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MSED.L vs. MIBX.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MSED.L vs. MIBX.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Lyxor Euro Stoxx 50 DR UCITS C (MSED.L) and Lyxor FTSE MIB UCITS ETF - Dist (MIBX.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MSED.L achieves a 7.64% return, which is significantly lower than MIBX.L's 16.48% return. Over the past 10 years, MSED.L has underperformed MIBX.L with an annualized return of 2.89%, while MIBX.L has yielded a comparatively higher 16.21% annualized return.


MSED.L

1D
0.23%
1M
-1.42%
6M
3.54%
YTD
7.64%
1Y
18.51%
3Y*
-10.78%
5Y*
-3.90%
10Y*
2.89%

MIBX.L

1D
-0.28%
1M
-1.87%
6M
14.58%
YTD
16.48%
1Y
33.66%
3Y*
27.36%
5Y*
21.21%
10Y*
16.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MSED.L vs. MIBX.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MSED.L
Lyxor Euro Stoxx 50 DR UCITS C
7.64%27.89%6.38%-45.01%-3.26%15.48%3.29%21.79%-11.28%15.48%
MIBX.L
Lyxor FTSE MIB UCITS ETF - Dist
16.48%43.78%13.17%30.61%-3.53%18.16%1.49%25.15%-12.72%21.14%

Correlation

The correlation between MSED.L and MIBX.L is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.84

Correlation (3Y)
Calculated over the trailing 3-year period

0.84

Correlation (5Y)
Calculated over the trailing 5-year period

0.86

Correlation (10Y)
Calculated over the trailing 10-year period

0.83

Correlation (All Time)
Calculated using the full available price history since Apr 3, 2013

0.83

The correlation between MSED.L and MIBX.L has been stable across timeframes, ranging from 0.83 to 0.86 - a consistent structural relationship.

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Return for Risk

MSED.L vs. MIBX.L — Risk / Return Rank

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

MSED.L
MSED.L Risk / Return Rank: 4040
Overall Rank
MSED.L Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
MSED.L Sortino Ratio Rank: 4242
Sortino Ratio Rank
MSED.L Omega Ratio Rank: 4040
Omega Ratio Rank
MSED.L Calmar Ratio Rank: 3838
Calmar Ratio Rank
MSED.L Martin Ratio Rank: 4141
Martin Ratio Rank

MIBX.L
MIBX.L Risk / Return Rank: 8181
Overall Rank
MIBX.L Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
MIBX.L Sortino Ratio Rank: 8383
Sortino Ratio Rank
MIBX.L Omega Ratio Rank: 8181
Omega Ratio Rank
MIBX.L Calmar Ratio Rank: 7979
Calmar Ratio Rank
MIBX.L Martin Ratio Rank: 7878
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.

MSED.L vs. MIBX.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor Euro Stoxx 50 DR UCITS C (MSED.L) and Lyxor FTSE MIB UCITS ETF - Dist (MIBX.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


MSED.LMIBX.LDifference
Sharpe ratioReturn per unit of total volatility

-1.00

Sortino ratioReturn per unit of downside risk

-1.21

Omega ratioGain probability vs. loss probability

1.22

1.38

-0.16

Calmar ratioReturn relative to maximum drawdown

1.61

3.26

-1.66

Martin ratioReturn relative to average drawdown

5.31

11.61

-6.31

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

The current MSED.L Sharpe Ratio is 1.20, which is lower than the MIBX.L Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of MSED.L and MIBX.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

MSED.L vs. MIBX.L - Drawdown Comparison

The maximum MSED.L drawdown since its inception was -58.05%, smaller than the maximum MIBX.L drawdown of -67.93%. Use the drawdown chart below to compare losses from any high point for MSED.L and MIBX.L.


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Drawdown Indicators


MSED.LMIBX.LDifference

Max Drawdown

Largest peak-to-trough decline

-58.05%

-67.93%

+9.88%

Max Drawdown (1Y)

Largest decline over 1 year

-11.46%

-10.26%

-1.20%

Max Drawdown (3Y)

Largest decline over 3 years

-58.05%

-15.64%

-42.41%

Max Drawdown (5Y)

Largest decline over 5 years

-58.05%

-24.06%

-33.99%

Max Drawdown (10Y)

Largest decline over 10 years

-58.05%

-35.10%

-22.95%

Current Drawdown

Current decline from peak

-30.84%

-3.15%

-27.69%

Average Drawdown

Average peak-to-trough decline

-16.12%

-39.72%

+23.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.48%

2.89%

+0.59%

Volatility

MSED.L vs. MIBX.L - Volatility Comparison

Lyxor Euro Stoxx 50 DR UCITS C (MSED.L) has a higher volatility of 4.46% compared to Lyxor FTSE MIB UCITS ETF - Dist (MIBX.L) at 3.96%. This indicates that MSED.L's price experiences larger fluctuations and is considered to be riskier than MIBX.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MSED.LMIBX.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.46%

3.96%

+0.50%

Volatility (6M)

Calculated over the trailing 6-month period

12.86%

12.71%

+0.15%

Volatility (1Y)

Calculated over the trailing 1-year period

15.37%

15.22%

+0.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.95%

17.93%

+16.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.63%

18.83%

+10.80%

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

MSED.L has a 0.07% expense ratio, which is lower than MIBX.L's 0.35% expense ratio.


Dividends

MSED.L vs. MIBX.L - Dividend Comparison

MSED.L has not paid dividends to shareholders, while MIBX.L's dividend yield for the trailing twelve months is around 3.16%.


PositionTTM20252024202320222021202020192018201720162015
MIBX.L
Lyxor FTSE MIB UCITS ETF - Dist
3.16%3.68%3.93%3.73%3.88%2.09%1.55%4.02%4.05%2.75%3.56%3.05%
MSED.L
Lyxor Euro Stoxx 50 DR UCITS C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


MSED.L and MIBX.L have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, MSED.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MSED.L is cheaper with a 0.07% expense ratio, compared with 0.35% for MIBX.L.

MSED.L tracks MSCI EMU NR EUR, while MIBX.L tracks FTSE Italia AllShare TR EUR. Their fees differ too: 0.07% for MSED.L and 0.35% for MIBX.L.

Portfolio Optimizer

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