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Lyxor Euro Stoxx 50 DR UCITS C (MSED.L)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINLU0908501215
IssuerAmundi
Inception DateApr 3, 2013
CategoryEurope Equities
Leveraged1x
Index TrackedMSCI EMU NR EUR
Asset ClassEquity

Expense Ratio

MSED.L has an expense ratio of 0.07%, which is considered low compared to other funds.


Expense ratio chart for MSED.L: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Share Price Chart


Loading data...

Compare to other instruments

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


Popular comparisons: MSED.L vs. C50U.L, MSED.L vs. PRIE.L, MSED.L vs. CS51.L, MSED.L vs. XASX.L, MSED.L vs. CSPX.L, MSED.L vs. EUE.L

Performance

Performance Chart

The chart shows the growth of an initial investment of £10,000 in Lyxor Euro Stoxx 50 DR UCITS C, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-8.74%
11.27%
MSED.L (Lyxor Euro Stoxx 50 DR UCITS C)
Benchmark (^GSPC)

Returns By Period

Lyxor Euro Stoxx 50 DR UCITS C had a return of 3.15% year-to-date (YTD) and 10.16% in the last 12 months. Over the past 10 years, Lyxor Euro Stoxx 50 DR UCITS C had an annualized return of 0.08%, while the S&P 500 had an annualized return of 11.39%, indicating that Lyxor Euro Stoxx 50 DR UCITS C did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date3.15%25.45%
1 month-5.57%2.91%
6 months-8.74%14.05%
1 year10.16%35.64%
5 years (annualized)-7.97%14.13%
10 years (annualized)0.08%11.39%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.76%5.63%4.24%-2.65%2.09%-2.19%-0.74%1.61%-0.28%-2.13%3.15%
20238.86%1.09%2.16%1.58%-4.03%4.44%1.71%-3.86%-54.94%-2.40%7.27%4.13%-45.01%
2022-3.89%-5.09%0.41%-2.94%2.69%-7.69%4.72%-2.04%-4.08%6.88%10.19%-1.13%-3.45%
2021-3.50%2.30%6.02%4.23%1.74%0.02%0.02%2.92%-2.52%2.88%-3.06%4.15%15.70%
2020-3.55%-6.38%-13.94%3.34%9.33%7.55%-2.27%3.09%-1.48%-8.27%17.76%2.02%3.29%
20192.31%2.73%2.37%5.13%-2.54%7.63%1.42%-2.11%2.60%-1.34%1.34%0.81%21.79%
20181.47%-3.47%-2.83%5.76%-1.93%0.51%4.91%-3.68%0.06%-6.12%-0.89%-4.06%-10.43%
2017-0.68%2.23%5.32%0.88%4.70%-2.35%2.32%2.43%0.14%2.41%-2.27%-1.27%14.38%
2016-4.20%-1.12%4.09%0.35%0.09%2.57%5.12%2.52%0.86%6.00%-5.82%8.77%19.90%
20152.63%3.57%2.90%-0.68%-1.43%-4.82%4.54%-5.76%-4.58%6.62%1.21%-1.38%1.97%
2014-4.60%4.52%1.29%0.65%2.07%-1.50%-4.43%1.87%0.33%-3.03%6.20%-4.65%-1.97%
2013-0.36%7.80%-0.79%1.65%8.32%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of MSED.L is 15, indicating that it is in the bottom 15% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of MSED.L is 1515
Combined Rank
The Sharpe Ratio Rank of MSED.L is 1717Sharpe Ratio Rank
The Sortino Ratio Rank of MSED.L is 1616Sortino Ratio Rank
The Omega Ratio Rank of MSED.L is 1515Omega Ratio Rank
The Calmar Ratio Rank of MSED.L is 1010Calmar Ratio Rank
The Martin Ratio Rank of MSED.L is 1717Martin 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 50 DR UCITS C (MSED.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


MSED.L
Sharpe ratio
The chart of Sharpe ratio for MSED.L, currently valued at 0.68, compared to the broader market-2.000.002.004.000.68
Sortino ratio
The chart of Sortino ratio for MSED.L, currently valued at 1.01, compared to the broader market-2.000.002.004.006.008.0010.0012.001.01
Omega ratio
The chart of Omega ratio for MSED.L, currently valued at 1.12, compared to the broader market1.001.502.002.503.001.12
Calmar ratio
The chart of Calmar ratio for MSED.L, currently valued at 0.16, compared to the broader market0.005.0010.0015.000.16
Martin ratio
The chart of Martin ratio for MSED.L, currently valued at 2.29, compared to the broader market0.0020.0040.0060.0080.00100.002.29
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.90, compared to the broader market-2.000.002.004.002.90
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.87, compared to the broader market-2.000.002.004.006.008.0010.0012.003.87
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.54, compared to the broader market1.001.502.002.503.001.54
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 4.19, compared to the broader market0.005.0010.0015.004.19
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 18.72, compared to the broader market0.0020.0040.0060.0080.00100.0018.72

Sharpe Ratio

The current Lyxor Euro Stoxx 50 DR UCITS C Sharpe ratio is 0.68. 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 50 DR UCITS C 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 Ratio-1.00-0.500.000.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
0.68
2.07
MSED.L (Lyxor Euro Stoxx 50 DR UCITS C)
Benchmark (^GSPC)

Dividends

Dividend History


Lyxor Euro Stoxx 50 DR UCITS C doesn't pay dividends

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.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-51.29%
0
MSED.L (Lyxor Euro Stoxx 50 DR UCITS C)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Lyxor Euro Stoxx 50 DR UCITS C. 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 50 DR UCITS C was 58.05%, occurring on Oct 27, 2023. The portfolio has not yet recovered.

The current Lyxor Euro Stoxx 50 DR UCITS C drawdown is 51.29%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-58.05%Jul 31, 202364Oct 27, 2023
-31.52%Jan 20, 202043Mar 18, 2020177Nov 27, 2020220
-21.55%Nov 8, 202182Mar 7, 2022212Jan 11, 2023294
-21.05%Apr 14, 2015210Feb 11, 2016126Aug 11, 2016336
-16.71%Nov 3, 2017289Dec 27, 2018126Jun 28, 2019415

Volatility

Volatility Chart

The current Lyxor Euro Stoxx 50 DR UCITS C volatility is 4.01%, 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%JuneJulyAugustSeptemberOctoberNovember
4.01%
3.86%
MSED.L (Lyxor Euro Stoxx 50 DR UCITS C)
Benchmark (^GSPC)