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S100.L vs. XUKX.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

S100.L vs. XUKX.L

Last updated Jun 5, 2026

S100.L (Invesco FTSE 100 UCITS ETF) and XUKX.L (Xtrackers FTSE 100 UCITS ETF Income 1D) are both Europe Equities funds tracking the FTSE AllSh TR GBP, from Invesco and Xtrackers respectively. Both are passively managed. Over the past 10 years, S100.L returned 8.88%/yr vs 4.48%/yr for XUKX.L. Their correlation of 0.83 suggests significant overlap in exposure. Both charge a 0.09% expense ratio.

Performance

S100.L vs. XUKX.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Invesco FTSE 100 UCITS ETF (S100.L) and Xtrackers FTSE 100 UCITS ETF Income 1D (XUKX.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, S100.L achieves a 5.86% return, which is significantly higher than XUKX.L's 4.28% return. Over the past 10 years, S100.L has outperformed XUKX.L with an annualized return of 8.88%, while XUKX.L has yielded a comparatively lower 4.48% annualized 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%

XUKX.L

1D
0.26%
1M
0.81%
YTD
4.28%
6M
6.50%
1Y
17.32%
3Y*
10.30%
5Y*
7.35%
10Y*
4.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

S100.L vs. XUKX.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
S100.L
Invesco FTSE 100 UCITS ETF		5.86%25.76%9.34%7.33%4.91%17.58%-11.72%17.44%-9.33%12.12%
XUKX.L
Xtrackers FTSE 100 UCITS ETF Income 1D		4.28%22.37%4.09%3.60%-2.09%14.55%-17.78%12.73%-12.82%6.99%

Correlation

The correlation between S100.L and XUKX.L is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

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

0.97

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

0.96

Correlation (5Y)
Calculated over the trailing 5-year period

0.97

Correlation (10Y)
Calculated over the trailing 10-year period

0.96

Correlation (All Time)
Calculated using the full available price history since Sep 9, 2009

0.83

The correlation between S100.L and XUKX.L shifts across timeframes, from 0.83 (all time) to 0.97 (5 years), reflecting how their relationship changes across market environments.

S100.L vs. XUKX.L - Sectors Allocation Comparison

Sectors
S100.L
XUKX.L

Financial Services

24.5%
26.4%

Consumer Defensive

13.9%
13.6%

Industrials

13.7%
13.0%

Healthcare

13.6%
12.9%

Energy

11.7%
10.5%

Basic Materials

8.5%
8.6%

Utilities

5.3%
4.9%

Consumer Cyclical

4.7%
4.5%

Communication Services

2.6%
2.3%

Real Estate

0.9%
1.0%

Technology

0.8%
0.3%

Financial Services

S100.L
24.5%
XUKX.L
26.4%

Consumer Defensive

S100.L
13.9%
XUKX.L
13.6%

Industrials

S100.L
13.7%
XUKX.L
13.0%

Healthcare

S100.L
13.6%
XUKX.L
12.9%

Energy

S100.L
11.7%
XUKX.L
10.5%

Basic Materials

S100.L
8.5%
XUKX.L
8.6%

Utilities

S100.L
5.3%
XUKX.L
4.9%

Consumer Cyclical

S100.L
4.7%
XUKX.L
4.5%

Communication Services

S100.L
2.6%
XUKX.L
2.3%

Real Estate

S100.L
0.9%
XUKX.L
1.0%

Technology

S100.L
0.8%
XUKX.L
0.3%

Compare stocks, funds, or ETFs

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Invesco FTSE 100 UCITS ETF

Xtrackers FTSE 100 UCITS ETF Income 1D

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Often compared with XUKX.L:
XUKX.L vs. VUKE.LXUKX.L vs. DHSXUKX.L vs. CUKX.LXUKX.L vs. VUKG.LXUKX.L vs. DGRWXUKX.L vs. VHYL.ASXUKX.L vs. LDUK.L

Return for Risk

S100.L vs. XUKX.L — 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
XUKX.L
XUKX.L Risk / Return Rank: 4444
Overall Rank
XUKX.L Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
XUKX.L Sortino Ratio Rank: 4545
Sortino Ratio Rank
XUKX.L Omega Ratio Rank: 4747
Omega Ratio Rank
XUKX.L Calmar Ratio Rank: 4040
Calmar Ratio Rank
XUKX.L Martin Ratio Rank: 4040
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. XUKX.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco FTSE 100 UCITS ETF (S100.L) and Xtrackers FTSE 100 UCITS ETF Income 1D (XUKX.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.

S100.LXUKX.LDifference
Sharpe ratioReturn per unit of total volatility
1.93
1.59

+0.34

Sortino ratioReturn per unit of downside risk
2.68
2.23

+0.45

Omega ratioGain probability vs. loss probability

1.36

1.29

+0.06

Calmar ratioReturn relative to maximum drawdown

2.35

1.97

+0.38

Martin ratioReturn relative to average drawdown

8.00

6.29

+1.71

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

S100.L vs. XUKX.L - Sharpe Ratio Comparison

The current S100.L Sharpe Ratio is 1.93, which is comparable to the XUKX.L Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of S100.L and XUKX.L, 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.LXUKX.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.93

1.59

+0.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.92

0.57

+0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.29

+0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.12

+0.45

Drawdowns

S100.L vs. XUKX.L - Drawdown Comparison

The maximum S100.L drawdown since its inception was -34.58%, smaller than the maximum XUKX.L drawdown of -46.73%. Use the drawdown chart below to compare losses from any high point for S100.L and XUKX.L.

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Drawdown Indicators

S100.LXUKX.LDifference

Max Drawdown

Largest peak-to-trough decline

-34.58%

-46.73%

+12.15%

Max Drawdown (1Y)

Largest decline over 1 year

-9.02%

-8.79%

-0.23%

Max Drawdown (3Y)

Largest decline over 3 years

-13.04%

-13.13%

+0.09%

Max Drawdown (5Y)

Largest decline over 5 years

-13.04%

-14.42%

+1.38%

Max Drawdown (10Y)

Largest decline over 10 years

-34.58%

-35.37%

+0.79%

Current Drawdown

Current decline from peak

-3.98%

-4.97%

+0.99%

Average Drawdown

Average peak-to-trough decline

-4.49%

-10.43%

+5.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.65%

2.75%

-0.10%

Volatility

S100.L vs. XUKX.L - Volatility Comparison

Invesco FTSE 100 UCITS ETF (S100.L) and Xtrackers FTSE 100 UCITS ETF Income 1D (XUKX.L) have volatilities of 3.91% and 3.95%, 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.

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Volatility by Period

S100.LXUKX.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.91%

3.95%

-0.04%

Volatility (6M)

Calculated over the trailing 6-month period

9.53%

9.45%

+0.08%

Volatility (1Y)

Calculated over the trailing 1-year period

10.96%

10.93%

+0.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.78%

13.11%

-0.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.09%

15.60%

-0.51%

S100.L vs. XUKX.L - Expense Ratio Comparison

Both S100.L and XUKX.L have an expense ratio of 0.09%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

Dividends

S100.L vs. XUKX.L - Dividend Comparison

S100.L has not paid dividends to shareholders, while XUKX.L's dividend yield for the trailing twelve months is around 0.03%.

PositionTTM20252024202320222021202020192018201720162015
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%
XUKX.L
Xtrackers FTSE 100 UCITS ETF Income 1D		0.03%0.03%0.05%0.04%0.07%0.03%0.06%0.04%0.05%0.04%0.03%0.00%

Frequently Asked Questions

With a correlation of 0.97, S100.L and XUKX.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Both ETFs have the same 0.09% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

S100.L and XUKX.L have the same expense ratio: 0.09% per year.

Both ETFs track FTSE AllSh TR GBP. They also come from different issuers: Invesco and Xtrackers.

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