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

Performance

EUFM.L vs. MMS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in UBS (Lux) Fund Solutions – MSCI EMU Select Factor Mix UCITS ETF(EUR)A-acc (EUFM.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

EUFM.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


EUFM.L

1D
0.21%
1M
2.81%
YTD
6.74%
6M
8.89%
1Y
16.80%
3Y*
15.42%
5Y*
9.69%
10Y*

MMS.L

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

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


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


Sectors
EUFM.L
MMS.L

Financial Services

26.7%
16.9%

Industrials

23.5%
21.8%

Utilities

9.5%
3.4%

Technology

8.5%
10.3%

Consumer Defensive

6.7%
1.7%

Consumer Cyclical

6.6%
10.9%

Basic Materials

4.8%
5.9%

Healthcare

4.3%
7.7%

Communication Services

4.2%
3.0%

Energy

3.7%
5.6%

Real Estate

1.6%
12.8%

Financial Services

EUFM.L
26.7%
MMS.L
16.9%

Industrials

EUFM.L
23.5%
MMS.L
21.8%

Utilities

EUFM.L
9.5%
MMS.L
3.4%

Technology

EUFM.L
8.5%
MMS.L
10.3%

Consumer Defensive

EUFM.L
6.7%
MMS.L
1.7%

Consumer Cyclical

EUFM.L
6.6%
MMS.L
10.9%

Basic Materials

EUFM.L
4.8%
MMS.L
5.9%

Healthcare

EUFM.L
4.3%
MMS.L
7.7%

Communication Services

EUFM.L
4.2%
MMS.L
3.0%

Energy

EUFM.L
3.7%
MMS.L
5.6%

Real Estate

EUFM.L
1.6%
MMS.L
12.8%

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Return for Risk

EUFM.L vs. MMS.L — Risk / Return Rank

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

EUFM.L
EUFM.L Risk / Return Rank: 3737
Overall Rank
EUFM.L Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
EUFM.L Sortino Ratio Rank: 3737
Sortino Ratio Rank
EUFM.L Omega Ratio Rank: 4141
Omega Ratio Rank
EUFM.L Calmar Ratio Rank: 3333
Calmar Ratio Rank
EUFM.L Martin Ratio Rank: 3737
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.

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

This table presents a comparison of risk-adjusted performance metrics for UBS (Lux) Fund Solutions – MSCI EMU Select Factor Mix UCITS ETF(EUR)A-acc (EUFM.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.


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

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.26

Calmar ratioReturn relative to maximum drawdown

1.58

Martin ratioReturn relative to average drawdown

5.69

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


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Sharpe Ratios by Period


EUFM.LMMS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

Drawdowns

EUFM.L vs. MMS.L - Drawdown Comparison


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Drawdown Indicators


EUFM.LMMS.LDifference

Max Drawdown

Largest peak-to-trough decline

-30.14%

Max Drawdown (1Y)

Largest decline over 1 year

-10.59%

Max Drawdown (3Y)

Largest decline over 3 years

-11.90%

Max Drawdown (5Y)

Largest decline over 5 years

-20.86%

Current Drawdown

Current decline from peak

-1.07%

Average Drawdown

Average peak-to-trough decline

-5.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.95%

Volatility

EUFM.L vs. MMS.L - Volatility Comparison


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Volatility by Period


EUFM.LMMS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.00%

Volatility (6M)

Calculated over the trailing 6-month period

10.33%

Volatility (1Y)

Calculated over the trailing 1-year period

12.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.13%

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

EUFM.L has a 0.34% expense ratio, which is lower than MMS.L's 0.40% expense ratio.


Dividends

EUFM.L vs. MMS.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


On fees, EUFM.L is cheaper at 0.34% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EUFM.L is cheaper with a 0.34% expense ratio, compared with 0.40% for MMS.L.

EUFM.L tracks MSCI EMU NR EUR, while MMS.L tracks MSCI EMU Small Cap NR EUR. They also come from different issuers: UBS and Amundi. Their fees differ too: 0.34% for EUFM.L and 0.40% for MMS.L.

Portfolio Optimizer

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