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VUKE.DE vs. L100.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VUKE.DE vs. L100.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Vanguard FTSE 100 UCITS ETF Distributing (VUKE.DE) 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

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

Returns By Period

In the year-to-date period, VUKE.DE achieves a 6.44% return, which is significantly lower than L100.L's 7.08% return.


VUKE.DE

1D
0.15%
1M
-0.44%
YTD
6.44%
6M
9.43%
1Y
17.71%
3Y*
14.60%
5Y*
11.56%
10Y*

L100.L

1D
0.21%
1M
1.62%
YTD
7.08%
6M
9.54%
1Y
18.28%
3Y*
14.64%
5Y*
11.66%
10Y*
7.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VUKE.DE vs. L100.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VUKE.DE
Vanguard FTSE 100 UCITS ETF Distributing
6.44%20.50%14.00%9.66%-1.10%24.91%-15.71%25.58%-10.37%3.27%
L100.L
Lyxor FTSE 100 UCITS ETF - Acc
7.10%19.26%14.56%9.64%-0.55%25.59%-16.58%24.87%-10.26%3.01%

Correlation

The correlation between VUKE.DE and L100.L is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.94

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

0.94

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

0.94

Correlation (All Time)
Calculated using the full available price history since Oct 27, 2017

0.92

The correlation between VUKE.DE and L100.L has been stable across timeframes, ranging from 0.92 to 0.94 - a consistent structural relationship.

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Return for Risk

VUKE.DE vs. L100.L — Risk / Return Rank

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

VUKE.DE
VUKE.DE Risk / Return Rank: 4545
Overall Rank
VUKE.DE Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
VUKE.DE Sortino Ratio Rank: 4242
Sortino Ratio Rank
VUKE.DE Omega Ratio Rank: 4343
Omega Ratio Rank
VUKE.DE Calmar Ratio Rank: 4747
Calmar Ratio Rank
VUKE.DE Martin Ratio Rank: 4949
Martin Ratio Rank

L100.L
L100.L Risk / Return Rank: 5555
Overall Rank
L100.L Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
L100.L Sortino Ratio Rank: 5858
Sortino Ratio Rank
L100.L Omega Ratio Rank: 6161
Omega Ratio Rank
L100.L Calmar Ratio Rank: 4949
Calmar Ratio Rank
L100.L Martin Ratio Rank: 5050
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.

VUKE.DE vs. L100.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE 100 UCITS ETF Distributing (VUKE.DE) 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.


VUKE.DEL100.LDifference
Sharpe ratioReturn per unit of total volatility

-0.07

Sortino ratioReturn per unit of downside risk

-0.11

Omega ratioGain probability vs. loss probability

1.27

1.29

-0.01

Calmar ratioReturn relative to maximum drawdown

2.28

2.35

-0.07

Martin ratioReturn relative to average drawdown

8.03

8.26

-0.22

VUKE.DE vs. L100.L - Sharpe Ratio Comparison

The current VUKE.DE Sharpe Ratio is 1.47, which is comparable to the L100.L Sharpe Ratio of 1.54. The chart below compares the historical Sharpe Ratios of VUKE.DE 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


VUKE.DEL100.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.47

1.54

-0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.81

0.83

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.27

+0.20

Drawdowns

VUKE.DE vs. L100.L - Drawdown Comparison

The maximum VUKE.DE drawdown since its inception was -40.16%, smaller than the maximum L100.L drawdown of -57.30%. Use the drawdown chart below to compare losses from any high point for VUKE.DE and L100.L.


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Drawdown Indicators


VUKE.DEL100.LDifference

Max Drawdown

Largest peak-to-trough decline

-40.16%

-57.30%

+17.14%

Max Drawdown (1Y)

Largest decline over 1 year

-7.78%

-7.75%

-0.03%

Max Drawdown (3Y)

Largest decline over 3 years

-16.78%

-16.31%

-0.47%

Max Drawdown (5Y)

Largest decline over 5 years

-16.78%

-16.31%

-0.47%

Max Drawdown (10Y)

Largest decline over 10 years

-40.06%

Current Drawdown

Current decline from peak

-2.81%

-2.54%

-0.27%

Average Drawdown

Average peak-to-trough decline

-5.47%

-11.91%

+6.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.21%

2.21%

0.00%

Volatility

VUKE.DE vs. L100.L - Volatility Comparison

Vanguard FTSE 100 UCITS ETF Distributing (VUKE.DE) and Lyxor FTSE 100 UCITS ETF - Acc (L100.L) have volatilities of 4.43% and 4.25%, 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


VUKE.DEL100.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.43%

4.25%

+0.18%

Volatility (6M)

Calculated over the trailing 6-month period

10.08%

9.94%

+0.14%

Volatility (1Y)

Calculated over the trailing 1-year period

12.03%

11.81%

+0.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.06%

14.11%

-0.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.90%

16.86%

+0.04%

VUKE.DE vs. L100.L - Expense Ratio Comparison

VUKE.DE has a 0.09% 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

VUKE.DE vs. L100.L - Dividend Comparison

VUKE.DE's dividend yield for the trailing twelve months is around 3.01%, while L100.L has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
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%
VUKE.DE
Vanguard FTSE 100 UCITS ETF Distributing
3.01%3.18%3.70%3.84%4.08%3.81%2.95%4.49%4.74%0.65%

Frequently Asked Questions


With a correlation of 0.94, VUKE.DE and L100.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.

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

VUKE.DE is cheaper with a 0.09% expense ratio, compared with 0.14% for L100.L.

Both ETFs track FTSE AllSh TR GBP. They also come from different issuers: Vanguard and Amundi. Their fees differ too: 0.09% for VUKE.DE and 0.14% for L100.L.

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