MEUD.L vs. CS51.L
Compare and contrast key facts about Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc (MEUD.L) and iShares VII plc - iShares Core EURO STOXX 50 ETF EUR Acc (CS51.L).
MEUD.L and CS51.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. CS51.L is a passively managed fund by iShares that tracks the performance of the MSCI EMU NR EUR. It was launched on Jan 26, 2010. Both MEUD.L and CS51.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 CS51.L.
Performance
MEUD.L vs. CS51.L - Performance Comparison
Returns By Period
In the year-to-date period, MEUD.L achieves a 3.41% return, which is significantly lower than CS51.L's 4.55% return. Over the past 10 years, MEUD.L has underperformed CS51.L with an annualized return of 7.48%, while CS51.L has yielded a comparatively higher 7.88% annualized return.
MEUD.L
3.41%
-3.67%
-5.02%
8.14%
6.68%
7.48%
CS51.L
4.55%
-3.39%
-7.12%
8.33%
7.76%
7.88%
Key characteristics
| MEUD.L | CS51.L | |
|---|---|---|
| Sharpe Ratio | 0.79 | 0.62 |
| Sortino Ratio | 1.17 | 0.95 |
| Omega Ratio | 1.14 | 1.11 |
| Calmar Ratio | 1.26 | 0.85 |
| Martin Ratio | 3.36 | 2.06 |
| Ulcer Index | 2.40% | 4.02% |
| Daily Std Dev | 10.20% | 13.19% |
| Max Drawdown | -28.57% | -33.12% |
| Current Drawdown | -5.56% | -7.74% |
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MEUD.L vs. CS51.L - Expense Ratio Comparison
MEUD.L has a 0.15% expense ratio, which is higher than CS51.L's 0.10% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Correlation
The correlation between MEUD.L and CS51.L is 0.96, 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. CS51.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 iShares VII plc - iShares Core EURO STOXX 50 ETF EUR Acc (CS51.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. CS51.L - Dividend Comparison
Neither MEUD.L nor CS51.L has paid dividends to shareholders.
Drawdowns
MEUD.L vs. CS51.L - Drawdown Comparison
The maximum MEUD.L drawdown since its inception was -28.57%, smaller than the maximum CS51.L drawdown of -33.12%. Use the drawdown chart below to compare losses from any high point for MEUD.L and CS51.L. For additional features, visit the drawdowns tool.
Volatility
MEUD.L vs. CS51.L - Volatility Comparison
The current volatility for Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc (MEUD.L) is 4.77%, while iShares VII plc - iShares Core EURO STOXX 50 ETF EUR Acc (CS51.L) has a volatility of 5.91%. This indicates that MEUD.L experiences smaller price fluctuations and is considered to be less risky than CS51.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.