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

Performance

EQDS.L vs. MMS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist) (EQDS.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

EQDS.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


EQDS.L

1D
0.54%
1M
0.43%
YTD
2.43%
6M
3.65%
1Y
6.98%
3Y*
7.40%
5Y*
6.53%
10Y*

MMS.L

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

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


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


Sectors
EQDS.L
MMS.L

Financial Services

28.6%
16.9%

Industrials

17.4%
21.8%

Consumer Defensive

12.0%
1.7%

Utilities

10.7%
3.4%

Healthcare

8.1%
7.7%

Consumer Cyclical

5.5%
10.9%

Energy

4.8%
5.6%

Communication Services

4.3%
3.0%

Technology

3.7%
10.3%

Real Estate

3.3%
12.8%

Basic Materials

1.7%
5.9%

Financial Services

EQDS.L
28.6%
MMS.L
16.9%

Industrials

EQDS.L
17.4%
MMS.L
21.8%

Consumer Defensive

EQDS.L
12.0%
MMS.L
1.7%

Utilities

EQDS.L
10.7%
MMS.L
3.4%

Healthcare

EQDS.L
8.1%
MMS.L
7.7%

Consumer Cyclical

EQDS.L
5.5%
MMS.L
10.9%

Energy

EQDS.L
4.8%
MMS.L
5.6%

Communication Services

EQDS.L
4.3%
MMS.L
3.0%

Technology

EQDS.L
3.7%
MMS.L
10.3%

Real Estate

EQDS.L
3.3%
MMS.L
12.8%

Basic Materials

EQDS.L
1.7%
MMS.L
5.9%

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Return for Risk

EQDS.L vs. MMS.L — Risk / Return Rank

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

EQDS.L
EQDS.L Risk / Return Rank: 1919
Overall Rank
EQDS.L Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
EQDS.L Sortino Ratio Rank: 1919
Sortino Ratio Rank
EQDS.L Omega Ratio Rank: 1919
Omega Ratio Rank
EQDS.L Calmar Ratio Rank: 1919
Calmar Ratio Rank
EQDS.L Martin Ratio Rank: 2020
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.

EQDS.L vs. MMS.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 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.


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

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.12

Calmar ratioReturn relative to maximum drawdown

0.72

Martin ratioReturn relative to average drawdown

2.20

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


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Sharpe Ratios by Period


EQDS.LMMS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

Drawdowns

EQDS.L vs. MMS.L - Drawdown Comparison


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Drawdown Indicators


EQDS.LMMS.LDifference

Max Drawdown

Largest peak-to-trough decline

-32.52%

Max Drawdown (1Y)

Largest decline over 1 year

-9.60%

Max Drawdown (3Y)

Largest decline over 3 years

-10.33%

Max Drawdown (5Y)

Largest decline over 5 years

-12.74%

Current Drawdown

Current decline from peak

-4.20%

Average Drawdown

Average peak-to-trough decline

-5.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.17%

Volatility

EQDS.L vs. MMS.L - Volatility Comparison


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Volatility by Period


EQDS.LMMS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.32%

Volatility (6M)

Calculated over the trailing 6-month period

8.67%

Volatility (1Y)

Calculated over the trailing 1-year period

10.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.79%

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

EQDS.L has a 0.28% expense ratio, which is lower than MMS.L's 0.40% expense ratio.


Dividends

EQDS.L vs. MMS.L - Dividend Comparison

EQDS.L's dividend yield for the trailing twelve months is around 0.03%, while MMS.L has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
EQDS.L
iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist)
0.03%0.03%0.03%0.04%0.04%0.05%0.03%0.05%0.05%0.01%
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%

Frequently Asked Questions


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 0.40% for MMS.L.

EQDS.L tracks MSCI Europe High Div Yld NR EUR, while MMS.L tracks MSCI EMU Small Cap NR EUR. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.28% for EQDS.L and 0.40% for MMS.L.

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