WEF.TO vs. 100D.L

Last updated Jun 4, 2026

WEF.TO (Western Forest Products Inc.) is a stock, while 100D.L (Amundi FTSE 100 UCITS ETF) is Europe Equities fund tracking the FTSE AllSh TR GBP. Over the past 5 years, WEF.TO returned -21.60%/yr vs 13.74%/yr for 100D.L. At a 0.22 correlation, their price movements are largely independent.

Performance

WEF.TO vs. 100D.L - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Western Forest Products Inc. (WEF.TO) and Amundi FTSE 100 UCITS ETF (100D.L). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

WEF.TO is traded in CAD, while 100D.L is traded in GBp. To make them comparable, the 100D.L values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, WEF.TO achieves a 53.32% return, which is significantly higher than 100D.L's 7.00% return.

WEF.TO

• 1D: 5.44%
• 1M: 22.28%
• YTD: 53.32%
• 6M: 46.14%
• 1Y: 36.99%
• 3Y*: -18.70%
• 5Y*: -21.60%
• 10Y*: -10.66%

100D.L

• 1D: -0.24%
• 1M: 1.27%
• YTD: 7.00%
• 6M: 8.64%
• 1Y: 22.13%
• 3Y*: 18.92%
• 5Y*: 13.74%
• 10Y*: —

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

WEF.TO vs. 100D.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
WEF.TO Western Forest Products Inc.	53.32%	-9.55%	-42.96%	-36.50%	-43.31%	68.28%	7.04%	-31.22%
100D.L Amundi FTSE 100 UCITS ETF	7.00%	29.05%	16.74%	10.54%	0.27%	15.87%	-10.62%	2.92%

Correlation

The correlation between WEF.TO and 100D.L is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.24
Correlation (3Y) Calculated over the trailing 3-year period	0.14
Correlation (5Y) Calculated over the trailing 5-year period	0.18
Correlation (All Time) Calculated using the full available price history since Apr 18, 2019	0.22

The correlation between WEF.TO and 100D.L shifts across timeframes, from 0.14 (3 years) to 0.24 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

WEF.TO vs. 100D.L — Risk / Return Rank

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

WEF.TO

WEF.TO Risk / Return Rank: 66
WEF.TO Sharpe Ratio Rank: 69
WEF.TO Sortino Ratio Rank: 67
WEF.TO Omega Ratio Rank: 64
WEF.TO Calmar Ratio Rank: 67
WEF.TO Martin Ratio Rank: 65

100D.L

100D.L Risk / Return Rank: 53
100D.L Sharpe Ratio Rank: 56
100D.L Sortino Ratio Rank: 55
100D.L Omega Ratio Rank: 59
100D.L Calmar Ratio Rank: 48
100D.L Martin Ratio Rank: 48

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.

WEF.TO vs. 100D.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Western Forest Products Inc. (WEF.TO) and Amundi FTSE 100 UCITS ETF (100D.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.

	WEF.TO	100D.L	Difference
Sharpe ratio Return per unit of total volatility	0.90	1.72	-0.81
Sortino ratio Return per unit of downside risk	1.57	2.35	-0.77
Omega ratio Gain probability vs. loss probability	1.19	1.31	-0.12
Calmar ratio Return relative to maximum drawdown	1.36	2.38	-1.02
Martin ratio Return relative to average drawdown	2.82	8.58	-5.77
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

WEF.TO vs. 100D.L - Sharpe Ratio Comparison

The current WEF.TO Sharpe Ratio is 0.90, which is lower than the 100D.L Sharpe Ratio of 1.72. The chart below compares the historical Sharpe Ratios of WEF.TO and 100D.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

	WEF.TO	100D.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.90	1.72	-0.81
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.53	0.97	-1.50
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.26	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.17	0.58	-0.75

Drawdowns

WEF.TO vs. 100D.L - Drawdown Comparison

The maximum WEF.TO drawdown since its inception was -98.81%, which is greater than 100D.L's maximum drawdown of -36.50%. Use the drawdown chart below to compare losses from any high point for WEF.TO and 100D.L.

Drawdown Indicators

	WEF.TO	100D.L	Difference
Max Drawdown Largest peak-to-trough decline	-98.81%	-36.50%	-62.31%
Max Drawdown (1Y) Largest decline over 1 year	-27.35%	-9.25%	-18.10%
Max Drawdown (3Y) Largest decline over 3 years	-68.18%	-14.64%	-53.54%
Max Drawdown (5Y) Largest decline over 5 years	-84.61%	-20.09%	-64.52%
Max Drawdown (10Y) Largest decline over 10 years	-85.79%	—	—
Current Drawdown Current decline from peak	-92.79%	-2.71%	-90.08%
Average Drawdown Average peak-to-trough decline	-83.87%	-5.56%	-78.31%
Ulcer Index Depth and duration of drawdowns from previous peaks	13.17%	2.57%	+10.60%

Volatility

WEF.TO vs. 100D.L - Volatility Comparison

Western Forest Products Inc. (WEF.TO) has a higher volatility of 14.09% compared to Amundi FTSE 100 UCITS ETF (100D.L) at 5.09%. This indicates that WEF.TO's price experiences larger fluctuations and is considered to be riskier than 100D.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WEF.TO	100D.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	14.09%	5.09%	+9.00%
Volatility (6M) Calculated over the trailing 6-month period	32.71%	10.83%	+21.88%
Volatility (1Y) Calculated over the trailing 1-year period	41.09%	12.85%	+28.24%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	41.26%	14.19%	+27.07%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	41.78%	16.54%	+25.24%

Dividends

WEF.TO vs. 100D.L - Dividend Comparison

WEF.TO has not paid dividends to shareholders, while 100D.L's dividend yield for the trailing twelve months is around 3.57%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
100D.L Amundi FTSE 100 UCITS ETF	3.57%	3.78%	4.17%	3.90%	3.80%	3.39%	3.11%	4.30%	0.00%	0.00%	0.00%	0.00%
WEF.TO Western Forest Products Inc.	0.00%	0.00%	0.00%	5.49%	4.22%	1.90%	1.80%	7.54%	4.71%	3.27%	4.23%	3.54%

Frequently Asked Questions

Can I hold both WEF.TO and 100D.L in my portfolio?

WEF.TO and 100D.L have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.