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

Performance

LEMV.L vs. MMS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Ossiam Europe ESG Machine Learning ETF UCITS (EUR) (LEMV.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

LEMV.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


LEMV.L

1D
-0.21%
1M
-1.62%
YTD
3.75%
6M
5.46%
1Y
6.56%
3Y*
11.10%
5Y*
6.86%
10Y*
7.82%

MMS.L

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

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


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


Sectors
LEMV.L
MMS.L

Utilities

20.2%
3.4%

Industrials

18.7%
21.8%

Financial Services

17.1%
16.9%

Communication Services

16.5%
3.0%

Real Estate

11.6%
12.8%

Technology

9.8%
10.3%

Energy

2.2%
5.6%

Consumer Cyclical

2.1%
10.9%

Healthcare

1.3%
7.7%

Consumer Defensive

1.1%
1.7%

Basic Materials

0.4%
5.9%

Utilities

LEMV.L
20.2%
MMS.L
3.4%

Industrials

LEMV.L
18.7%
MMS.L
21.8%

Financial Services

LEMV.L
17.1%
MMS.L
16.9%

Communication Services

LEMV.L
16.5%
MMS.L
3.0%

Real Estate

LEMV.L
11.6%
MMS.L
12.8%

Technology

LEMV.L
9.8%
MMS.L
10.3%

Energy

LEMV.L
2.2%
MMS.L
5.6%

Consumer Cyclical

LEMV.L
2.1%
MMS.L
10.9%

Healthcare

LEMV.L
1.3%
MMS.L
7.7%

Consumer Defensive

LEMV.L
1.1%
MMS.L
1.7%

Basic Materials

LEMV.L
0.4%
MMS.L
5.9%

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Return for Risk

LEMV.L vs. MMS.L — Risk / Return Rank

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

LEMV.L
LEMV.L Risk / Return Rank: 2020
Overall Rank
LEMV.L Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
LEMV.L Sortino Ratio Rank: 1919
Sortino Ratio Rank
LEMV.L Omega Ratio Rank: 2020
Omega Ratio Rank
LEMV.L Calmar Ratio Rank: 1818
Calmar Ratio Rank
LEMV.L Martin Ratio Rank: 2121
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.

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

This table presents a comparison of risk-adjusted performance metrics for Ossiam Europe ESG Machine Learning ETF UCITS (EUR) (LEMV.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.


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

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.12

Calmar ratioReturn relative to maximum drawdown

0.71

Martin ratioReturn relative to average drawdown

2.43

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


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Sharpe Ratios by Period


LEMV.LMMS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

Drawdowns

LEMV.L vs. MMS.L - Drawdown Comparison


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Drawdown Indicators


LEMV.LMMS.LDifference

Max Drawdown

Largest peak-to-trough decline

-23.95%

Max Drawdown (1Y)

Largest decline over 1 year

-9.17%

Max Drawdown (3Y)

Largest decline over 3 years

-9.93%

Max Drawdown (5Y)

Largest decline over 5 years

-17.93%

Max Drawdown (10Y)

Largest decline over 10 years

-23.95%

Current Drawdown

Current decline from peak

-3.90%

Average Drawdown

Average peak-to-trough decline

-3.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.69%

Volatility

LEMV.L vs. MMS.L - Volatility Comparison


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Volatility by Period


LEMV.LMMS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.82%

Volatility (6M)

Calculated over the trailing 6-month period

8.67%

Volatility (1Y)

Calculated over the trailing 1-year period

10.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.49%

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

LEMV.L has a 0.45% expense ratio, which is higher than MMS.L's 0.40% expense ratio.


Dividends

LEMV.L vs. MMS.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


On fees, MMS.L is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MMS.L is cheaper with a 0.40% expense ratio, compared with 0.45% for LEMV.L.

LEMV.L tracks MSCI Europe NR EUR, while MMS.L tracks MSCI EMU Small Cap NR EUR. They also come from different issuers: Natixis and Amundi. Their fees differ too: 0.45% for LEMV.L and 0.40% for MMS.L.

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