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MEUD.L vs. XSX6.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MEUD.L vs. XSX6.DE - 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 Xtrackers STOXX Europe 600 UCITS ETF (XSX6.DE). 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 XSX6.DE is traded in EUR. To make them comparable, the XSX6.DE values have been converted to GBp using the latest available exchange rates.

Returns By Period

The year-to-date returns for both stocks are quite close, with MEUD.L having a 6.58% return and XSX6.DE slightly lower at 6.55%. Both investments have delivered pretty close results over the past 10 years, with MEUD.L having a 10.28% annualized return and XSX6.DE not far behind at 10.21%.


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%

XSX6.DE

1D
0.72%
1M
3.37%
YTD
6.55%
6M
8.92%
1Y
19.58%
3Y*
14.12%
5Y*
9.86%
10Y*
10.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MEUD.L vs. XSX6.DE - 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%15.43%
XSX6.DE
Xtrackers STOXX Europe 600 UCITS ETF
6.55%27.20%3.63%13.23%-5.73%16.06%3.71%21.99%-10.09%15.65%

Correlation

The correlation between MEUD.L and XSX6.DE is 0.92, 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

0.92

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

0.94

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

0.94

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

0.92

Correlation (All Time)
Calculated using the full available price history since Sep 17, 2013

0.92

The correlation between MEUD.L and XSX6.DE has been stable across timeframes, ranging from 0.92 to 0.94 - a consistent structural relationship.

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Return for Risk

MEUD.L vs. XSX6.DE — 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

XSX6.DE
XSX6.DE Risk / Return Rank: 3737
Overall Rank
XSX6.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
XSX6.DE Sortino Ratio Rank: 3737
Sortino Ratio Rank
XSX6.DE Omega Ratio Rank: 3737
Omega Ratio Rank
XSX6.DE Calmar Ratio Rank: 3636
Calmar Ratio Rank
XSX6.DE Martin Ratio Rank: 4242
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. XSX6.DE - 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 Xtrackers STOXX Europe 600 UCITS ETF (XSX6.DE). 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.LXSX6.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.05

Sortino ratioReturn per unit of downside risk

+0.02

Omega ratioGain probability vs. loss probability

1.30

1.29

+0.02

Calmar ratioReturn relative to maximum drawdown

1.85

1.87

-0.02

Martin ratioReturn relative to average drawdown

6.70

6.87

-0.17

MEUD.L vs. XSX6.DE - Sharpe Ratio Comparison

The current MEUD.L Sharpe Ratio is 1.60, which is comparable to the XSX6.DE Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of MEUD.L and XSX6.DE, 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.LXSX6.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.60

1.56

+0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

0.68

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

0.67

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.57

+0.03

Drawdowns

MEUD.L vs. XSX6.DE - Drawdown Comparison

The maximum MEUD.L drawdown since its inception was -28.57%, roughly equal to the maximum XSX6.DE drawdown of -27.98%. Use the drawdown chart below to compare losses from any high point for MEUD.L and XSX6.DE.


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Drawdown Indicators


MEUD.LXSX6.DEDifference

Max Drawdown

Largest peak-to-trough decline

-28.57%

-27.98%

-0.59%

Max Drawdown (1Y)

Largest decline over 1 year

-10.53%

-10.43%

-0.10%

Max Drawdown (3Y)

Largest decline over 3 years

-12.61%

-13.84%

+1.23%

Max Drawdown (5Y)

Largest decline over 5 years

-17.09%

-17.11%

+0.02%

Max Drawdown (10Y)

Largest decline over 10 years

-28.57%

-27.98%

-0.59%

Current Drawdown

Current decline from peak

-1.33%

-1.21%

-0.12%

Average Drawdown

Average peak-to-trough decline

-4.16%

-5.06%

+0.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.91%

2.84%

+0.07%

Volatility

MEUD.L vs. XSX6.DE - Volatility Comparison

Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc (MEUD.L) and Xtrackers STOXX Europe 600 UCITS ETF (XSX6.DE) have volatilities of 4.14% and 4.02%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MEUD.LXSX6.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.14%

4.02%

+0.12%

Volatility (6M)

Calculated over the trailing 6-month period

10.20%

10.61%

-0.41%

Volatility (1Y)

Calculated over the trailing 1-year period

12.14%

12.55%

-0.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.94%

14.31%

-0.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.92%

15.15%

-0.23%

MEUD.L vs. XSX6.DE - Expense Ratio Comparison

MEUD.L has a 0.15% expense ratio, which is lower than XSX6.DE's 0.20% expense ratio. Despite the difference, 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. XSX6.DE - Dividend Comparison

Neither MEUD.L nor XSX6.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.92, MEUD.L and XSX6.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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 0.20% for XSX6.DE.

MEUD.L tracks MSCI Europe NR EUR, while XSX6.DE tracks STOXX® Europe 600. They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.15% for MEUD.L and 0.20% for XSX6.DE.

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