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

Performance

MMS.L vs. EEUD.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 iShares MSCI Europe ESG Enhanced UCITS ETF EUR (Dist) (EEUD.L). The values are adjusted to include any dividend payments, if applicable.

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MMS.L vs. EEUD.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*

EEUD.L

1D
0.97%
1M
-9.11%
YTD
-1.13%
6M
5.38%
1Y
16.06%
3Y*
10.17%
5Y*
8.64%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

MMS.L has a 0.40% expense ratio, which is higher than EEUD.L's 0.12% expense ratio.


Return for Risk

MMS.L vs. EEUD.L — Risk / Return Rank

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

MMS.L

EEUD.L
EEUD.L Risk / Return Rank: 5959
Overall Rank
EEUD.L Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
EEUD.L Sortino Ratio Rank: 6060
Sortino Ratio Rank
EEUD.L Omega Ratio Rank: 6363
Omega Ratio Rank
EEUD.L Calmar Ratio Rank: 5454
Calmar Ratio Rank
EEUD.L Martin Ratio Rank: 5252
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. EEUD.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 iShares MSCI Europe ESG Enhanced UCITS ETF EUR (Dist) (EEUD.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. EEUD.L - Sharpe Ratio Comparison


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Sharpe Ratios by Period


MMS.LEEUD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

Dividends

MMS.L vs. EEUD.L - Dividend Comparison

MMS.L has not paid dividends to shareholders, while EEUD.L's dividend yield for the trailing twelve months is around 2.57%.


TTM2025202420232022202120202019
MMS.L
Lyxor MSCI EMU Small Cap (DR) UCITS ETF - Dist
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EEUD.L
iShares MSCI Europe ESG Enhanced UCITS ETF EUR (Dist)
2.57%2.54%2.94%2.76%2.92%2.30%1.92%2.72%

Drawdowns

MMS.L vs. EEUD.L - Drawdown Comparison

The maximum MMS.L drawdown since its inception was 0.00%, smaller than the maximum EEUD.L drawdown of -27.37%. Use the drawdown chart below to compare losses from any high point for MMS.L and EEUD.L.


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Drawdown Indicators


MMS.LEEUD.LDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-27.37%

+27.37%

Max Drawdown (1Y)

Largest decline over 1 year

0.00%

-11.10%

+11.10%

Max Drawdown (5Y)

Largest decline over 5 years

-18.30%

Current Drawdown

Current decline from peak

0.00%

-9.11%

+9.11%

Average Drawdown

Average peak-to-trough decline

0.00%

-4.06%

+4.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

3.00%

-3.00%

Volatility

MMS.L vs. EEUD.L - Volatility Comparison

The current volatility for Lyxor MSCI EMU Small Cap (DR) UCITS ETF - Dist (MMS.L) is 0.00%, while iShares MSCI Europe ESG Enhanced UCITS ETF EUR (Dist) (EEUD.L) has a volatility of 6.33%. This indicates that MMS.L experiences smaller price fluctuations and is considered to be less risky than EEUD.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.LEEUD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

6.33%

-6.33%

Volatility (6M)

Calculated over the trailing 6-month period

0.00%

9.20%

-9.20%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

13.97%

-13.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

13.81%

-13.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

15.64%

-15.64%