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

Performance

EGRW.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 (EGRW.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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EGRW.L vs. MMS.L - Yearly Performance Comparison


Different Trading Currencies

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

Returns By Period

In the year-to-date period, EGRW.L achieves a -2.99% return, which is significantly lower than MMS.L's -0.15% return.


EGRW.L

1D
3.21%
1M
-4.82%
YTD
-2.99%
6M
2.81%
1Y
6.09%
3Y*
4.36%
5Y*
3.73%
10Y*

MMS.L

1D
-0.58%
1M
-0.26%
YTD
-0.15%
6M
-0.42%
1Y
-4.46%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

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


Return for Risk

EGRW.L vs. MMS.L — Risk / Return Rank

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

EGRW.L
EGRW.L Risk / Return Rank: 1818
Overall Rank
EGRW.L Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
EGRW.L Sortino Ratio Rank: 2121
Sortino Ratio Rank
EGRW.L Omega Ratio Rank: 2121
Omega Ratio Rank
EGRW.L Calmar Ratio Rank: 1212
Calmar Ratio Rank
EGRW.L Martin Ratio Rank: 1212
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.

EGRW.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 (EGRW.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.


EGRW.LMMS.LDifference

Sharpe ratio

Return per unit of total volatility

0.39

-0.83

+1.21

Sortino ratio

Return per unit of downside risk

0.63

-1.07

+1.70

Omega ratio

Gain probability vs. loss probability

1.09

0.87

+0.22

Calmar ratio

Return relative to maximum drawdown

0.00

-0.13

+0.13

Martin ratio

Return relative to average drawdown

0.01

-0.20

+0.21

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

The current EGRW.L Sharpe Ratio is 0.39, which is higher than the MMS.L Sharpe Ratio of -0.83. The chart below compares the historical Sharpe Ratios of EGRW.L and MMS.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


EGRW.LMMS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.39

-0.83

+1.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

-0.23

+0.72

Correlation

The correlation between EGRW.L and MMS.L is 0.12, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

EGRW.L vs. MMS.L - Dividend Comparison

EGRW.L's dividend yield for the trailing twelve months is around 2.29%, while MMS.L has not paid dividends to shareholders.


TTM202520242023202220212020201920182017
EGRW.L
WisdomTree Eurozone Quality Dividend Growth UCITS ETF - EUR
2.29%2.15%2.28%2.00%2.30%1.72%1.04%1.61%1.94%1.37%
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

EGRW.L vs. MMS.L - Drawdown Comparison

The maximum EGRW.L drawdown since its inception was -31.84%, which is greater than MMS.L's maximum drawdown of -6.85%. Use the drawdown chart below to compare losses from any high point for EGRW.L and MMS.L.


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Drawdown Indicators


EGRW.LMMS.LDifference

Max Drawdown

Largest peak-to-trough decline

-31.84%

0.00%

-31.84%

Max Drawdown (1Y)

Largest decline over 1 year

-11.33%

0.00%

-11.33%

Max Drawdown (5Y)

Largest decline over 5 years

-30.05%

Current Drawdown

Current decline from peak

-7.63%

0.00%

-7.63%

Average Drawdown

Average peak-to-trough decline

-6.45%

0.00%

-6.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.51%

0.00%

+4.51%

Volatility

EGRW.L vs. MMS.L - Volatility Comparison

WisdomTree Eurozone Quality Dividend Growth UCITS ETF - EUR (EGRW.L) has a higher volatility of 7.15% compared to Lyxor MSCI EMU Small Cap (DR) UCITS ETF - Dist (MMS.L) at 1.18%. This indicates that EGRW.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


EGRW.LMMS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.15%

1.18%

+5.97%

Volatility (6M)

Calculated over the trailing 6-month period

11.66%

2.80%

+8.86%

Volatility (1Y)

Calculated over the trailing 1-year period

17.02%

4.92%

+12.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.92%

4.57%

+16.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.40%

4.57%

+20.83%