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CE2D.L vs. MEUD.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

CE2D.L vs. MEUD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amundi Index MSCI Europe UCITS ETF DR EUR (D) (CE2D.L) and Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc (MEUD.L). The values are adjusted to include any dividend payments, if applicable.

-6.00%-4.00%-2.00%0.00%2.00%4.00%JuneJulyAugustSeptemberOctoberNovember
-6.23%
-5.61%
CE2D.L
MEUD.L

Returns By Period

The year-to-date returns for both stocks are quite close, with CE2D.L having a 3.47% return and MEUD.L slightly lower at 3.41%.


CE2D.L

YTD

3.47%

1M

-3.83%

6M

-5.33%

1Y

7.87%

5Y (annualized)

6.68%

10Y (annualized)

N/A

MEUD.L

YTD

3.41%

1M

-3.67%

6M

-5.02%

1Y

8.14%

5Y (annualized)

6.68%

10Y (annualized)

7.48%

Key characteristics


CE2D.LMEUD.L
Sharpe Ratio0.780.79
Sortino Ratio1.161.17
Omega Ratio1.141.14
Calmar Ratio1.191.26
Martin Ratio3.263.36
Ulcer Index2.42%2.40%
Daily Std Dev10.08%10.20%
Max Drawdown-28.51%-28.57%
Current Drawdown-5.80%-5.56%

Compare stocks, funds, or ETFs

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


CE2D.L vs. MEUD.L - Expense Ratio Comparison

Both CE2D.L and MEUD.L have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


CE2D.L
Amundi Index MSCI Europe UCITS ETF DR EUR (D)
Expense ratio chart for CE2D.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%
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%

Correlation

-0.50.00.51.01.0

The correlation between CE2D.L and MEUD.L is 0.97, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Risk-Adjusted Performance

CE2D.L vs. MEUD.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Index MSCI Europe UCITS ETF DR EUR (D) (CE2D.L) and Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc (MEUD.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for CE2D.L, currently valued at 0.70, compared to the broader market0.002.004.000.700.75
The chart of Sortino ratio for CE2D.L, currently valued at 1.05, compared to the broader market-2.000.002.004.006.008.0010.0012.001.051.11
The chart of Omega ratio for CE2D.L, currently valued at 1.12, compared to the broader market0.501.001.502.002.503.001.121.13
The chart of Calmar ratio for CE2D.L, currently valued at 0.88, compared to the broader market0.005.0010.0015.000.880.96
The chart of Martin ratio for CE2D.L, currently valued at 3.01, compared to the broader market0.0020.0040.0060.0080.00100.003.013.28
CE2D.L
MEUD.L

The current CE2D.L Sharpe Ratio is 0.78, which is comparable to the MEUD.L Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of CE2D.L and MEUD.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio1.001.502.00JuneJulyAugustSeptemberOctoberNovember
0.70
0.75
CE2D.L
MEUD.L

Dividends

CE2D.L vs. MEUD.L - Dividend Comparison

CE2D.L's dividend yield for the trailing twelve months is around 2.65%, while MEUD.L has not paid dividends to shareholders.


TTM20232022202120202019
CE2D.L
Amundi Index MSCI Europe UCITS ETF DR EUR (D)
2.65%2.74%2.96%2.19%2.07%3.22%
MEUD.L
Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

CE2D.L vs. MEUD.L - Drawdown Comparison

The maximum CE2D.L drawdown since its inception was -28.51%, roughly equal to the maximum MEUD.L drawdown of -28.57%. Use the drawdown chart below to compare losses from any high point for CE2D.L and MEUD.L. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-9.91%
-9.37%
CE2D.L
MEUD.L

Volatility

CE2D.L vs. MEUD.L - Volatility Comparison

Amundi Index MSCI Europe UCITS ETF DR EUR (D) (CE2D.L) and Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc (MEUD.L) have volatilities of 4.57% and 4.77%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


3.00%3.50%4.00%4.50%5.00%JuneJulyAugustSeptemberOctoberNovember
4.57%
4.77%
CE2D.L
MEUD.L