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MEUD.L vs. VUAA.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


MEUD.LVUAA.L
YTD Return6.81%18.50%
1Y Return12.82%26.63%
3Y Return (Ann)5.90%9.46%
5Y Return (Ann)7.35%14.81%
Sharpe Ratio1.162.23
Daily Std Dev10.73%12.30%
Max Drawdown-28.57%-34.05%
Current Drawdown-2.46%-0.30%

Correlation

-0.50.00.51.00.8

The correlation between MEUD.L and VUAA.L is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

MEUD.L vs. VUAA.L - Performance Comparison

In the year-to-date period, MEUD.L achieves a 6.81% return, which is significantly lower than VUAA.L's 18.50% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


40.00%60.00%80.00%100.00%120.00%AprilMayJuneJulyAugustSeptember
54.04%
109.54%
MEUD.L
VUAA.L

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


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

MEUD.L has a 0.15% expense ratio, which is higher than VUAA.L's 0.07% 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%.


MEUD.L
Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc
Expense ratio chart for MEUD.L: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
Expense ratio chart for VUAA.L: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

MEUD.L vs. VUAA.L - Risk-Adjusted Performance 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 S&P 500 UCITS ETF (VUAA.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.L
Sharpe ratio
The chart of Sharpe ratio for MEUD.L, currently valued at 1.43, compared to the broader market0.002.004.001.43
Sortino ratio
The chart of Sortino ratio for MEUD.L, currently valued at 2.12, compared to the broader market-2.000.002.004.006.008.0010.0012.002.12
Omega ratio
The chart of Omega ratio for MEUD.L, currently valued at 1.28, compared to the broader market0.501.001.502.002.503.001.28
Calmar ratio
The chart of Calmar ratio for MEUD.L, currently valued at 1.29, compared to the broader market0.005.0010.0015.001.29
Martin ratio
The chart of Martin ratio for MEUD.L, currently valued at 6.97, compared to the broader market0.0020.0040.0060.0080.00100.006.97
VUAA.L
Sharpe ratio
The chart of Sharpe ratio for VUAA.L, currently valued at 2.23, compared to the broader market0.002.004.002.23
Sortino ratio
The chart of Sortino ratio for VUAA.L, currently valued at 3.12, compared to the broader market-2.000.002.004.006.008.0010.0012.003.12
Omega ratio
The chart of Omega ratio for VUAA.L, currently valued at 1.38, compared to the broader market0.501.001.502.002.503.001.38
Calmar ratio
The chart of Calmar ratio for VUAA.L, currently valued at 2.37, compared to the broader market0.005.0010.0015.002.37
Martin ratio
The chart of Martin ratio for VUAA.L, currently valued at 11.86, compared to the broader market0.0020.0040.0060.0080.00100.0011.86

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

The current MEUD.L Sharpe Ratio is 1.16, which is lower than the VUAA.L Sharpe Ratio of 2.23. The chart below compares the 12-month rolling Sharpe Ratio of MEUD.L and VUAA.L.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00AprilMayJuneJulyAugustSeptember
1.43
2.23
MEUD.L
VUAA.L

Dividends

MEUD.L vs. VUAA.L - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

MEUD.L vs. VUAA.L - Drawdown Comparison

The maximum MEUD.L drawdown since its inception was -28.57%, smaller than the maximum VUAA.L drawdown of -34.05%. Use the drawdown chart below to compare losses from any high point for MEUD.L and VUAA.L. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember
-1.70%
-0.30%
MEUD.L
VUAA.L

Volatility

MEUD.L vs. VUAA.L - Volatility Comparison

The current volatility for Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc (MEUD.L) is 3.37%, while Vanguard S&P 500 UCITS ETF (VUAA.L) has a volatility of 4.19%. This indicates that MEUD.L experiences smaller price fluctuations and is considered to be less risky than VUAA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%AprilMayJuneJulyAugustSeptember
3.37%
4.19%
MEUD.L
VUAA.L