MSED.L vs. WDEP.L
MSED.L (Lyxor Euro Stoxx 50 DR UCITS C) and WDEP.L (WisdomTree Europe Defence UCITS ETF EUR Accumulating) are both Europe Equities funds - MSED.L tracks the MSCI EMU NR EUR while WDEP.L tracks the WisdomTree Europe Defence Index. Both are passively managed. Over the past year, MSED.L returned 18.75% vs -2.61% for WDEP.L. At a 0.36 correlation, their price movements are largely independent. MSED.L charges 0.07%/yr vs 0.45%/yr for WDEP.L.
Performance
MSED.L vs. WDEP.L - Performance Comparison
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Returns By Period
In the year-to-date period, MSED.L achieves a 6.29% return, which is significantly higher than WDEP.L's 1.13% 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%
WDEP.L
- 1D
- 1.35%
- 1M
- -6.27%
- YTD
- 1.13%
- 6M
- 4.45%
- 1Y
- -2.61%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
MSED.L vs. WDEP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
MSED.L Lyxor Euro Stoxx 50 DR UCITS C | 6.29% | 15.20% |
WDEP.L WisdomTree Europe Defence UCITS ETF EUR Accumulating | 1.13% | 20.67% |
Correlation
The correlation between MSED.L and WDEP.L is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since Mar 13, 2025 | 0.36 |
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Return for Risk
MSED.L vs. WDEP.L — Risk / Return Rank
MSED.L
WDEP.L
MSED.L vs. WDEP.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 WisdomTree Europe Defence UCITS ETF EUR Accumulating (WDEP.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 | WDEP.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.28 | ||
| Sortino ratioReturn per unit of downside risk | +1.69 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.02 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | 1.64 | -0.04 | +1.68 |
| Martin ratioReturn relative to average drawdown | 5.56 | -0.08 | +5.64 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MSED.L | WDEP.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.25 | -0.02 | +1.28 |
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 | 0.59 | -0.45 |
Drawdowns
MSED.L vs. WDEP.L - Drawdown Comparison
The maximum MSED.L drawdown since its inception was -58.05%, which is greater than WDEP.L's maximum drawdown of -19.56%. Use the drawdown chart below to compare losses from any high point for MSED.L and WDEP.L.
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Drawdown Indicators
| MSED.L | WDEP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.05% | -19.56% | -38.49% |
Max Drawdown (1Y)Largest decline over 1 year | -11.44% | -19.56% | +8.12% |
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 DrawdownCurrent decline from peak | -31.68% | -14.70% | -16.98% |
Average DrawdownAverage peak-to-trough decline | -14.22% | -6.15% | -8.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.39% | 8.32% | -4.93% |
Volatility
MSED.L vs. WDEP.L - Volatility Comparison
The current volatility for Lyxor Euro Stoxx 50 DR UCITS C (MSED.L) is 4.83%, while WisdomTree Europe Defence UCITS ETF EUR Accumulating (WDEP.L) has a volatility of 10.28%. This indicates that MSED.L experiences smaller price fluctuations and is considered to be less risky than WDEP.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 | WDEP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.83% | 10.28% | -5.45% |
Volatility (6M)Calculated over the trailing 6-month period | 12.25% | 22.06% | -9.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.02% | 28.59% | -13.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.62% | 30.09% | -0.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.74% | 30.09% | -5.35% |
MSED.L vs. WDEP.L - Expense Ratio Comparison
MSED.L has a 0.07% expense ratio, which is lower than WDEP.L's 0.45% expense ratio.
Dividends
MSED.L vs. WDEP.L - Dividend Comparison
Neither MSED.L nor WDEP.L has paid dividends to shareholders.
Frequently Asked Questions
MSED.L and WDEP.L have a correlation of 0.33, 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 0.45% for WDEP.L.
MSED.L tracks MSCI EMU NR EUR, while WDEP.L tracks WisdomTree Europe Defence Index. They also come from different issuers: Amundi and WisdomTree. Their fees differ too: 0.07% for MSED.L and 0.45% for WDEP.L.
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