V3PL.DE vs. S100.L

Last updated Apr 2, 2026

Compare and contrast key facts about Vanguard ESG Developed Asia Pacific All Cap UCITS ETF (USD) Distributing (V3PL.DE) and Invesco FTSE 100 UCITS ETF (S100.L).

V3PL.DE and S100.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. V3PL.DE is a passively managed fund by Vanguard that tracks the performance of the FTSE Developed Asia Pacific All Cap Choice. It was launched on Oct 11, 2022. 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. Both V3PL.DE and S100.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.

Performance

V3PL.DE vs. S100.L - Performance Comparison

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

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

	2026 (YTD)	2025	2024	2023	2022
V3PL.DE Vanguard ESG Developed Asia Pacific All Cap UCITS ETF (USD) Distributing	10.10%	16.39%	7.41%	10.31%	3.85%
S100.L Invesco FTSE 100 UCITS ETF	5.55%	19.20%	14.62%	9.61%	6.92%

Different Trading Currencies

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

Returns By Period

In the year-to-date period, V3PL.DE achieves a 10.10% return, which is significantly higher than S100.L's 5.55% return.

V3PL.DE

• 1D: 5.07%
• 1M: -4.92%
• YTD: 10.10%
• 6M: 16.13%
• 1Y: 30.06%
• 3Y*: 13.67%
• 5Y*: —
• 10Y*: —

S100.L

• 1D: 2.25%
• 1M: -3.00%
• YTD: 5.55%
• 6M: 11.38%
• 1Y: 18.94%
• 3Y*: 14.96%
• 5Y*: 12.29%
• 10Y*: 8.26%

*Multi-year figures are annualized to reflect compound growth (CAGR)

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

V3PL.DE has a 0.17% expense ratio, which is higher than S100.L's 0.09% 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%.

V3PL.DE

Vanguard ESG Developed Asia Pacific All Cap UCITS ETF (USD) Distributing

S100.L

Invesco FTSE 100 UCITS ETF

Return for Risk

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

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

V3PL.DE

V3PL.DE Risk / Return Rank: 82
V3PL.DE Sharpe Ratio Rank: 81
V3PL.DE Sortino Ratio Rank: 81
V3PL.DE Omega Ratio Rank: 80
V3PL.DE Calmar Ratio Rank: 84
V3PL.DE Martin Ratio Rank: 85

S100.L

S100.L Risk / Return Rank: 85
S100.L Sharpe Ratio Rank: 86
S100.L Sortino Ratio Rank: 83
S100.L Omega Ratio Rank: 88
S100.L Calmar Ratio Rank: 83
S100.L Martin Ratio Rank: 83

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.

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

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

	V3PL.DE	S100.L	Difference
Sharpe ratio Return per unit of total volatility	1.66	1.29	+0.38
Sortino ratio Return per unit of downside risk	2.25	1.65	+0.60
Omega ratio Gain probability vs. loss probability	1.33	1.27	+0.06
Calmar ratio Return relative to maximum drawdown	2.79	1.82	+0.97
Martin ratio Return relative to average drawdown	10.99	7.95	+3.04
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current V3PL.DE Sharpe Ratio is 1.66, which is comparable to the S100.L Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of V3PL.DE and S100.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	V3PL.DE	S100.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.66	1.29	+0.38
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.88	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.49	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.96	0.52	+0.43

Correlation

The correlation between V3PL.DE and S100.L is 0.60, 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.

Dividends

V3PL.DE vs. S100.L - Dividend Comparison

V3PL.DE's dividend yield for the trailing twelve months is around 1.70%, while S100.L has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022
V3PL.DE Vanguard ESG Developed Asia Pacific All Cap UCITS ETF (USD) Distributing	1.70%	1.90%	2.16%	2.13%	0.14%
S100.L Invesco FTSE 100 UCITS ETF	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

V3PL.DE vs. S100.L - Drawdown Comparison

The maximum V3PL.DE drawdown since its inception was -17.66%, smaller than the maximum S100.L drawdown of -40.10%. Use the drawdown chart below to compare losses from any high point for V3PL.DE and S100.L.

Drawdown Indicators

	V3PL.DE	S100.L	Difference
Max Drawdown Largest peak-to-trough decline	-17.66%	-34.58%	+16.92%
Max Drawdown (1Y) Largest decline over 1 year	-11.35%	-10.76%	-0.59%
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	-6.62%	-4.63%	-1.99%
Average Drawdown Average peak-to-trough decline	-2.84%	-4.50%	+1.66%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.82%	2.40%	+0.42%

Volatility

V3PL.DE vs. S100.L - Volatility Comparison

Vanguard ESG Developed Asia Pacific All Cap UCITS ETF (USD) Distributing (V3PL.DE) has a higher volatility of 8.20% compared to Invesco FTSE 100 UCITS ETF (S100.L) at 5.54%. This indicates that V3PL.DE's price experiences larger fluctuations and is considered to be riskier than S100.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	V3PL.DE	S100.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.20%	5.54%	+2.66%
Volatility (6M) Calculated over the trailing 6-month period	13.26%	8.93%	+4.33%
Volatility (1Y) Calculated over the trailing 1-year period	18.01%	14.67%	+3.34%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.57%	14.03%	+0.54%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.57%	16.87%	-2.30%