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MEUD.L vs. DXSA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MEUD.L vs. DXSA.DE - 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 Xtrackers Euro Stoxx Quality Dividend UCITS ETF 1D (DXSA.DE). 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 DXSA.DE is traded in EUR. To make them comparable, the DXSA.DE 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 lower than DXSA.DE's 8.37% return. Both investments have delivered pretty close results over the past 10 years, with MEUD.L having a 10.52% annualized return and DXSA.DE not far behind at 10.25%.


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%

DXSA.DE

1D
0.31%
1M
2.44%
YTD
8.37%
6M
10.49%
1Y
22.17%
3Y*
19.60%
5Y*
12.17%
10Y*
10.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MEUD.L vs. DXSA.DE - 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%
DXSA.DE
Xtrackers Euro Stoxx Quality Dividend UCITS ETF 1D
8.37%40.34%5.55%15.58%-4.88%10.30%-3.94%16.16%-11.78%15.12%

Correlation

The correlation between MEUD.L and DXSA.DE is 0.75, 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

0.75

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

0.78

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

0.79

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

0.81

Correlation (All Time)
Calculated using the full available price history since Apr 4, 2013

0.83

The correlation between MEUD.L and DXSA.DE has been stable across timeframes, ranging from 0.75 to 0.83 - a consistent structural relationship.

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Return for Risk

MEUD.L vs. DXSA.DE — 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

DXSA.DE
DXSA.DE Risk / Return Rank: 5454
Overall Rank
DXSA.DE Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
DXSA.DE Sortino Ratio Rank: 5353
Sortino Ratio Rank
DXSA.DE Omega Ratio Rank: 5656
Omega Ratio Rank
DXSA.DE Calmar Ratio Rank: 5454
Calmar Ratio Rank
DXSA.DE Martin Ratio Rank: 5252
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. DXSA.DE - 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 Xtrackers Euro Stoxx Quality Dividend UCITS ETF 1D (DXSA.DE). 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.LDXSA.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.57

Sortino ratioReturn per unit of downside risk

-0.65

Omega ratioGain probability vs. loss probability

1.29

1.38

-0.09

Calmar ratioReturn relative to maximum drawdown

1.75

2.58

-0.82

Martin ratioReturn relative to average drawdown

6.35

9.00

-2.65

MEUD.L vs. DXSA.DE - Sharpe Ratio Comparison

The current MEUD.L Sharpe Ratio is 1.52, which is comparable to the DXSA.DE Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of MEUD.L and DXSA.DE, 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.LDXSA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.52

2.09

-0.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

0.83

-0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

0.65

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.22

+0.23

Drawdowns

MEUD.L vs. DXSA.DE - Drawdown Comparison

The maximum MEUD.L drawdown since its inception was -28.57%, smaller than the maximum DXSA.DE drawdown of -60.60%. Use the drawdown chart below to compare losses from any high point for MEUD.L and DXSA.DE.


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Drawdown Indicators


MEUD.LDXSA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-28.57%

-60.60%

+32.03%

Max Drawdown (1Y)

Largest decline over 1 year

-10.53%

-8.84%

-1.69%

Max Drawdown (3Y)

Largest decline over 3 years

-12.61%

-13.85%

+1.24%

Max Drawdown (5Y)

Largest decline over 5 years

-17.09%

-21.27%

+4.18%

Max Drawdown (10Y)

Largest decline over 10 years

-28.57%

-31.06%

+2.49%

Current Drawdown

Current decline from peak

-1.71%

-1.05%

-0.66%

Average Drawdown

Average peak-to-trough decline

-6.90%

-15.69%

+8.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.91%

2.54%

+0.37%

Volatility

MEUD.L vs. DXSA.DE - Volatility Comparison

Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc (MEUD.L) has a higher volatility of 3.16% compared to Xtrackers Euro Stoxx Quality Dividend UCITS ETF 1D (DXSA.DE) at 2.66%. This indicates that MEUD.L's price experiences larger fluctuations and is considered to be riskier than DXSA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MEUD.LDXSA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.16%

2.66%

+0.50%

Volatility (6M)

Calculated over the trailing 6-month period

10.20%

8.80%

+1.40%

Volatility (1Y)

Calculated over the trailing 1-year period

12.17%

10.89%

+1.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.00%

14.52%

+1.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.94%

15.69%

+1.25%

MEUD.L vs. DXSA.DE - Expense Ratio Comparison

MEUD.L has a 0.15% expense ratio, which is lower than DXSA.DE's 0.30% expense ratio.


Dividends

MEUD.L vs. DXSA.DE - Dividend Comparison

MEUD.L has not paid dividends to shareholders, while DXSA.DE's dividend yield for the trailing twelve months is around 4.51%.


PositionTTM20252024202320222021202020192018201720162015
DXSA.DE
Xtrackers Euro Stoxx Quality Dividend UCITS ETF 1D
4.51%4.96%5.39%4.32%4.62%5.73%5.96%2.34%4.64%3.00%2.93%0.14%
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 DXSA.DE have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, MEUD.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MEUD.L is cheaper with a 0.15% expense ratio, compared with 0.30% for DXSA.DE.

MEUD.L tracks MSCI Europe NR EUR, while DXSA.DE tracks EURO STOXX® Quality Dividend 50. They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.15% for MEUD.L and 0.30% for DXSA.DE.

Portfolio Optimizer

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