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MEUD.L vs. 500U.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

MEUD.L vs. 500U.L

Last updated Jun 5, 2026

MEUD.L (Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc) and 500U.L (Amundi S&P 500 Swap UCITS ETF USD Acc) are both exchange-traded funds - MEUD.L is a Europe Equities fund tracking the MSCI Europe NR EUR, while 500U.L is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, MEUD.L returned 10.28%/yr vs 16.58%/yr for 500U.L. At a 0.47 correlation, their price movements are largely independent. Both charge a 0.15% expense ratio.

Performance

MEUD.L vs. 500U.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc (MEUD.L) and Amundi S&P 500 Swap UCITS ETF USD Acc (500U.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

MEUD.L is traded in GBp, while 500U.L is traded in USD. To make them comparable, the 500U.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, MEUD.L achieves a 6.58% return, which is significantly lower than 500U.L's 10.84% return. Over the past 10 years, MEUD.L has underperformed 500U.L with an annualized return of 10.28%, while 500U.L has yielded a comparatively higher 16.58% annualized return.

MEUD.L

1D
0.58%
1M
3.26%
YTD
6.58%
6M
8.93%
1Y
19.54%
3Y*
14.05%
5Y*
9.89%
10Y*
10.28%

500U.L

1D
0.00%
1M
5.46%
YTD
10.84%
6M
10.45%
1Y
29.20%
3Y*
19.22%
5Y*
15.05%
10Y*
16.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MEUD.L vs. 500U.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
MEUD.L
Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc		6.58%26.51%3.65%13.48%-5.04%17.06%3.85%20.40%-9.59%15.43%
500U.L
Amundi S&P 500 Swap UCITS ETF USD Acc		10.86%9.90%26.63%20.51%-9.65%31.37%13.61%27.86%-0.37%11.56%

Correlation

The correlation between MEUD.L and 500U.L is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.57

Correlation (3Y)
Calculated over the trailing 3-year period

0.53

Correlation (5Y)
Calculated over the trailing 5-year period

0.59

Correlation (10Y)
Calculated over the trailing 10-year period

0.53

Correlation (All Time)
Calculated using the full available price history since Sep 17, 2013

0.47

The correlation between MEUD.L and 500U.L shifts across timeframes, from 0.47 (all time) to 0.59 (5 years), reflecting how their relationship changes across market environments.

MEUD.L vs. 500U.L - Sectors Allocation Comparison

Sectors
MEUD.L
500U.L

Financial Services

24.0%
11.8%

Industrials

20.1%
8.3%

Healthcare

12.7%
8.5%

Technology

9.4%
35.6%

Consumer Defensive

7.7%
4.9%

Consumer Cyclical

6.9%
10.1%

Energy

5.5%
3.5%

Basic Materials

5.0%
1.8%

Utilities

4.5%
2.4%

Communication Services

3.1%
11.2%

Real Estate

1.2%
1.9%

Financial Services

MEUD.L
24.0%
500U.L
11.8%

Industrials

MEUD.L
20.1%
500U.L
8.3%

Healthcare

MEUD.L
12.7%
500U.L
8.5%

Technology

MEUD.L
9.4%
500U.L
35.6%

Consumer Defensive

MEUD.L
7.7%
500U.L
4.9%

Consumer Cyclical

MEUD.L
6.9%
500U.L
10.1%

Energy

MEUD.L
5.5%
500U.L
3.5%

Basic Materials

MEUD.L
5.0%
500U.L
1.8%

Utilities

MEUD.L
4.5%
500U.L
2.4%

Communication Services

MEUD.L
3.1%
500U.L
11.2%

Real Estate

MEUD.L
1.2%
500U.L
1.9%

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Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc

Amundi S&P 500 Swap UCITS ETF USD Acc

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Often compared with 500U.L:
500U.L vs. VOO500U.L vs. SPY500U.L vs. ALV.DE500U.L vs. 500P.L500U.L vs. 500D.L500U.L vs. GOOG500U.L vs. VSGX

Return for Risk

MEUD.L vs. 500U.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
MEUD.L
MEUD.L Risk / Return Rank: 4545
Overall Rank
MEUD.L Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
MEUD.L Sortino Ratio Rank: 4646
Sortino Ratio Rank
MEUD.L Omega Ratio Rank: 4949
Omega Ratio Rank
MEUD.L Calmar Ratio Rank: 3838
Calmar Ratio Rank
MEUD.L Martin Ratio Rank: 4343
Martin Ratio Rank
500U.L
500U.L Risk / Return Rank: 7575
Overall Rank
500U.L Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
500U.L Sortino Ratio Rank: 8080
Sortino Ratio Rank
500U.L Omega Ratio Rank: 7575
Omega Ratio Rank
500U.L Calmar Ratio Rank: 6868
Calmar Ratio Rank
500U.L Martin Ratio Rank: 7777
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.

MEUD.L vs. 500U.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc (MEUD.L) and Amundi S&P 500 Swap UCITS ETF USD Acc (500U.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.

MEUD.L500U.LDifference
Sharpe ratioReturn per unit of total volatility
1.60
2.45

-0.85

Sortino ratioReturn per unit of downside risk
2.26
3.33

-1.07

Omega ratioGain probability vs. loss probability

1.30

1.45

-0.15

Calmar ratioReturn relative to maximum drawdown

1.85

4.04

-2.19

Martin ratioReturn relative to average drawdown

6.70

13.57

-6.88

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

MEUD.L vs. 500U.L - Sharpe Ratio Comparison

The current MEUD.L Sharpe Ratio is 1.60, which is lower than the 500U.L Sharpe Ratio of 2.45. The chart below compares the historical Sharpe Ratios of MEUD.L and 500U.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

MEUD.L500U.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.60

2.45

-0.85

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

1.00

-0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

1.17

-0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

1.33

-0.73

Drawdowns

MEUD.L vs. 500U.L - Drawdown Comparison

The maximum MEUD.L drawdown since its inception was -28.57%, which is greater than 500U.L's maximum drawdown of -26.14%. Use the drawdown chart below to compare losses from any high point for MEUD.L and 500U.L.

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Drawdown Indicators

MEUD.L500U.LDifference

Max Drawdown

Largest peak-to-trough decline

-28.57%

-26.14%

-2.43%

Max Drawdown (1Y)

Largest decline over 1 year

-10.53%

-7.19%

-3.34%

Max Drawdown (3Y)

Largest decline over 3 years

-12.61%

-20.95%

+8.34%

Max Drawdown (5Y)

Largest decline over 5 years

-17.09%

-20.95%

+3.86%

Max Drawdown (10Y)

Largest decline over 10 years

-28.57%

-26.14%

-2.43%

Current Drawdown

Current decline from peak

-1.33%

-0.22%

-1.11%

Average Drawdown

Average peak-to-trough decline

-4.16%

-3.62%

-0.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.91%

2.15%

+0.76%

Volatility

MEUD.L vs. 500U.L - Volatility Comparison

Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc (MEUD.L) has a higher volatility of 4.14% compared to Amundi S&P 500 Swap UCITS ETF USD Acc (500U.L) at 3.59%. This indicates that MEUD.L's price experiences larger fluctuations and is considered to be riskier than 500U.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

MEUD.L500U.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.14%

3.59%

+0.55%

Volatility (6M)

Calculated over the trailing 6-month period

10.20%

8.66%

+1.54%

Volatility (1Y)

Calculated over the trailing 1-year period

12.14%

11.86%

+0.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.94%

15.26%

-1.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.92%

18.56%

-3.64%

MEUD.L vs. 500U.L - Expense Ratio Comparison

Both MEUD.L and 500U.L have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

Dividends

MEUD.L vs. 500U.L - Dividend Comparison

Neither MEUD.L nor 500U.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

MEUD.L and 500U.L have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.15% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

MEUD.L and 500U.L have the same expense ratio: 0.15% per year.

MEUD.L is categorized as Europe Equities, while 500U.L is S&P 500. MEUD.L tracks MSCI Europe NR EUR, while 500U.L tracks S&P 500 Index.

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