MFEX.L vs. MEIKX
Compare and contrast key facts about Lyxor UCITS MSCI EMU (MFEX.L) and MFS Value Fund (MEIKX).
MFEX.L is a passively managed fund by Amundi that tracks the performance of the MSCI EMU NR EUR. It was launched on Dec 7, 2017. MEIKX is managed by MFS. It was launched on May 1, 2006.
Performance
MFEX.L vs. MEIKX - Performance Comparison
Loading graphics...
MFEX.L vs. MEIKX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
MFEX.L Lyxor UCITS MSCI EMU | 0.24% | 30.65% | 4.68% | 16.31% | 525.11% | 113.18% | 71.48% | 19.15% | -13.18% |
MEIKX MFS Value Fund | 3.01% | 5.29% | 13.94% | 2.90% | 5.27% | 26.78% | 1.03% | 25.23% | -7.08% |
Different Trading Currencies
MFEX.L is traded in GBP, while MEIKX is traded in USD. To make them comparable, the MEIKX values have been converted to GBP using the latest available exchange rates.
Returns By Period
In the year-to-date period, MFEX.L achieves a 0.24% return, which is significantly lower than MEIKX's 3.01% return.
MFEX.L
- 1D
- 2.74%
- 1M
- -4.06%
- YTD
- 0.24%
- 6M
- 4.50%
- 1Y
- 19.28%
- 3Y*
- 12.98%
- 5Y*
- 82.91%
- 10Y*
- —
MEIKX
- 1D
- 1.33%
- 1M
- -3.70%
- YTD
- 3.01%
- 6M
- 5.64%
- 1Y
- 7.96%
- 3Y*
- 9.57%
- 5Y*
- 9.45%
- 10Y*
- 10.91%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
MFEX.L vs. MEIKX - Expense Ratio Comparison
MFEX.L has a 0.12% expense ratio, which is lower than MEIKX's 0.43% expense ratio.
Return for Risk
MFEX.L vs. MEIKX — Risk / Return Rank
MFEX.L
MEIKX
MFEX.L vs. MEIKX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyxor UCITS MSCI EMU (MFEX.L) and MFS Value Fund (MEIKX). 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.
| MFEX.L | MEIKX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.27 | 0.51 | +0.77 |
Sortino ratioReturn per unit of downside risk | 1.73 | 0.78 | +0.95 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.11 | +0.14 |
Calmar ratioReturn relative to maximum drawdown | 1.79 | 0.84 | +0.95 |
Martin ratioReturn relative to average drawdown | 6.65 | 2.86 | +3.79 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| MFEX.L | MEIKX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.27 | 0.51 | +0.77 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | 0.71 | -0.39 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.65 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.51 | -0.22 |
Correlation
The correlation between MFEX.L and MEIKX is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
MFEX.L vs. MEIKX - Dividend Comparison
MFEX.L's dividend yield for the trailing twelve months is around 3.26%, less than MEIKX's 9.82% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MFEX.L Lyxor UCITS MSCI EMU | 3.26% | 3.27% | 2.82% | 2.56% | 87.78% | 48.73% | 40.59% | 3.30% | 0.44% | 0.00% | 0.00% | 0.00% |
MEIKX MFS Value Fund | 9.82% | 9.72% | 9.49% | 8.58% | 7.77% | 3.43% | 2.75% | 3.28% | 3.76% | 4.14% | 3.84% | 6.12% |
Drawdowns
MFEX.L vs. MEIKX - Drawdown Comparison
The maximum MFEX.L drawdown since its inception was -31.42%, smaller than the maximum MEIKX drawdown of -37.73%. Use the drawdown chart below to compare losses from any high point for MFEX.L and MEIKX.
Loading graphics...
Drawdown Indicators
| MFEX.L | MEIKX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.42% | -56.81% | +25.39% |
Max Drawdown (1Y)Largest decline over 1 year | -10.99% | -11.09% | +0.10% |
Max Drawdown (5Y)Largest decline over 5 years | -20.63% | -17.50% | -3.13% |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.68% | — |
Current DrawdownCurrent decline from peak | -6.69% | -5.00% | -1.69% |
Average DrawdownAverage peak-to-trough decline | -5.18% | -9.51% | +4.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.95% | 2.52% | +0.43% |
Volatility
MFEX.L vs. MEIKX - Volatility Comparison
Lyxor UCITS MSCI EMU (MFEX.L) has a higher volatility of 6.28% compared to MFS Value Fund (MEIKX) at 3.59%. This indicates that MFEX.L's price experiences larger fluctuations and is considered to be riskier than MEIKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| MFEX.L | MEIKX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.28% | 3.59% | +2.69% |
Volatility (6M)Calculated over the trailing 6-month period | 10.50% | 8.54% | +1.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.10% | 15.33% | -0.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 257.71% | 13.31% | +244.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 209.89% | 16.77% | +193.12% |