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

MEUD.L vs. IMIB.L

Last updated Jun 25, 2026

MEUD.L (Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc) and IMIB.L (iShares FTSE MIB UCITS ETF EUR (Dist)) are both Europe Equities funds - MEUD.L tracks the MSCI Europe NR EUR while IMIB.L tracks the FTSE Italia AllShare TR EUR. Both are passively managed. Over the past 10 years, MEUD.L returned 10.58%/yr vs 17.18%/yr for IMIB.L. Their correlation of 0.83 suggests significant overlap in exposure. MEUD.L charges 0.15%/yr vs 0.35%/yr for IMIB.L.

Performance

MEUD.L vs. IMIB.L - 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 FTSE MIB UCITS ETF EUR (Dist) (IMIB.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MEUD.L achieves a 8.20% return, which is significantly lower than IMIB.L's 16.78% return. Over the past 10 years, MEUD.L has underperformed IMIB.L with an annualized return of 10.58%, while IMIB.L has yielded a comparatively higher 17.18% annualized return.

MEUD.L

1D
-0.06%
1M
1.72%
YTD
8.20%
6M
8.64%
1Y
21.89%
3Y*
15.50%
5Y*
9.93%
10Y*
10.58%

IMIB.L

1D
-0.73%
1M
4.20%
YTD
16.78%
6M
17.43%
1Y
37.72%
3Y*
29.79%
5Y*
20.47%
10Y*
17.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MEUD.L vs. IMIB.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
MEUD.L
Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc		8.20%26.51%3.65%13.48%-5.04%17.06%3.85%20.40%-9.59%15.43%
IMIB.L
iShares FTSE MIB UCITS ETF EUR (Dist)		16.78%43.78%13.17%30.55%-3.59%18.30%1.46%24.85%-12.68%20.95%

Correlation

The correlation between MEUD.L and IMIB.L is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

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

0.82

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

0.82

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

0.84

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

0.83

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

0.83

The correlation between MEUD.L and IMIB.L has been stable across timeframes, ranging from 0.82 to 0.84 - a consistent structural relationship.

MEUD.L vs. IMIB.L - Sectors Allocation Comparison

Sectors
MEUD.L
IMIB.L

Financial Services

24.6%
45.3%

Industrials

20.1%
11.4%

Healthcare

12.3%
1.2%

Technology

9.7%
5.5%

Consumer Defensive

7.6%
0.4%

Consumer Cyclical

7.2%
9.9%

Energy

5.1%
7.9%

Basic Materials

5.0%
0.5%

Utilities

4.4%
15.9%

Communication Services

2.9%
1.7%

Real Estate

1.2%
0.3%

Financial Services

MEUD.L
24.6%
IMIB.L
45.3%

Industrials

MEUD.L
20.1%
IMIB.L
11.4%

Healthcare

MEUD.L
12.3%
IMIB.L
1.2%

Technology

MEUD.L
9.7%
IMIB.L
5.5%

Consumer Defensive

MEUD.L
7.6%
IMIB.L
0.4%

Consumer Cyclical

MEUD.L
7.2%
IMIB.L
9.9%

Energy

MEUD.L
5.1%
IMIB.L
7.9%

Basic Materials

MEUD.L
5.0%
IMIB.L
0.5%

Utilities

MEUD.L
4.4%
IMIB.L
15.9%

Communication Services

MEUD.L
2.9%
IMIB.L
1.7%

Real Estate

MEUD.L
1.2%
IMIB.L
0.3%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

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

iShares FTSE MIB UCITS ETF EUR (Dist)

Often compared with MEUD.L:
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 IMIB.L:
IMIB.L vs. ESIF.LIMIB.L vs. SPMOIMIB.L vs. X7PP.LIMIB.L vs. VOOIMIB.L vs. BNKE.LIMIB.L vs. PSRE.LIMIB.L vs. EEIP.L

Return for Risk

MEUD.L vs. IMIB.L — 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: 5555
Overall Rank
MEUD.L Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
MEUD.L Sortino Ratio Rank: 6060
Sortino Ratio Rank
MEUD.L Omega Ratio Rank: 6363
Omega Ratio Rank
MEUD.L Calmar Ratio Rank: 4646
Calmar Ratio Rank
MEUD.L Martin Ratio Rank: 4949
Martin Ratio Rank
IMIB.L
IMIB.L Risk / Return Rank: 8282
Overall Rank
IMIB.L Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
IMIB.L Sortino Ratio Rank: 8585
Sortino Ratio Rank
IMIB.L Omega Ratio Rank: 8383
Omega Ratio Rank
IMIB.L Calmar Ratio Rank: 7979
Calmar Ratio Rank
IMIB.L Martin Ratio Rank: 7878
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. IMIB.L - 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 FTSE MIB UCITS ETF EUR (Dist) (IMIB.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.

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.LIMIB.LDifference
Sharpe ratioReturn per unit of total volatility
1.79
2.49

-0.70

Sortino ratioReturn per unit of downside risk
2.52
3.36

-0.84

Omega ratioGain probability vs. loss probability

1.34

1.44

-0.10

Calmar ratioReturn relative to maximum drawdown

2.07

3.65

-1.58

Martin ratioReturn relative to average drawdown

7.52

13.36

-5.84

MEUD.L vs. IMIB.L - Sharpe Ratio Comparison

The current MEUD.L Sharpe Ratio is 1.79, which is comparable to the IMIB.L Sharpe Ratio of 2.49. The chart below compares the historical Sharpe Ratios of MEUD.L and IMIB.L, 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. IMIB.L - Drawdown Comparison

The maximum MEUD.L drawdown since its inception was -28.57%, smaller than the maximum IMIB.L drawdown of -70.29%. Use the drawdown chart below to compare losses from any high point for MEUD.L and IMIB.L.

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Drawdown Indicators

MEUD.LIMIB.LDifference

Max Drawdown

Largest peak-to-trough decline

-28.57%

-70.29%

+41.72%

Max Drawdown (1Y)

Largest decline over 1 year

-10.53%

-10.28%

-0.25%

Max Drawdown (3Y)

Largest decline over 3 years

-12.61%

-15.58%

+2.97%

Max Drawdown (5Y)

Largest decline over 5 years

-17.09%

-24.06%

+6.97%

Max Drawdown (10Y)

Largest decline over 10 years

-28.57%

-36.68%

+8.11%

Current Drawdown

Current decline from peak

-0.99%

-2.87%

+1.88%

Average Drawdown

Average peak-to-trough decline

-6.88%

-32.97%

+26.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.91%

2.82%

+0.09%

Volatility

MEUD.L vs. IMIB.L - Volatility Comparison

The current volatility for Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc (MEUD.L) is 3.02%, while iShares FTSE MIB UCITS ETF EUR (Dist) (IMIB.L) has a volatility of 4.08%. This indicates that MEUD.L experiences smaller price fluctuations and is considered to be less risky than IMIB.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

MEUD.LIMIB.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.02%

4.08%

-1.06%

Volatility (6M)

Calculated over the trailing 6-month period

10.37%

12.35%

-1.98%

Volatility (1Y)

Calculated over the trailing 1-year period

12.21%

15.10%

-2.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.01%

17.94%

-1.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.91%

19.35%

-2.44%

MEUD.L vs. IMIB.L - Expense Ratio Comparison

MEUD.L has a 0.15% expense ratio, which is lower than IMIB.L's 0.35% expense ratio.

Dividends

MEUD.L vs. IMIB.L - Dividend Comparison

MEUD.L has not paid dividends to shareholders, while IMIB.L's dividend yield for the trailing twelve months is around 3.75%.

PositionTTM20252024202320222021202020192018201720162015
IMIB.L
iShares FTSE MIB UCITS ETF EUR (Dist)		3.75%3.83%4.53%3.77%3.90%3.15%1.44%3.41%3.25%2.29%2.82%2.15%
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 IMIB.L have a correlation of 0.82, 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 0.35% for IMIB.L.

MEUD.L tracks MSCI Europe NR EUR, while IMIB.L tracks FTSE Italia AllShare TR EUR. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.15% for MEUD.L and 0.35% for IMIB.L.

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