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

Performance

EDIV.L vs. MMS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Lyxor S&P Eurozone ESG Dividend Aristocrats (DR) UCITS ETF - Acc (EDIV.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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EDIV.L vs. MMS.L - Yearly Performance Comparison


Returns By Period


EDIV.L

1D
1.86%
1M
-1.69%
YTD
4.32%
6M
6.74%
1Y
14.87%
3Y*
11.96%
5Y*
10Y*

MMS.L

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
0.00%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

EDIV.L has a 0.30% expense ratio, which is lower than MMS.L's 0.40% expense ratio.


Return for Risk

EDIV.L vs. MMS.L — Risk / Return Rank

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

EDIV.L
EDIV.L Risk / Return Rank: 5858
Overall Rank
EDIV.L Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
EDIV.L Sortino Ratio Rank: 5757
Sortino Ratio Rank
EDIV.L Omega Ratio Rank: 5858
Omega Ratio Rank
EDIV.L Calmar Ratio Rank: 6060
Calmar Ratio Rank
EDIV.L Martin Ratio Rank: 5353
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.

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

This table presents a comparison of risk-adjusted performance metrics for Lyxor S&P Eurozone ESG Dividend Aristocrats (DR) UCITS ETF - Acc (EDIV.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.


EDIV.LMMS.LDifference

Sharpe ratio

Return per unit of total volatility

1.17

Sortino ratio

Return per unit of downside risk

1.56

Omega ratio

Gain probability vs. loss probability

1.23

Calmar ratio

Return relative to maximum drawdown

1.71

Martin ratio

Return relative to average drawdown

5.83

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


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Sharpe Ratios by Period


EDIV.LMMS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

Dividends

EDIV.L vs. MMS.L - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

EDIV.L vs. MMS.L - Drawdown Comparison

The maximum EDIV.L drawdown since its inception was -22.80%, which is greater than MMS.L's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for EDIV.L and MMS.L.


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Drawdown Indicators


EDIV.LMMS.LDifference

Max Drawdown

Largest peak-to-trough decline

-22.80%

0.00%

-22.80%

Max Drawdown (1Y)

Largest decline over 1 year

-8.91%

0.00%

-8.91%

Current Drawdown

Current decline from peak

-3.68%

0.00%

-3.68%

Average Drawdown

Average peak-to-trough decline

-5.35%

0.00%

-5.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.61%

0.00%

+2.61%

Volatility

EDIV.L vs. MMS.L - Volatility Comparison

Lyxor S&P Eurozone ESG Dividend Aristocrats (DR) UCITS ETF - Acc (EDIV.L) has a higher volatility of 4.60% compared to Lyxor MSCI EMU Small Cap (DR) UCITS ETF - Dist (MMS.L) at 0.00%. This indicates that EDIV.L's price experiences larger fluctuations and is considered to be riskier than MMS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EDIV.LMMS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.60%

0.00%

+4.60%

Volatility (6M)

Calculated over the trailing 6-month period

8.62%

0.00%

+8.62%

Volatility (1Y)

Calculated over the trailing 1-year period

12.63%

0.00%

+12.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.12%

0.00%

+14.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.12%

0.00%

+14.12%