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MEUD.L vs. L100.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

MEUD.L vs. L100.L

Last updated Jun 9, 2026

MEUD.L (Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc) and L100.L (Lyxor FTSE 100 UCITS ETF - Acc) are both Europe Equities funds from Amundi - MEUD.L tracks the MSCI Europe NR EUR while L100.L tracks the FTSE AllSh TR GBP. Both are passively managed. Over the past 10 years, MEUD.L returned 10.52%/yr vs 9.29%/yr for L100.L. Their correlation of 0.86 suggests significant overlap in exposure. MEUD.L charges 0.15%/yr vs 0.14%/yr for L100.L.

Performance

MEUD.L vs. L100.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 Lyxor FTSE 100 UCITS ETF - Acc (L100.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with MEUD.L having a 6.17% return and L100.L slightly higher at 6.18%. Over the past 10 years, MEUD.L has outperformed L100.L with an annualized return of 10.52%, while L100.L has yielded a comparatively lower 9.29% annualized return.

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%

L100.L

1D
-0.01%
1M
1.68%
YTD
6.18%
6M
9.31%
1Y
21.05%
3Y*
15.00%
5Y*
11.77%
10Y*
9.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MEUD.L vs. L100.L - 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%
L100.L
Lyxor FTSE 100 UCITS ETF - Acc		6.18%25.82%9.29%7.37%4.86%17.92%-11.79%17.40%-9.14%12.09%

Correlation

The correlation between MEUD.L and L100.L is 0.80, 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

0.80

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

0.81

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

0.83

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

0.85

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

0.86

The correlation between MEUD.L and L100.L has been stable across timeframes, ranging from 0.80 to 0.86 - a consistent structural relationship.

MEUD.L vs. L100.L - Sectors Allocation Comparison

Sectors
MEUD.L
L100.L

Financial Services

23.9%
24.5%

Industrials

20.3%
13.7%

Healthcare

12.6%
13.6%

Technology

9.4%
0.8%

Consumer Defensive

7.7%
13.9%

Consumer Cyclical

7.1%
4.7%

Energy

5.3%
11.7%

Basic Materials

5.1%
8.5%

Utilities

4.4%
5.3%

Communication Services

3.0%
2.6%

Real Estate

1.2%
0.9%

Financial Services

MEUD.L
23.9%
L100.L
24.5%

Industrials

MEUD.L
20.3%
L100.L
13.7%

Healthcare

MEUD.L
12.6%
L100.L
13.6%

Technology

MEUD.L
9.4%
L100.L
0.8%

Consumer Defensive

MEUD.L
7.7%
L100.L
13.9%

Consumer Cyclical

MEUD.L
7.1%
L100.L
4.7%

Energy

MEUD.L
5.3%
L100.L
11.7%

Basic Materials

MEUD.L
5.1%
L100.L
8.5%

Utilities

MEUD.L
4.4%
L100.L
5.3%

Communication Services

MEUD.L
3.0%
L100.L
2.6%

Real Estate

MEUD.L
1.2%
L100.L
0.9%

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

Lyxor FTSE 100 UCITS ETF - Acc

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 L100.L:
L100.L vs. S250.LL100.L vs. SPYL100.L vs. VUKE.DEL100.L vs. HUKX.LL100.L vs. MIVO.LL100.L vs. LCPE.LL100.L vs. 500G.L

Return for Risk

MEUD.L vs. L100.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: 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
L100.L
L100.L Risk / Return Rank: 6060
Overall Rank
L100.L Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
L100.L Sortino Ratio Rank: 6565
Sortino Ratio Rank
L100.L Omega Ratio Rank: 6767
Omega Ratio Rank
L100.L Calmar Ratio Rank: 5252
Calmar Ratio Rank
L100.L 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. L100.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 Lyxor FTSE 100 UCITS ETF - Acc (L100.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.

MEUD.LL100.LDifference
Sharpe ratioReturn per unit of total volatility
1.52
1.92

-0.39

Sortino ratioReturn per unit of downside risk
2.15
2.67

-0.52

Omega ratioGain probability vs. loss probability

1.29

1.36

-0.07

Calmar ratioReturn relative to maximum drawdown

1.75

2.33

-0.57

Martin ratioReturn relative to average drawdown

6.35

7.97

-1.62

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MEUD.L vs. L100.L - Sharpe Ratio Comparison

The current MEUD.L Sharpe Ratio is 1.52, which is comparable to the L100.L Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of MEUD.L and L100.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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Sharpe Ratios by Period

MEUD.LL100.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.52

1.92

-0.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

0.92

-0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

0.62

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.34

+0.11

Drawdowns

MEUD.L vs. L100.L - Drawdown Comparison

The maximum MEUD.L drawdown since its inception was -28.57%, smaller than the maximum L100.L drawdown of -43.92%. Use the drawdown chart below to compare losses from any high point for MEUD.L and L100.L.

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Drawdown Indicators

MEUD.LL100.LDifference

Max Drawdown

Largest peak-to-trough decline

-28.57%

-43.92%

+15.35%

Max Drawdown (1Y)

Largest decline over 1 year

-10.53%

-9.00%

-1.53%

Max Drawdown (3Y)

Largest decline over 3 years

-12.61%

-13.01%

+0.40%

Max Drawdown (5Y)

Largest decline over 5 years

-17.09%

-13.01%

-4.08%

Max Drawdown (10Y)

Largest decline over 10 years

-28.57%

-34.64%

+6.07%

Current Drawdown

Current decline from peak

-1.71%

-3.81%

+2.10%

Average Drawdown

Average peak-to-trough decline

-6.90%

-7.19%

+0.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.91%

2.63%

+0.28%

Volatility

MEUD.L vs. L100.L - Volatility Comparison

Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc (MEUD.L) has a higher volatility of 3.16% compared to Lyxor FTSE 100 UCITS ETF - Acc (L100.L) at 2.91%. This indicates that MEUD.L's price experiences larger fluctuations and is considered to be riskier than L100.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.LL100.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.16%

2.91%

+0.25%

Volatility (6M)

Calculated over the trailing 6-month period

10.20%

9.53%

+0.67%

Volatility (1Y)

Calculated over the trailing 1-year period

12.17%

10.96%

+1.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.00%

12.82%

+3.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.94%

15.08%

+1.86%

MEUD.L vs. L100.L - Expense Ratio Comparison

MEUD.L has a 0.15% expense ratio, which is higher than L100.L's 0.14% 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%.

Dividends

MEUD.L vs. L100.L - Dividend Comparison

Neither MEUD.L nor L100.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

MEUD.L and L100.L have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, L100.L is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.

L100.L is cheaper with a 0.14% expense ratio, compared with 0.15% for MEUD.L.

MEUD.L tracks MSCI Europe NR EUR, while L100.L tracks FTSE AllSh TR GBP. Their fees differ too: 0.15% for MEUD.L and 0.14% for L100.L.

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