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S100.L vs. V3PL.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

S100.L vs. V3PL.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Invesco FTSE 100 UCITS ETF (S100.L) and Vanguard ESG Developed Asia Pacific All Cap UCITS ETF (USD) Distributing (V3PL.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

S100.L is traded in GBp, while V3PL.DE is traded in EUR. To make them comparable, the V3PL.DE values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, S100.L achieves a 5.86% return, which is significantly lower than V3PL.DE's 30.49% return.


S100.L

1D
0.30%
1M
1.64%
YTD
5.86%
6M
8.26%
1Y
21.25%
3Y*
14.67%
5Y*
11.75%
10Y*
8.88%

V3PL.DE

1D
-1.66%
1M
10.64%
YTD
30.49%
6M
32.69%
1Y
54.40%
3Y*
19.18%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

S100.L vs. V3PL.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
S100.L
Invesco FTSE 100 UCITS ETF
5.86%25.76%9.34%7.33%9.58%
V3PL.DE
Vanguard ESG Developed Asia Pacific All Cap UCITS ETF (USD) Distributing
30.49%22.44%2.73%8.11%6.44%

Correlation

The correlation between S100.L and V3PL.DE is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.47

Correlation (3Y)
Calculated over the trailing 3-year period

0.56

Correlation (All Time)
Calculated using the full available price history since Oct 14, 2022

0.54

The correlation between S100.L and V3PL.DE has been stable across timeframes, ranging from 0.47 to 0.56 - a consistent structural relationship.

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Return for Risk

S100.L vs. V3PL.DE — Risk / Return Rank

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

S100.L
S100.L Risk / Return Rank: 5454
Overall Rank
S100.L Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
S100.L Sortino Ratio Rank: 5757
Sortino Ratio Rank
S100.L Omega Ratio Rank: 5959
Omega Ratio Rank
S100.L Calmar Ratio Rank: 4848
Calmar Ratio Rank
S100.L Martin Ratio Rank: 4949
Martin Ratio Rank

V3PL.DE
V3PL.DE Risk / Return Rank: 8686
Overall Rank
V3PL.DE Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
V3PL.DE Sortino Ratio Rank: 8787
Sortino Ratio Rank
V3PL.DE Omega Ratio Rank: 8686
Omega Ratio Rank
V3PL.DE Calmar Ratio Rank: 8484
Calmar Ratio Rank
V3PL.DE Martin Ratio Rank: 8484
Martin Ratio Rank
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.

S100.L vs. V3PL.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco FTSE 100 UCITS ETF (S100.L) and Vanguard ESG Developed Asia Pacific All Cap UCITS ETF (USD) Distributing (V3PL.DE). 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.


S100.LV3PL.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.17

Sortino ratioReturn per unit of downside risk

-1.44

Omega ratioGain probability vs. loss probability

1.36

1.58

-0.23

Calmar ratioReturn relative to maximum drawdown

2.35

4.67

-2.33

Martin ratioReturn relative to average drawdown

8.00

16.90

-8.90

S100.L vs. V3PL.DE - Sharpe Ratio Comparison

The current S100.L Sharpe Ratio is 1.93, which is lower than the V3PL.DE Sharpe Ratio of 3.10. The chart below compares the historical Sharpe Ratios of S100.L and V3PL.DE, 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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Sharpe Ratios by Period


S100.LV3PL.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.93

3.10

-1.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.92

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

1.29

-0.72

Drawdowns

S100.L vs. V3PL.DE - Drawdown Comparison

The maximum S100.L drawdown since its inception was -34.58%, which is greater than V3PL.DE's maximum drawdown of -15.48%. Use the drawdown chart below to compare losses from any high point for S100.L and V3PL.DE.


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Drawdown Indicators


S100.LV3PL.DEDifference

Max Drawdown

Largest peak-to-trough decline

-34.58%

-15.48%

-19.10%

Max Drawdown (1Y)

Largest decline over 1 year

-9.02%

-11.58%

+2.56%

Max Drawdown (3Y)

Largest decline over 3 years

-13.04%

-15.48%

+2.44%

Max Drawdown (5Y)

Largest decline over 5 years

-13.04%

Max Drawdown (10Y)

Largest decline over 10 years

-34.58%

Current Drawdown

Current decline from peak

-3.98%

-1.71%

-2.27%

Average Drawdown

Average peak-to-trough decline

-4.49%

-2.92%

-1.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.65%

3.21%

-0.56%

Volatility

S100.L vs. V3PL.DE - Volatility Comparison

The current volatility for Invesco FTSE 100 UCITS ETF (S100.L) is 3.91%, while Vanguard ESG Developed Asia Pacific All Cap UCITS ETF (USD) Distributing (V3PL.DE) has a volatility of 6.77%. This indicates that S100.L experiences smaller price fluctuations and is considered to be less risky than V3PL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


S100.LV3PL.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.91%

6.77%

-2.86%

Volatility (6M)

Calculated over the trailing 6-month period

9.53%

15.07%

-5.54%

Volatility (1Y)

Calculated over the trailing 1-year period

10.96%

17.45%

-6.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.78%

14.65%

-1.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.09%

14.65%

+0.44%

S100.L vs. V3PL.DE - Expense Ratio Comparison

S100.L has a 0.09% expense ratio, which is lower than V3PL.DE's 0.17% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

S100.L vs. V3PL.DE - Dividend Comparison

S100.L has not paid dividends to shareholders, while V3PL.DE's dividend yield for the trailing twelve months is around 1.42%.


PositionTTM2025202420232022
S100.L
Invesco FTSE 100 UCITS ETF
0.00%0.00%0.00%0.00%0.00%
V3PL.DE
Vanguard ESG Developed Asia Pacific All Cap UCITS ETF (USD) Distributing
1.42%1.90%2.16%2.13%0.14%

Frequently Asked Questions


S100.L and V3PL.DE have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, S100.L is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

S100.L is cheaper with a 0.09% expense ratio, compared with 0.17% for V3PL.DE.

S100.L is categorized as Europe Equities, while V3PL.DE is Asia Pacific Equities. S100.L tracks FTSE AllSh TR GBP, while V3PL.DE tracks FTSE Developed Asia Pacific All Cap Choice. They also come from different issuers: Invesco and Vanguard. Their fees differ too: 0.09% for S100.L and 0.17% for V3PL.DE.

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