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MEUD.L vs. IGF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

MEUD.L vs. IGF

Last updated Jun 13, 2026

MEUD.L (Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc) and IGF (iShares Global Infrastructure ETF) are both exchange-traded funds - MEUD.L is a Europe Equities fund tracking the MSCI Europe NR EUR, while IGF is a Industrials Equities fund tracking the S&P Global Infrastructure Index. Both are passively managed. Over the past 10 years, MEUD.L returned 11.01%/yr vs 9.23%/yr for IGF. At a 0.47 correlation, their price movements are largely independent. MEUD.L charges 0.15%/yr vs 0.39%/yr for IGF.

Performance

MEUD.L vs. IGF - 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 Global Infrastructure ETF (IGF). 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 IGF is traded in USD. To make them comparable, the IGF 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 IGF's 10.24% return. Over the past 10 years, MEUD.L has outperformed IGF with an annualized return of 11.01%, while IGF has yielded a comparatively lower 9.23% annualized return.

MEUD.L

1D
1.76%
1M
3.68%
YTD
7.81%
6M
9.49%
1Y
19.78%
3Y*
14.48%
5Y*
9.92%
10Y*
11.01%

IGF

1D
0.76%
1M
1.19%
YTD
10.24%
6M
9.97%
1Y
18.08%
3Y*
13.94%
5Y*
11.36%
10Y*
9.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MEUD.L vs. IGF - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
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%20.40%-9.59%15.43%
IGF
iShares Global Infrastructure ETF		10.24%12.66%16.82%0.84%10.49%12.63%-9.24%21.04%-4.61%8.99%

Correlation

The correlation between MEUD.L and IGF is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.36

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

0.35

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

0.37

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

0.44

Correlation (All Time)
Calculated using the full available price history since Apr 3, 2013

0.47

The correlation between MEUD.L and IGF shifts across timeframes, from 0.35 (3 years) to 0.47 (all time), reflecting how their relationship changes across market environments.

MEUD.L vs. IGF - Sectors Allocation Comparison

Sectors
MEUD.L
IGF

Financial Services

23.9%

-

Industrials

20.3%
38.8%

Healthcare

12.6%

-

Technology

9.4%

-

Consumer Defensive

7.7%

-

Consumer Cyclical

7.1%

-

Energy

5.3%
20.1%

Basic Materials

5.1%

-

Utilities

4.4%
41.1%

Communication Services

3.0%

-

Real Estate

1.2%
0.1%

Financial Services

MEUD.L
23.9%
IGF

-

Industrials

MEUD.L
20.3%
IGF
38.8%

Healthcare

MEUD.L
12.6%
IGF

-

Technology

MEUD.L
9.4%
IGF

-

Consumer Defensive

MEUD.L
7.7%
IGF

-

Consumer Cyclical

MEUD.L
7.1%
IGF

-

Energy

MEUD.L
5.3%
IGF
20.1%

Basic Materials

MEUD.L
5.1%
IGF

-

Utilities

MEUD.L
4.4%
IGF
41.1%

Communication Services

MEUD.L
3.0%
IGF

-

Real Estate

MEUD.L
1.2%
IGF
0.1%

Compare stocks, funds, or ETFs

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Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc

iShares Global Infrastructure ETF

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MEUD.L vs. SMEA.LMEUD.L vs. XSX6.LMEUD.L vs. VEUA.LMEUD.L vs. SPYMEUD.L vs. HMEU.LMEUD.L vs. VUAA.LMEUD.L vs. CS51.L
Often compared with IGF:
IGF vs. IFRAIGF vs. GIIIGF vs. NFRAIGF vs. SPYIGF vs. GLIFXIGF vs. VPUIGF vs. XLU

Return for Risk

MEUD.L vs. IGF — 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
IGF
IGF Risk / Return Rank: 5454
Overall Rank
IGF Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
IGF Sortino Ratio Rank: 5252
Sortino Ratio Rank
IGF Omega Ratio Rank: 4949
Omega Ratio Rank
IGF Calmar Ratio Rank: 6464
Calmar Ratio Rank
IGF Martin Ratio Rank: 5353
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. IGF - 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 Global Infrastructure ETF (IGF). 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.LIGFDifference
Sharpe ratioReturn per unit of total volatility
1.60
1.90

-0.30

Sortino ratioReturn per unit of downside risk
2.27
2.68

-0.41

Omega ratioGain probability vs. loss probability

1.30

1.32

-0.02

Calmar ratioReturn relative to maximum drawdown

1.87

3.56

-1.69

Martin ratioReturn relative to average drawdown

6.77

9.08

-2.31

MEUD.L vs. IGF - Sharpe Ratio Comparison

The current MEUD.L Sharpe Ratio is 1.60, which is comparable to the IGF Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of MEUD.L and IGF, 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. IGF - Drawdown Comparison

The maximum MEUD.L drawdown since its inception was -28.57%, smaller than the maximum IGF drawdown of -40.37%. Use the drawdown chart below to compare losses from any high point for MEUD.L and IGF.

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Drawdown Indicators

MEUD.LIGFDifference

Max Drawdown

Largest peak-to-trough decline

-28.57%

-40.37%

+11.80%

Max Drawdown (1Y)

Largest decline over 1 year

-10.53%

-5.10%

-5.43%

Max Drawdown (3Y)

Largest decline over 3 years

-12.61%

-11.18%

-1.43%

Max Drawdown (5Y)

Largest decline over 5 years

-17.09%

-17.01%

-0.08%

Max Drawdown (10Y)

Largest decline over 10 years

-28.57%

-35.17%

+6.60%

Current Drawdown

Current decline from peak

-0.20%

-2.45%

+2.25%

Average Drawdown

Average peak-to-trough decline

-6.89%

-7.57%

+0.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.92%

2.00%

+0.92%

Volatility

MEUD.L vs. IGF - Volatility Comparison

Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc (MEUD.L) has a higher volatility of 3.54% compared to iShares Global Infrastructure ETF (IGF) at 3.36%. This indicates that MEUD.L's price experiences larger fluctuations and is considered to be riskier than IGF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

MEUD.LIGFDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.54%

3.36%

+0.18%

Volatility (6M)

Calculated over the trailing 6-month period

10.39%

7.72%

+2.67%

Volatility (1Y)

Calculated over the trailing 1-year period

12.31%

9.57%

+2.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.02%

12.10%

+3.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.93%

15.98%

+0.95%

MEUD.L vs. IGF - Expense Ratio Comparison

MEUD.L has a 0.15% expense ratio, which is lower than IGF's 0.39% expense ratio.

Dividends

MEUD.L vs. IGF - Dividend Comparison

MEUD.L has not paid dividends to shareholders, while IGF's dividend yield for the trailing twelve months is around 2.94%.

PositionTTM20252024202320222021202020192018201720162015
IGF
iShares Global Infrastructure ETF		2.94%3.23%3.21%3.36%2.67%2.42%2.33%3.27%3.52%2.95%2.98%3.25%
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 IGF have a correlation of 0.36, 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 0.39% for IGF.

MEUD.L is categorized as Europe Equities, while IGF is Industrials Equities. MEUD.L tracks MSCI Europe NR EUR, while IGF tracks S&P Global Infrastructure Index. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.15% for MEUD.L and 0.39% for IGF.

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