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

Performance

FTAL.L vs. MMS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in SPDR FTSE UK All Share UCITS ETF (FTAL.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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Returns By Period


FTAL.L

1D
0.30%
1M
2.15%
YTD
5.93%
6M
8.27%
1Y
20.36%
3Y*
14.06%
5Y*
10.22%
10Y*
8.54%

MMS.L

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

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


2026 (YTD)20252024
FTAL.L
SPDR FTSE UK All Share UCITS ETF
5.93%23.19%9.99%
MMS.L
Lyxor MSCI EMU Small Cap (DR) UCITS ETF - Dist
0.00%0.00%0.00%

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


Sectors
FTAL.L
MMS.L

Financial Services

24.2%
16.9%

Industrials

14.5%
21.8%

Healthcare

12.8%
7.7%

Consumer Defensive

12.1%
1.7%

Energy

10.9%
5.6%

Basic Materials

8.4%
5.9%

Consumer Cyclical

5.6%
10.9%

Utilities

5.1%
3.4%

Communication Services

3.0%
3.0%

Real Estate

1.7%
12.8%

Technology

1.7%
10.3%

Financial Services

FTAL.L
24.2%
MMS.L
16.9%

Industrials

FTAL.L
14.5%
MMS.L
21.8%

Healthcare

FTAL.L
12.8%
MMS.L
7.7%

Consumer Defensive

FTAL.L
12.1%
MMS.L
1.7%

Energy

FTAL.L
10.9%
MMS.L
5.6%

Basic Materials

FTAL.L
8.4%
MMS.L
5.9%

Consumer Cyclical

FTAL.L
5.6%
MMS.L
10.9%

Utilities

FTAL.L
5.1%
MMS.L
3.4%

Communication Services

FTAL.L
3.0%
MMS.L
3.0%

Real Estate

FTAL.L
1.7%
MMS.L
12.8%

Technology

FTAL.L
1.7%
MMS.L
10.3%

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Return for Risk

FTAL.L vs. MMS.L — Risk / Return Rank

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

FTAL.L
FTAL.L Risk / Return Rank: 5353
Overall Rank
FTAL.L Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
FTAL.L Sortino Ratio Rank: 5757
Sortino Ratio Rank
FTAL.L Omega Ratio Rank: 5959
Omega Ratio Rank
FTAL.L Calmar Ratio Rank: 4747
Calmar Ratio Rank
FTAL.L Martin Ratio Rank: 4747
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.

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

This table presents a comparison of risk-adjusted performance metrics for SPDR FTSE UK All Share UCITS ETF (FTAL.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.


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

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.35

Calmar ratioReturn relative to maximum drawdown

2.26

Martin ratioReturn relative to average drawdown

7.66

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


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Sharpe Ratios by Period


FTAL.LMMS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.87

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.81

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

Drawdowns

FTAL.L vs. MMS.L - Drawdown Comparison


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Drawdown Indicators


FTAL.LMMS.LDifference

Max Drawdown

Largest peak-to-trough decline

-35.26%

Max Drawdown (1Y)

Largest decline over 1 year

-8.95%

Max Drawdown (3Y)

Largest decline over 3 years

-13.17%

Max Drawdown (5Y)

Largest decline over 5 years

-13.17%

Max Drawdown (10Y)

Largest decline over 10 years

-35.26%

Current Drawdown

Current decline from peak

-3.78%

Average Drawdown

Average peak-to-trough decline

-4.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.65%

Volatility

FTAL.L vs. MMS.L - Volatility Comparison


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Volatility by Period


FTAL.LMMS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.08%

Volatility (6M)

Calculated over the trailing 6-month period

9.45%

Volatility (1Y)

Calculated over the trailing 1-year period

10.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.75%

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

FTAL.L has a 0.20% expense ratio, which is lower than MMS.L's 0.40% expense ratio.


Dividends

FTAL.L vs. MMS.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


On fees, FTAL.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FTAL.L is cheaper with a 0.20% expense ratio, compared with 0.40% for MMS.L.

FTAL.L tracks FTSE AllSh TR GBP, while MMS.L tracks MSCI EMU Small Cap NR EUR. They also come from different issuers: State Street and Amundi. Their fees differ too: 0.20% for FTAL.L and 0.40% for MMS.L.

Portfolio Optimizer

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