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

MEUD.L vs. MWRD.L

Last updated Jun 5, 2026

MEUD.L (Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc) and MWRD.L (Amundi Index MSCI World) are both exchange-traded funds - MEUD.L is a Europe Equities fund tracking the MSCI Europe NR EUR, while MWRD.L is a Global Equities fund tracking the MSCI ACWI NR USD. Both are passively managed. A 0.70 correlation means they provide meaningful diversification when combined. MEUD.L charges 0.15%/yr vs 0.08%/yr for MWRD.L.

Performance

MEUD.L vs. MWRD.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 Amundi Index MSCI World (MWRD.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

MEUD.L

1D
0.58%
1M
3.26%
YTD
6.58%
6M
8.93%
1Y
19.54%
3Y*
14.05%
5Y*
9.89%
10Y*
10.28%

MWRD.L

1D
—
1M
—
YTD
—
6M
—
1Y
—
3Y*
—
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)202520242023202220212020201920182017
MEUD.L
Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc		6.58%26.51%3.65%13.48%-5.04%17.06%3.85%20.40%-9.59%4.02%
MWRD.L
Amundi Index MSCI World		0.00%0.00%-1.27%17.50%-9.18%24.39%11.85%23.29%-4.10%6.52%

Correlation

The correlation between MEUD.L and MWRD.L is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

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

0.26

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

0.53

Correlation (All Time)
Calculated using the full available price history since Jun 30, 2017

0.70

The correlation between MEUD.L and MWRD.L shifts across timeframes, from 0.26 (3 years) to 0.70 (all time), reflecting how their relationship changes across market environments.

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

Sectors
MEUD.L
MWRD.L

Financial Services

24.0%
14.7%

Industrials

20.1%
10.6%

Healthcare

12.7%
12.4%

Technology

9.4%
24.7%

Consumer Defensive

7.7%
6.7%

Consumer Cyclical

6.9%
10.5%

Energy

5.5%
4.4%

Basic Materials

5.0%
3.8%

Utilities

4.5%
2.4%

Communication Services

3.1%
7.5%

Real Estate

1.2%
2.4%

Financial Services

MEUD.L
24.0%
MWRD.L
14.7%

Industrials

MEUD.L
20.1%
MWRD.L
10.6%

Healthcare

MEUD.L
12.7%
MWRD.L
12.4%

Technology

MEUD.L
9.4%
MWRD.L
24.7%

Consumer Defensive

MEUD.L
7.7%
MWRD.L
6.7%

Consumer Cyclical

MEUD.L
6.9%
MWRD.L
10.5%

Energy

MEUD.L
5.5%
MWRD.L
4.4%

Basic Materials

MEUD.L
5.0%
MWRD.L
3.8%

Utilities

MEUD.L
4.5%
MWRD.L
2.4%

Communication Services

MEUD.L
3.1%
MWRD.L
7.5%

Real Estate

MEUD.L
1.2%
MWRD.L
2.4%

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

Amundi Index MSCI World

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 MWRD.L:
MWRD.L vs. BRK-BMWRD.L vs. IWDA.ASMWRD.L vs. URTHMWRD.L vs. SWDA.LMWRD.L vs. JEPIMWRD.L vs. ACWIMWRD.L vs. 36BZ.DE

Return for Risk

MEUD.L vs. MWRD.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: 4545
Overall Rank
MEUD.L Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
MEUD.L Sortino Ratio Rank: 4646
Sortino Ratio Rank
MEUD.L Omega Ratio Rank: 4949
Omega Ratio Rank
MEUD.L Calmar Ratio Rank: 3838
Calmar Ratio Rank
MEUD.L Martin Ratio Rank: 4343
Martin Ratio Rank
MWRD.L
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. MWRD.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 Amundi Index MSCI World (MWRD.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.LMWRD.LDifference
Sharpe ratioReturn per unit of total volatility
1.60

—

—

Sortino ratioReturn per unit of downside risk
2.26

—

—

Omega ratioGain probability vs. loss probability

1.30

—

—

Calmar ratioReturn relative to maximum drawdown

1.85

—

—

Martin ratioReturn relative to average drawdown

6.70

—

—

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. MWRD.L - Sharpe Ratio Comparison

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Sharpe Ratios by Period

MEUD.LMWRD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.60

—

—

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

—

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

—

—

Drawdowns

MEUD.L vs. MWRD.L - Drawdown Comparison

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Drawdown Indicators

MEUD.LMWRD.LDifference

Max Drawdown

Largest peak-to-trough decline

-28.57%

—

—

Max Drawdown (1Y)

Largest decline over 1 year

-10.53%

—

—

Max Drawdown (3Y)

Largest decline over 3 years

-12.61%

—

—

Max Drawdown (5Y)

Largest decline over 5 years

-17.09%

—

—

Max Drawdown (10Y)

Largest decline over 10 years

-28.57%

—

—

Current Drawdown

Current decline from peak

-1.33%

—

—

Average Drawdown

Average peak-to-trough decline

-4.16%

—

—

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.91%

—

—

Volatility

MEUD.L vs. MWRD.L - Volatility Comparison

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Volatility by Period

MEUD.LMWRD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.14%

—

—

Volatility (6M)

Calculated over the trailing 6-month period

10.20%

—

—

Volatility (1Y)

Calculated over the trailing 1-year period

12.14%

—

—

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.94%

—

—

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.92%

—

—

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

MEUD.L has a 0.15% expense ratio, which is higher than MWRD.L's 0.08% 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. MWRD.L - Dividend Comparison

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

Tickers have no history of dividend payments

Frequently Asked Questions

MEUD.L and MWRD.L have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, MWRD.L is cheaper at 0.08% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MWRD.L is cheaper with a 0.08% expense ratio, compared with 0.15% for MEUD.L.

MEUD.L is categorized as Europe Equities, while MWRD.L is Global Equities. MEUD.L tracks MSCI Europe NR EUR, while MWRD.L tracks MSCI ACWI NR USD. Their fees differ too: 0.15% for MEUD.L and 0.08% for MWRD.L.

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