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

Performance

MEUD.L vs. EMXC.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 Lyxor MSCI Emerging Markets Ex China UCITS ETF - Acc (EMXC.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 EMXC.DE is traded in EUR. To make them comparable, the EMXC.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 7.81% return, which is significantly lower than EMXC.DE's 37.82% return.


MEUD.L

1D
1.76%
1M
3.61%
YTD
7.81%
6M
9.49%
1Y
21.10%
3Y*
14.48%
5Y*
9.92%
10Y*
11.01%

EMXC.DE

1D
3.48%
1M
5.77%
YTD
37.82%
6M
41.60%
1Y
69.25%
3Y*
24.24%
5Y*
13.58%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MEUD.L vs. EMXC.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
MEUD.L
Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc
7.81%26.51%3.65%13.48%-5.04%17.06%3.85%4.46%
EMXC.DE
Lyxor MSCI Emerging Markets Ex China UCITS ETF - Acc
37.82%26.16%4.37%12.03%-8.86%9.27%8.02%-8.22%

Correlation

The correlation between MEUD.L and EMXC.DE is 0.54, 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

0.54

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

0.55

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

0.57

Correlation (All Time)
Calculated using the full available price history since Jun 20, 2019

0.62

The correlation between MEUD.L and EMXC.DE has been stable across timeframes, ranging from 0.54 to 0.62 - a consistent structural relationship.

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Return for Risk

MEUD.L vs. EMXC.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: 5050
Overall Rank
MEUD.L Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
MEUD.L Sortino Ratio Rank: 5353
Sortino Ratio Rank
MEUD.L Omega Ratio Rank: 5656
Omega Ratio Rank
MEUD.L Calmar Ratio Rank: 4343
Calmar Ratio Rank
MEUD.L Martin Ratio Rank: 4646
Martin Ratio Rank

EMXC.DE
EMXC.DE Risk / Return Rank: 9292
Overall Rank
EMXC.DE Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
EMXC.DE Sortino Ratio Rank: 9292
Sortino Ratio Rank
EMXC.DE Omega Ratio Rank: 9292
Omega Ratio Rank
EMXC.DE Calmar Ratio Rank: 9292
Calmar Ratio Rank
EMXC.DE Martin Ratio Rank: 9292
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. EMXC.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 Lyxor MSCI Emerging Markets Ex China UCITS ETF - Acc (EMXC.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


MEUD.LEMXC.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.74

Sortino ratioReturn per unit of downside risk

-1.87

Omega ratioGain probability vs. loss probability

1.30

1.60

-0.30

Calmar ratioReturn relative to maximum drawdown

1.87

5.55

-3.68

Martin ratioReturn relative to average drawdown

6.77

19.73

-12.96

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

The current MEUD.L Sharpe Ratio is 1.60, which is lower than the EMXC.DE Sharpe Ratio of 3.34. The chart below compares the historical Sharpe Ratios of MEUD.L and EMXC.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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Drawdowns

MEUD.L vs. EMXC.DE - Drawdown Comparison

The maximum MEUD.L drawdown since its inception was -28.57%, smaller than the maximum EMXC.DE drawdown of -38.66%. Use the drawdown chart below to compare losses from any high point for MEUD.L and EMXC.DE.


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Drawdown Indicators


MEUD.LEMXC.DEDifference

Max Drawdown

Largest peak-to-trough decline

-28.57%

-38.66%

+10.09%

Max Drawdown (1Y)

Largest decline over 1 year

-10.53%

-12.00%

+1.47%

Max Drawdown (3Y)

Largest decline over 3 years

-12.61%

-19.46%

+6.85%

Max Drawdown (5Y)

Largest decline over 5 years

-17.09%

-19.46%

+2.37%

Max Drawdown (10Y)

Largest decline over 10 years

-28.57%

Current Drawdown

Current decline from peak

-0.20%

-3.25%

+3.05%

Average Drawdown

Average peak-to-trough decline

-6.89%

-7.31%

+0.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.92%

3.38%

-0.46%

Volatility

MEUD.L vs. EMXC.DE - Volatility Comparison

The current volatility for Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc (MEUD.L) is 3.54%, while Lyxor MSCI Emerging Markets Ex China UCITS ETF - Acc (EMXC.DE) has a volatility of 8.56%. This indicates that MEUD.L experiences smaller price fluctuations and is considered to be less risky than EMXC.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.LEMXC.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.54%

8.56%

-5.02%

Volatility (6M)

Calculated over the trailing 6-month period

10.39%

17.80%

-7.41%

Volatility (1Y)

Calculated over the trailing 1-year period

12.31%

19.96%

-7.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.02%

15.69%

+0.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.93%

18.24%

-1.31%

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

Both MEUD.L and EMXC.DE 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. EMXC.DE - Dividend Comparison

Neither MEUD.L nor EMXC.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


MEUD.L and EMXC.DE have a correlation of 0.54, 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 EMXC.DE have the same expense ratio: 0.15% per year.

MEUD.L is categorized as Europe Equities, while EMXC.DE is Emerging Markets Equities. MEUD.L tracks MSCI Europe NR EUR, while EMXC.DE tracks MSCI EM NR USD.

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