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SPICHA.SW vs. L100.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPICHA.SW vs. L100.L - Performance Comparison

The chart below illustrates the hypothetical performance of a CHF 10,000 investment in UBS ETF (CH) – SPI® (CHF) A-dis (SPICHA.SW) and Lyxor FTSE 100 UCITS ETF - Acc (L100.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SPICHA.SW is traded in CHF, while L100.L is traded in GBp. To make them comparable, the L100.L values have been converted to CHF using the latest available exchange rates.

Returns By Period

In the year-to-date period, SPICHA.SW achieves a 3.22% return, which is significantly lower than L100.L's 5.87% return. Over the past 10 years, SPICHA.SW has outperformed L100.L with an annualized return of 7.70%, while L100.L has yielded a comparatively lower 6.53% annualized return.


SPICHA.SW

1D
0.82%
1M
1.60%
YTD
3.22%
6M
5.42%
1Y
10.32%
3Y*
7.66%
5Y*
4.66%
10Y*
7.70%

L100.L

1D
0.35%
1M
2.36%
YTD
5.87%
6M
8.23%
1Y
15.91%
3Y*
12.52%
5Y*
7.99%
10Y*
6.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPICHA.SW vs. L100.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPICHA.SW
UBS ETF (CH) – SPI® (CHF) A-dis
3.22%17.65%6.05%5.82%-16.70%23.29%3.83%29.94%-8.35%19.42%
L100.L
Lyxor FTSE 100 UCITS ETF - Acc
5.87%18.23%15.94%2.91%-5.07%20.29%-16.76%20.03%-13.45%17.54%

Correlation

The correlation between SPICHA.SW and L100.L is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.56

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

0.61

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

0.62

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

0.65

Correlation (All Time)
Calculated using the full available price history since Jul 19, 2011

0.61

The correlation between SPICHA.SW and L100.L has been stable across timeframes, ranging from 0.56 to 0.65 - a consistent structural relationship.

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Return for Risk

SPICHA.SW vs. L100.L — Risk / Return Rank

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

SPICHA.SW
SPICHA.SW Risk / Return Rank: 2626
Overall Rank
SPICHA.SW Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
SPICHA.SW Sortino Ratio Rank: 2727
Sortino Ratio Rank
SPICHA.SW Omega Ratio Rank: 2727
Omega Ratio Rank
SPICHA.SW Calmar Ratio Rank: 2323
Calmar Ratio Rank
SPICHA.SW Martin Ratio Rank: 2626
Martin Ratio Rank

L100.L
L100.L Risk / Return Rank: 6060
Overall Rank
L100.L Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
L100.L Sortino Ratio Rank: 6565
Sortino Ratio Rank
L100.L Omega Ratio Rank: 6767
Omega Ratio Rank
L100.L Calmar Ratio Rank: 5252
Calmar Ratio Rank
L100.L Martin Ratio Rank: 5252
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.

SPICHA.SW vs. L100.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (CH) – SPI® (CHF) A-dis (SPICHA.SW) and Lyxor FTSE 100 UCITS ETF - Acc (L100.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.


SPICHA.SWL100.LDifference
Sharpe ratioReturn per unit of total volatility

-0.32

Sortino ratioReturn per unit of downside risk

-0.40

Omega ratioGain probability vs. loss probability

1.18

1.24

-0.05

Calmar ratioReturn relative to maximum drawdown

1.02

2.11

-1.09

Martin ratioReturn relative to average drawdown

3.55

7.35

-3.79

SPICHA.SW vs. L100.L - Sharpe Ratio Comparison

The current SPICHA.SW Sharpe Ratio is 0.97, which is comparable to the L100.L Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of SPICHA.SW and L100.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


SPICHA.SWL100.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.97

1.30

-0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

0.52

-0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.37

+0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.08

+0.48

Drawdowns

SPICHA.SW vs. L100.L - Drawdown Comparison

The maximum SPICHA.SW drawdown since its inception was -26.92%, smaller than the maximum L100.L drawdown of -59.17%. Use the drawdown chart below to compare losses from any high point for SPICHA.SW and L100.L.


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Drawdown Indicators


SPICHA.SWL100.LDifference

Max Drawdown

Largest peak-to-trough decline

-26.92%

-59.17%

+32.25%

Max Drawdown (1Y)

Largest decline over 1 year

-10.89%

-7.50%

-3.39%

Max Drawdown (3Y)

Largest decline over 3 years

-15.90%

-16.50%

+0.60%

Max Drawdown (5Y)

Largest decline over 5 years

-21.48%

-20.58%

-0.90%

Max Drawdown (10Y)

Largest decline over 10 years

-26.92%

-42.23%

+15.31%

Current Drawdown

Current decline from peak

-2.21%

-1.50%

-0.71%

Average Drawdown

Average peak-to-trough decline

-5.21%

-19.06%

+13.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.09%

2.16%

+0.93%

Volatility

SPICHA.SW vs. L100.L - Volatility Comparison

The current volatility for UBS ETF (CH) – SPI® (CHF) A-dis (SPICHA.SW) is 3.18%, while Lyxor FTSE 100 UCITS ETF - Acc (L100.L) has a volatility of 3.36%. This indicates that SPICHA.SW experiences smaller price fluctuations and is considered to be less risky than L100.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPICHA.SWL100.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.18%

3.36%

-0.18%

Volatility (6M)

Calculated over the trailing 6-month period

8.93%

10.03%

-1.10%

Volatility (1Y)

Calculated over the trailing 1-year period

11.37%

12.21%

-0.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.19%

15.39%

-2.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.92%

17.90%

-3.98%

SPICHA.SW vs. L100.L - Expense Ratio Comparison

SPICHA.SW has a 0.10% expense ratio, which is lower than L100.L's 0.14% 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

SPICHA.SW vs. L100.L - Dividend Comparison

SPICHA.SW's dividend yield for the trailing twelve months is around 2.20%, while L100.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
L100.L
Lyxor FTSE 100 UCITS ETF - Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPICHA.SW
UBS ETF (CH) – SPI® (CHF) A-dis
2.20%2.64%2.96%2.94%2.83%2.26%2.55%2.60%3.21%2.62%3.04%2.87%

Frequently Asked Questions


SPICHA.SW and L100.L have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SPICHA.SW is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPICHA.SW is cheaper with a 0.10% expense ratio, compared with 0.14% for L100.L.

SPICHA.SW tracks SPI® Index, while L100.L tracks FTSE AllSh TR GBP. They also come from different issuers: UBS and Amundi. Their fees differ too: 0.10% for SPICHA.SW and 0.14% for L100.L.

Portfolio Optimizer

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