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XCO2.L vs. 100D.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XCO2.L vs. 100D.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Lyxor Global Green Bond 1-10 Y (DR) UCITS ETF - Acc (XCO2.L) and Amundi FTSE 100 UCITS ETF (100D.L). The values are adjusted to include any dividend payments, if applicable.

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XCO2.L vs. 100D.L - Yearly Performance Comparison


Different Trading Currencies

XCO2.L is traded in GBP, while 100D.L is traded in GBp. To make them comparable, the 100D.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, XCO2.L achieves a -0.25% return, which is significantly lower than 100D.L's 6.14% return.


XCO2.L

1D
0.10%
1M
-1.35%
YTD
-0.25%
6M
0.04%
1Y
3Y*
5Y*
10Y*

100D.L

1D
0.78%
1M
0.46%
YTD
6.14%
6M
12.24%
1Y
25.48%
3Y*
14.78%
5Y*
13.00%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XCO2.L vs. 100D.L - Expense Ratio Comparison

XCO2.L has a 0.15% expense ratio, which is higher than 100D.L's 0.14% 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%.


Return for Risk

XCO2.L vs. 100D.L — Risk / Return Rank

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

XCO2.L

100D.L
100D.L Risk / Return Rank: 8787
Overall Rank
100D.L Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
100D.L Sortino Ratio Rank: 8484
Sortino Ratio Rank
100D.L Omega Ratio Rank: 9191
Omega Ratio Rank
100D.L Calmar Ratio Rank: 8787
Calmar Ratio Rank
100D.L Martin Ratio Rank: 8989
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.

XCO2.L vs. 100D.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor Global Green Bond 1-10 Y (DR) UCITS ETF - Acc (XCO2.L) 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

XCO2.L vs. 100D.L - Sharpe Ratio Comparison


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Sharpe Ratios by Period


XCO2.L100D.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.89

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.94

0.54

+0.40

Correlation

The correlation between XCO2.L and 100D.L is 0.17, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

XCO2.L vs. 100D.L - Dividend Comparison

XCO2.L has not paid dividends to shareholders, while 100D.L's dividend yield for the trailing twelve months is around 3.56%.


TTM2025202420232022202120202019
XCO2.L
Lyxor Global Green Bond 1-10 Y (DR) UCITS ETF - Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
100D.L
Amundi FTSE 100 UCITS ETF
3.56%3.78%4.17%3.90%3.80%3.39%3.11%4.30%

Drawdowns

XCO2.L vs. 100D.L - Drawdown Comparison

The maximum XCO2.L drawdown since its inception was -3.63%, smaller than the maximum 100D.L drawdown of -34.63%. Use the drawdown chart below to compare losses from any high point for XCO2.L and 100D.L.


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Drawdown Indicators


XCO2.L100D.LDifference

Max Drawdown

Largest peak-to-trough decline

-3.63%

-34.63%

+31.00%

Max Drawdown (1Y)

Largest decline over 1 year

-9.36%

Max Drawdown (5Y)

Largest decline over 5 years

-13.06%

Current Drawdown

Current decline from peak

-2.44%

-3.91%

+1.47%

Average Drawdown

Average peak-to-trough decline

-0.90%

-4.71%

+3.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.17%

Volatility

XCO2.L vs. 100D.L - Volatility Comparison


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Volatility by Period


XCO2.L100D.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.17%

Volatility (6M)

Calculated over the trailing 6-month period

8.67%

Volatility (1Y)

Calculated over the trailing 1-year period

4.36%

13.46%

-9.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.36%

12.88%

-8.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.36%

15.97%

-11.61%