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

Performance

MEUD.L vs. VTI - 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 Vanguard Total Stock Market ETF (VTI). 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 VTI is traded in USD. To make them comparable, the VTI 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 6.17% return, which is significantly lower than VTI's 10.11% return. Over the past 10 years, MEUD.L has underperformed VTI with an annualized return of 10.52%, while VTI has yielded a comparatively higher 15.61% 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%

VTI

1D
0.27%
1M
2.61%
YTD
10.11%
6M
8.76%
1Y
26.67%
3Y*
18.68%
5Y*
13.52%
10Y*
15.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MEUD.L vs. VTI - 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%
VTI
Vanguard Total Stock Market ETF
10.11%8.76%25.97%19.75%-9.95%26.87%17.52%25.70%0.38%10.73%

Correlation

The correlation between MEUD.L and VTI is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.45

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

0.35

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

0.38

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

0.45

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

0.48

The correlation between MEUD.L and VTI shifts across timeframes, from 0.35 (3 years) to 0.48 (all time), reflecting how their relationship changes across market environments.

MEUD.L vs. VTI - Sectors Allocation Comparison


Sectors
MEUD.L
VTI

Financial Services

23.9%
12.0%

Industrials

20.3%
9.8%

Healthcare

12.6%
9.2%

Technology

9.4%
33.5%

Consumer Defensive

7.7%
4.7%

Consumer Cyclical

7.1%
10.0%

Energy

5.3%
3.7%

Basic Materials

5.1%
2.0%

Utilities

4.4%
2.3%

Communication Services

3.0%
10.3%

Real Estate

1.2%
2.4%

Financial Services

MEUD.L
23.9%
VTI
12.0%

Industrials

MEUD.L
20.3%
VTI
9.8%

Healthcare

MEUD.L
12.6%
VTI
9.2%

Technology

MEUD.L
9.4%
VTI
33.5%

Consumer Defensive

MEUD.L
7.7%
VTI
4.7%

Consumer Cyclical

MEUD.L
7.1%
VTI
10.0%

Energy

MEUD.L
5.3%
VTI
3.7%

Basic Materials

MEUD.L
5.1%
VTI
2.0%

Utilities

MEUD.L
4.4%
VTI
2.3%

Communication Services

MEUD.L
3.0%
VTI
10.3%

Real Estate

MEUD.L
1.2%
VTI
2.4%

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Return for Risk

MEUD.L vs. VTI — 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

VTI
VTI Risk / Return Rank: 6868
Overall Rank
VTI Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
VTI Sortino Ratio Rank: 6666
Sortino Ratio Rank
VTI Omega Ratio Rank: 6868
Omega Ratio Rank
VTI Calmar Ratio Rank: 6262
Calmar Ratio Rank
VTI Martin Ratio Rank: 7575
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. VTI - 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 Vanguard Total Stock Market ETF (VTI). 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.LVTIDifference
Sharpe ratioReturn per unit of total volatility

-0.75

Sortino ratioReturn per unit of downside risk

-0.78

Omega ratioGain probability vs. loss probability

1.29

1.43

-0.14

Calmar ratioReturn relative to maximum drawdown

1.75

3.65

-1.89

Martin ratioReturn relative to average drawdown

6.35

14.08

-7.73

MEUD.L vs. VTI - Sharpe Ratio Comparison

The current MEUD.L Sharpe Ratio is 1.52, which is lower than the VTI Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of MEUD.L and VTI, 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.LVTIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.52

2.27

-0.75

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

0.83

-0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

0.86

-0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.67

-0.22

Drawdowns

MEUD.L vs. VTI - Drawdown Comparison

The maximum MEUD.L drawdown since its inception was -28.57%, smaller than the maximum VTI drawdown of -34.91%. Use the drawdown chart below to compare losses from any high point for MEUD.L and VTI.


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Drawdown Indicators


MEUD.LVTIDifference

Max Drawdown

Largest peak-to-trough decline

-28.57%

-34.91%

+6.34%

Max Drawdown (1Y)

Largest decline over 1 year

-10.53%

-7.35%

-3.18%

Max Drawdown (3Y)

Largest decline over 3 years

-12.61%

-22.54%

+9.93%

Max Drawdown (5Y)

Largest decline over 5 years

-17.09%

-22.54%

+5.45%

Max Drawdown (10Y)

Largest decline over 10 years

-28.57%

-27.22%

-1.35%

Current Drawdown

Current decline from peak

-1.71%

-1.80%

+0.09%

Average Drawdown

Average peak-to-trough decline

-6.90%

-4.95%

-1.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.91%

1.90%

+1.01%

Volatility

MEUD.L vs. VTI - Volatility Comparison

The current volatility for Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc (MEUD.L) is 3.16%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 3.39%. This indicates that MEUD.L experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MEUD.LVTIDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.16%

3.39%

-0.23%

Volatility (6M)

Calculated over the trailing 6-month period

10.20%

8.54%

+1.66%

Volatility (1Y)

Calculated over the trailing 1-year period

12.17%

11.81%

+0.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.00%

16.30%

-0.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.94%

18.30%

-1.36%

MEUD.L vs. VTI - Expense Ratio Comparison

MEUD.L has a 0.15% expense ratio, which is higher than VTI's 0.03% 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. VTI - Dividend Comparison

MEUD.L has not paid dividends to shareholders, while VTI's dividend yield for the trailing twelve months is around 1.03%.


PositionTTM20252024202320222021202020192018201720162015
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%
VTI
Vanguard Total Stock Market ETF
1.03%1.12%1.27%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%

Frequently Asked Questions


MEUD.L and VTI have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VTI is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VTI is cheaper with a 0.03% expense ratio, compared with 0.15% for MEUD.L.

MEUD.L is categorized as Europe Equities, while VTI is Large Cap Blend Equities. MEUD.L tracks MSCI Europe NR EUR, while VTI tracks CRSP US Total Market Index. They also come from different issuers: Amundi and Vanguard. Their fees differ too: 0.15% for MEUD.L and 0.03% for VTI.

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