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

Key characteristics


MSED.LPRIE.L
YTD Return6.99%7.40%
1Y Return-46.97%10.80%
3Y Return (Ann)-16.28%4.15%
5Y Return (Ann)-7.19%4.77%
Sharpe Ratio-0.840.99
Daily Std Dev55.46%11.00%
Max Drawdown-58.05%-28.92%
Current Drawdown-49.48%-2.49%

Correlation

-0.50.00.51.00.9

The correlation between MSED.L and PRIE.L is 0.94, 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. PRIE.L - Performance Comparison

In the year-to-date period, MSED.L achieves a 6.99% return, which is significantly lower than PRIE.L's 7.40% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%AprilMayJuneJulyAugustSeptember
2.06%
7.10%
MSED.L
PRIE.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. PRIE.L - Expense Ratio Comparison

MSED.L has a 0.07% expense ratio, which is higher than PRIE.L's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


MSED.L
Lyxor Euro Stoxx 50 DR UCITS C
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%
Expense ratio chart for PRIE.L: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

Risk-Adjusted Performance

MSED.L vs. PRIE.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 Prime Europe UCITS ETF DR (D) (PRIE.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 -0.77, compared to the broader market0.002.004.00-0.77
Sortino ratio
The chart of Sortino ratio for MSED.L, currently valued at -0.58, compared to the broader market-2.000.002.004.006.008.0010.0012.00-0.58
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 -0.72, compared to the broader market0.005.0010.0015.00-0.72
Martin ratio
The chart of Martin ratio for MSED.L, currently valued at -0.90, compared to the broader market0.0020.0040.0060.0080.00100.00120.00-0.90
PRIE.L
Sharpe ratio
The chart of Sharpe ratio for PRIE.L, currently valued at 1.34, compared to the broader market0.002.004.001.34
Sortino ratio
The chart of Sortino ratio for PRIE.L, currently valued at 1.95, compared to the broader market-2.000.002.004.006.008.0010.0012.001.95
Omega ratio
The chart of Omega ratio for PRIE.L, currently valued at 1.23, compared to the broader market0.501.001.502.002.503.001.23
Calmar ratio
The chart of Calmar ratio for PRIE.L, currently valued at 1.03, compared to the broader market0.005.0010.0015.001.03
Martin ratio
The chart of Martin ratio for PRIE.L, currently valued at 6.58, compared to the broader market0.0020.0040.0060.0080.00100.00120.006.58

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

The current MSED.L Sharpe Ratio is -0.84, which is lower than the PRIE.L Sharpe Ratio of 0.99. The chart below compares the 12-month rolling Sharpe Ratio of MSED.L and PRIE.L.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00AprilMayJuneJulyAugustSeptember
-0.77
1.34
MSED.L
PRIE.L

Dividends

MSED.L vs. PRIE.L - Dividend Comparison

MSED.L has not paid dividends to shareholders, while PRIE.L's dividend yield for the trailing twelve months is around 2.68%.


TTM20232022202120202019
MSED.L
Lyxor Euro Stoxx 50 DR UCITS C
0.00%0.00%0.00%0.00%0.00%0.00%
PRIE.L
Amundi Prime Europe UCITS ETF DR (D)
2.68%2.88%3.09%2.27%2.16%2.76%

Drawdowns

MSED.L vs. PRIE.L - Drawdown Comparison

The maximum MSED.L drawdown since its inception was -58.05%, which is greater than PRIE.L's maximum drawdown of -28.92%. Use the drawdown chart below to compare losses from any high point for MSED.L and PRIE.L. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AprilMayJuneJulyAugustSeptember
-48.06%
-0.90%
MSED.L
PRIE.L

Volatility

MSED.L vs. PRIE.L - Volatility Comparison

Lyxor Euro Stoxx 50 DR UCITS C (MSED.L) has a higher volatility of 4.33% compared to Amundi Prime Europe UCITS ETF DR (D) (PRIE.L) at 3.67%. This indicates that MSED.L's price experiences larger fluctuations and is considered to be riskier than PRIE.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%AprilMayJuneJulyAugustSeptember
4.33%
3.67%
MSED.L
PRIE.L