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MSED.L vs. C50U.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


MSED.LC50U.L
YTD Return5.92%9.77%
1Y Return-48.06%20.61%
3Y Return (Ann)-16.58%6.26%
Sharpe Ratio-0.851.38
Daily Std Dev55.56%15.90%
Max Drawdown-58.05%-34.81%
Current Drawdown-49.98%-2.54%

Correlation

-0.50.00.51.01.0

The correlation between MSED.L and C50U.L is 0.95, 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

MSED.L vs. C50U.L - Performance Comparison

In the year-to-date period, MSED.L achieves a 5.92% return, which is significantly lower than C50U.L's 9.77% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-6.00%-4.00%-2.00%0.00%2.00%4.00%AprilMayJuneJulyAugustSeptember
1.23%
1.30%
MSED.L
C50U.L

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Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


MSED.L vs. C50U.L - Expense Ratio Comparison

MSED.L has a 0.07% expense ratio, which is lower than C50U.L's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


C50U.L
Amundi EURO STOXX 50 UCITS ETF DR USD (C)
Expense ratio chart for C50U.L: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
Expense ratio chart for MSED.L: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

MSED.L vs. C50U.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor Euro Stoxx 50 DR UCITS C (MSED.L) and Amundi EURO STOXX 50 UCITS ETF DR USD (C) (C50U.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.


MSED.L
Sharpe ratio
The chart of Sharpe ratio for MSED.L, currently valued at -0.78, compared to the broader market0.002.004.006.00-0.78
Sortino ratio
The chart of Sortino ratio for MSED.L, currently valued at -0.59, compared to the broader market-2.000.002.004.006.008.0010.0012.00-0.59
Omega ratio
The chart of Omega ratio for MSED.L, currently valued at 0.77, compared to the broader market0.501.001.502.002.503.000.77
Calmar ratio
The chart of Calmar ratio for MSED.L, currently valued at -0.73, compared to the broader market0.005.0010.0015.00-0.73
Martin ratio
The chart of Martin ratio for MSED.L, currently valued at -0.91, compared to the broader market0.0020.0040.0060.0080.00100.00120.00-0.91
C50U.L
Sharpe ratio
The chart of Sharpe ratio for C50U.L, currently valued at 1.38, compared to the broader market0.002.004.006.001.38
Sortino ratio
The chart of Sortino ratio for C50U.L, currently valued at 2.01, compared to the broader market-2.000.002.004.006.008.0010.0012.002.01
Omega ratio
The chart of Omega ratio for C50U.L, currently valued at 1.24, compared to the broader market0.501.001.502.002.503.001.24
Calmar ratio
The chart of Calmar ratio for C50U.L, currently valued at 1.59, compared to the broader market0.005.0010.0015.001.59
Martin ratio
The chart of Martin ratio for C50U.L, currently valued at 6.78, compared to the broader market0.0020.0040.0060.0080.00100.00120.006.78

MSED.L vs. C50U.L - Sharpe Ratio Comparison

The current MSED.L Sharpe Ratio is -0.85, which is lower than the C50U.L Sharpe Ratio of 1.38. The chart below compares the 12-month rolling Sharpe Ratio of MSED.L and C50U.L.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.50AprilMayJuneJulyAugustSeptember
-0.78
1.38
MSED.L
C50U.L

Dividends

MSED.L vs. C50U.L - Dividend Comparison

Neither MSED.L nor C50U.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

MSED.L vs. C50U.L - Drawdown Comparison

The maximum MSED.L drawdown since its inception was -58.05%, which is greater than C50U.L's maximum drawdown of -34.81%. Use the drawdown chart below to compare losses from any high point for MSED.L and C50U.L. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AprilMayJuneJulyAugustSeptember
-48.58%
-2.54%
MSED.L
C50U.L

Volatility

MSED.L vs. C50U.L - Volatility Comparison

Lyxor Euro Stoxx 50 DR UCITS C (MSED.L) has a higher volatility of 4.16% compared to Amundi EURO STOXX 50 UCITS ETF DR USD (C) (C50U.L) at 3.81%. This indicates that MSED.L's price experiences larger fluctuations and is considered to be riskier than C50U.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%AprilMayJuneJulyAugustSeptember
4.16%
3.81%
MSED.L
C50U.L