PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
XUKX.L vs. S100.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

XUKX.L vs. S100.L

Last updated Apr 2, 2026

Compare and contrast key facts about Xtrackers FTSE 100 UCITS ETF Income 1D (XUKX.L) and Invesco FTSE 100 UCITS ETF (S100.L).

XUKX.L 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. XUKX.L is a passively managed fund by Xtrackers that tracks the performance of the FTSE AllSh TR GBP. It was launched on Jun 5, 2007. 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 XUKX.L 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

XUKX.L vs. S100.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers FTSE 100 UCITS ETF Income 1D (XUKX.L) and Invesco FTSE 100 UCITS ETF (S100.L). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

XUKX.L vs. S100.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
XUKX.L
Xtrackers FTSE 100 UCITS ETF Income 1D		5.26%26.23%9.25%7.53%4.92%17.95%-12.17%17.87%-8.83%11.52%
S100.L
Invesco FTSE 100 UCITS ETF		5.13%25.76%9.34%7.33%4.91%17.58%-11.72%17.44%-9.33%12.12%

Returns By Period

The year-to-date returns for both stocks are quite close, with XUKX.L having a 5.26% return and S100.L slightly lower at 5.13%. Both investments have delivered pretty close results over the past 10 years, with XUKX.L having a 9.31% annualized return and S100.L not far behind at 9.15%.

XUKX.L

1D
1.83%
1M
-3.29%
YTD
5.26%
6M
11.36%
1Y
24.39%
3Y*
14.75%
5Y*
12.91%
10Y*
9.31%

S100.L

1D
1.69%
1M
-3.28%
YTD
5.13%
6M
11.24%
1Y
23.82%
3Y*
14.53%
5Y*
12.76%
10Y*
9.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Xtrackers FTSE 100 UCITS ETF Income 1D

Invesco FTSE 100 UCITS ETF

Often compared with XUKX.L:
XUKX.L vs. CUKX.LXUKX.L vs. VUKE.LXUKX.L vs. DHSXUKX.L vs. VUKG.LXUKX.L vs. DGRWXUKX.L vs. VHYL.ASXUKX.L vs. LDUK.L
Often compared with S100.L:
S100.L vs. VUKG.LS100.L vs. CUKX.LS100.L vs. LGUK.LS100.L vs. EQAC.MIS100.L vs. QQQS100.L vs. VOOS100.L vs. FSELX

XUKX.L vs. S100.L - Expense Ratio Comparison

Both XUKX.L and S100.L have an expense ratio of 0.09%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

XUKX.L
Xtrackers FTSE 100 UCITS ETF Income 1D
S100.L
Invesco FTSE 100 UCITS ETF

Return for Risk

XUKX.L vs. S100.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
XUKX.L
XUKX.L Risk / Return Rank: 8383
Overall Rank
XUKX.L Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
XUKX.L Sortino Ratio Rank: 8383
Sortino Ratio Rank
XUKX.L Omega Ratio Rank: 8989
Omega Ratio Rank
XUKX.L Calmar Ratio Rank: 7676
Calmar Ratio Rank
XUKX.L Martin Ratio Rank: 8080
Martin Ratio Rank
S100.L
S100.L Risk / Return Rank: 8585
Overall Rank
S100.L Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
S100.L Sortino Ratio Rank: 8383
Sortino Ratio Rank
S100.L Omega Ratio Rank: 8888
Omega Ratio Rank
S100.L Calmar Ratio Rank: 8383
Calmar Ratio Rank
S100.L Martin Ratio Rank: 8383
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.

XUKX.L vs. S100.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers FTSE 100 UCITS ETF Income 1D (XUKX.L) 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.

XUKX.LS100.LDifference

Sharpe ratio

Return per unit of total volatility

1.80

1.80

+0.01

Sortino ratio

Return per unit of downside risk

2.29

2.27

+0.02

Omega ratio

Gain probability vs. loss probability

1.39

1.38

+0.01

Calmar ratio

Return relative to maximum drawdown

2.25

2.61

-0.36

Martin ratio

Return relative to average drawdown

9.69

10.12

-0.42

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XUKX.L vs. S100.L - Sharpe Ratio Comparison

The current XUKX.L Sharpe Ratio is 1.80, which is comparable to the S100.L Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of XUKX.L 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.

Loading graphics...

Sharpe Ratios by Period

XUKX.LS100.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.80

1.80

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.01

1.00

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

0.61

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.58

-0.25

Correlation

The correlation between XUKX.L and S100.L is 0.83, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

XUKX.L vs. S100.L - Dividend Comparison

XUKX.L's dividend yield for the trailing twelve months is around 2.84%, while S100.L has not paid dividends to shareholders.

TTM20252024202320222021202020192018201720162015
XUKX.L
Xtrackers FTSE 100 UCITS ETF Income 1D		2.84%2.87%4.85%3.69%7.07%2.76%5.90%4.37%4.79%3.96%2.89%0.41%
S100.L
Invesco FTSE 100 UCITS ETF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

XUKX.L vs. S100.L - Drawdown Comparison

The maximum XUKX.L drawdown since its inception was -44.72%, which is greater than S100.L's maximum drawdown of -34.58%. Use the drawdown chart below to compare losses from any high point for XUKX.L and S100.L.

Loading graphics...

Drawdown Indicators

XUKX.LS100.LDifference

Max Drawdown

Largest peak-to-trough decline

-44.72%

-34.58%

-10.14%

Max Drawdown (1Y)

Largest decline over 1 year

-11.14%

-10.76%

-0.38%

Max Drawdown (5Y)

Largest decline over 5 years

-13.13%

-13.04%

-0.09%

Max Drawdown (10Y)

Largest decline over 10 years

-34.03%

-34.58%

+0.55%

Current Drawdown

Current decline from peak

-4.58%

-4.63%

+0.05%

Average Drawdown

Average peak-to-trough decline

-7.04%

-4.50%

-2.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.59%

2.40%

+0.19%

Volatility

XUKX.L vs. S100.L - Volatility Comparison

Xtrackers FTSE 100 UCITS ETF Income 1D (XUKX.L) and Invesco FTSE 100 UCITS ETF (S100.L) have volatilities of 5.27% and 5.31%, 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.

Loading graphics...

Volatility by Period

XUKX.LS100.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.27%

5.31%

-0.04%

Volatility (6M)

Calculated over the trailing 6-month period

8.66%

8.64%

+0.02%

Volatility (1Y)

Calculated over the trailing 1-year period

13.58%

13.22%

+0.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.90%

12.78%

+0.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.25%

15.07%

+0.18%