EQDS.L vs. MIBX.L
EQDS.L (iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist)) and MIBX.L (Lyxor FTSE MIB UCITS ETF - Dist) are both Europe Equities funds - EQDS.L tracks the MSCI Europe High Div Yld NR EUR while MIBX.L tracks the FTSE Italia AllShare TR EUR. Both are passively managed. Over the past 5 years, EQDS.L returned 11.20%/yr vs 20.98%/yr for MIBX.L. A 0.78 correlation means they provide meaningful diversification when combined. EQDS.L charges 0.28%/yr vs 0.35%/yr for MIBX.L.
Performance
EQDS.L vs. MIBX.L - Performance Comparison
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Returns By Period
In the year-to-date period, EQDS.L achieves a 8.49% return, which is significantly lower than MIBX.L's 16.06% return.
EQDS.L
- 1D
- 0.40%
- 1M
- 1.13%
- 6M
- 8.64%
- YTD
- 8.49%
- 1Y
- 14.24%
- 3Y*
- 12.13%
- 5Y*
- 11.20%
- 10Y*
- —
- ALL TIME*
- 5.48%
MIBX.L
- 1D
- 0.12%
- 1M
- -3.50%
- 6M
- 15.45%
- YTD
- 16.06%
- 1Y
- 31.83%
- 3Y*
- 26.51%
- 5Y*
- 20.98%
- 10Y*
- 16.09%
- ALL TIME*
- 2.90%
EQDS.L vs. MIBX.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EQDS.L iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist) | 8.49% | 16.53% | 6.00% | 12.95% | 7.23% | 11.21% | -5.09% | 18.71% | -9.16% | -12.01% |
MIBX.L Lyxor FTSE MIB UCITS ETF - Dist | 16.06% | 43.78% | 13.17% | 30.61% | -3.53% | 18.16% | 1.49% | 25.15% | -12.72% | 5.75% |
Correlation
The correlation between EQDS.L and MIBX.L is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.68 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.73 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.76 |
Correlation (All Time) Calculated using the full available price history since Jun 12, 2017 | 0.78 |
The correlation between EQDS.L and MIBX.L has been stable across timeframes, ranging from 0.68 to 0.78 - a consistent structural relationship.
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Return for Risk
EQDS.L vs. MIBX.L — Risk / Return Rank
EQDS.L
MIBX.L
EQDS.L vs. MIBX.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist) (EQDS.L) and Lyxor FTSE MIB UCITS ETF - Dist (MIBX.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EQDS.L | MIBX.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.75 | ||
| Sortino ratioReturn per unit of downside risk | -0.99 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.36 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 1.48 | 3.09 | -1.61 |
| Martin ratioReturn relative to average drawdown | 4.67 | 10.92 | -6.25 |
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Drawdowns
EQDS.L vs. MIBX.L - Drawdown Comparison
The maximum EQDS.L drawdown since its inception was -35.29%, smaller than the maximum MIBX.L drawdown of -67.93%. Use the drawdown chart below to compare losses from any high point for EQDS.L and MIBX.L.
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Drawdown Indicators
| EQDS.L | MIBX.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.29% | -67.93% | +32.64% |
Max Drawdown (1Y)Largest decline over 1 year | -9.60% | -10.26% | +0.66% |
Max Drawdown (3Y)Largest decline over 3 years | -10.33% | -15.64% | +5.31% |
Max Drawdown (5Y)Largest decline over 5 years | -11.74% | -24.06% | +12.32% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.10% | — |
Current DrawdownCurrent decline from peak | -1.31% | -3.50% | +2.19% |
Average DrawdownAverage peak-to-trough decline | -7.51% | -39.71% | +32.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.04% | 2.91% | +0.13% |
Volatility
EQDS.L vs. MIBX.L - Volatility Comparison
The current volatility for iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist) (EQDS.L) is 2.71%, while Lyxor FTSE MIB UCITS ETF - Dist (MIBX.L) has a volatility of 3.86%. This indicates that EQDS.L experiences smaller price fluctuations and is considered to be less risky than MIBX.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EQDS.L | MIBX.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.71% | 3.86% | -1.15% |
Volatility (6M)Calculated over the trailing 6-month period | 8.77% | 12.69% | -3.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.65% | 15.25% | -4.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.29% | 17.89% | -5.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.98% | 18.84% | -3.86% |
EQDS.L vs. MIBX.L - Expense Ratio Comparison
EQDS.L has a 0.28% expense ratio, which is lower than MIBX.L's 0.35% expense ratio.
Dividends
EQDS.L vs. MIBX.L - Dividend Comparison
EQDS.L's dividend yield for the trailing twelve months is around 3.08%, less than MIBX.L's 3.17% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EQDS.L iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist) | 3.08% | 2.96% | 3.16% | 3.58% | 4.14% | 4.63% | 3.25% | 4.54% | 0.00% | 0.00% | 0.00% | 0.00% |
MIBX.L Lyxor FTSE MIB UCITS ETF - Dist | 3.17% | 3.68% | 3.93% | 3.73% | 3.88% | 2.09% | 1.55% | 4.02% | 4.05% | 2.75% | 3.56% | 3.05% |
Frequently Asked Questions
EQDS.L and MIBX.L have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EQDS.L is cheaper at 0.28% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EQDS.L is cheaper with a 0.28% expense ratio, compared with 0.35% for MIBX.L.
EQDS.L tracks MSCI Europe High Div Yld NR EUR, while MIBX.L tracks FTSE Italia AllShare TR EUR. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.28% for EQDS.L and 0.35% for MIBX.L.
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