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Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc (...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINLU0908500753
IssuerAmundi
Inception DateApr 3, 2013
CategoryEurope Equities
Index TrackedMSCI Europe NR EUR
Asset ClassEquity

Expense Ratio

MEUD.L features an expense ratio of 0.15%, falling within the medium range.


Expense ratio chart for MEUD.L: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

Share Price Chart


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Compare to other instruments

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


Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc

Popular comparisons: MEUD.L vs. CE2D.L, MEUD.L vs. BAS.DE, MEUD.L vs. CS51.L, MEUD.L vs. SMEA.L, MEUD.L vs. VUAA.L, MEUD.L vs. CSPX.L, MEUD.L vs. SPY, MEUD.L vs. VEUA.L, MEUD.L vs. ASML, MEUD.L vs. CSP1.L

Performance

Performance Chart

The chart shows the growth of an initial investment of £10,000 in Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


100.00%150.00%200.00%250.00%300.00%December2024FebruaryMarchAprilMay
128.71%
292.04%
MEUD.L (Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc)
Benchmark (^GSPC)

S&P 500

Returns By Period

Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc had a return of 8.88% year-to-date (YTD) and 13.45% in the last 12 months. Over the past 10 years, Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc had an annualized return of 7.91%, while the S&P 500 had an annualized return of 10.99%, indicating that Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date8.88%11.18%
1 month5.79%5.60%
6 months13.86%17.48%
1 year13.45%26.33%
5 years (annualized)8.87%13.16%
10 years (annualized)7.91%10.99%

Monthly Returns

The table below presents the monthly returns of MEUD.L, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.71%2.34%3.97%-1.23%8.88%
20235.75%1.05%0.10%2.34%-4.39%2.21%2.03%-2.61%-0.28%-3.56%5.71%5.00%13.48%
2022-4.63%-2.83%2.01%-1.57%0.54%-7.02%5.07%-1.84%-5.12%3.95%7.68%-0.43%-5.15%
2021-2.35%0.30%4.67%4.48%2.02%0.97%1.32%2.55%-2.93%2.92%-1.44%3.82%17.19%
2020-2.40%-6.21%-12.07%4.39%7.30%4.31%-1.62%2.46%-0.19%-5.90%13.18%3.06%3.85%
20192.95%2.42%2.68%3.71%-2.21%6.04%1.95%-2.33%1.97%-1.50%1.55%1.80%20.40%
20180.11%-2.76%-2.71%4.36%0.38%0.23%4.14%-2.14%-0.00%-6.03%-1.08%-4.02%-9.59%
20170.45%2.53%3.26%0.64%5.01%-1.82%1.59%2.31%-0.89%1.65%-1.62%1.55%15.43%
2016-3.59%-0.06%3.13%0.75%0.08%3.96%4.41%1.84%1.45%2.91%-4.69%6.69%17.59%
20153.27%3.18%1.60%0.85%0.19%-5.45%3.43%-5.24%-3.20%4.50%1.34%0.16%4.08%
2014-3.34%5.07%-0.33%1.11%1.56%-1.78%-2.63%1.83%-1.20%-1.56%4.94%-3.47%-0.25%
2013-1.21%5.34%-0.78%1.26%4.55%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of MEUD.L is 53, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of MEUD.L is 5353
MEUD.L (Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc)
The Sharpe Ratio Rank of MEUD.L is 4747Sharpe Ratio Rank
The Sortino Ratio Rank of MEUD.L is 4747Sortino Ratio Rank
The Omega Ratio Rank of MEUD.L is 4848Omega Ratio Rank
The Calmar Ratio Rank of MEUD.L is 7070Calmar Ratio Rank
The Martin Ratio Rank of MEUD.L is 5454Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc (MEUD.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


MEUD.L
Sharpe ratio
The chart of Sharpe ratio for MEUD.L, currently valued at 1.14, compared to the broader market0.002.004.001.14
Sortino ratio
The chart of Sortino ratio for MEUD.L, currently valued at 1.70, compared to the broader market0.005.0010.001.70
Omega ratio
The chart of Omega ratio for MEUD.L, currently valued at 1.21, compared to the broader market0.501.001.502.002.503.001.21
Calmar ratio
The chart of Calmar ratio for MEUD.L, currently valued at 1.53, compared to the broader market0.005.0010.0015.001.53
Martin ratio
The chart of Martin ratio for MEUD.L, currently valued at 4.48, compared to the broader market0.0020.0040.0060.0080.00100.004.48
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.38, compared to the broader market0.002.004.002.38
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.37, compared to the broader market0.005.0010.003.37
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.42, compared to the broader market0.501.001.502.002.503.001.42
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.94, compared to the broader market0.005.0010.0015.001.94
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 9.12, compared to the broader market0.0020.0040.0060.0080.00100.009.12

Sharpe Ratio

The current Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc Sharpe ratio is 1.14. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.501.001.502.00December2024FebruaryMarchAprilMay
1.14
1.97
MEUD.L (Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc)
Benchmark (^GSPC)

Dividends

Dividend History


Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-4.00%-3.00%-2.00%-1.00%0.00%December2024FebruaryMarchAprilMay
-0.57%
-0.78%
MEUD.L (Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc was 28.57%, occurring on Mar 16, 2020. Recovery took 181 trading sessions.

The current Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc drawdown is 0.57%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-28.57%Feb 13, 202023Mar 16, 2020181Dec 2, 2020204
-18.25%Apr 13, 2015211Feb 11, 2016115Jul 27, 2016326
-17.09%Nov 15, 2021228Oct 13, 202277Feb 2, 2023305
-14.81%Aug 29, 201885Dec 27, 2018118Jun 18, 2019203
-11.79%Jun 11, 201491Oct 16, 201485Feb 19, 2015176

Volatility

Volatility Chart

The current Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc volatility is 3.13%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%December2024FebruaryMarchAprilMay
3.13%
3.91%
MEUD.L (Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc)
Benchmark (^GSPC)