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MMS.L vs. EDIV.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MMS.L vs. EDIV.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Lyxor MSCI EMU Small Cap (DR) UCITS ETF - Dist (MMS.L) and Lyxor S&P Eurozone ESG Dividend Aristocrats (DR) UCITS ETF - Acc (EDIV.L). The values are adjusted to include any dividend payments, if applicable.

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MMS.L vs. EDIV.L - Yearly Performance Comparison


Returns By Period


MMS.L

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
0.00%
3Y*
5Y*
10Y*

EDIV.L

1D
0.90%
1M
-5.44%
YTD
2.41%
6M
5.44%
1Y
13.61%
3Y*
11.27%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MMS.L vs. EDIV.L - Expense Ratio Comparison

MMS.L has a 0.40% expense ratio, which is higher than EDIV.L's 0.30% expense ratio.


Return for Risk

MMS.L vs. EDIV.L — Risk / Return Rank

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

MMS.L

EDIV.L
EDIV.L Risk / Return Rank: 5555
Overall Rank
EDIV.L Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
EDIV.L Sortino Ratio Rank: 5454
Sortino Ratio Rank
EDIV.L Omega Ratio Rank: 5555
Omega Ratio Rank
EDIV.L Calmar Ratio Rank: 5555
Calmar Ratio Rank
EDIV.L Martin Ratio Rank: 5050
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.

MMS.L vs. EDIV.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor MSCI EMU Small Cap (DR) UCITS ETF - Dist (MMS.L) and Lyxor S&P Eurozone ESG Dividend Aristocrats (DR) UCITS ETF - Acc (EDIV.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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

MMS.L vs. EDIV.L - Sharpe Ratio Comparison


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Sharpe Ratios by Period


MMS.LEDIV.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

Dividends

MMS.L vs. EDIV.L - Dividend Comparison

Neither MMS.L nor EDIV.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

MMS.L vs. EDIV.L - Drawdown Comparison

The maximum MMS.L drawdown since its inception was 0.00%, smaller than the maximum EDIV.L drawdown of -22.80%. Use the drawdown chart below to compare losses from any high point for MMS.L and EDIV.L.


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Drawdown Indicators


MMS.LEDIV.LDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-22.80%

+22.80%

Max Drawdown (1Y)

Largest decline over 1 year

0.00%

-8.91%

+8.91%

Current Drawdown

Current decline from peak

0.00%

-5.44%

+5.44%

Average Drawdown

Average peak-to-trough decline

0.00%

-5.35%

+5.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

2.60%

-2.60%

Volatility

MMS.L vs. EDIV.L - Volatility Comparison

The current volatility for Lyxor MSCI EMU Small Cap (DR) UCITS ETF - Dist (MMS.L) is 0.00%, while Lyxor S&P Eurozone ESG Dividend Aristocrats (DR) UCITS ETF - Acc (EDIV.L) has a volatility of 5.59%. This indicates that MMS.L experiences smaller price fluctuations and is considered to be less risky than EDIV.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MMS.LEDIV.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

5.59%

-5.59%

Volatility (6M)

Calculated over the trailing 6-month period

0.00%

8.44%

-8.44%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

12.54%

-12.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

14.10%

-14.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

14.10%

-14.10%