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

Performance

EGRG.L vs. MMS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in WisdomTree Eurozone Quality Dividend Growth UCITS ETF - EUR Acc (EGRG.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

EGRG.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


EGRG.L

1D
0.26%
1M
5.98%
YTD
5.70%
6M
6.98%
1Y
12.97%
3Y*
7.25%
5Y*
4.19%
10Y*

MMS.L

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

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


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


Sectors
EGRG.L
MMS.L

Industrials

24.4%
21.8%

Consumer Cyclical

23.1%
10.9%

Financial Services

17.0%
16.9%

Technology

9.6%
10.3%

Communication Services

9.3%
3.0%

Healthcare

2.9%
7.7%

Basic Materials

2.7%
5.9%

Energy

1.2%
5.6%

Consumer Defensive

0.9%
1.7%

Real Estate

0.3%
12.8%

Utilities

0.2%
3.4%

Industrials

EGRG.L
24.4%
MMS.L
21.8%

Consumer Cyclical

EGRG.L
23.1%
MMS.L
10.9%

Financial Services

EGRG.L
17.0%
MMS.L
16.9%

Technology

EGRG.L
9.6%
MMS.L
10.3%

Communication Services

EGRG.L
9.3%
MMS.L
3.0%

Healthcare

EGRG.L
2.9%
MMS.L
7.7%

Basic Materials

EGRG.L
2.7%
MMS.L
5.9%

Energy

EGRG.L
1.2%
MMS.L
5.6%

Consumer Defensive

EGRG.L
0.9%
MMS.L
1.7%

Real Estate

EGRG.L
0.3%
MMS.L
12.8%

Utilities

EGRG.L
0.2%
MMS.L
3.4%

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Return for Risk

EGRG.L vs. MMS.L — Risk / Return Rank

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

EGRG.L
EGRG.L Risk / Return Rank: 2525
Overall Rank
EGRG.L Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
EGRG.L Sortino Ratio Rank: 2525
Sortino Ratio Rank
EGRG.L Omega Ratio Rank: 2525
Omega Ratio Rank
EGRG.L Calmar Ratio Rank: 2323
Calmar Ratio Rank
EGRG.L Martin Ratio Rank: 2626
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.

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

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Eurozone Quality Dividend Growth UCITS ETF - EUR Acc (EGRG.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.


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

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.16

Calmar ratioReturn relative to maximum drawdown

1.06

Martin ratioReturn relative to average drawdown

3.42

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


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Sharpe Ratios by Period


EGRG.LMMS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.77

Drawdowns

EGRG.L vs. MMS.L - Drawdown Comparison


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Drawdown Indicators


EGRG.LMMS.LDifference

Max Drawdown

Largest peak-to-trough decline

-29.27%

Max Drawdown (1Y)

Largest decline over 1 year

-12.17%

Max Drawdown (3Y)

Largest decline over 3 years

-14.98%

Max Drawdown (5Y)

Largest decline over 5 years

-28.06%

Current Drawdown

Current decline from peak

-0.49%

Average Drawdown

Average peak-to-trough decline

-7.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.78%

Volatility

EGRG.L vs. MMS.L - Volatility Comparison


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Volatility by Period


EGRG.LMMS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.17%

Volatility (6M)

Calculated over the trailing 6-month period

13.08%

Volatility (1Y)

Calculated over the trailing 1-year period

15.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.58%

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

EGRG.L has a 0.29% expense ratio, which is lower than MMS.L's 0.40% expense ratio.


Dividends

EGRG.L vs. MMS.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


On fees, EGRG.L is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EGRG.L is cheaper with a 0.29% expense ratio, compared with 0.40% for MMS.L.

EGRG.L tracks MSCI EMU NR EUR, while MMS.L tracks MSCI EMU Small Cap NR EUR. They also come from different issuers: WisdomTree and Amundi. Their fees differ too: 0.29% for EGRG.L and 0.40% for MMS.L.

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