MSED.L vs. MIBX.L
MSED.L (Lyxor Euro Stoxx 50 DR UCITS C) and MIBX.L (Lyxor FTSE MIB UCITS ETF - Dist) are both Europe Equities funds from Amundi - MSED.L tracks the MSCI EMU NR EUR while MIBX.L tracks the FTSE Italia AllShare TR EUR. Both are passively managed. Over the past 10 years, MSED.L returned 2.89%/yr vs 16.21%/yr for MIBX.L. Their correlation of 0.83 suggests significant overlap in exposure. MSED.L charges 0.07%/yr vs 0.35%/yr for MIBX.L.
Performance
MSED.L vs. MIBX.L - Performance Comparison
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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%
MSED.L vs. MIBX.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
MSED.L
MIBX.L
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.L | MIBX.L | Difference | |
|---|---|---|---|
| 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 |
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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.L | MIBX.L | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -30.84% | -3.15% | -27.69% |
Average DrawdownAverage peak-to-trough decline | -16.12% | -39.72% | +23.60% |
Ulcer IndexDepth 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.L | MIBX.L | Difference | |
|---|---|---|---|
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%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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