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MEUG.L vs. VERX.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MEUG.L and VERX.L is 0.97, 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.


-0.50.00.51.01.0

Performance

MEUG.L vs. VERX.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 Vanguard FTSE Developed Europe ex UK UCITS ETF Distributing (VERX.L). The values are adjusted to include any dividend payments, if applicable.

-10.00%-8.00%-6.00%-4.00%-2.00%0.00%2.00%4.00%SeptemberOctoberNovemberDecember2025February
2.89%
2.54%
MEUG.L
VERX.L

Key characteristics

Sharpe Ratio

MEUG.L:

1.26

VERX.L:

1.05

Sortino Ratio

MEUG.L:

1.79

VERX.L:

1.53

Omega Ratio

MEUG.L:

1.21

VERX.L:

1.18

Calmar Ratio

MEUG.L:

1.95

VERX.L:

1.41

Martin Ratio

MEUG.L:

4.29

VERX.L:

3.18

Ulcer Index

MEUG.L:

3.00%

VERX.L:

3.60%

Daily Std Dev

MEUG.L:

10.26%

VERX.L:

10.87%

Max Drawdown

MEUG.L:

-28.58%

VERX.L:

-27.64%

Current Drawdown

MEUG.L:

0.00%

VERX.L:

0.00%

Returns By Period

The year-to-date returns for both investments are quite close, with MEUG.L having a 10.31% return and VERX.L slightly higher at 10.46%.


MEUG.L

YTD

10.31%

1M

4.62%

6M

5.87%

1Y

12.88%

5Y*

7.85%

10Y*

N/A

VERX.L

YTD

10.46%

1M

5.08%

6M

5.51%

1Y

11.57%

5Y*

8.51%

10Y*

9.12%

*Annualized

Compare stocks, funds, or ETFs

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


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

MEUG.L has a 0.25% expense ratio, which is higher than VERX.L's 0.10% 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%.


MEUG.L
Lyxor UCITS MSCI Europe D-EUR
Expense ratio chart for MEUG.L: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
Expense ratio chart for VERX.L: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

MEUG.L vs. VERX.L — Risk-Adjusted Performance Rank

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

MEUG.L
The Risk-Adjusted Performance Rank of MEUG.L is 4848
Overall Rank
The Sharpe Ratio Rank of MEUG.L is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of MEUG.L is 4747
Sortino Ratio Rank
The Omega Ratio Rank of MEUG.L is 4343
Omega Ratio Rank
The Calmar Ratio Rank of MEUG.L is 6161
Calmar Ratio Rank
The Martin Ratio Rank of MEUG.L is 4242
Martin Ratio Rank

VERX.L
The Risk-Adjusted Performance Rank of VERX.L is 3838
Overall Rank
The Sharpe Ratio Rank of VERX.L is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of VERX.L is 3737
Sortino Ratio Rank
The Omega Ratio Rank of VERX.L is 3333
Omega Ratio Rank
The Calmar Ratio Rank of VERX.L is 4949
Calmar Ratio Rank
The Martin Ratio Rank of VERX.L is 3232
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.

MEUG.L vs. VERX.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor UCITS MSCI Europe D-EUR (MEUG.L) and Vanguard FTSE Developed Europe ex UK UCITS ETF Distributing (VERX.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.


Sharpe ratio
The chart of Sharpe ratio for MEUG.L, currently valued at 1.02, compared to the broader market0.002.004.001.020.87
The chart of Sortino ratio for MEUG.L, currently valued at 1.47, compared to the broader market-2.000.002.004.006.008.0010.0012.001.471.28
The chart of Omega ratio for MEUG.L, currently valued at 1.18, compared to the broader market0.501.001.502.002.503.001.181.15
The chart of Calmar ratio for MEUG.L, currently valued at 1.17, compared to the broader market0.005.0010.0015.0020.001.170.96
The chart of Martin ratio for MEUG.L, currently valued at 2.67, compared to the broader market0.0020.0040.0060.0080.00100.002.672.20
MEUG.L
VERX.L

The current MEUG.L Sharpe Ratio is 1.26, which is comparable to the VERX.L Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of MEUG.L and VERX.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 Ratio0.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
1.02
0.87
MEUG.L
VERX.L

Dividends

MEUG.L vs. VERX.L - Dividend Comparison

MEUG.L has not paid dividends to shareholders, while VERX.L's dividend yield for the trailing twelve months is around 2.12%.


TTM20242023202220212020201920182017201620152014
MEUG.L
Lyxor UCITS MSCI Europe D-EUR
0.00%0.00%0.00%0.00%0.00%1.71%3.44%3.72%3.07%3.36%3.47%0.00%
VERX.L
Vanguard FTSE Developed Europe ex UK UCITS ETF Distributing
2.12%2.34%2.75%2.93%2.32%2.01%2.97%3.13%2.65%2.63%2.52%0.09%

Drawdowns

MEUG.L vs. VERX.L - Drawdown Comparison

The maximum MEUG.L drawdown since its inception was -28.58%, roughly equal to the maximum VERX.L drawdown of -27.64%. Use the drawdown chart below to compare losses from any high point for MEUG.L and VERX.L. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.39%
-0.84%
MEUG.L
VERX.L

Volatility

MEUG.L vs. VERX.L - Volatility Comparison

The current volatility for Lyxor UCITS MSCI Europe D-EUR (MEUG.L) is 3.22%, while Vanguard FTSE Developed Europe ex UK UCITS ETF Distributing (VERX.L) has a volatility of 3.73%. This indicates that MEUG.L experiences smaller price fluctuations and is considered to be less risky than VERX.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.50%3.00%3.50%4.00%4.50%5.00%SeptemberOctoberNovemberDecember2025February
3.22%
3.73%
MEUG.L
VERX.L
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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