S100.L vs. SHEL
Compare and contrast key facts about Invesco FTSE 100 UCITS ETF (S100.L) and Shell plc (SHEL).
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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: S100.L or SHEL.
Key characteristics
| S100.L | SHEL | |
|---|---|---|
| YTD Return | 7.19% | 2.52% |
| 1Y Return | 11.69% | 2.67% |
| 3Y Return (Ann) | 6.76% | 18.14% |
| 5Y Return (Ann) | 5.42% | 5.94% |
| 10Y Return (Ann) | 5.58% | 4.28% |
| Sharpe Ratio | 1.14 | 0.19 |
| Sortino Ratio | 1.70 | 0.36 |
| Omega Ratio | 1.20 | 1.05 |
| Calmar Ratio | 2.36 | 0.30 |
| Martin Ratio | 6.75 | 0.69 |
| Ulcer Index | 1.66% | 4.62% |
| Daily Std Dev | 9.80% | 17.07% |
| Max Drawdown | -34.58% | -67.46% |
| Current Drawdown | -4.17% | -10.39% |
Correlation
The correlation between S100.L and SHEL is 0.48, 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
S100.L vs. SHEL - Performance Comparison
In the year-to-date period, S100.L achieves a 7.19% return, which is significantly higher than SHEL's 2.52% return. Over the past 10 years, S100.L has outperformed SHEL with an annualized return of 5.58%, while SHEL has yielded a comparatively lower 4.28% 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
S100.L vs. SHEL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco FTSE 100 UCITS ETF (S100.L) and Shell plc (SHEL). 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. SHEL - Dividend Comparison
S100.L has not paid dividends to shareholders, while SHEL's dividend yield for the trailing twelve months is around 4.16%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
S100.L Invesco 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% |
SHEL Shell plc | 4.16% | 3.76% | 3.48% | 3.78% | 5.44% | 6.14% | 5.48% | 4.79% | 5.88% | 6.98% | 4.72% | 4.25% |
Drawdowns
S100.L vs. SHEL - Drawdown Comparison
The maximum S100.L drawdown since its inception was -34.58%, smaller than the maximum SHEL drawdown of -67.46%. Use the drawdown chart below to compare losses from any high point for S100.L and SHEL. For additional features, visit the drawdowns tool.
Volatility
S100.L vs. SHEL - Volatility Comparison
The current volatility for Invesco FTSE 100 UCITS ETF (S100.L) is 4.15%, while Shell plc (SHEL) has a volatility of 5.08%. This indicates that S100.L experiences smaller price fluctuations and is considered to be less risky than SHEL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.