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Lyxor UCITS MSCI Europe D-EUR (MEUG.L)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

FR0010261198

Issuer

Amundi

Inception Date

Sep 19, 2018

Leveraged

1x

Index Tracked

MSCI Europe NR EUR

Asset Class

Equity

Expense Ratio

MEUG.L has an expense ratio of 0.25%, which is considered low compared to other funds.


Expense ratio chart for MEUG.L: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%

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.


Popular comparisons:
MEUG.L vs. VERX.L
Popular comparisons:
MEUG.L vs. VERX.L

Performance

Performance Chart

The chart shows the growth of an initial investment of £10,000 in Lyxor UCITS MSCI Europe D-EUR, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February
6.13%
12.69%
MEUG.L (Lyxor UCITS MSCI Europe D-EUR)
Benchmark (^GSPC)

Returns By Period

Lyxor UCITS MSCI Europe D-EUR had a return of 9.83% year-to-date (YTD) and 13.20% in the last 12 months.


MEUG.L

YTD

9.83%

1M

6.28%

6M

6.14%

1Y

13.20%

5Y*

7.93%

10Y*

N/A

^GSPC (Benchmark)

YTD

3.96%

1M

2.77%

6M

10.09%

1Y

21.57%

5Y*

12.62%

10Y*

11.30%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20257.54%9.83%
2024-0.37%2.27%3.76%-1.10%3.25%-1.46%0.64%1.58%-1.71%-2.05%-0.39%-0.81%3.45%
20235.65%0.82%0.44%2.37%-4.46%2.17%2.26%-2.35%-0.64%-3.36%5.46%4.62%13.10%
2022-4.01%-2.53%1.74%-1.16%0.62%-6.83%4.96%-1.89%-4.65%3.86%7.48%-0.62%-3.93%
2021-2.17%0.34%4.74%4.20%1.85%1.11%1.24%2.25%-2.54%2.83%-1.43%3.82%17.12%
2020-2.40%-6.36%-11.96%4.13%6.64%4.29%-2.15%2.39%-0.20%-5.78%13.66%2.28%2.04%
20192.88%2.38%2.60%3.53%-2.18%5.86%2.21%-2.49%2.12%-1.76%1.46%1.67%19.49%
20180.03%-2.66%-2.87%4.61%0.25%0.16%3.93%-2.21%0.31%-5.77%-0.78%-4.40%-9.47%
20170.32%2.34%3.22%0.31%5.09%-1.74%1.41%2.39%-0.94%1.88%-1.70%1.44%14.72%
2016-3.68%0.02%3.10%0.90%-0.13%4.44%4.41%1.93%1.55%3.12%-4.65%6.71%18.52%
2015-1.16%-0.07%-5.56%3.45%-5.41%-3.42%4.71%1.18%-0.10%-6.69%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of MEUG.L is 51, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of MEUG.L is 5151
Overall Rank
The Sharpe Ratio Rank of MEUG.L is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of MEUG.L is 5050
Sortino Ratio Rank
The Omega Ratio Rank of MEUG.L is 4646
Omega Ratio Rank
The Calmar Ratio Rank of MEUG.L is 6363
Calmar Ratio Rank
The Martin Ratio Rank of MEUG.L is 4444
Martin 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 UCITS MSCI Europe D-EUR (MEUG.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for MEUG.L, currently valued at 1.28, compared to the broader market0.002.004.001.281.83
The chart of Sortino ratio for MEUG.L, currently valued at 1.83, compared to the broader market0.005.0010.001.832.47
The chart of Omega ratio for MEUG.L, currently valued at 1.22, compared to the broader market0.501.001.502.002.503.001.221.33
The chart of Calmar ratio for MEUG.L, currently valued at 1.99, compared to the broader market0.005.0010.0015.0020.001.992.76
The chart of Martin ratio for MEUG.L, currently valued at 4.40, compared to the broader market0.0020.0040.0060.0080.00100.00120.004.4011.27
MEUG.L
^GSPC

The current Lyxor UCITS MSCI Europe D-EUR Sharpe ratio is 1.28. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Lyxor UCITS MSCI Europe D-EUR 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 Ratio0.501.001.502.002.50SeptemberOctoberNovemberDecember2025February
1.28
1.66
MEUG.L (Lyxor UCITS MSCI Europe D-EUR)
Benchmark (^GSPC)

Dividends

Dividend History

Lyxor UCITS MSCI Europe D-EUR provided a 0.00% dividend yield over the last twelve months, with an annual payout of £0.00 per share.


0.00%1.00%2.00%3.00%4.00%£0.00£1.00£2.00£3.00£4.002015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM2024202320222021202020192018201720162015
Dividend£0.00£0.00£0.00£0.00£0.00£1.99£3.99£3.74£3.53£3.47£3.14

Dividend yield

0.00%0.00%0.00%0.00%0.00%1.71%3.44%3.72%3.07%3.36%3.47%

Monthly Dividends

The table displays the monthly dividend distributions for Lyxor UCITS MSCI Europe D-EUR. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025£0.00£0.00£0.00
2024£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00
2023£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00
2022£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00
2021£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00
2020£0.00£0.00£0.00£0.00£0.00£0.00£1.47£0.00£0.00£0.00£0.00£0.52£1.99
2019£0.00£0.00£0.00£0.00£0.00£0.00£3.24£0.00£0.00£0.00£0.00£0.75£3.99
2018£0.00£0.00£0.00£0.00£0.00£0.00£2.96£0.00£0.00£0.00£0.00£0.78£3.74
2017£0.00£0.00£0.00£0.00£0.00£0.00£2.79£0.00£0.00£0.00£0.00£0.74£3.53
2016£0.00£0.00£0.00£0.00£0.00£0.00£2.79£0.00£0.00£0.00£0.00£0.68£3.47
2015£2.49£0.00£0.00£0.00£0.00£0.65£3.14

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-7.00%-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.24%
-2.05%
MEUG.L (Lyxor UCITS MSCI Europe D-EUR)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Lyxor UCITS MSCI Europe D-EUR. 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 UCITS MSCI Europe D-EUR was 28.58%, occurring on Mar 16, 2020. Recovery took 175 trading sessions.

The current Lyxor UCITS MSCI Europe D-EUR drawdown is 0.24%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-28.58%Jan 21, 202040Mar 16, 2020175Dec 10, 2020215
-18.08%Apr 28, 2015200Feb 11, 2016110Jul 20, 2016310
-15.75%Nov 12, 2021229Oct 13, 202262Jan 12, 2023291
-14.44%Aug 29, 201885Dec 27, 2018118Jun 18, 2019203
-10.05%Jan 22, 201846Mar 26, 201838May 22, 201884

Volatility

Volatility Chart

The current Lyxor UCITS MSCI Europe D-EUR volatility is 2.99%, 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%6.00%SeptemberOctoberNovemberDecember2025February
2.99%
3.78%
MEUG.L (Lyxor UCITS MSCI Europe D-EUR)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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