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PRUK.L vs. MMS.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PRUK.L vs. MMS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Amundi Prime UK Mid and Small Cap UCITS ETF DR GBP (D) (PRUK.L) and Lyxor MSCI EMU Small Cap (DR) UCITS ETF - Dist (MMS.L). The values are adjusted to include any dividend payments, if applicable.

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PRUK.L vs. MMS.L - Yearly Performance Comparison


Different Trading Currencies

PRUK.L is traded in GBp, while MMS.L is traded in GBP. To make them comparable, the MMS.L values have been converted to GBp using the latest available exchange rates.

Returns By Period


PRUK.L

1D
2.17%
1M
-8.38%
YTD
-3.53%
6M
-1.68%
1Y
15.24%
3Y*
6.95%
5Y*
0.51%
10Y*

MMS.L

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
0.00%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PRUK.L vs. MMS.L - Expense Ratio Comparison

PRUK.L has a 0.05% expense ratio, which is lower than MMS.L's 0.40% expense ratio.


Return for Risk

PRUK.L vs. MMS.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PRUK.L
PRUK.L Risk / Return Rank: 4545
Overall Rank
PRUK.L Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
PRUK.L Sortino Ratio Rank: 4848
Sortino Ratio Rank
PRUK.L Omega Ratio Rank: 4747
Omega Ratio Rank
PRUK.L Calmar Ratio Rank: 3838
Calmar Ratio Rank
PRUK.L Martin Ratio Rank: 4242
Martin Ratio Rank

MMS.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.

PRUK.L vs. MMS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Prime UK Mid and Small Cap UCITS ETF DR GBP (D) (PRUK.L) and Lyxor MSCI EMU Small Cap (DR) UCITS ETF - Dist (MMS.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.


PRUK.LMMS.LDifference

Sharpe ratio

Return per unit of total volatility

0.98

Sortino ratio

Return per unit of downside risk

1.38

Omega ratio

Gain probability vs. loss probability

1.19

Calmar ratio

Return relative to maximum drawdown

1.16

Martin ratio

Return relative to average drawdown

4.53

PRUK.L vs. MMS.L - Sharpe Ratio Comparison


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Sharpe Ratios by Period


PRUK.LMMS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.98

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

Dividends

PRUK.L vs. MMS.L - Dividend Comparison

PRUK.L's dividend yield for the trailing twelve months is around 3.84%, while MMS.L has not paid dividends to shareholders.


TTM202520242023202220212020
PRUK.L
Amundi Prime UK Mid and Small Cap UCITS ETF DR GBP (D)
3.84%3.70%3.63%3.43%3.50%1.73%0.29%
MMS.L
Lyxor MSCI EMU Small Cap (DR) UCITS ETF - Dist
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

PRUK.L vs. MMS.L - Drawdown Comparison

The maximum PRUK.L drawdown since its inception was -36.10%, which is greater than MMS.L's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for PRUK.L and MMS.L.


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Drawdown Indicators


PRUK.LMMS.LDifference

Max Drawdown

Largest peak-to-trough decline

-36.10%

0.00%

-36.10%

Max Drawdown (1Y)

Largest decline over 1 year

-13.05%

0.00%

-13.05%

Max Drawdown (5Y)

Largest decline over 5 years

-36.10%

Current Drawdown

Current decline from peak

-9.76%

0.00%

-9.76%

Average Drawdown

Average peak-to-trough decline

-15.10%

0.00%

-15.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.33%

0.00%

+3.33%

Volatility

PRUK.L vs. MMS.L - Volatility Comparison

Amundi Prime UK Mid and Small Cap UCITS ETF DR GBP (D) (PRUK.L) has a higher volatility of 5.76% compared to Lyxor MSCI EMU Small Cap (DR) UCITS ETF - Dist (MMS.L) at 0.00%. This indicates that PRUK.L's price experiences larger fluctuations and is considered to be riskier than MMS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRUK.LMMS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.76%

0.00%

+5.76%

Volatility (6M)

Calculated over the trailing 6-month period

10.08%

0.00%

+10.08%

Volatility (1Y)

Calculated over the trailing 1-year period

15.57%

0.00%

+15.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.43%

0.00%

+16.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.39%

0.00%

+17.39%