MEUD.L vs. CE2D.L
Compare and contrast key facts about Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc (MEUD.L) and Amundi Index MSCI Europe UCITS ETF DR EUR (D) (CE2D.L).
MEUD.L and CE2D.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. MEUD.L is a passively managed fund by Amundi that tracks the performance of the MSCI Europe NR EUR. It was launched on Apr 3, 2013. CE2D.L is a passively managed fund by Amundi that tracks the performance of the MSCI Europe NR EUR. It was launched on Dec 19, 2017. Both MEUD.L and CE2D.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MEUD.L or CE2D.L.
Performance
MEUD.L vs. CE2D.L - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with MEUD.L having a 3.41% return and CE2D.L slightly higher at 3.47%.
MEUD.L
3.41%
-3.67%
-5.02%
8.14%
6.68%
7.48%
CE2D.L
3.47%
-3.83%
-5.33%
7.87%
6.68%
N/A
Key characteristics
MEUD.L | CE2D.L | |
---|---|---|
Sharpe Ratio | 0.79 | 0.78 |
Sortino Ratio | 1.17 | 1.16 |
Omega Ratio | 1.14 | 1.14 |
Calmar Ratio | 1.26 | 1.19 |
Martin Ratio | 3.36 | 3.26 |
Ulcer Index | 2.40% | 2.42% |
Daily Std Dev | 10.20% | 10.08% |
Max Drawdown | -28.57% | -28.51% |
Current Drawdown | -5.56% | -5.80% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
MEUD.L vs. CE2D.L - Expense Ratio Comparison
Both MEUD.L and CE2D.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%.
Correlation
The correlation between MEUD.L and CE2D.L is 0.97, 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.
Risk-Adjusted Performance
MEUD.L vs. CE2D.L - Risk-Adjusted Performance 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 Index MSCI Europe UCITS ETF DR EUR (D) (CE2D.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.
Dividends
MEUD.L vs. CE2D.L - Dividend Comparison
MEUD.L has not paid dividends to shareholders, while CE2D.L's dividend yield for the trailing twelve months is around 2.65%.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | |
---|---|---|---|---|---|---|
Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Amundi Index MSCI Europe UCITS ETF DR EUR (D) | 2.65% | 2.74% | 2.96% | 2.19% | 2.07% | 3.22% |
Drawdowns
MEUD.L vs. CE2D.L - Drawdown Comparison
The maximum MEUD.L drawdown since its inception was -28.57%, roughly equal to the maximum CE2D.L drawdown of -28.51%. Use the drawdown chart below to compare losses from any high point for MEUD.L and CE2D.L. For additional features, visit the drawdowns tool.
Volatility
MEUD.L vs. CE2D.L - Volatility Comparison
Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc (MEUD.L) and Amundi Index MSCI Europe UCITS ETF DR EUR (D) (CE2D.L) have volatilities of 4.77% and 4.57%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.