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CS51.L vs. MMS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CS51.L vs. MMS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares VII plc - iShares Core EURO STOXX 50 ETF EUR Acc (CS51.L) and Lyxor MSCI EMU Small Cap (DR) UCITS ETF - Dist (MMS.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CS51.L is traded in GBp, while MMS.L is traded in GBP. To make them comparable, the MMS.L values have been converted to GBp using the latest available exchange rates.

Returns By Period


CS51.L

1D
0.98%
1M
2.01%
YTD
6.51%
6M
7.62%
1Y
18.84%
3Y*
15.75%
5Y*
11.67%
10Y*
11.56%

MMS.L

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CS51.L vs. MMS.L - Yearly Performance Comparison


CS51.L vs. MMS.L - Sectors Allocation Comparison


Sectors
CS51.L
MMS.L

Financial Services

25.0%
16.9%

Industrials

21.7%
21.8%

Technology

17.6%
10.3%

Consumer Cyclical

9.8%
10.9%

Consumer Defensive

5.5%
1.7%

Healthcare

5.2%
7.7%

Energy

4.8%
5.6%

Utilities

4.5%
3.4%

Basic Materials

3.5%
5.9%

Communication Services

2.4%
3.0%

Real Estate

-

12.8%

Financial Services

CS51.L
25.0%
MMS.L
16.9%

Industrials

CS51.L
21.7%
MMS.L
21.8%

Technology

CS51.L
17.6%
MMS.L
10.3%

Consumer Cyclical

CS51.L
9.8%
MMS.L
10.9%

Consumer Defensive

CS51.L
5.5%
MMS.L
1.7%

Healthcare

CS51.L
5.2%
MMS.L
7.7%

Energy

CS51.L
4.8%
MMS.L
5.6%

Utilities

CS51.L
4.5%
MMS.L
3.4%

Basic Materials

CS51.L
3.5%
MMS.L
5.9%

Communication Services

CS51.L
2.4%
MMS.L
3.0%

Real Estate

CS51.L

-

MMS.L
12.8%

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Return for Risk

CS51.L vs. MMS.L — Risk / Return Rank

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

CS51.L
CS51.L Risk / Return Rank: 3535
Overall Rank
CS51.L Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
CS51.L Sortino Ratio Rank: 3636
Sortino Ratio Rank
CS51.L Omega Ratio Rank: 3535
Omega Ratio Rank
CS51.L Calmar Ratio Rank: 3434
Calmar Ratio Rank
CS51.L Martin Ratio Rank: 3636
Martin Ratio Rank

MMS.L
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.

CS51.L vs. MMS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares VII plc - iShares Core EURO STOXX 50 ETF EUR Acc (CS51.L) and Lyxor MSCI EMU Small Cap (DR) UCITS ETF - Dist (MMS.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.


CS51.LMMS.LDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.23

Calmar ratioReturn relative to maximum drawdown

1.65

Martin ratioReturn relative to average drawdown

5.52

CS51.L vs. MMS.L - Sharpe Ratio Comparison


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Sharpe Ratios by Period


CS51.LMMS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

Drawdowns

CS51.L vs. MMS.L - Drawdown Comparison


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Drawdown Indicators


CS51.LMMS.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.12%

Max Drawdown (1Y)

Largest decline over 1 year

-11.49%

Max Drawdown (3Y)

Largest decline over 3 years

-14.03%

Max Drawdown (5Y)

Largest decline over 5 years

-21.70%

Max Drawdown (10Y)

Largest decline over 10 years

-33.12%

Current Drawdown

Current decline from peak

-0.45%

Average Drawdown

Average peak-to-trough decline

-5.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.43%

Volatility

CS51.L vs. MMS.L - Volatility Comparison


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Volatility by Period


CS51.LMMS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.93%

Volatility (6M)

Calculated over the trailing 6-month period

12.42%

Volatility (1Y)

Calculated over the trailing 1-year period

15.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.01%

CS51.L vs. MMS.L - Expense Ratio Comparison

CS51.L has a 0.10% expense ratio, which is lower than MMS.L's 0.40% expense ratio.


Dividends

CS51.L vs. MMS.L - Dividend Comparison

Neither CS51.L nor MMS.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


On fees, CS51.L is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CS51.L is cheaper with a 0.10% expense ratio, compared with 0.40% for MMS.L.

CS51.L tracks MSCI EMU NR EUR, while MMS.L tracks MSCI EMU Small Cap NR EUR. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.10% for CS51.L and 0.40% for MMS.L.

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