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MEUG.L vs. ANXU.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MEUG.L vs. ANXU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Lyxor UCITS MSCI Europe D-EUR (MEUG.L) and Amundi Nasdaq-100 UCITS USD (ANXU.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

MEUG.L is traded in GBp, while ANXU.L is traded in USD. To make them comparable, the ANXU.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, MEUG.L achieves a 6.45% return, which is significantly lower than ANXU.L's 20.95% return. Over the past 10 years, MEUG.L has underperformed ANXU.L with an annualized return of 10.37%, while ANXU.L has yielded a comparatively higher 22.69% annualized return.


MEUG.L

1D
0.49%
1M
3.47%
YTD
6.45%
6M
8.77%
1Y
19.14%
3Y*
13.58%
5Y*
9.94%
10Y*
10.37%

ANXU.L

1D
0.00%
1M
10.24%
YTD
20.95%
6M
19.24%
1Y
42.83%
3Y*
25.22%
5Y*
19.21%
10Y*
22.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MEUG.L vs. ANXU.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MEUG.L
Lyxor UCITS MSCI Europe D-EUR
6.45%26.01%3.67%12.42%-3.12%15.71%2.31%20.16%-9.59%15.90%
ANXU.L
Amundi Nasdaq-100 UCITS USD
20.15%11.32%28.95%48.68%-25.30%28.68%41.33%36.74%4.00%20.61%

Correlation

The correlation between MEUG.L and ANXU.L is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.48

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

0.32

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

0.31

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

0.37

Correlation (All Time)
Calculated using the full available price history since Apr 29, 2015

0.36

The correlation between MEUG.L and ANXU.L shifts across timeframes, from 0.31 (5 years) to 0.48 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

MEUG.L vs. ANXU.L — Risk / Return Rank

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

MEUG.L
MEUG.L Risk / Return Rank: 4444
Overall Rank
MEUG.L Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
MEUG.L Sortino Ratio Rank: 4646
Sortino Ratio Rank
MEUG.L Omega Ratio Rank: 5050
Omega Ratio Rank
MEUG.L Calmar Ratio Rank: 3737
Calmar Ratio Rank
MEUG.L Martin Ratio Rank: 4141
Martin Ratio Rank

ANXU.L
ANXU.L Risk / Return Rank: 7676
Overall Rank
ANXU.L Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
ANXU.L Sortino Ratio Rank: 7979
Sortino Ratio Rank
ANXU.L Omega Ratio Rank: 7575
Omega Ratio Rank
ANXU.L Calmar Ratio Rank: 7474
Calmar Ratio Rank
ANXU.L Martin Ratio Rank: 7171
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.

MEUG.L vs. ANXU.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor UCITS MSCI Europe D-EUR (MEUG.L) and Amundi Nasdaq-100 UCITS USD (ANXU.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.


MEUG.LANXU.LDifference
Sharpe ratioReturn per unit of total volatility

-1.07

Sortino ratioReturn per unit of downside risk

-1.29

Omega ratioGain probability vs. loss probability

1.31

1.47

-0.17

Calmar ratioReturn relative to maximum drawdown

1.82

3.83

-2.02

Martin ratioReturn relative to average drawdown

6.45

10.84

-4.39

MEUG.L vs. ANXU.L - Sharpe Ratio Comparison

The current MEUG.L Sharpe Ratio is 1.61, which is lower than the ANXU.L Sharpe Ratio of 2.68. The chart below compares the historical Sharpe Ratios of MEUG.L and ANXU.L, 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


MEUG.LANXU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.61

2.68

-1.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.05

0.96

+0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.95

1.23

-0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.81

1.30

-0.49

Drawdowns

MEUG.L vs. ANXU.L - Drawdown Comparison

The maximum MEUG.L drawdown since its inception was -28.58%, roughly equal to the maximum ANXU.L drawdown of -27.52%. Use the drawdown chart below to compare losses from any high point for MEUG.L and ANXU.L.


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Drawdown Indicators


MEUG.LANXU.LDifference

Max Drawdown

Largest peak-to-trough decline

-28.58%

-27.52%

-1.06%

Max Drawdown (1Y)

Largest decline over 1 year

-10.47%

-11.12%

+0.65%

Max Drawdown (3Y)

Largest decline over 3 years

-12.69%

-24.28%

+11.59%

Max Drawdown (5Y)

Largest decline over 5 years

-15.18%

-27.52%

+12.34%

Max Drawdown (10Y)

Largest decline over 10 years

-28.58%

-27.52%

-1.06%

Current Drawdown

Current decline from peak

-1.41%

0.00%

-1.41%

Average Drawdown

Average peak-to-trough decline

-4.37%

-4.99%

+0.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.96%

3.94%

-0.98%

Volatility

MEUG.L vs. ANXU.L - Volatility Comparison

The current volatility for Lyxor UCITS MSCI Europe D-EUR (MEUG.L) is 3.82%, while Amundi Nasdaq-100 UCITS USD (ANXU.L) has a volatility of 5.02%. This indicates that MEUG.L experiences smaller price fluctuations and is considered to be less risky than ANXU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MEUG.LANXU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.82%

5.02%

-1.20%

Volatility (6M)

Calculated over the trailing 6-month period

9.93%

11.74%

-1.81%

Volatility (1Y)

Calculated over the trailing 1-year period

11.84%

15.89%

-4.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.14%

20.08%

-0.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.39%

21.15%

-1.76%

MEUG.L vs. ANXU.L - Expense Ratio Comparison

MEUG.L has a 0.25% expense ratio, which is higher than ANXU.L's 0.13% 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

MEUG.L vs. ANXU.L - Dividend Comparison

Neither MEUG.L nor ANXU.L has paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
ANXU.L
Amundi Nasdaq-100 UCITS USD
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MEUG.L
Lyxor UCITS MSCI Europe D-EUR
0.00%0.00%0.00%0.00%0.00%0.00%1.70%3.42%3.73%3.07%3.39%3.60%

Frequently Asked Questions


MEUG.L and ANXU.L have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ANXU.L is cheaper at 0.13% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ANXU.L is cheaper with a 0.13% expense ratio, compared with 0.25% for MEUG.L.

MEUG.L is categorized as Europe Equities, while ANXU.L is Nasdaq-100. MEUG.L tracks MSCI Europe NR EUR, while ANXU.L tracks Russell 1000 Growth TR USD. Their fees differ too: 0.25% for MEUG.L and 0.13% for ANXU.L.

Portfolio Optimizer

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