| Current Drawdown | -2.37% | -2.49% |
Correlation
The correlation between S100.L and CUKX.L is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
S100.L vs. CUKX.L - Performance Comparison
The year-to-date returns for both stocks are quite close, with S100.L having a 9.20% return and CUKX.L slightly lower at 8.89%. Both investments have delivered pretty close results over the past 10 years, with S100.L having a 5.92% annualized return and CUKX.L not far ahead at 6.05%. 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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S100.L vs. CUKX.L - Expense Ratio Comparison
S100.L has a 0.09% expense ratio, which is higher than CUKX.L's 0.07% 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%.
Risk-Adjusted Performance
S100.L vs. CUKX.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco FTSE 100 UCITS ETF (S100.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
S100.L vs. CUKX.L - Dividend Comparison
Neither S100.L nor CUKX.L has paid dividends to shareholders.
Drawdowns
S100.L vs. CUKX.L - Drawdown Comparison
The maximum S100.L drawdown since its inception was -34.58%, roughly equal to the maximum CUKX.L drawdown of -34.50%. Use the drawdown chart below to compare losses from any high point for S100.L and CUKX.L. For additional features, visit the drawdowns tool.
Volatility
S100.L vs. CUKX.L - Volatility Comparison
Invesco FTSE 100 UCITS ETF (S100.L) and iShares FTSE 100 UCITS ETF (CUKX.L) have volatilities of 3.23% and 3.22%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.