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

Performance

MMS.L vs. VUKG.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 Vanguard FTSE 100 UCITS ETF (GBP) Accumulating (VUKG.L). The values are adjusted to include any dividend payments, if applicable.

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MMS.L vs. VUKG.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*

VUKG.L

1D
1.85%
1M
-3.32%
YTD
5.18%
6M
11.37%
1Y
24.28%
3Y*
14.70%
5Y*
12.89%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

MMS.L has a 0.40% expense ratio, which is higher than VUKG.L's 0.09% expense ratio.


Return for Risk

MMS.L vs. VUKG.L — Risk / Return Rank

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

MMS.L

VUKG.L
VUKG.L Risk / Return Rank: 8686
Overall Rank
VUKG.L Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
VUKG.L Sortino Ratio Rank: 8484
Sortino Ratio Rank
VUKG.L Omega Ratio Rank: 9090
Omega Ratio Rank
VUKG.L Calmar Ratio Rank: 8585
Calmar Ratio Rank
VUKG.L Martin Ratio Rank: 8686
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. VUKG.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 Vanguard FTSE 100 UCITS ETF (GBP) Accumulating (VUKG.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. VUKG.L - Sharpe Ratio Comparison


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Sharpe Ratios by Period


MMS.LVUKG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.81

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

Dividends

MMS.L vs. VUKG.L - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

MMS.L vs. VUKG.L - Drawdown Comparison

The maximum MMS.L drawdown since its inception was 0.00%, smaller than the maximum VUKG.L drawdown of -34.32%. Use the drawdown chart below to compare losses from any high point for MMS.L and VUKG.L.


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Drawdown Indicators


MMS.LVUKG.LDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-34.32%

+34.32%

Max Drawdown (1Y)

Largest decline over 1 year

0.00%

-10.79%

+10.79%

Max Drawdown (5Y)

Largest decline over 5 years

-13.03%

Current Drawdown

Current decline from peak

0.00%

-4.51%

+4.51%

Average Drawdown

Average peak-to-trough decline

0.00%

-4.75%

+4.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

2.36%

-2.36%

Volatility

MMS.L vs. VUKG.L - Volatility Comparison

The current volatility for Lyxor MSCI EMU Small Cap (DR) UCITS ETF - Dist (MMS.L) is 0.00%, while Vanguard FTSE 100 UCITS ETF (GBP) Accumulating (VUKG.L) has a volatility of 5.32%. This indicates that MMS.L experiences smaller price fluctuations and is considered to be less risky than VUKG.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.LVUKG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

5.32%

-5.32%

Volatility (6M)

Calculated over the trailing 6-month period

0.00%

8.39%

-8.39%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

13.35%

-13.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

12.73%

-12.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

16.19%

-16.19%