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

Performance

LCUK.L vs. MMS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Lyxor Core UK Equity All Cap (DR) UCITS ETF - Dist (LCUK.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


LCUK.L

1D
0.54%
1M
1.88%
YTD
5.93%
6M
5.05%
1Y
16.53%
3Y*
13.40%
5Y*
10.01%
10Y*

MMS.L

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

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


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


Sectors
LCUK.L
MMS.L

Financial Services

24.2%
16.9%

Industrials

13.9%
21.8%

Consumer Defensive

13.7%
1.7%

Healthcare

13.2%
7.7%

Energy

11.1%
5.6%

Basic Materials

8.3%
5.9%

Consumer Cyclical

5.2%
10.9%

Utilities

5.1%
3.4%

Communication Services

3.0%
3.0%

Real Estate

1.4%
12.8%

Technology

0.9%
10.3%

Financial Services

LCUK.L
24.2%
MMS.L
16.9%

Industrials

LCUK.L
13.9%
MMS.L
21.8%

Consumer Defensive

LCUK.L
13.7%
MMS.L
1.7%

Healthcare

LCUK.L
13.2%
MMS.L
7.7%

Energy

LCUK.L
11.1%
MMS.L
5.6%

Basic Materials

LCUK.L
8.3%
MMS.L
5.9%

Consumer Cyclical

LCUK.L
5.2%
MMS.L
10.9%

Utilities

LCUK.L
5.1%
MMS.L
3.4%

Communication Services

LCUK.L
3.0%
MMS.L
3.0%

Real Estate

LCUK.L
1.4%
MMS.L
12.8%

Technology

LCUK.L
0.9%
MMS.L
10.3%

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Return for Risk

LCUK.L vs. MMS.L — Risk / Return Rank

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

LCUK.L
LCUK.L Risk / Return Rank: 3838
Overall Rank
LCUK.L Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
LCUK.L Sortino Ratio Rank: 3838
Sortino Ratio Rank
LCUK.L Omega Ratio Rank: 4040
Omega Ratio Rank
LCUK.L Calmar Ratio Rank: 3737
Calmar Ratio Rank
LCUK.L Martin Ratio Rank: 3838
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.

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

This table presents a comparison of risk-adjusted performance metrics for Lyxor Core UK Equity All Cap (DR) UCITS ETF - Dist (LCUK.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.


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

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.25

Calmar ratioReturn relative to maximum drawdown

1.80

Martin ratioReturn relative to average drawdown

5.79

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


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Sharpe Ratios by Period


LCUK.LMMS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

Drawdowns

LCUK.L vs. MMS.L - Drawdown Comparison


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Drawdown Indicators


LCUK.LMMS.LDifference

Max Drawdown

Largest peak-to-trough decline

-35.54%

Max Drawdown (1Y)

Largest decline over 1 year

-9.13%

Max Drawdown (3Y)

Largest decline over 3 years

-12.65%

Max Drawdown (5Y)

Largest decline over 5 years

-12.65%

Current Drawdown

Current decline from peak

-3.98%

Average Drawdown

Average peak-to-trough decline

-4.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.85%

Volatility

LCUK.L vs. MMS.L - Volatility Comparison


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Volatility by Period


LCUK.LMMS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.76%

Volatility (6M)

Calculated over the trailing 6-month period

10.20%

Volatility (1Y)

Calculated over the trailing 1-year period

11.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.69%

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

LCUK.L has a 0.04% expense ratio, which is lower than MMS.L's 0.40% expense ratio.


Dividends

LCUK.L vs. MMS.L - Dividend Comparison

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


PositionTTM2025202420232022202120202019
LCUK.L
Lyxor Core UK Equity All Cap (DR) UCITS ETF - Dist
0.00%0.00%3.68%3.05%3.94%3.86%3.00%3.48%
MMS.L
Lyxor MSCI EMU Small Cap (DR) UCITS ETF - Dist
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


On fees, LCUK.L is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LCUK.L is cheaper with a 0.04% expense ratio, compared with 0.40% for MMS.L.

LCUK.L tracks FTSE AllSh TR GBP, while MMS.L tracks MSCI EMU Small Cap NR EUR. Their fees differ too: 0.04% for LCUK.L and 0.40% for MMS.L.

Portfolio Optimizer

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