PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
MSED.L vs. MWRD.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

MSED.L vs. MWRD.L

Last updated Jun 5, 2026

MSED.L (Lyxor Euro Stoxx 50 DR UCITS C) and MWRD.L (Amundi Index MSCI World) are both exchange-traded funds - MSED.L is a Europe Equities fund tracking the MSCI EMU NR EUR, while MWRD.L is a Global Equities fund tracking the MSCI ACWI NR USD. Both are passively managed. A 0.67 correlation means they provide meaningful diversification when combined. MSED.L charges 0.07%/yr vs 0.08%/yr for MWRD.L.

Performance

MSED.L vs. MWRD.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 Amundi Index MSCI World (MWRD.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

MSED.L

1D
0.71%
1M
1.87%
YTD
6.29%
6M
7.61%
1Y
18.75%
3Y*
-10.77%
5Y*
-4.44%
10Y*
3.19%

MWRD.L

1D
—
1M
—
YTD
—
6M
—
1Y
—
3Y*
—
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)202520242023202220212020201920182017
MSED.L
Lyxor Euro Stoxx 50 DR UCITS C		6.29%27.95%6.38%-45.01%-3.26%15.48%3.29%21.79%-10.43%2.62%
MWRD.L
Amundi Index MSCI World		0.00%0.00%-1.27%17.50%-9.18%24.39%11.85%23.29%-4.10%6.52%

Correlation

The correlation between MSED.L and MWRD.L is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

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

0.24

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

0.51

Correlation (All Time)
Calculated using the full available price history since Jun 30, 2017

0.67

The correlation between MSED.L and MWRD.L shifts across timeframes, from 0.24 (3 years) to 0.67 (all time), reflecting how their relationship changes across market environments.

MSED.L vs. MWRD.L - Sectors Allocation Comparison

Sectors
MSED.L
MWRD.L

Financial Services

25.6%
14.7%

Industrials

22.2%
10.6%

Technology

18.6%
24.7%

Consumer Cyclical

10.1%
10.5%

Healthcare

5.4%
12.4%

Energy

5.2%
4.4%

Utilities

4.7%
2.4%

Consumer Defensive

4.0%
6.7%

Communication Services

2.5%
7.5%

Basic Materials

1.7%
3.8%

Real Estate

-

2.4%

Financial Services

MSED.L
25.6%
MWRD.L
14.7%

Industrials

MSED.L
22.2%
MWRD.L
10.6%

Technology

MSED.L
18.6%
MWRD.L
24.7%

Consumer Cyclical

MSED.L
10.1%
MWRD.L
10.5%

Healthcare

MSED.L
5.4%
MWRD.L
12.4%

Energy

MSED.L
5.2%
MWRD.L
4.4%

Utilities

MSED.L
4.7%
MWRD.L
2.4%

Consumer Defensive

MSED.L
4.0%
MWRD.L
6.7%

Communication Services

MSED.L
2.5%
MWRD.L
7.5%

Basic Materials

MSED.L
1.7%
MWRD.L
3.8%

Real Estate

MSED.L

-

MWRD.L
2.4%

Compare stocks, funds, or ETFs

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

Lyxor Euro Stoxx 50 DR UCITS C

Amundi Index MSCI World

Often compared with MSED.L:
MSED.L vs. CS51.LMSED.L vs. C50U.LMSED.L vs. PRIE.LMSED.L vs. XASX.LMSED.L vs. EUE.LMSED.L vs. CSPX.LMSED.L vs. ISX5.L
Often compared with MWRD.L:
MWRD.L vs. BRK-BMWRD.L vs. IWDA.ASMWRD.L vs. URTHMWRD.L vs. SWDA.LMWRD.L vs. JEPIMWRD.L vs. ACWIMWRD.L vs. 36BZ.DE

Return for Risk

MSED.L vs. MWRD.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: 3636
Overall Rank
MSED.L Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
MSED.L Sortino Ratio Rank: 3636
Sortino Ratio Rank
MSED.L Omega Ratio Rank: 3636
Omega Ratio Rank
MSED.L Calmar Ratio Rank: 3434
Calmar Ratio Rank
MSED.L Martin Ratio Rank: 3636
Martin Ratio Rank
MWRD.L
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. MWRD.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 Amundi Index MSCI World (MWRD.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.LMWRD.LDifference
Sharpe ratioReturn per unit of total volatility
1.25

—

—

Sortino ratioReturn per unit of downside risk
1.86

—

—

Omega ratioGain probability vs. loss probability

1.23

—

—

Calmar ratioReturn relative to maximum drawdown

1.64

—

—

Martin ratioReturn relative to average drawdown

5.56

—

—

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

Loading charts...

Sharpe Ratios by Period

MSED.LMWRD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.25

—

—

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.15

—

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.13

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.13

—

—

Drawdowns

MSED.L vs. MWRD.L - Drawdown Comparison

Loading charts...

Drawdown Indicators

MSED.LMWRD.LDifference

Max Drawdown

Largest peak-to-trough decline

-58.05%

—

—

Max Drawdown (1Y)

Largest decline over 1 year

-11.44%

—

—

Max Drawdown (3Y)

Largest decline over 3 years

-58.05%

—

—

Max Drawdown (5Y)

Largest decline over 5 years

-58.05%

—

—

Max Drawdown (10Y)

Largest decline over 10 years

-58.05%

—

—

Current Drawdown

Current decline from peak

-31.68%

—

—

Average Drawdown

Average peak-to-trough decline

-14.22%

—

—

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.39%

—

—

Volatility

MSED.L vs. MWRD.L - Volatility Comparison

Loading charts...

Volatility by Period

MSED.LMWRD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.83%

—

—

Volatility (6M)

Calculated over the trailing 6-month period

12.25%

—

—

Volatility (1Y)

Calculated over the trailing 1-year period

15.02%

—

—

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.62%

—

—

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.74%

—

—

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

MSED.L has a 0.07% expense ratio, which is lower than MWRD.L's 0.08% 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%.

Dividends

MSED.L vs. MWRD.L - Dividend Comparison

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

Tickers have no history of dividend payments

Frequently Asked Questions

MSED.L and MWRD.L have a correlation of 0.67, 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 0.08% for MWRD.L.

MSED.L is categorized as Europe Equities, while MWRD.L is Global Equities. MSED.L tracks MSCI EMU NR EUR, while MWRD.L tracks MSCI ACWI NR USD. Their fees differ too: 0.07% for MSED.L and 0.08% for MWRD.L.

Portfolio Optimizer

Find the right allocation for MSED.L and MWRD.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer