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EUE.L vs. LMVF.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EUE.L vs. LMVF.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Core EURO STOXX 50 UCITS ETF EUR (Dist) (EUE.L) and Amundi MSCI EMU UCITS ETF Dist (LMVF.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

EUE.L is traded in GBp, while LMVF.DE is traded in EUR. To make them comparable, the LMVF.DE values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, EUE.L achieves a 6.60% return, which is significantly lower than LMVF.DE's 7.97% return.


EUE.L

1D
0.97%
1M
4.94%
YTD
6.60%
6M
7.73%
1Y
19.02%
3Y*
15.72%
5Y*
11.67%
10Y*
11.61%

LMVF.DE

1D
0.68%
1M
2.12%
YTD
7.97%
6M
9.66%
1Y
20.94%
3Y*
16.21%
5Y*
10.73%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUE.L vs. LMVF.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EUE.L
iShares Core EURO STOXX 50 UCITS ETF EUR (Dist)
6.60%27.87%6.16%20.16%-3.39%15.38%3.14%21.68%-10.63%-1.17%
LMVF.DE
Amundi MSCI EMU UCITS ETF Dist
7.97%31.30%4.57%16.47%-7.08%13.53%4.88%20.79%-11.86%-0.54%

Correlation

The correlation between EUE.L and LMVF.DE is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.92

Correlation (3Y)
Calculated over the trailing 3-year period

0.94

Correlation (5Y)
Calculated over the trailing 5-year period

0.94

Correlation (All Time)
Calculated using the full available price history since Dec 11, 2017

0.93

The correlation between EUE.L and LMVF.DE has been stable across timeframes, ranging from 0.92 to 0.94 - a consistent structural relationship.

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Return for Risk

EUE.L vs. LMVF.DE — Risk / Return Rank

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

EUE.L
EUE.L Risk / Return Rank: 3535
Overall Rank
EUE.L Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
EUE.L Sortino Ratio Rank: 3737
Sortino Ratio Rank
EUE.L Omega Ratio Rank: 3535
Omega Ratio Rank
EUE.L Calmar Ratio Rank: 3434
Calmar Ratio Rank
EUE.L Martin Ratio Rank: 3636
Martin Ratio Rank

LMVF.DE
LMVF.DE Risk / Return Rank: 3737
Overall Rank
LMVF.DE Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
LMVF.DE Sortino Ratio Rank: 3636
Sortino Ratio Rank
LMVF.DE Omega Ratio Rank: 3535
Omega Ratio Rank
LMVF.DE Calmar Ratio Rank: 3636
Calmar Ratio Rank
LMVF.DE Martin Ratio Rank: 4242
Martin Ratio Rank
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.

EUE.L vs. LMVF.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core EURO STOXX 50 UCITS ETF EUR (Dist) (EUE.L) and Amundi MSCI EMU UCITS ETF Dist (LMVF.DE). 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.


EUE.LLMVF.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.24

Sortino ratioReturn per unit of downside risk

-0.31

Omega ratioGain probability vs. loss probability

1.23

1.27

-0.04

Calmar ratioReturn relative to maximum drawdown

1.64

1.93

-0.29

Martin ratioReturn relative to average drawdown

5.51

6.99

-1.48

EUE.L vs. LMVF.DE - Sharpe Ratio Comparison

The current EUE.L Sharpe Ratio is 1.25, which is comparable to the LMVF.DE Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of EUE.L and LMVF.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


EUE.LLMVF.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.25

1.48

-0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

0.65

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.49

-0.22

Drawdowns

EUE.L vs. LMVF.DE - Drawdown Comparison

The maximum EUE.L drawdown since its inception was -48.69%, which is greater than LMVF.DE's maximum drawdown of -30.74%. Use the drawdown chart below to compare losses from any high point for EUE.L and LMVF.DE.


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Drawdown Indicators


EUE.LLMVF.DEDifference

Max Drawdown

Largest peak-to-trough decline

-48.69%

-30.74%

-17.95%

Max Drawdown (1Y)

Largest decline over 1 year

-11.53%

-10.98%

-0.55%

Max Drawdown (3Y)

Largest decline over 3 years

-14.41%

-13.84%

-0.57%

Max Drawdown (5Y)

Largest decline over 5 years

-21.94%

-22.15%

+0.21%

Max Drawdown (10Y)

Largest decline over 10 years

-31.97%

Current Drawdown

Current decline from peak

-0.49%

-0.09%

-0.40%

Average Drawdown

Average peak-to-trough decline

-11.17%

-5.28%

-5.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.44%

3.04%

+0.40%

Volatility

EUE.L vs. LMVF.DE - Volatility Comparison

iShares Core EURO STOXX 50 UCITS ETF EUR (Dist) (EUE.L) has a higher volatility of 4.95% compared to Amundi MSCI EMU UCITS ETF Dist (LMVF.DE) at 4.33%. This indicates that EUE.L's price experiences larger fluctuations and is considered to be riskier than LMVF.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EUE.LLMVF.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.95%

4.33%

+0.62%

Volatility (6M)

Calculated over the trailing 6-month period

12.42%

11.85%

+0.57%

Volatility (1Y)

Calculated over the trailing 1-year period

15.21%

14.30%

+0.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.42%

16.28%

+1.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.91%

17.52%

+0.39%

EUE.L vs. LMVF.DE - Expense Ratio Comparison

EUE.L has a 0.10% expense ratio, which is lower than LMVF.DE's 0.12% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

EUE.L vs. LMVF.DE - Dividend Comparison

EUE.L's dividend yield for the trailing twelve months is around 2.55%, less than LMVF.DE's 2.99% yield.


PositionTTM20252024202320222021202020192018201720162015
EUE.L
iShares Core EURO STOXX 50 UCITS ETF EUR (Dist)
2.55%2.46%3.09%3.00%2.79%2.10%2.13%3.20%3.64%2.84%3.32%2.85%
LMVF.DE
Amundi MSCI EMU UCITS ETF Dist
2.99%3.25%2.84%2.59%3.36%2.11%1.99%3.12%3.68%0.35%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.92, EUE.L and LMVF.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, EUE.L is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EUE.L is cheaper with a 0.10% expense ratio, compared with 0.12% for LMVF.DE.

EUE.L tracks MSCI EMU NR EUR, while LMVF.DE tracks MSCI EMU. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.10% for EUE.L and 0.12% for LMVF.DE.

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