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MEUD.L vs. CHDVD.SW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MEUD.L vs. CHDVD.SW - 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 iShares Swiss Dividend ETF (CH) (CHDVD.SW). 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 CHDVD.SW is traded in CHF. To make them comparable, the CHDVD.SW 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 6.17% return, which is significantly higher than CHDVD.SW's 1.78% return. Over the past 10 years, MEUD.L has underperformed CHDVD.SW with an annualized return of 10.52%, while CHDVD.SW has yielded a comparatively higher 12.68% annualized return.


MEUD.L

1D
0.06%
1M
2.27%
YTD
6.17%
6M
8.63%
1Y
18.55%
3Y*
14.23%
5Y*
9.58%
10Y*
10.52%

CHDVD.SW

1D
1.19%
1M
0.53%
YTD
1.78%
6M
5.43%
1Y
12.57%
3Y*
11.90%
5Y*
10.89%
10Y*
12.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MEUD.L vs. CHDVD.SW - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MEUD.L
Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc
6.17%26.51%3.65%13.48%-5.04%17.06%3.85%20.40%-9.59%15.43%
CHDVD.SW
iShares Swiss Dividend ETF (CH)
1.78%26.41%2.74%14.39%-1.30%20.52%10.29%32.04%0.55%10.98%

Correlation

The correlation between MEUD.L and CHDVD.SW is 0.58, 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

0.58

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

0.59

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

0.65

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

0.70

Correlation (All Time)
Calculated using the full available price history since Apr 30, 2014

0.70

The correlation between MEUD.L and CHDVD.SW shifts across timeframes, from 0.58 (1 year) to 0.70 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

MEUD.L vs. CHDVD.SW — 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: 4646
Overall Rank
MEUD.L Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
MEUD.L Sortino Ratio Rank: 4848
Sortino Ratio Rank
MEUD.L Omega Ratio Rank: 5151
Omega Ratio Rank
MEUD.L Calmar Ratio Rank: 3939
Calmar Ratio Rank
MEUD.L Martin Ratio Rank: 4343
Martin Ratio Rank

CHDVD.SW
CHDVD.SW Risk / Return Rank: 2121
Overall Rank
CHDVD.SW Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
CHDVD.SW Sortino Ratio Rank: 2020
Sortino Ratio Rank
CHDVD.SW Omega Ratio Rank: 2020
Omega Ratio Rank
CHDVD.SW Calmar Ratio Rank: 2020
Calmar Ratio Rank
CHDVD.SW Martin Ratio Rank: 2222
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. CHDVD.SW - 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 iShares Swiss Dividend ETF (CH) (CHDVD.SW). 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.LCHDVD.SWDifference
Sharpe ratioReturn per unit of total volatility

+0.51

Sortino ratioReturn per unit of downside risk

+0.68

Omega ratioGain probability vs. loss probability

1.29

1.19

+0.10

Calmar ratioReturn relative to maximum drawdown

1.75

1.18

+0.58

Martin ratioReturn relative to average drawdown

6.35

3.70

+2.65

MEUD.L vs. CHDVD.SW - Sharpe Ratio Comparison

The current MEUD.L Sharpe Ratio is 1.52, which is higher than the CHDVD.SW Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of MEUD.L and CHDVD.SW, 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.LCHDVD.SWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.52

1.01

+0.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

0.80

-0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

0.85

-0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.75

-0.30

Drawdowns

MEUD.L vs. CHDVD.SW - Drawdown Comparison

The maximum MEUD.L drawdown since its inception was -28.57%, which is greater than CHDVD.SW's maximum drawdown of -24.67%. Use the drawdown chart below to compare losses from any high point for MEUD.L and CHDVD.SW.


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Drawdown Indicators


MEUD.LCHDVD.SWDifference

Max Drawdown

Largest peak-to-trough decline

-28.57%

-24.67%

-3.90%

Max Drawdown (1Y)

Largest decline over 1 year

-10.53%

-11.13%

+0.60%

Max Drawdown (3Y)

Largest decline over 3 years

-12.61%

-11.62%

-0.99%

Max Drawdown (5Y)

Largest decline over 5 years

-17.09%

-12.04%

-5.05%

Max Drawdown (10Y)

Largest decline over 10 years

-28.57%

-24.67%

-3.90%

Current Drawdown

Current decline from peak

-1.71%

-6.07%

+4.36%

Average Drawdown

Average peak-to-trough decline

-6.90%

-3.72%

-3.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.91%

3.51%

-0.60%

Volatility

MEUD.L vs. CHDVD.SW - Volatility Comparison

The current volatility for Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc (MEUD.L) is 3.16%, while iShares Swiss Dividend ETF (CH) (CHDVD.SW) has a volatility of 4.50%. This indicates that MEUD.L experiences smaller price fluctuations and is considered to be less risky than CHDVD.SW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MEUD.LCHDVD.SWDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.16%

4.50%

-1.34%

Volatility (6M)

Calculated over the trailing 6-month period

10.20%

10.71%

-0.51%

Volatility (1Y)

Calculated over the trailing 1-year period

12.17%

13.01%

-0.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.00%

13.73%

+2.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.94%

14.99%

+1.95%

MEUD.L vs. CHDVD.SW - Expense Ratio Comparison

Both MEUD.L and CHDVD.SW 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. CHDVD.SW - Dividend Comparison

MEUD.L has not paid dividends to shareholders, while CHDVD.SW's dividend yield for the trailing twelve months is around 3.23%.


PositionTTM20252024202320222021202020192018201720162015
CHDVD.SW
iShares Swiss Dividend ETF (CH)
3.23%3.46%3.32%3.48%3.48%2.92%3.07%3.25%3.83%3.50%2.70%3.13%
MEUD.L
Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


MEUD.L and CHDVD.SW have a correlation of 0.58, 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 CHDVD.SW have the same expense ratio: 0.15% per year.

MEUD.L tracks MSCI Europe NR EUR, while CHDVD.SW tracks SPI® Select Dividend 20 Index. They also come from different issuers: Amundi and iShares.

Portfolio Optimizer

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