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L100.L vs. MMS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

L100.L vs. MMS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Lyxor FTSE 100 UCITS ETF - Acc (L100.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

L100.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


L100.L

1D
0.30%
1M
1.81%
YTD
6.14%
6M
8.45%
1Y
21.45%
3Y*
14.81%
5Y*
11.80%
10Y*
9.00%

MMS.L

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

L100.L vs. MMS.L - Yearly Performance Comparison


2026 (YTD)20252024
L100.L
Lyxor FTSE 100 UCITS ETF - Acc
6.14%25.82%9.55%
MMS.L
Lyxor MSCI EMU Small Cap (DR) UCITS ETF - Dist
0.00%0.00%0.00%

L100.L vs. MMS.L - Sectors Allocation Comparison


Sectors
L100.L
MMS.L

Financial Services

24.5%
16.9%

Consumer Defensive

13.9%
1.7%

Industrials

13.7%
21.8%

Healthcare

13.6%
7.7%

Energy

11.7%
5.6%

Basic Materials

8.5%
5.9%

Utilities

5.3%
3.4%

Consumer Cyclical

4.7%
10.9%

Communication Services

2.6%
3.0%

Real Estate

0.9%
12.8%

Technology

0.8%
10.3%

Financial Services

L100.L
24.5%
MMS.L
16.9%

Consumer Defensive

L100.L
13.9%
MMS.L
1.7%

Industrials

L100.L
13.7%
MMS.L
21.8%

Healthcare

L100.L
13.6%
MMS.L
7.7%

Energy

L100.L
11.7%
MMS.L
5.6%

Basic Materials

L100.L
8.5%
MMS.L
5.9%

Utilities

L100.L
5.3%
MMS.L
3.4%

Consumer Cyclical

L100.L
4.7%
MMS.L
10.9%

Communication Services

L100.L
2.6%
MMS.L
3.0%

Real Estate

L100.L
0.9%
MMS.L
12.8%

Technology

L100.L
0.8%
MMS.L
10.3%

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Return for Risk

L100.L vs. MMS.L — Risk / Return Rank

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

L100.L
L100.L Risk / Return Rank: 5555
Overall Rank
L100.L Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
L100.L Sortino Ratio Rank: 5858
Sortino Ratio Rank
L100.L Omega Ratio Rank: 6161
Omega Ratio Rank
L100.L Calmar Ratio Rank: 4949
Calmar Ratio Rank
L100.L Martin Ratio Rank: 5050
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.

L100.L vs. MMS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor FTSE 100 UCITS ETF - Acc (L100.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.


L100.LMMS.LDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.37

Calmar ratioReturn relative to maximum drawdown

2.37

Martin ratioReturn relative to average drawdown

8.20

L100.L vs. MMS.L - Sharpe Ratio Comparison


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Sharpe Ratios by Period


L100.LMMS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.95

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.92

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

Drawdowns

L100.L vs. MMS.L - Drawdown Comparison


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Drawdown Indicators


L100.LMMS.LDifference

Max Drawdown

Largest peak-to-trough decline

-44.41%

Max Drawdown (1Y)

Largest decline over 1 year

-9.00%

Max Drawdown (3Y)

Largest decline over 3 years

-13.01%

Max Drawdown (5Y)

Largest decline over 5 years

-13.01%

Max Drawdown (10Y)

Largest decline over 10 years

-34.64%

Current Drawdown

Current decline from peak

-3.85%

Average Drawdown

Average peak-to-trough decline

-6.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.61%

Volatility

L100.L vs. MMS.L - Volatility Comparison


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Volatility by Period


L100.LMMS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.93%

Volatility (6M)

Calculated over the trailing 6-month period

9.53%

Volatility (1Y)

Calculated over the trailing 1-year period

10.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.12%

L100.L vs. MMS.L - Expense Ratio Comparison

L100.L has a 0.14% expense ratio, which is lower than MMS.L's 0.40% expense ratio.


Dividends

L100.L vs. MMS.L - Dividend Comparison

Neither L100.L nor MMS.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


On fees, L100.L is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.

L100.L is cheaper with a 0.14% expense ratio, compared with 0.40% for MMS.L.

L100.L tracks FTSE AllSh TR GBP, while MMS.L tracks MSCI EMU Small Cap NR EUR. Their fees differ too: 0.14% for L100.L and 0.40% for MMS.L.

Portfolio Optimizer

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