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

Performance

ESRG.L vs. MMS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Amundi Index MSCI Europe SRI PAB UCITS ETF DR (C) (ESRG.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

ESRG.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


ESRG.L

1D
-0.67%
1M
3.13%
YTD
4.74%
6M
5.87%
1Y
5.78%
3Y*
7.17%
5Y*
5.55%
10Y*

MMS.L

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

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


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


Sectors
ESRG.L
MMS.L

Financial Services

23.1%
16.9%

Industrials

22.2%
21.8%

Healthcare

15.1%
7.7%

Technology

13.9%
10.3%

Consumer Cyclical

6.2%
10.9%

Consumer Defensive

5.9%
1.7%

Basic Materials

5.7%
5.9%

Communication Services

3.3%
3.0%

Utilities

2.8%
3.4%

Real Estate

1.8%
12.8%

Energy

0.0%
5.6%

Financial Services

ESRG.L
23.1%
MMS.L
16.9%

Industrials

ESRG.L
22.2%
MMS.L
21.8%

Healthcare

ESRG.L
15.1%
MMS.L
7.7%

Technology

ESRG.L
13.9%
MMS.L
10.3%

Consumer Cyclical

ESRG.L
6.2%
MMS.L
10.9%

Consumer Defensive

ESRG.L
5.9%
MMS.L
1.7%

Basic Materials

ESRG.L
5.7%
MMS.L
5.9%

Communication Services

ESRG.L
3.3%
MMS.L
3.0%

Utilities

ESRG.L
2.8%
MMS.L
3.4%

Real Estate

ESRG.L
1.8%
MMS.L
12.8%

Energy

ESRG.L
0.0%
MMS.L
5.6%

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Return for Risk

ESRG.L vs. MMS.L — Risk / Return Rank

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

ESRG.L
ESRG.L Risk / Return Rank: 1717
Overall Rank
ESRG.L Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
ESRG.L Sortino Ratio Rank: 1717
Sortino Ratio Rank
ESRG.L Omega Ratio Rank: 1717
Omega Ratio Rank
ESRG.L Calmar Ratio Rank: 1616
Calmar Ratio Rank
ESRG.L Martin Ratio Rank: 1818
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.

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

This table presents a comparison of risk-adjusted performance metrics for Amundi Index MSCI Europe SRI PAB UCITS ETF DR (C) (ESRG.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.


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

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.10

Calmar ratioReturn relative to maximum drawdown

0.59

Martin ratioReturn relative to average drawdown

1.82

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


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Sharpe Ratios by Period


ESRG.LMMS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

Drawdowns

ESRG.L vs. MMS.L - Drawdown Comparison


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Drawdown Indicators


ESRG.LMMS.LDifference

Max Drawdown

Largest peak-to-trough decline

-24.73%

Max Drawdown (1Y)

Largest decline over 1 year

-11.29%

Max Drawdown (3Y)

Largest decline over 3 years

-12.96%

Max Drawdown (5Y)

Largest decline over 5 years

-21.28%

Current Drawdown

Current decline from peak

-0.79%

Average Drawdown

Average peak-to-trough decline

-4.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.70%

Volatility

ESRG.L vs. MMS.L - Volatility Comparison


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Volatility by Period


ESRG.LMMS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.92%

Volatility (6M)

Calculated over the trailing 6-month period

10.71%

Volatility (1Y)

Calculated over the trailing 1-year period

13.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.88%

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

ESRG.L has a 0.18% expense ratio, which is lower than MMS.L's 0.40% expense ratio.


Dividends

ESRG.L vs. MMS.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


On fees, ESRG.L is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ESRG.L is cheaper with a 0.18% expense ratio, compared with 0.40% for MMS.L.

ESRG.L tracks MSCI Europe NR EUR, while MMS.L tracks MSCI EMU Small Cap NR EUR. Their fees differ too: 0.18% for ESRG.L and 0.40% for MMS.L.

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