MULTI-UNITS LUXEMBOURG - Lyxor FTSE 100 UCITS ETF - Inc

10-Year Study

100D.LSE · Unknown · Unknown · ETF

Executive Summary: MULTI-UNITS LUXEMBOURG - Lyxor FTSE 100 UCITS ETF - Inc has compounded at 8.9% annually over the last 10 years, with a maximum drawdown of 24.2% and an annualized volatility of 12.9%.

1Y CAGR
+26.4%
3Y CAGR
+16.7%
5Y CAGR
+12.5%
10Y CAGR
+8.9%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
24.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.41
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.54
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
13.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +25.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -11.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
86%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20263.07.3-6.34.2————————7.8%
20256.41.8-2.0-1.04.10.34.21.31.84.00.32.125.8%
2024-1.20.54.72.62.0-1.02.30.8-1.4-1.52.7-1.49.3%
20234.01.7-2.43.4-5.01.62.1-2.42.6-4.02.24.17.4%
20221.00.51.60.50.9-5.33.7-1.1-5.13.07.2-1.54.8%
2021-1.01.24.63.91.20.4-0.11.80.22.3-2.14.418.0%
2020-3.6-9.2-13.33.93.22.2-4.01.3-1.5-4.713.02.9-11.8%
2019————-2.94.12.3-4.63.5-1.91.72.74.7%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 12.9%. The dominant macroeconomic risk driver is VEA.US, accounting for 66.2% of variance. Idiosyncratic stock-specific factors contribute 9.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-04-0110000
2019-05-019712.800727624617
2019-06-0110106.59855546411
2019-07-0110339.560644266498
2019-08-019868.143839060185
2019-09-0110215.836371758662
2019-10-0110023.476607213595
2019-11-0110195.065107455956
2019-12-0110472.087049890097
2020-01-0110092.10347984903
2020-02-019159.625908308251
2020-03-017942.850699813254
2020-04-018251.989797524391
2020-05-018512.82599741218
2020-06-018703.277771175317
2020-07-018351.197962961833
2020-08-018456.273987292405
2020-09-018331.027068725674
2020-10-017943.559329566378
2020-11-018975.086814327591
2020-12-019238.27013478756
2021-01-019149.006920218899
2021-02-019261.535509194437
2021-03-019690.758733646224
2021-04-0110071.551952829484
2021-05-0110190.253067820362
2021-06-0110235.834303332082
2021-07-0110227.917785019685
2021-08-0110416.48202471449
2021-09-0110434.85491173566
2021-10-0110669.834974886913
2021-11-0110441.623900355395
2021-12-0110901.10766093696
2022-01-0111008.241538715381
2022-02-0111064.265581743712
2022-03-0111238.235105538657
2022-04-0111290.32766701904
2022-05-0111393.529948324158
2022-06-0110786.110934988003
2022-07-0111190.405585262037
2022-08-0111066.760151549312
2022-09-0110498.795817852457
2022-10-0110816.453757673607
2022-11-0111592.504241808743
2022-12-0111424.304775427865
2023-01-0111886.181856575246
2023-02-0112087.486721380561
2023-03-0111793.193336549635
2023-04-0112190.693829550688
2023-05-0111578.604479544487
2023-06-0111762.537801966808
2023-07-0112012.891545089717
2023-08-0111719.62007653592
2023-09-0112022.088216957101
2023-10-0111535.686639188243
2023-11-0111785.01858095938
2023-12-0112265.803296815457
2024-01-0112120.199419859095
2024-02-0112186.093137647169
2024-03-0112758.943637835078
2024-04-0113096.914864410088
2024-05-0113363.678224675372
2024-06-0113232.953618803556
2024-07-0113533.726725129887
2024-08-0113645.320970950559
2024-09-0113449.765247144278
2024-10-0113245.707230479438
2024-11-0113601.745987401262
2024-12-0113409.182575123057
2025-01-0114264.26412449018
2025-02-0114522.005384505825
2025-03-0114236.609520837224
2025-04-0114090.59294692279
2025-05-0114671.340428112357
2025-06-0114714.481683363194
2025-07-0115329.520937440624
2025-08-0115534.165303278422
2025-09-0115815.136425765535
2025-10-0116453.40554231443
2025-11-0116510.927177673762
2025-12-0116864.146930506326
2026-01-0117365.221488343366
2026-02-0118627.101911520138
2026-03-0117461.75878847711
2026-04-0118186.937793053195
Annual Return Matrix
YearAnnual Return
2020-0.11781958163874162
20210.17999446886574888
20220.047994858023990616
20230.07365861975229704
20240.09321682817173937
20250.2576565973374825
20260.07843805370042256
Total Factor Risk
0.12902066188965539
VTI.US Exposure
0.04424404428587364
VEA.US Exposure
0.6619373932557524
VWO.US Exposure
0.061799014205290825
QQQ.US Exposure
-0.07401414302661402
VTV.US Exposure
0.02930857689463945
IJR.US Exposure
-0.033964829501054096
QUAL.US Exposure
-0.023866232739388933
SHV.US Exposure
0.16805982916068357
TLT.US Exposure
0.05261843751141255
LQD.US Exposure
-0.03946529587968248
HYG.US Exposure
0.013765116203935251
GLD.US Exposure
0.004108108522188396
USO.US Exposure
-0.001574862667360426
VNQ.US Exposure
-0.0017825702148603093
BTC-USD.CC Exposure
-0.002263136429363411
CPER.US Exposure
-0.003027694614663427
VIX.INDX Exposure
0.02562993007573451
UUP.US Exposure
0.025950313444473724
TIP.US Exposure
0.0017791019472561472
Idiosyncratic Exposure
0.09075889956574673
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
12.9%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+2.2%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+10.1%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
2.4% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is MULTI-UNITS LUXEMBOURG - Lyxor FTSE 100 UCITS ETF - Inc a high-risk investment?

MULTI-UNITS LUXEMBOURG - Lyxor FTSE 100 UCITS ETF - Inc (100D.LSE) has an annualized volatility of 12.9% and experienced a maximum drawdown of 24.2% over the last 10 years. Its primary macro risk driver is VEA.US.

What is the 10-year return of 100D.LSE?

Over the past 10 years, 100D.LSE has generated a Compound Annual Growth Rate (CAGR) of 8.9%. It has had a positive return in 86% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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