PortfoliosLab logoPortfoliosLab logo
EGRP.L vs. MMS.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EGRP.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 (EGRP.L) and Lyxor MSCI EMU Small Cap (DR) UCITS ETF - Dist (MMS.L). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

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


Different Trading Currencies

EGRP.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


EGRP.L

1D
-0.68%
1M
-2.02%
YTD
-3.64%
6M
0.82%
1Y
10.07%
3Y*
3.52%
5Y*
4.53%
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)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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

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


Return for Risk

EGRP.L vs. MMS.L — Risk / Return Rank

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

EGRP.L
EGRP.L Risk / Return Rank: 2828
Overall Rank
EGRP.L Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
EGRP.L Sortino Ratio Rank: 3232
Sortino Ratio Rank
EGRP.L Omega Ratio Rank: 3030
Omega Ratio Rank
EGRP.L Calmar Ratio Rank: 2323
Calmar Ratio Rank
EGRP.L Martin Ratio Rank: 2222
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.

EGRP.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 (EGRP.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.


EGRP.LMMS.LDifference

Sharpe ratio

Return per unit of total volatility

0.68

Sortino ratio

Return per unit of downside risk

1.02

Omega ratio

Gain probability vs. loss probability

1.13

Calmar ratio

Return relative to maximum drawdown

0.66

Martin ratio

Return relative to average drawdown

2.06

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


Loading graphics...

Sharpe Ratios by Period


EGRP.LMMS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

Dividends

EGRP.L vs. MMS.L - Dividend Comparison

EGRP.L's dividend yield for the trailing twelve months is around 2.28%, while MMS.L has not paid dividends to shareholders.


TTM202520242023202220212020201920182017
EGRP.L
WisdomTree Eurozone Quality Dividend Growth UCITS ETF - EUR
2.28%2.11%2.32%1.98%2.18%1.83%1.03%1.68%1.91%1.36%
MMS.L
Lyxor MSCI EMU Small Cap (DR) UCITS ETF - Dist
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

EGRP.L vs. MMS.L - Drawdown Comparison

The maximum EGRP.L drawdown since its inception was -26.89%, 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 EGRP.L and MMS.L.


Loading graphics...

Drawdown Indicators


EGRP.LMMS.LDifference

Max Drawdown

Largest peak-to-trough decline

-26.89%

0.00%

-26.89%

Max Drawdown (1Y)

Largest decline over 1 year

-12.29%

0.00%

-12.29%

Max Drawdown (5Y)

Largest decline over 5 years

-26.89%

Current Drawdown

Current decline from peak

-8.87%

0.00%

-8.87%

Average Drawdown

Average peak-to-trough decline

-7.22%

0.00%

-7.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.92%

0.00%

+3.92%

Volatility

EGRP.L vs. MMS.L - Volatility Comparison

WisdomTree Eurozone Quality Dividend Growth UCITS ETF - EUR (EGRP.L) has a higher volatility of 6.66% compared to Lyxor MSCI EMU Small Cap (DR) UCITS ETF - Dist (MMS.L) at 0.00%. This indicates that EGRP.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.


Loading graphics...

Volatility by Period


EGRP.LMMS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.66%

0.00%

+6.66%

Volatility (6M)

Calculated over the trailing 6-month period

11.49%

0.00%

+11.49%

Volatility (1Y)

Calculated over the trailing 1-year period

15.63%

0.00%

+15.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.79%

0.00%

+19.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.69%

0.00%

+25.69%