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Issuer
L&G
Inception Date
Aug 30, 2019
Leveraged
1x (No leverage)
Index Tracked
L&G MSCI Europe Select UCITS ETF - EUR Accumulating ETF
Distribution Policy
Accumulating
Asset Class
Equity

Share Price Chart


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Performance

RIEU.L Performance Chart

L&G MSCI Europe Select UCITS ETF - EUR Accumulating ETF (RIEU.L) is up 8.6% since the beginning of the year. RIEU.L is currently trading at €20 per share. Investors who bought €1,000 worth of RIEU.L shares 5 years ago would now be looking at an investment worth €1,492.


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S&P 500 Index

Returns By Period

L&G MSCI Europe Select UCITS ETF - EUR Accumulating ETF (RIEU.L) has returned 8.55% so far this year and 16.21% over the past 12 months.


L&G MSCI Europe Select UCITS ETF - EUR Accumulating ETF

1D
-0.50%
1M
1.30%
6M
5.51%
YTD
8.55%
1Y
16.21%
3Y*
12.73%
5Y*
8.33%
10Y*

Benchmark (S&P 500 Index)

1D
-0.09%
1M
1.27%
6M
10.98%
YTD
13.27%
1Y
22.64%
3Y*
18.04%
5Y*
12.49%
10Y*
12.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RIEU.L Monthly Returns History

Based on dividend-adjusted daily data since Aug 30, 2019, RIEU.L's average daily return is +0.04%, while the average monthly return is +0.87%. At this rate, an investment would double in approximately 6.7 years.

Historically, 63% of months were positive and 37% were negative. The best month was Nov 2020 with a return of +13.4%, while the worst month was Mar 2020 at -14.2%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 3 months.

On a daily basis, RIEU.L closed higher 53% of trading days. The best single day was Mar 24, 2020 with a return of +7.5%, while the worst single day was Mar 16, 2020 at -7.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.94%5.06%-8.61%5.10%1.92%3.25%-0.70%8.55%
20256.79%3.48%-3.36%-1.56%4.08%-1.81%0.18%1.01%1.36%1.92%1.03%1.86%15.57%
20241.96%2.27%3.36%-1.69%3.84%-0.51%1.67%1.64%0.12%-3.84%0.97%-0.45%9.47%
20236.54%1.53%0.43%2.28%-1.83%2.25%1.74%-2.78%-2.35%-4.20%7.13%4.32%15.33%
2022-4.91%-3.75%0.89%-1.45%-1.62%-7.06%8.34%-5.64%-6.61%5.69%6.91%-2.35%-12.34%
2021-0.85%2.29%6.57%2.60%2.99%1.15%2.11%2.04%-3.48%4.61%-2.40%5.26%24.84%

Benchmark Metrics

L&G MSCI Europe Select UCITS ETF - EUR Accumulating ETF has an annualized alpha of 5.08%, beta of 0.36, and R2 of 0.19 versus S&P 500 Index. Calculated based on daily prices since August 30, 2019.

  • This ETF participated in 82.52% of S&P 500 Index downside but only 70.18% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.36 may look defensive, but with R2 of 0.19 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.19 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
5.08%
Beta
0.36
0.19
Upside Capture
70.18%
Downside Capture
82.52%

Expense Ratio

RIEU.L has an expense ratio of 0.10%, which is considered low.


Return for Risk

Risk / Return Rank

RIEU.L ranks 43 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


RIEU.L Risk / Return Rank: 4343
Overall Rank
RIEU.L Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
RIEU.L Sortino Ratio Rank: 4545
Sortino Ratio Rank
RIEU.L Omega Ratio Rank: 4545
Omega Ratio Rank
RIEU.L Calmar Ratio Rank: 3838
Calmar Ratio Rank
RIEU.L Martin Ratio Rank: 4343
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for L&G MSCI Europe Select UCITS ETF - EUR Accumulating ETF (RIEU.L) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


RIEU.LBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.49

Sortino ratioReturn per unit of downside risk

-0.46

Omega ratioGain probability vs. loss probability

1.24

1.33

-0.09

Calmar ratioReturn relative to maximum drawdown

1.62

3.01

-1.38

Martin ratioReturn relative to average drawdown

5.67

11.10

-5.43

Dividends

Dividend History


L&G MSCI Europe Select UCITS ETF - EUR Accumulating ETF 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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the L&G MSCI Europe Select UCITS ETF - EUR Accumulating ETF. 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 L&G MSCI Europe Select UCITS ETF - EUR Accumulating ETF was 34.22%, occurring on Mar 18, 2020. Recovery took 230 trading sessions.

The current L&G MSCI Europe Select UCITS ETF - EUR Accumulating ETF drawdown is 2.14%.


Drawdown

Fall

Recovery

Underwater

Related event

-34.22%Mar 2020
27d11mo 4d
12mo 1dFeb 2020 - Feb 2021
COVID crash2020
-22.82%Sep 2022
8mo 26d1y 3mo
2y 19dJan 2022 - Jan 2024
Bear market2022
-16.18%Apr 2025
1mo 6d5mo 26d
7mo 2dMar 2025 - Oct 2025
2025 selloff2025
-10.20%Mar 2026
18d3mo 4d
3mo 22dMar 2026 - Jun 2026
-7.17%Aug 2024
21d24d
1mo 15dJul 2024 - Aug 2024

Drawdown Indicators


RIEU.LBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-34.22%

-51.17%

+16.95%

Max Drawdown (1Y)

Largest decline over 1 year

-10.20%

-7.57%

-2.63%

Max Drawdown (3Y)

Largest decline over 3 years

-16.18%

-23.99%

+7.81%

Max Drawdown (5Y)

Largest decline over 5 years

-22.82%

-23.99%

+1.17%

Max Drawdown (10Y)

Largest decline over 10 years

-33.42%

Current Drawdown

Current decline from peak

-2.14%

-0.52%

-1.62%

Average Drawdown

Average peak-to-trough decline

-5.56%

-8.90%

+3.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.92%

2.04%

+0.88%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with RIEU.L

Add L&G MSCI Europe Select UCITS ETF - EUR Accumulating ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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