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MIDD.L vs. VMID.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


MIDD.LVMID.L
YTD Return7.70%7.58%
1Y Return18.77%19.19%
3Y Return (Ann)-1.64%-1.34%
5Y Return (Ann)2.53%2.86%
10Y Return (Ann)5.19%5.42%
Sharpe Ratio1.451.49
Sortino Ratio2.132.18
Omega Ratio1.261.27
Calmar Ratio0.900.95
Martin Ratio7.487.86
Ulcer Index2.46%2.38%
Daily Std Dev12.73%12.54%
Max Drawdown-51.66%-41.85%
Current Drawdown-7.41%-6.48%

Correlation

-0.50.00.51.01.0

The correlation between MIDD.L and VMID.L is 0.98, 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.

Performance

MIDD.L vs. VMID.L - Performance Comparison

The year-to-date returns for both stocks are quite close, with MIDD.L having a 7.70% return and VMID.L slightly lower at 7.58%. Both investments have delivered pretty close results over the past 10 years, with MIDD.L having a 5.19% annualized return and VMID.L not far ahead at 5.42%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
4.70%
4.39%
MIDD.L
VMID.L

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MIDD.L vs. VMID.L - Expense Ratio Comparison

MIDD.L has a 0.40% expense ratio, which is higher than VMID.L's 0.10% expense ratio.


MIDD.L
iShares FTSE 250 UCITS ETF
Expense ratio chart for MIDD.L: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%
Expense ratio chart for VMID.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

MIDD.L vs. VMID.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares FTSE 250 UCITS ETF (MIDD.L) and Vanguard FTSE 250 UCITS ETF Distributing (VMID.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.


MIDD.L
Sharpe ratio
The chart of Sharpe ratio for MIDD.L, currently valued at 1.53, compared to the broader market-2.000.002.004.006.001.53
Sortino ratio
The chart of Sortino ratio for MIDD.L, currently valued at 2.32, compared to the broader market0.005.0010.002.32
Omega ratio
The chart of Omega ratio for MIDD.L, currently valued at 1.28, compared to the broader market1.001.502.002.503.001.28
Calmar ratio
The chart of Calmar ratio for MIDD.L, currently valued at 0.86, compared to the broader market0.005.0010.0015.000.86
Martin ratio
The chart of Martin ratio for MIDD.L, currently valued at 8.23, compared to the broader market0.0020.0040.0060.0080.00100.00120.008.23
VMID.L
Sharpe ratio
The chart of Sharpe ratio for VMID.L, currently valued at 1.57, compared to the broader market-2.000.002.004.006.001.57
Sortino ratio
The chart of Sortino ratio for VMID.L, currently valued at 2.36, compared to the broader market0.005.0010.002.36
Omega ratio
The chart of Omega ratio for VMID.L, currently valued at 1.29, compared to the broader market1.001.502.002.503.001.29
Calmar ratio
The chart of Calmar ratio for VMID.L, currently valued at 0.88, compared to the broader market0.005.0010.0015.000.88
Martin ratio
The chart of Martin ratio for VMID.L, currently valued at 8.17, compared to the broader market0.0020.0040.0060.0080.00100.00120.008.17

MIDD.L vs. VMID.L - Sharpe Ratio Comparison

The current MIDD.L Sharpe Ratio is 1.45, which is comparable to the VMID.L Sharpe Ratio of 1.49. The chart below compares the historical Sharpe Ratios of MIDD.L and VMID.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 Ratio0.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
1.53
1.57
MIDD.L
VMID.L

Dividends

MIDD.L vs. VMID.L - Dividend Comparison

MIDD.L's dividend yield for the trailing twelve months is around 3.08%, less than VMID.L's 3.29% yield.


TTM20232022202120202019201820172016201520142013
MIDD.L
iShares FTSE 250 UCITS ETF
3.08%3.17%2.76%2.01%1.51%2.72%3.07%2.80%2.67%2.80%2.54%2.25%
VMID.L
Vanguard FTSE 250 UCITS ETF Distributing
3.29%3.41%3.30%2.55%2.08%2.82%3.59%3.19%3.08%3.09%0.60%0.00%

Drawdowns

MIDD.L vs. VMID.L - Drawdown Comparison

The maximum MIDD.L drawdown since its inception was -51.66%, which is greater than VMID.L's maximum drawdown of -41.85%. Use the drawdown chart below to compare losses from any high point for MIDD.L and VMID.L. For additional features, visit the drawdowns tool.


-18.00%-16.00%-14.00%-12.00%-10.00%-8.00%JuneJulyAugustSeptemberOctoberNovember
-13.87%
-13.01%
MIDD.L
VMID.L

Volatility

MIDD.L vs. VMID.L - Volatility Comparison

iShares FTSE 250 UCITS ETF (MIDD.L) and Vanguard FTSE 250 UCITS ETF Distributing (VMID.L) have volatilities of 4.12% and 3.96%, 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.


3.00%3.50%4.00%4.50%5.00%5.50%6.00%6.50%JuneJulyAugustSeptemberOctoberNovember
4.12%
3.96%
MIDD.L
VMID.L