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

Performance

MSED.L vs. QBTS - 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 D-Wave Quantum Inc (QBTS). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

MSED.L is traded in GBp, while QBTS is traded in USD. To make them comparable, the QBTS values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, MSED.L achieves a 6.29% return, which is significantly higher than QBTS's -7.88% return.


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%

QBTS

1D
-13.17%
1M
1.98%
YTD
-7.88%
6M
-11.72%
1Y
47.34%
3Y*
114.51%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MSED.L vs. QBTS - Yearly Performance Comparison


2026 (YTD)2025202420232022
MSED.L
Lyxor Euro Stoxx 50 DR UCITS C
6.29%27.95%6.38%-45.01%7.22%
QBTS
D-Wave Quantum Inc
-7.88%189.13%871.11%-41.94%-85.62%

Correlation

The correlation between MSED.L and QBTS is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.21

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

0.18

Correlation (All Time)
Calculated using the full available price history since Aug 9, 2022

0.17

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Return for Risk

MSED.L vs. QBTS — 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

QBTS
QBTS Risk / Return Rank: 5858
Overall Rank
QBTS Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
QBTS Sortino Ratio Rank: 6565
Sortino Ratio Rank
QBTS Omega Ratio Rank: 5959
Omega Ratio Rank
QBTS Calmar Ratio Rank: 5656
Calmar Ratio Rank
QBTS Martin Ratio Rank: 5353
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. QBTS - 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 D-Wave Quantum Inc (QBTS). 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.LQBTSDifference
Sharpe ratioReturn per unit of total volatility

+0.81

Sortino ratioReturn per unit of downside risk

+0.37

Omega ratioGain probability vs. loss probability

1.23

1.16

+0.08

Calmar ratioReturn relative to maximum drawdown

1.64

0.67

+0.97

Martin ratioReturn relative to average drawdown

5.56

1.17

+4.38

MSED.L vs. QBTS - Sharpe Ratio Comparison

The current MSED.L Sharpe Ratio is 1.25, which is higher than the QBTS Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of MSED.L and QBTS, 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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Sharpe Ratios by Period


MSED.LQBTSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.25

0.44

+0.81

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

0.15

-0.01

Drawdowns

MSED.L vs. QBTS - Drawdown Comparison

The maximum MSED.L drawdown since its inception was -58.05%, smaller than the maximum QBTS drawdown of -96.80%. Use the drawdown chart below to compare losses from any high point for MSED.L and QBTS.


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Drawdown Indicators


MSED.LQBTSDifference

Max Drawdown

Largest peak-to-trough decline

-58.05%

-96.80%

+38.75%

Max Drawdown (1Y)

Largest decline over 1 year

-11.44%

-70.55%

+59.11%

Max Drawdown (3Y)

Largest decline over 3 years

-58.05%

-77.77%

+19.72%

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%

-46.53%

+14.85%

Average Drawdown

Average peak-to-trough decline

-14.22%

-66.25%

+52.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.39%

40.43%

-37.04%

Volatility

MSED.L vs. QBTS - Volatility Comparison

The current volatility for Lyxor Euro Stoxx 50 DR UCITS C (MSED.L) is 4.83%, while D-Wave Quantum Inc (QBTS) has a volatility of 42.52%. This indicates that MSED.L experiences smaller price fluctuations and is considered to be less risky than QBTS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MSED.LQBTSDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.83%

42.52%

-37.69%

Volatility (6M)

Calculated over the trailing 6-month period

12.25%

76.32%

-64.07%

Volatility (1Y)

Calculated over the trailing 1-year period

15.02%

108.13%

-93.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.62%

150.83%

-121.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.74%

150.83%

-126.09%

Dividends

MSED.L vs. QBTS - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


MSED.L and QBTS have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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