YIEL.L vs. 100D.L
YIEL.L (Lyxor ESG Euro High Yield (DR) UCITS ETF - Dist) and 100D.L (Amundi FTSE 100 UCITS ETF) are both exchange-traded funds - YIEL.L is a European High Yield Bonds fund tracking the Bloomberg Pan Euro HY Euro TR EUR, while 100D.L is a Europe Equities fund tracking the FTSE AllSh TR GBP. Both are passively managed. Over the past 5 years, YIEL.L returned 2.09%/yr vs 11.63%/yr for 100D.L. A 0.54 correlation means they provide meaningful diversification when combined. YIEL.L charges 0.25%/yr vs 0.14%/yr for 100D.L.
Performance
YIEL.L vs. 100D.L - Performance Comparison
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Different Trading Currencies
YIEL.L is traded in EUR, while 100D.L is traded in GBp. To make them comparable, the 100D.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, YIEL.L achieves a 0.46% return, which is significantly lower than 100D.L's 6.98% return.
YIEL.L
- 1D
- 0.06%
- 1M
- 1.02%
- YTD
- 0.46%
- 6M
- 1.13%
- 1Y
- 3.83%
- 3Y*
- 6.51%
- 5Y*
- 2.09%
- 10Y*
- 2.74%
100D.L
- 1D
- 0.04%
- 1M
- 1.51%
- YTD
- 6.98%
- 6M
- 9.35%
- 1Y
- 18.14%
- 3Y*
- 14.58%
- 5Y*
- 11.63%
- 10Y*
- —
YIEL.L vs. 100D.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
YIEL.L Lyxor ESG Euro High Yield (DR) UCITS ETF - Dist | 0.46% | 5.74% | 6.35% | 9.75% | -11.03% | 1.61% | 1.47% | 3.31% |
100D.L Amundi FTSE 100 UCITS ETF | 6.98% | 19.21% | 14.60% | 9.64% | -0.60% | 25.68% | -16.57% | 6.63% |
Correlation
The correlation between YIEL.L and 100D.L is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.46 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.49 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.51 |
Correlation (All Time) Calculated using the full available price history since Apr 18, 2019 | 0.54 |
The correlation between YIEL.L and 100D.L has been stable across timeframes, ranging from 0.46 to 0.54 - a consistent structural relationship.
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Return for Risk
YIEL.L vs. 100D.L — Risk / Return Rank
YIEL.L
100D.L
YIEL.L vs. 100D.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyxor ESG Euro High Yield (DR) UCITS ETF - Dist (YIEL.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.
| YIEL.L | 100D.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.40 | ||
| Sortino ratioReturn per unit of downside risk | -0.32 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.28 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 1.21 | 2.31 | -1.10 |
| Martin ratioReturn relative to average drawdown | 5.11 | 8.12 | -3.01 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| YIEL.L | 100D.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.13 | 1.53 | -0.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.39 | 0.82 | -0.44 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.39 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.48 | +0.10 |
Drawdowns
YIEL.L vs. 100D.L - Drawdown Comparison
The maximum YIEL.L drawdown since its inception was -25.67%, smaller than the maximum 100D.L drawdown of -40.14%. Use the drawdown chart below to compare losses from any high point for YIEL.L and 100D.L.
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Drawdown Indicators
| YIEL.L | 100D.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.67% | -40.14% | +14.47% |
Max Drawdown (1Y)Largest decline over 1 year | -3.16% | -7.81% | +4.65% |
Max Drawdown (3Y)Largest decline over 3 years | -3.65% | -16.36% | +12.71% |
Max Drawdown (5Y)Largest decline over 5 years | -16.59% | -16.36% | -0.23% |
Max Drawdown (10Y)Largest decline over 10 years | -25.67% | — | — |
Current DrawdownCurrent decline from peak | -0.15% | -2.69% | +2.54% |
Average DrawdownAverage peak-to-trough decline | -2.78% | -5.50% | +2.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.75% | 2.23% | -1.48% |
Volatility
YIEL.L vs. 100D.L - Volatility Comparison
The current volatility for Lyxor ESG Euro High Yield (DR) UCITS ETF - Dist (YIEL.L) is 0.93%, while Amundi FTSE 100 UCITS ETF (100D.L) has a volatility of 4.28%. This indicates that YIEL.L experiences smaller price fluctuations and is considered to be less risky than 100D.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| YIEL.L | 100D.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.93% | 4.28% | -3.35% |
Volatility (6M)Calculated over the trailing 6-month period | 2.97% | 9.91% | -6.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.37% | 11.80% | -8.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.41% | 14.17% | -8.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.00% | 17.52% | -10.52% |
YIEL.L vs. 100D.L - Expense Ratio Comparison
YIEL.L has a 0.25% 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%.
Dividends
YIEL.L vs. 100D.L - Dividend Comparison
YIEL.L's dividend yield for the trailing twelve months is around 4.05%, more than 100D.L's 3.57% yield.
| 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% |
YIEL.L Lyxor ESG Euro High Yield (DR) UCITS ETF - Dist | 4.05% | 4.07% | 2.29% | 3.31% | 3.55% | 2.85% | 3.16% | 3.67% | 4.00% | 4.05% | 4.80% | 4.41% |
Frequently Asked Questions
YIEL.L and 100D.L have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, 100D.L is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.
100D.L is cheaper with a 0.14% expense ratio, compared with 0.25% for YIEL.L.
YIEL.L is categorized as European High Yield Bonds, while 100D.L is Europe Equities. YIEL.L tracks Bloomberg Pan Euro HY Euro TR EUR, while 100D.L tracks FTSE AllSh TR GBP. Their fees differ too: 0.25% for YIEL.L and 0.14% for 100D.L.
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