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

Performance

MMS.L vs. HDEU.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 PowerShares EURO STOXX High Dividend Low Volatility UCITS (HDEU.L). The values are adjusted to include any dividend payments, if applicable.

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


Different Trading Currencies

MMS.L is traded in GBP, while HDEU.L is traded in EUR. To make them comparable, the HDEU.L values have been converted to GBP using the latest available exchange rates.

Returns By Period


MMS.L

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

HDEU.L

1D
1.81%
1M
-0.50%
YTD
7.51%
6M
13.18%
1Y
31.54%
3Y*
19.81%
5Y*
13.45%
10Y*
9.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

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


Return for Risk

MMS.L vs. HDEU.L — Risk / Return Rank

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

MMS.L

HDEU.L
HDEU.L Risk / Return Rank: 8787
Overall Rank
HDEU.L Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
HDEU.L Sortino Ratio Rank: 8585
Sortino Ratio Rank
HDEU.L Omega Ratio Rank: 9090
Omega Ratio Rank
HDEU.L Calmar Ratio Rank: 8585
Calmar Ratio Rank
HDEU.L Martin Ratio Rank: 8888
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. HDEU.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 PowerShares EURO STOXX High Dividend Low Volatility UCITS (HDEU.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. HDEU.L - Sharpe Ratio Comparison


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Sharpe Ratios by Period


MMS.LHDEU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.96

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

Dividends

MMS.L vs. HDEU.L - Dividend Comparison

MMS.L has not paid dividends to shareholders, while HDEU.L's dividend yield for the trailing twelve months is around 4.10%.


TTM2025202420232022202120202019201820172016
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%0.00%0.00%0.00%
HDEU.L
PowerShares EURO STOXX High Dividend Low Volatility UCITS
4.10%4.71%5.77%5.56%5.60%4.21%3.04%4.50%4.38%3.44%3.59%

Drawdowns

MMS.L vs. HDEU.L - Drawdown Comparison

The maximum MMS.L drawdown since its inception was 0.00%, smaller than the maximum HDEU.L drawdown of -35.89%. Use the drawdown chart below to compare losses from any high point for MMS.L and HDEU.L.


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Drawdown Indicators


MMS.LHDEU.LDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-40.22%

+40.22%

Max Drawdown (1Y)

Largest decline over 1 year

0.00%

-10.85%

+10.85%

Max Drawdown (5Y)

Largest decline over 5 years

-22.45%

Max Drawdown (10Y)

Largest decline over 10 years

-40.22%

Current Drawdown

Current decline from peak

0.00%

-1.37%

+1.37%

Average Drawdown

Average peak-to-trough decline

0.00%

-5.80%

+5.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

2.18%

-2.18%

Volatility

MMS.L vs. HDEU.L - Volatility Comparison

The current volatility for Lyxor MSCI EMU Small Cap (DR) UCITS ETF - Dist (MMS.L) is 0.00%, while PowerShares EURO STOXX High Dividend Low Volatility UCITS (HDEU.L) has a volatility of 4.59%. This indicates that MMS.L experiences smaller price fluctuations and is considered to be less risky than HDEU.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.LHDEU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

4.59%

-4.59%

Volatility (6M)

Calculated over the trailing 6-month period

0.00%

8.28%

-8.28%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

13.43%

-13.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

13.96%

-13.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

16.10%

-16.10%