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CNEG.L vs. MEUD.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CNEG.L vs. MEUD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Amundi MSCI China ESG Leaders Select UCITS ETF DR (C) (CNEG.L) and Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc (MEUD.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


CNEG.L

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

MEUD.L

1D
-0.44%
1M
0.29%
YTD
6.11%
6M
8.46%
1Y
18.77%
3Y*
13.79%
5Y*
9.79%
10Y*
10.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

CNEG.L vs. MEUD.L — Risk / Return Rank

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

CNEG.L

MEUD.L
MEUD.L Risk / Return Rank: 4646
Overall Rank
MEUD.L Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
MEUD.L Sortino Ratio Rank: 4848
Sortino Ratio Rank
MEUD.L Omega Ratio Rank: 5050
Omega Ratio Rank
MEUD.L Calmar Ratio Rank: 3939
Calmar Ratio Rank
MEUD.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.

CNEG.L vs. MEUD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI China ESG Leaders Select UCITS ETF DR (C) (CNEG.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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

CNEG.L vs. MEUD.L - Sharpe Ratio Comparison


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Sharpe Ratios by Period


CNEG.LMEUD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

Drawdowns

CNEG.L vs. MEUD.L - Drawdown Comparison


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Drawdown Indicators


CNEG.LMEUD.LDifference

Max Drawdown

Largest peak-to-trough decline

-28.57%

Max Drawdown (1Y)

Largest decline over 1 year

-10.53%

Max Drawdown (3Y)

Largest decline over 3 years

-12.61%

Max Drawdown (5Y)

Largest decline over 5 years

-17.09%

Max Drawdown (10Y)

Largest decline over 10 years

-28.57%

Current Drawdown

Current decline from peak

-1.77%

Average Drawdown

Average peak-to-trough decline

-6.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.91%

Volatility

CNEG.L vs. MEUD.L - Volatility Comparison


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Volatility by Period


CNEG.LMEUD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.38%

Volatility (6M)

Calculated over the trailing 6-month period

10.21%

Volatility (1Y)

Calculated over the trailing 1-year period

12.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.93%

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

CNEG.L has a 0.35% expense ratio, which is higher than MEUD.L's 0.15% expense ratio.


Dividends

CNEG.L vs. MEUD.L - Dividend Comparison

Neither CNEG.L nor MEUD.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


On fees, MEUD.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MEUD.L is cheaper with a 0.15% expense ratio, compared with 0.35% for CNEG.L.

CNEG.L is categorized as China Equities, while MEUD.L is Europe Equities. CNEG.L tracks MSCI China NR USD, while MEUD.L tracks MSCI Europe NR EUR. Their fees differ too: 0.35% for CNEG.L and 0.15% for MEUD.L.

Portfolio Optimizer

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