VTI vs. L100.L

Last updated Jun 9, 2026

VTI (Vanguard Total Stock Market ETF) and L100.L (Lyxor FTSE 100 UCITS ETF - Acc) are both exchange-traded funds - VTI is a Large Cap Blend Equities fund tracking the CRSP US Total Market Index, while L100.L is a Europe Equities fund tracking the FTSE AllSh TR GBP. Both are passively managed. Over the past 10 years, VTI returned 14.84%/yr vs 8.56%/yr for L100.L. A 0.52 correlation means they provide meaningful diversification when combined. VTI charges 0.03%/yr vs 0.14%/yr for L100.L.

Performance

VTI vs. L100.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total Stock Market ETF (VTI) and Lyxor FTSE 100 UCITS ETF - Acc (L100.L). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

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

Returns By Period

In the year-to-date period, VTI achieves a 9.05% return, which is significantly higher than L100.L's 5.25% return. Over the past 10 years, VTI has outperformed L100.L with an annualized return of 14.84%, while L100.L has yielded a comparatively lower 8.56% annualized return.

VTI

• 1D: 0.30%
• 1M: 0.44%
• YTD: 9.05%
• 6M: 8.94%
• 1Y: 24.96%
• 3Y*: 21.05%
• 5Y*: 12.25%
• 10Y*: 14.84%

L100.L

• 1D: 0.04%
• 1M: -0.49%
• YTD: 5.25%
• 6M: 9.44%
• 1Y: 19.37%
• 3Y*: 17.27%
• 5Y*: 10.52%
• 10Y*: 8.56%

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

VTI vs. L100.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
VTI Vanguard Total Stock Market ETF	9.05%	17.10%	23.81%	26.05%	-19.52%	25.68%	21.08%	30.67%	-5.23%	21.21%
L100.L Lyxor FTSE 100 UCITS ETF - Acc	5.25%	35.31%	7.47%	13.03%	-6.35%	16.85%	-9.09%	22.11%	-14.28%	22.76%

Correlation

The correlation between VTI and L100.L is 0.54, 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	0.54
Correlation (3Y) Calculated over the trailing 3-year period	0.45
Correlation (5Y) Calculated over the trailing 5-year period	0.47
Correlation (10Y) Calculated over the trailing 10-year period	0.47
Correlation (All Time) Calculated using the full available price history since Jan 3, 2008	0.52

The correlation between VTI and L100.L has been stable across timeframes, ranging from 0.45 to 0.54 - a consistent structural relationship.

VTI vs. L100.L - Sectors Allocation Comparison

Sectors	VTI	L100.L
Technology	33.5%	0.8%
Financial Services	12.0%	24.5%
Communication Services	10.3%	2.6%
Consumer Cyclical	10.0%	4.7%
Industrials	9.8%	13.7%
Healthcare	9.2%	13.6%
Consumer Defensive	4.7%	13.9%
Energy	3.7%	11.7%
Real Estate	2.4%	0.9%
Utilities	2.3%	5.3%
Basic Materials	2.0%	8.5%

Return for Risk

VTI vs. L100.L — Risk / Return Rank

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

VTI

VTI Risk / Return Rank: 68
VTI Sharpe Ratio Rank: 68
VTI Sortino Ratio Rank: 66
VTI Omega Ratio Rank: 68
VTI Calmar Ratio Rank: 62
VTI Martin Ratio Rank: 75

L100.L

L100.L Risk / Return Rank: 60
L100.L Sharpe Ratio Rank: 64
L100.L Sortino Ratio Rank: 65
L100.L Omega Ratio Rank: 67
L100.L Calmar Ratio Rank: 52
L100.L Martin Ratio Rank: 52

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.

VTI vs. L100.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Stock Market ETF (VTI) 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.

	VTI	L100.L	Difference
Sharpe ratio: Return per unit of total volatility	2.02	1.44	+0.58
Sortino ratio: Return per unit of downside risk	2.73	2.03	+0.70
Omega ratio: Gain probability vs. loss probability	1.36	1.26	+0.10
Calmar ratio: Return relative to maximum drawdown	2.81	1.98	+0.83
Martin ratio: Return relative to average drawdown	12.85	6.66	+6.18
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VTI vs. L100.L - Sharpe Ratio Comparison

The current VTI Sharpe Ratio is 2.02, which is higher than the L100.L Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of VTI 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.

Sharpe Ratios by Period

	VTI	L100.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.02	1.44	+0.58
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.71	0.64	+0.07
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.81	0.47	+0.35
Sharpe Ratio (All Time) Calculated using the full available price history	0.50	0.18	+0.33

Drawdowns

VTI vs. L100.L - Drawdown Comparison

The maximum VTI drawdown since its inception was -55.45%, smaller than the maximum L100.L drawdown of -60.70%. Use the drawdown chart below to compare losses from any high point for VTI and L100.L.

Drawdown Indicators

	VTI	L100.L	Difference
Max Drawdown Largest peak-to-trough decline	-55.45%	-60.70%	+5.25%
Max Drawdown (1Y) Largest decline over 1 year	-8.92%	-9.73%	+0.81%
Max Drawdown (3Y) Largest decline over 3 years	-19.30%	-13.73%	-5.57%
Max Drawdown (5Y) Largest decline over 5 years	-25.36%	-26.01%	+0.65%
Max Drawdown (10Y) Largest decline over 10 years	-35.00%	-42.27%	+7.27%
Current Drawdown Current decline from peak	-2.64%	-4.83%	+2.19%
Average Drawdown Average peak-to-trough decline	-8.02%	-14.16%	+6.14%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.95%	2.90%	-0.95%

Volatility

VTI vs. L100.L - Volatility Comparison

Vanguard Total Stock Market ETF (VTI) and Lyxor FTSE 100 UCITS ETF - Acc (L100.L) have volatilities of 3.88% and 3.86%, 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.

Volatility by Period

	VTI	L100.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.88%	3.86%	+0.02%
Volatility (6M) Calculated over the trailing 6-month period	9.55%	11.26%	-1.71%
Volatility (1Y) Calculated over the trailing 1-year period	12.44%	13.41%	-0.97%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.44%	16.56%	+0.88%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.33%	18.32%	+0.01%

VTI vs. L100.L - Expense Ratio Comparison

VTI has a 0.03% 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

VTI vs. L100.L - Dividend Comparison

VTI's dividend yield for the trailing twelve months is around 1.03%, while L100.L has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
VTI Vanguard Total Stock Market ETF	1.03%	1.12%	1.27%	1.44%	1.66%	1.21%	1.42%	1.78%	2.04%	1.71%	1.92%	1.98%

Frequently Asked Questions

Can I hold both VTI and L100.L in my portfolio?

VTI and L100.L have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, VTI or L100.L?

On fees, VTI is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, VTI or L100.L?

VTI is cheaper with a 0.03% expense ratio, compared with 0.14% for L100.L.

What is the main difference between VTI and L100.L?

VTI is categorized as Large Cap Blend Equities, while L100.L is Europe Equities. VTI tracks CRSP US Total Market Index, while L100.L tracks FTSE AllSh TR GBP. They also come from different issuers: Vanguard and Amundi. Their fees differ too: 0.03% for VTI and 0.14% for L100.L.