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CEUR.L vs. MEUG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CEUR.L vs. MEUG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Amundi MSCI Europe (CEUR.L) and Lyxor UCITS MSCI Europe D-EUR (MEUG.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with CEUR.L having a 6.66% return and MEUG.L slightly lower at 6.45%. Both investments have delivered pretty close results over the past 10 years, with CEUR.L having a 9.88% annualized return and MEUG.L not far ahead at 10.37%.


CEUR.L

1D
0.46%
1M
3.94%
YTD
6.66%
6M
8.98%
1Y
19.26%
3Y*
13.68%
5Y*
9.47%
10Y*
9.88%

MEUG.L

1D
0.49%
1M
3.47%
YTD
6.45%
6M
8.77%
1Y
19.14%
3Y*
13.58%
5Y*
9.94%
10Y*
10.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CEUR.L vs. MEUG.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CEUR.L
Amundi MSCI Europe
6.66%24.46%4.90%12.93%-5.96%17.02%2.29%19.59%-9.49%14.99%
MEUG.L
Lyxor UCITS MSCI Europe D-EUR
6.45%26.01%3.67%12.42%-3.12%15.71%2.31%20.16%-9.59%15.90%

Correlation

The correlation between CEUR.L and MEUG.L is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.97

Correlation (3Y)
Calculated over the trailing 3-year period

0.67

Correlation (5Y)
Calculated over the trailing 5-year period

0.57

Correlation (10Y)
Calculated over the trailing 10-year period

0.66

Correlation (All Time)
Calculated using the full available price history since Apr 29, 2015

0.61

Over the past year, CEUR.L and MEUG.L have become more correlated (0.97) than their long-term average of 0.61, meaning their price movements have been converging.

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Return for Risk

CEUR.L vs. MEUG.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CEUR.L
CEUR.L Risk / Return Rank: 4242
Overall Rank
CEUR.L Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
CEUR.L Sortino Ratio Rank: 4545
Sortino Ratio Rank
CEUR.L Omega Ratio Rank: 4747
Omega Ratio Rank
CEUR.L Calmar Ratio Rank: 3636
Calmar Ratio Rank
CEUR.L Martin Ratio Rank: 3939
Martin Ratio Rank

MEUG.L
MEUG.L Risk / Return Rank: 4444
Overall Rank
MEUG.L Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
MEUG.L Sortino Ratio Rank: 4646
Sortino Ratio Rank
MEUG.L Omega Ratio Rank: 5050
Omega Ratio Rank
MEUG.L Calmar Ratio Rank: 3737
Calmar Ratio Rank
MEUG.L Martin Ratio Rank: 4141
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.

CEUR.L vs. MEUG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI Europe (CEUR.L) and Lyxor UCITS MSCI Europe D-EUR (MEUG.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.


CEUR.LMEUG.LDifference
Sharpe ratioReturn per unit of total volatility

-0.07

Sortino ratioReturn per unit of downside risk

-0.09

Omega ratioGain probability vs. loss probability

1.29

1.31

-0.01

Calmar ratioReturn relative to maximum drawdown

1.74

1.82

-0.08

Martin ratioReturn relative to average drawdown

6.06

6.45

-0.39

CEUR.L vs. MEUG.L - Sharpe Ratio Comparison

The current CEUR.L Sharpe Ratio is 1.54, which is comparable to the MEUG.L Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of CEUR.L and MEUG.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


CEUR.LMEUG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.54

1.61

-0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

1.05

-0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

0.95

-0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.81

-0.25

Drawdowns

CEUR.L vs. MEUG.L - Drawdown Comparison

The maximum CEUR.L drawdown since its inception was -28.63%, roughly equal to the maximum MEUG.L drawdown of -28.58%. Use the drawdown chart below to compare losses from any high point for CEUR.L and MEUG.L.


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Drawdown Indicators


CEUR.LMEUG.LDifference

Max Drawdown

Largest peak-to-trough decline

-28.63%

-28.58%

-0.05%

Max Drawdown (1Y)

Largest decline over 1 year

-11.05%

-10.47%

-0.58%

Max Drawdown (3Y)

Largest decline over 3 years

-12.66%

-12.69%

+0.03%

Max Drawdown (5Y)

Largest decline over 5 years

-17.85%

-15.18%

-2.67%

Max Drawdown (10Y)

Largest decline over 10 years

-28.63%

-28.58%

-0.05%

Current Drawdown

Current decline from peak

-1.52%

-1.41%

-0.11%

Average Drawdown

Average peak-to-trough decline

-4.58%

-4.37%

-0.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.17%

2.96%

+0.21%

Volatility

CEUR.L vs. MEUG.L - Volatility Comparison

Amundi MSCI Europe (CEUR.L) has a higher volatility of 4.25% compared to Lyxor UCITS MSCI Europe D-EUR (MEUG.L) at 3.82%. This indicates that CEUR.L's price experiences larger fluctuations and is considered to be riskier than MEUG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CEUR.LMEUG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.25%

3.82%

+0.43%

Volatility (6M)

Calculated over the trailing 6-month period

10.53%

9.93%

+0.60%

Volatility (1Y)

Calculated over the trailing 1-year period

12.44%

11.84%

+0.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.88%

19.14%

-5.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.97%

19.39%

-4.42%

CEUR.L vs. MEUG.L - Expense Ratio Comparison

CEUR.L has a 0.05% expense ratio, which is lower than MEUG.L's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

CEUR.L vs. MEUG.L - Dividend Comparison

Neither CEUR.L nor MEUG.L has paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
CEUR.L
Amundi MSCI Europe
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MEUG.L
Lyxor UCITS MSCI Europe D-EUR
0.00%0.00%0.00%0.00%0.00%0.00%1.70%3.42%3.73%3.07%3.39%3.60%

Frequently Asked Questions


With a correlation of 0.97, CEUR.L and MEUG.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, CEUR.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CEUR.L is cheaper with a 0.05% expense ratio, compared with 0.25% for MEUG.L.

Both ETFs track MSCI Europe NR EUR. Their fees differ too: 0.05% for CEUR.L and 0.25% for MEUG.L.

Portfolio Optimizer

Find the right allocation for CEUR.L and MEUG.L

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