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

Performance

MEUG.L vs. LDEG.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 L&G Quality Equity Dividends ESG Exclusions Europe ex-UK UCITS ETF (LDEG.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MEUG.L achieves a 6.45% return, which is significantly lower than LDEG.L's 10.41% 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%

LDEG.L

1D
0.89%
1M
1.38%
YTD
10.41%
6M
13.94%
1Y
30.52%
3Y*
23.92%
5Y*
16.11%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021
MEUG.L
Lyxor UCITS MSCI Europe D-EUR
6.45%26.01%3.67%12.42%-3.12%8.63%
LDEG.L
L&G Quality Equity Dividends ESG Exclusions Europe ex-UK UCITS ETF
10.41%44.92%8.83%14.32%3.42%2.83%

Correlation

The correlation between MEUG.L and LDEG.L is 0.86, 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

0.86

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

0.59

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

0.48

Correlation (All Time)
Calculated using the full available price history since May 10, 2021

0.48

Over the past year, MEUG.L and LDEG.L have become more correlated (0.86) than their long-term average of 0.48, meaning their price movements have been converging.

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Return for Risk

MEUG.L vs. LDEG.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

LDEG.L
LDEG.L Risk / Return Rank: 7878
Overall Rank
LDEG.L Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
LDEG.L Sortino Ratio Rank: 8080
Sortino Ratio Rank
LDEG.L Omega Ratio Rank: 8080
Omega Ratio Rank
LDEG.L Calmar Ratio Rank: 7676
Calmar Ratio Rank
LDEG.L Martin Ratio Rank: 7474
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. LDEG.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 L&G Quality Equity Dividends ESG Exclusions Europe ex-UK UCITS ETF (LDEG.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.LLDEG.LDifference
Sharpe ratioReturn per unit of total volatility

-1.02

Sortino ratioReturn per unit of downside risk

-1.25

Omega ratioGain probability vs. loss probability

1.31

1.48

-0.17

Calmar ratioReturn relative to maximum drawdown

1.82

3.78

-1.96

Martin ratioReturn relative to average drawdown

6.45

13.82

-7.38

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

The current MEUG.L Sharpe Ratio is 1.61, which is lower than the LDEG.L Sharpe Ratio of 2.63. The chart below compares the historical Sharpe Ratios of MEUG.L and LDEG.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.LLDEG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.61

2.63

-1.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.05

1.24

-0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.95

Sharpe Ratio (All Time)

Calculated using the full available price history

0.81

1.24

-0.43

Drawdowns

MEUG.L vs. LDEG.L - Drawdown Comparison

The maximum MEUG.L drawdown since its inception was -28.58%, which is greater than LDEG.L's maximum drawdown of -15.97%. Use the drawdown chart below to compare losses from any high point for MEUG.L and LDEG.L.


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Drawdown Indicators


MEUG.LLDEG.LDifference

Max Drawdown

Largest peak-to-trough decline

-28.58%

-15.97%

-12.61%

Max Drawdown (1Y)

Largest decline over 1 year

-10.47%

-8.04%

-2.43%

Max Drawdown (3Y)

Largest decline over 3 years

-12.69%

-12.05%

-0.64%

Max Drawdown (5Y)

Largest decline over 5 years

-15.18%

-15.97%

+0.79%

Max Drawdown (10Y)

Largest decline over 10 years

-28.58%

Current Drawdown

Current decline from peak

-1.41%

-1.33%

-0.08%

Average Drawdown

Average peak-to-trough decline

-4.37%

-2.95%

-1.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.96%

2.20%

+0.76%

Volatility

MEUG.L vs. LDEG.L - Volatility Comparison

Lyxor UCITS MSCI Europe D-EUR (MEUG.L) has a higher volatility of 3.82% compared to L&G Quality Equity Dividends ESG Exclusions Europe ex-UK UCITS ETF (LDEG.L) at 3.57%. This indicates that MEUG.L's price experiences larger fluctuations and is considered to be riskier than LDEG.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.LLDEG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.82%

3.57%

+0.25%

Volatility (6M)

Calculated over the trailing 6-month period

9.93%

9.21%

+0.72%

Volatility (1Y)

Calculated over the trailing 1-year period

11.84%

11.55%

+0.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.14%

15.99%

+3.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.39%

16.01%

+3.38%

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

Both MEUG.L and LDEG.L have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

MEUG.L vs. LDEG.L - Dividend Comparison

MEUG.L has not paid dividends to shareholders, while LDEG.L's dividend yield for the trailing twelve months is around 3.13%.


PositionTTM20252024202320222021202020192018201720162015
LDEG.L
L&G Quality Equity Dividends ESG Exclusions Europe ex-UK UCITS ETF
3.13%3.43%4.21%4.11%3.70%3.11%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 LDEG.L have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.25% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

MEUG.L and LDEG.L have the same expense ratio: 0.25% per year.

MEUG.L tracks MSCI Europe NR EUR, while LDEG.L tracks MSCI Europe Ex UK NR EUR. They also come from different issuers: Amundi and Legal & General.

Portfolio Optimizer

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