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MEU.MI vs. WLD.MI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

MEU.MI vs. WLD.MI

Last updated Apr 2, 2026

Compare and contrast key facts about Amundi MSCI Europe II UCITS ETF (MEU.MI) and Lyxor UCITS MSCI World D-EUR (WLD.MI).

MEU.MI and WLD.MI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. MEU.MI is a passively managed fund by Amundi that tracks the performance of the MSCI Europe index. It was launched on Jan 9, 2006. WLD.MI is a passively managed fund by Amundi that tracks the performance of the MSCI World Index. It was launched on Jun 2, 2021. Both MEU.MI and WLD.MI are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

MEU.MI vs. WLD.MI - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi MSCI Europe II UCITS ETF (MEU.MI) and Lyxor UCITS MSCI World D-EUR (WLD.MI). The values are adjusted to include any dividend payments, if applicable.

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MEU.MI vs. WLD.MI - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
MEU.MI
Amundi MSCI Europe II UCITS ETF		1.10%20.93%8.17%15.92%-9.82%25.20%-3.35%26.91%-10.49%10.19%
WLD.MI
Lyxor UCITS MSCI World D-EUR		-1.30%7.52%26.98%20.16%-14.04%32.95%6.11%30.80%-5.02%7.78%

Returns By Period

In the year-to-date period, MEU.MI achieves a 1.10% return, which is significantly higher than WLD.MI's -1.30% return. Over the past 10 years, MEU.MI has underperformed WLD.MI with an annualized return of 8.86%, while WLD.MI has yielded a comparatively higher 11.91% annualized return.

MEU.MI

1D
2.63%
1M
-3.87%
YTD
1.10%
6M
6.52%
1Y
13.22%
3Y*
12.07%
5Y*
9.75%
10Y*
8.86%

WLD.MI

1D
2.00%
1M
-3.05%
YTD
-1.30%
6M
2.12%
1Y
12.08%
3Y*
15.12%
5Y*
10.85%
10Y*
11.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Amundi MSCI Europe II UCITS ETF

Lyxor UCITS MSCI World D-EUR

Often compared with MEU.MI:
MEU.MI vs. VTMEU.MI vs. VWCG.DEMEU.MI vs. USHY.MI
Often compared with WLD.MI:
WLD.MI vs. SPYWLD.MI vs. JGPI.DEWLD.MI vs. IVVWLD.MI vs. VXUSWLD.MI vs. VGWL.DEWLD.MI vs. USHY.MI

MEU.MI vs. WLD.MI - Expense Ratio Comparison

MEU.MI has a 0.25% expense ratio, which is lower than WLD.MI's 0.30% expense ratio.

WLD.MI
Lyxor UCITS MSCI World D-EUR
MEU.MI
Amundi MSCI Europe II UCITS ETF

Return for Risk

MEU.MI vs. WLD.MI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
MEU.MI
MEU.MI Risk / Return Rank: 4141
Overall Rank
MEU.MI Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
MEU.MI Sortino Ratio Rank: 3939
Sortino Ratio Rank
MEU.MI Omega Ratio Rank: 4444
Omega Ratio Rank
MEU.MI Calmar Ratio Rank: 3636
Calmar Ratio Rank
MEU.MI Martin Ratio Rank: 4242
Martin Ratio Rank
WLD.MI
WLD.MI Risk / Return Rank: 3737
Overall Rank
WLD.MI Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
WLD.MI Sortino Ratio Rank: 3535
Sortino Ratio Rank
WLD.MI Omega Ratio Rank: 3939
Omega Ratio Rank
WLD.MI Calmar Ratio Rank: 3131
Calmar Ratio Rank
WLD.MI 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.

MEU.MI vs. WLD.MI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI Europe II UCITS ETF (MEU.MI) and Lyxor UCITS MSCI World D-EUR (WLD.MI). 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.

MEU.MIWLD.MIDifference

Sharpe ratio

Return per unit of total volatility

0.86

0.76

+0.11

Sortino ratio

Return per unit of downside risk

1.19

1.10

+0.09

Omega ratio

Gain probability vs. loss probability

1.18

1.17

+0.02

Calmar ratio

Return relative to maximum drawdown

1.06

0.91

+0.15

Martin ratio

Return relative to average drawdown

4.47

4.25

+0.21

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MEU.MI vs. WLD.MI - Sharpe Ratio Comparison

The current MEU.MI Sharpe Ratio is 0.86, which is comparable to the WLD.MI Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of MEU.MI and WLD.MI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

MEU.MIWLD.MIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.86

0.76

+0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

0.76

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.78

-0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.50

-0.20

Correlation

The correlation between MEU.MI and WLD.MI is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

MEU.MI vs. WLD.MI - Dividend Comparison

MEU.MI has not paid dividends to shareholders, while WLD.MI's dividend yield for the trailing twelve months is around 1.28%.

TTM20252024202320222021202020192018201720162015
MEU.MI
Amundi MSCI Europe II UCITS ETF		0.00%0.00%0.00%0.00%0.00%0.00%1.70%3.28%3.78%3.10%3.37%3.53%
WLD.MI
Lyxor UCITS MSCI World D-EUR		1.28%1.26%1.62%1.36%1.96%1.31%1.58%1.49%2.37%2.06%2.34%2.55%

Drawdowns

MEU.MI vs. WLD.MI - Drawdown Comparison

The maximum MEU.MI drawdown since its inception was -58.23%, which is greater than WLD.MI's maximum drawdown of -53.28%. Use the drawdown chart below to compare losses from any high point for MEU.MI and WLD.MI.

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Drawdown Indicators

MEU.MIWLD.MIDifference

Max Drawdown

Largest peak-to-trough decline

-58.23%

-53.28%

-4.95%

Max Drawdown (1Y)

Largest decline over 1 year

-12.43%

-13.21%

+0.78%

Max Drawdown (5Y)

Largest decline over 5 years

-19.66%

-21.55%

+1.89%

Max Drawdown (10Y)

Largest decline over 10 years

-35.18%

-33.71%

-1.47%

Current Drawdown

Current decline from peak

-5.57%

-3.97%

-1.60%

Average Drawdown

Average peak-to-trough decline

-11.91%

-9.25%

-2.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.96%

2.84%

+0.12%

Volatility

MEU.MI vs. WLD.MI - Volatility Comparison

Amundi MSCI Europe II UCITS ETF (MEU.MI) has a higher volatility of 5.85% compared to Lyxor UCITS MSCI World D-EUR (WLD.MI) at 4.32%. This indicates that MEU.MI's price experiences larger fluctuations and is considered to be riskier than WLD.MI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

MEU.MIWLD.MIDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.85%

4.32%

+1.53%

Volatility (6M)

Calculated over the trailing 6-month period

9.27%

8.27%

+1.00%

Volatility (1Y)

Calculated over the trailing 1-year period

15.32%

16.04%

-0.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.20%

14.20%

0.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.54%

15.12%

+0.42%