MSED.L vs. SAF.PA

Last updated Jun 5, 2026

MSED.L (Lyxor Euro Stoxx 50 DR UCITS C) is Europe Equities fund tracking the MSCI EMU NR EUR, while SAF.PA (Safran SA) is a stock. Over the past 10 years, MSED.L returned 3.19%/yr vs 19.56%/yr for SAF.PA. A 0.61 correlation means they provide meaningful diversification when combined.

Performance

MSED.L vs. SAF.PA - 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 Safran SA (SAF.PA). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

MSED.L is traded in GBp, while SAF.PA is traded in EUR. To make them comparable, the SAF.PA 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 SAF.PA's 1.36% return. Over the past 10 years, MSED.L has underperformed SAF.PA with an annualized return of 3.19%, while SAF.PA has yielded a comparatively higher 19.56% annualized 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%

SAF.PA

• 1D: 2.34%
• 1M: 11.77%
• YTD: 1.36%
• 6M: 2.29%
• 1Y: 17.47%
• 3Y*: 31.43%
• 5Y*: 20.95%
• 10Y*: 19.56%

*Multi-year figures are annualized to reflect compound growth (CAGR)

MSED.L vs. SAF.PA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%	14.38%
SAF.PA Safran SA	1.32%	49.39%	28.26%	34.97%	14.79%	-12.35%	-11.00%	25.05%	25.90%	32.30%

Correlation

The correlation between MSED.L and SAF.PA is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.58
Correlation (3Y) Calculated over the trailing 3-year period	0.59
Correlation (5Y) Calculated over the trailing 5-year period	0.61
Correlation (10Y) Calculated over the trailing 10-year period	0.61
Correlation (All Time) Calculated using the full available price history since Sep 17, 2013	0.61

The correlation between MSED.L and SAF.PA has been stable across timeframes, ranging from 0.58 to 0.61 - a consistent structural relationship.

Return for Risk

MSED.L vs. SAF.PA — 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: 36
MSED.L Sharpe Ratio Rank: 36
MSED.L Sortino Ratio Rank: 36
MSED.L Omega Ratio Rank: 36
MSED.L Calmar Ratio Rank: 34
MSED.L Martin Ratio Rank: 36

SAF.PA

SAF.PA Risk / Return Rank: 55
SAF.PA Sharpe Ratio Rank: 57
SAF.PA Sortino Ratio Rank: 52
SAF.PA Omega Ratio Rank: 51
SAF.PA Calmar Ratio Rank: 55
SAF.PA Martin Ratio Rank: 58

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. SAF.PA - 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 Safran SA (SAF.PA). 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	SAF.PA	Difference
Sharpe ratio: Return per unit of total volatility	1.25	0.56	+0.70
Sortino ratio: Return per unit of downside risk	1.86	1.04	+0.82
Omega ratio: Gain probability vs. loss probability	1.23	1.13	+0.11
Calmar ratio: Return relative to maximum drawdown	1.64	0.71	+0.94
Martin ratio: Return relative to average drawdown	5.56	1.93	+3.63
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. SAF.PA - Sharpe Ratio Comparison

The current MSED.L Sharpe Ratio is 1.25, which is higher than the SAF.PA Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of MSED.L and SAF.PA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	MSED.L	SAF.PA	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.25	0.56	+0.70
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.15	0.73	-0.88
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.13	0.59	-0.46
Sharpe Ratio (All Time) Calculated using the full available price history	0.13	0.56	-0.42

Drawdowns

MSED.L vs. SAF.PA - Drawdown Comparison

The maximum MSED.L drawdown since its inception was -58.05%, smaller than the maximum SAF.PA drawdown of -61.23%. Use the drawdown chart below to compare losses from any high point for MSED.L and SAF.PA.

Drawdown Indicators

	MSED.L	SAF.PA	Difference
Max Drawdown Largest peak-to-trough decline	-58.05%	-61.23%	+3.18%
Max Drawdown (1Y) Largest decline over 1 year	-11.44%	-24.45%	+13.01%
Max Drawdown (3Y) Largest decline over 3 years	-58.05%	-24.45%	-33.60%
Max Drawdown (5Y) Largest decline over 5 years	-58.05%	-29.70%	-28.35%
Max Drawdown (10Y) Largest decline over 10 years	-58.05%	-61.23%	+3.18%
Current Drawdown Current decline from peak	-31.68%	-13.34%	-18.34%
Average Drawdown Average peak-to-trough decline	-14.22%	-11.85%	-2.37%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.39%	8.98%	-5.59%

Volatility

MSED.L vs. SAF.PA - Volatility Comparison

The current volatility for Lyxor Euro Stoxx 50 DR UCITS C (MSED.L) is 4.83%, while Safran SA (SAF.PA) has a volatility of 9.88%. This indicates that MSED.L experiences smaller price fluctuations and is considered to be less risky than SAF.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MSED.L	SAF.PA	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.83%	9.88%	-5.05%
Volatility (6M) Calculated over the trailing 6-month period	12.25%	27.33%	-15.08%
Volatility (1Y) Calculated over the trailing 1-year period	15.02%	31.08%	-16.06%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.62%	28.22%	+1.40%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.74%	32.44%	-7.70%

Dividends

MSED.L vs. SAF.PA - Dividend Comparison

MSED.L has not paid dividends to shareholders, while SAF.PA's dividend yield for the trailing twelve months is around 1.12%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
SAF.PA Safran SA	1.12%	0.98%	1.04%	0.85%	0.43%	0.40%	0.00%	1.32%	1.53%	0.97%	2.15%	1.96%

Frequently Asked Questions

Can I hold both MSED.L and SAF.PA in my portfolio?

MSED.L and SAF.PA have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.