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EXXT.DE vs. MSED.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EXXT.DE vs. MSED.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Nasdaq 100 UCITS ETF (DE) (EXXT.DE) and Lyxor Euro Stoxx 50 DR UCITS C (MSED.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, EXXT.DE achieves a 18.27% return, which is significantly higher than MSED.L's 8.77% return. Over the past 10 years, EXXT.DE has outperformed MSED.L with an annualized return of 21.03%, while MSED.L has yielded a comparatively lower 3.09% annualized return.


EXXT.DE

1D
2.65%
1M
1.07%
YTD
18.27%
6M
19.92%
1Y
36.50%
3Y*
23.24%
5Y*
17.59%
10Y*
21.03%

MSED.L

1D
1.85%
1M
5.23%
YTD
8.77%
6M
9.81%
1Y
20.06%
3Y*
-10.90%
5Y*
-4.46%
10Y*
3.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EXXT.DE vs. MSED.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EXXT.DE
iShares Nasdaq 100 UCITS ETF (DE)
18.27%6.87%33.51%50.91%-30.16%39.11%34.45%42.79%2.90%15.47%
MSED.L
Lyxor Euro Stoxx 50 DR UCITS C
8.77%21.22%11.52%-43.84%-8.25%22.99%-2.32%29.54%-12.38%10.93%

Correlation

The correlation between EXXT.DE and MSED.L is 0.55, 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

0.55

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

0.48

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

0.55

Correlation (10Y)
Calculated over the trailing 10-year period

0.54

Correlation (All Time)
Calculated using the full available price history since Apr 3, 2013

0.56

The correlation between EXXT.DE and MSED.L has been stable across timeframes, ranging from 0.48 to 0.56 - a consistent structural relationship.

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Return for Risk

EXXT.DE vs. MSED.L — Risk / Return Rank

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

EXXT.DE
EXXT.DE Risk / Return Rank: 7575
Overall Rank
EXXT.DE Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
EXXT.DE Sortino Ratio Rank: 7676
Sortino Ratio Rank
EXXT.DE Omega Ratio Rank: 7575
Omega Ratio Rank
EXXT.DE Calmar Ratio Rank: 7878
Calmar Ratio Rank
EXXT.DE Martin Ratio Rank: 6565
Martin Ratio Rank

MSED.L
MSED.L Risk / Return Rank: 4040
Overall Rank
MSED.L Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
MSED.L Sortino Ratio Rank: 4242
Sortino Ratio Rank
MSED.L Omega Ratio Rank: 4040
Omega Ratio Rank
MSED.L Calmar Ratio Rank: 3939
Calmar Ratio Rank
MSED.L Martin Ratio Rank: 4040
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.

EXXT.DE vs. MSED.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Nasdaq 100 UCITS ETF (DE) (EXXT.DE) and Lyxor Euro Stoxx 50 DR UCITS C (MSED.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.


EXXT.DEMSED.LDifference
Sharpe ratioReturn per unit of total volatility

+1.04

Sortino ratioReturn per unit of downside risk

+1.18

Omega ratioGain probability vs. loss probability

1.39

1.21

+0.17

Calmar ratioReturn relative to maximum drawdown

3.54

1.65

+1.88

Martin ratioReturn relative to average drawdown

10.34

5.66

+4.68

EXXT.DE vs. MSED.L - Sharpe Ratio Comparison

The current EXXT.DE Sharpe Ratio is 2.21, which is higher than the MSED.L Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of EXXT.DE and MSED.L, 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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Drawdowns

EXXT.DE vs. MSED.L - Drawdown Comparison

The maximum EXXT.DE drawdown since its inception was -46.75%, smaller than the maximum MSED.L drawdown of -58.77%. Use the drawdown chart below to compare losses from any high point for EXXT.DE and MSED.L.


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Drawdown Indicators


EXXT.DEMSED.LDifference

Max Drawdown

Largest peak-to-trough decline

-46.75%

-58.77%

+12.02%

Max Drawdown (1Y)

Largest decline over 1 year

-10.08%

-10.93%

+0.85%

Max Drawdown (3Y)

Largest decline over 3 years

-26.62%

-58.77%

+32.15%

Max Drawdown (5Y)

Largest decline over 5 years

-31.42%

-58.77%

+27.35%

Max Drawdown (10Y)

Largest decline over 10 years

-31.42%

-58.77%

+27.35%

Current Drawdown

Current decline from peak

-2.71%

-31.40%

+28.69%

Average Drawdown

Average peak-to-trough decline

-7.66%

-16.72%

+9.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.45%

3.20%

+0.25%

Volatility

EXXT.DE vs. MSED.L - Volatility Comparison

iShares Nasdaq 100 UCITS ETF (DE) (EXXT.DE) has a higher volatility of 5.37% compared to Lyxor Euro Stoxx 50 DR UCITS C (MSED.L) at 3.79%. This indicates that EXXT.DE's price experiences larger fluctuations and is considered to be riskier than MSED.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EXXT.DEMSED.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.37%

3.79%

+1.58%

Volatility (6M)

Calculated over the trailing 6-month period

11.58%

12.42%

-0.84%

Volatility (1Y)

Calculated over the trailing 1-year period

16.21%

15.58%

+0.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.96%

34.10%

-14.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.72%

30.10%

-10.38%

EXXT.DE vs. MSED.L - Expense Ratio Comparison

EXXT.DE has a 0.31% expense ratio, which is higher than MSED.L's 0.07% expense ratio.


Dividends

EXXT.DE vs. MSED.L - Dividend Comparison

EXXT.DE's dividend yield for the trailing twelve months is around 0.16%, while MSED.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
EXXT.DE
iShares Nasdaq 100 UCITS ETF (DE)
0.16%0.19%0.26%0.32%0.36%0.15%0.26%0.40%0.28%1.84%0.84%0.88%
MSED.L
Lyxor Euro Stoxx 50 DR UCITS C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


EXXT.DE and MSED.L have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, MSED.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MSED.L is cheaper with a 0.07% expense ratio, compared with 0.31% for EXXT.DE.

EXXT.DE is categorized as Nasdaq-100, while MSED.L is Europe Equities. EXXT.DE tracks Nasdaq 100®, while MSED.L tracks MSCI EMU NR EUR. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.31% for EXXT.DE and 0.07% for MSED.L.

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