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Lyxor Euro Stoxx 300 DR UCITS D (MFDD.L)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

LU0908501132

Issuer

Amundi

Inception Date

May 16, 2013

Leveraged

1x

Index Tracked

MSCI EMU NR EUR

Asset Class

Equity

Expense Ratio

MFDD.L has an expense ratio of 0.12%, which is considered low compared to other funds.


Expense ratio chart for MFDD.L: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%

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.


Performance

Performance Chart

The chart shows the growth of an initial investment of £10,000 in Lyxor Euro Stoxx 300 DR UCITS D, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February
10.13%
14.63%
MFDD.L (Lyxor Euro Stoxx 300 DR UCITS D)
Benchmark (^GSPC)

Returns By Period

Lyxor Euro Stoxx 300 DR UCITS D had a return of 9.25% year-to-date (YTD) and 13.56% in the last 12 months.


MFDD.L

YTD

9.25%

1M

7.41%

6M

10.14%

1Y

13.56%

5Y*

17.15%

10Y*

N/A

^GSPC (Benchmark)

YTD

2.90%

1M

3.70%

6M

10.94%

1Y

22.18%

5Y*

12.41%

10Y*

11.21%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20257.27%9.25%
2024-3.79%6.26%5.88%-1.13%2.96%-2.31%-1.78%2.16%-0.57%-0.12%-2.66%-0.28%4.11%
20238.50%2.49%-1.82%3.59%-0.82%-0.64%0.22%-2.84%-0.75%-3.34%6.44%2.17%13.23%
20220.05%-7.42%1.81%-4.34%1.43%-8.63%3.50%2.59%-10.49%5.10%9.63%-1.88%-10.17%
2021-2.96%2.61%4.23%1.61%3.83%0.80%-0.65%2.78%-1.08%0.32%-1.91%1.11%10.92%
2020-3.19%-5.80%-14.67%4.58%8.74%8.05%-4.51%1.95%0.48%-6.70%16.73%2.25%4.16%
2019-2.81%3.46%4.96%5.67%-1.93%-2.71%2.67%-0.49%1.29%0.93%11.13%
2018-6.48%0.00%-6.48%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of MFDD.L is 20, meaning it’s performing worse than 80% of other ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of MFDD.L is 2020
Overall Rank
The Sharpe Ratio Rank of MFDD.L is 1717
Sharpe Ratio Rank
The Sortino Ratio Rank of MFDD.L is 1919
Sortino Ratio Rank
The Omega Ratio Rank of MFDD.L is 1919
Omega Ratio Rank
The Calmar Ratio Rank of MFDD.L is 2727
Calmar Ratio Rank
The Martin Ratio Rank of MFDD.L is 1818
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 Euro Stoxx 300 DR UCITS D (MFDD.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 MFDD.L, currently valued at 0.49, compared to the broader market0.002.004.000.491.59
The chart of Sortino ratio for MFDD.L, currently valued at 0.86, compared to the broader market0.005.0010.000.862.16
The chart of Omega ratio for MFDD.L, currently valued at 1.11, compared to the broader market0.501.001.502.002.503.001.111.29
The chart of Calmar ratio for MFDD.L, currently valued at 0.57, compared to the broader market0.005.0010.0015.0020.000.572.40
The chart of Martin ratio for MFDD.L, currently valued at 1.49, compared to the broader market0.0020.0040.0060.0080.00100.001.499.79
MFDD.L
^GSPC

The current Lyxor Euro Stoxx 300 DR UCITS D Sharpe ratio is 0.49. 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 Euro Stoxx 300 DR UCITS D 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 Ratio0.000.501.001.502.002.50SeptemberOctoberNovemberDecember2025February
0.49
1.52
MFDD.L (Lyxor Euro Stoxx 300 DR UCITS D)
Benchmark (^GSPC)

Dividends

Dividend History

Lyxor Euro Stoxx 300 DR UCITS D provided a 2.09% dividend yield over the last twelve months, with an annual payout of £358.68 per share.


0.50%1.00%1.50%2.00%2.50%3.00%£0.00£100.00£200.00£300.00£400.002018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM2024202320222021202020192018
Dividend£358.68£358.68£405.94£446.00£337.53£268.18£421.69£47.58

Dividend yield

2.09%2.29%2.69%3.35%2.28%2.00%3.26%0.41%

Monthly Dividends

The table displays the monthly dividend distributions for Lyxor Euro Stoxx 300 DR UCITS D. 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£358.68£358.68
2023£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£405.94£405.94
2022£0.00£0.00£0.00£0.00£0.00£0.00£301.30£0.00£0.00£0.00£0.00£144.70£446.00
2021£0.00£0.00£0.00£0.00£0.00£0.00£256.93£0.00£0.00£0.00£0.00£80.60£337.53
2020£0.00£0.00£0.00£0.00£0.00£0.00£214.07£0.00£0.00£0.00£0.00£54.12£268.18
2019£0.00£0.00£0.00£0.00£374.58£0.00£0.00£0.00£0.00£47.11£421.69
2018£47.58£47.58

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.


-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February0
-2.19%
MFDD.L (Lyxor Euro Stoxx 300 DR UCITS D)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Lyxor Euro Stoxx 300 DR UCITS D. 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 Euro Stoxx 300 DR UCITS D was 31.00%, occurring on Mar 18, 2020. Recovery took 64 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-31%Feb 17, 202013Mar 18, 202064Dec 1, 202077
-24.51%Nov 18, 202179Oct 13, 202285Mar 1, 2024164
-9.45%Nov 6, 20183Jan 23, 201913Jun 7, 201916
-7.19%May 24, 202447Dec 19, 202421Jan 22, 202568
-5.45%Jun 21, 202113Jul 19, 202110Aug 27, 202123

Volatility

Volatility Chart

The current Lyxor Euro Stoxx 300 DR UCITS D volatility is 3.78%, 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.


3.00%4.00%5.00%6.00%7.00%SeptemberOctoberNovemberDecember2025February
3.78%
4.04%
MFDD.L (Lyxor Euro Stoxx 300 DR UCITS D)
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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