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MEUD.L vs. CE2D.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


MEUD.LCE2D.L
YTD Return6.77%7.00%
1Y Return14.44%14.13%
3Y Return (Ann)6.10%6.63%
5Y Return (Ann)7.90%7.94%
Sharpe Ratio1.531.50
Sortino Ratio2.202.14
Omega Ratio1.261.26
Calmar Ratio1.901.88
Martin Ratio7.797.39
Ulcer Index2.04%2.09%
Daily Std Dev10.42%10.32%
Max Drawdown-28.57%-28.51%
Current Drawdown-2.49%-2.58%

Correlation

-0.50.00.51.01.0

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.

Performance

MEUD.L vs. CE2D.L - Performance Comparison

The year-to-date returns for both investments are quite close, with MEUD.L having a 6.77% return and CE2D.L slightly higher at 7.00%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%MayJuneJulyAugustSeptemberOctober
8.27%
8.28%
MEUD.L
CE2D.L

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%.


MEUD.L
Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc
Expense ratio chart for MEUD.L: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
Expense ratio chart for CE2D.L: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

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.


MEUD.L
Sharpe ratio
The chart of Sharpe ratio for MEUD.L, currently valued at 1.88, compared to the broader market0.002.004.001.88
Sortino ratio
The chart of Sortino ratio for MEUD.L, currently valued at 2.77, compared to the broader market-2.000.002.004.006.008.0010.0012.002.77
Omega ratio
The chart of Omega ratio for MEUD.L, currently valued at 1.32, compared to the broader market1.001.502.002.503.001.32
Calmar ratio
The chart of Calmar ratio for MEUD.L, currently valued at 1.63, compared to the broader market0.005.0010.0015.001.63
Martin ratio
The chart of Martin ratio for MEUD.L, currently valued at 11.35, compared to the broader market0.0020.0040.0060.0080.00100.0011.35
CE2D.L
Sharpe ratio
The chart of Sharpe ratio for CE2D.L, currently valued at 1.88, compared to the broader market0.002.004.001.88
Sortino ratio
The chart of Sortino ratio for CE2D.L, currently valued at 2.75, compared to the broader market-2.000.002.004.006.008.0010.0012.002.75
Omega ratio
The chart of Omega ratio for CE2D.L, currently valued at 1.32, compared to the broader market1.001.502.002.503.001.32
Calmar ratio
The chart of Calmar ratio for CE2D.L, currently valued at 1.79, compared to the broader market0.005.0010.0015.001.79
Martin ratio
The chart of Martin ratio for CE2D.L, currently valued at 11.04, compared to the broader market0.0020.0040.0060.0080.00100.0011.04

MEUD.L vs. CE2D.L - Sharpe Ratio Comparison

The current MEUD.L Sharpe Ratio is 1.53, which is comparable to the CE2D.L Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of MEUD.L and CE2D.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.00MayJuneJulyAugustSeptemberOctober
1.88
1.88
MEUD.L
CE2D.L

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 2.56%.


TTM20232022202120202019
MEUD.L
Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%0.00%
CE2D.L
Amundi Index MSCI Europe UCITS ETF DR EUR (D)
2.56%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.


-7.00%-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%MayJuneJulyAugustSeptemberOctober
-4.09%
-4.09%
MEUD.L
CE2D.L

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 3.89% and 3.85%, 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.


3.00%3.50%4.00%4.50%5.00%MayJuneJulyAugustSeptemberOctober
3.89%
3.85%
MEUD.L
CE2D.L