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MEUD.L vs. XSX6.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MEUD.L and XSX6.L is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

MEUD.L vs. XSX6.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 Xtrackers STOXX Europe 600 UCITS ETF 1C (XSX6.L). The values are adjusted to include any dividend payments, if applicable.

70.00%80.00%90.00%100.00%December2025FebruaryMarchAprilMay
100.50%
100.69%
MEUD.L
XSX6.L

Key characteristics

Sharpe Ratio

MEUD.L:

0.40

XSX6.L:

0.38

Sortino Ratio

MEUD.L:

0.55

XSX6.L:

0.54

Omega Ratio

MEUD.L:

1.07

XSX6.L:

1.07

Calmar Ratio

MEUD.L:

0.37

XSX6.L:

0.35

Martin Ratio

MEUD.L:

1.31

XSX6.L:

1.22

Ulcer Index

MEUD.L:

3.58%

XSX6.L:

3.65%

Daily Std Dev

MEUD.L:

13.41%

XSX6.L:

13.26%

Max Drawdown

MEUD.L:

-28.57%

XSX6.L:

-28.43%

Current Drawdown

MEUD.L:

-1.17%

XSX6.L:

-1.28%

Returns By Period

The year-to-date returns for both stocks are quite close, with MEUD.L having a 10.03% return and XSX6.L slightly lower at 9.96%. Both investments have delivered pretty close results over the past 10 years, with MEUD.L having a 7.85% annualized return and XSX6.L not far behind at 7.76%.


MEUD.L

YTD

10.03%

1M

13.03%

6M

10.42%

1Y

5.40%

5Y*

12.04%

10Y*

7.85%

XSX6.L

YTD

9.96%

1M

12.98%

6M

10.17%

1Y

5.11%

5Y*

11.94%

10Y*

7.76%

*Annualized

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

MEUD.L has a 0.15% expense ratio, which is lower than XSX6.L'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%.


Risk-Adjusted Performance

MEUD.L vs. XSX6.L — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MEUD.L
The Risk-Adjusted Performance Rank of MEUD.L is 4545
Overall Rank
The Sharpe Ratio Rank of MEUD.L is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of MEUD.L is 4141
Sortino Ratio Rank
The Omega Ratio Rank of MEUD.L is 3939
Omega Ratio Rank
The Calmar Ratio Rank of MEUD.L is 5252
Calmar Ratio Rank
The Martin Ratio Rank of MEUD.L is 4848
Martin Ratio Rank

XSX6.L
The Risk-Adjusted Performance Rank of XSX6.L is 4444
Overall Rank
The Sharpe Ratio Rank of XSX6.L is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of XSX6.L is 4040
Sortino Ratio Rank
The Omega Ratio Rank of XSX6.L is 3737
Omega Ratio Rank
The Calmar Ratio Rank of XSX6.L is 5050
Calmar Ratio Rank
The Martin Ratio Rank of XSX6.L is 4646
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

MEUD.L vs. XSX6.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 Xtrackers STOXX Europe 600 UCITS ETF 1C (XSX6.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.


The current MEUD.L Sharpe Ratio is 0.40, which is comparable to the XSX6.L Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of MEUD.L and XSX6.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.50December2025FebruaryMarchAprilMay
0.71
0.70
MEUD.L
XSX6.L

Dividends

MEUD.L vs. XSX6.L - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

MEUD.L vs. XSX6.L - Drawdown Comparison

The maximum MEUD.L drawdown since its inception was -28.57%, roughly equal to the maximum XSX6.L drawdown of -28.43%. Use the drawdown chart below to compare losses from any high point for MEUD.L and XSX6.L. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-0.26%
-0.23%
MEUD.L
XSX6.L

Volatility

MEUD.L vs. XSX6.L - Volatility Comparison

Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc (MEUD.L) and Xtrackers STOXX Europe 600 UCITS ETF 1C (XSX6.L) have volatilities of 6.30% and 6.19%, 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.


2.00%4.00%6.00%8.00%10.00%December2025FebruaryMarchAprilMay
6.30%
6.19%
MEUD.L
XSX6.L