S100.L vs. MEUD.L
Compare and contrast key facts about Invesco FTSE 100 UCITS ETF (S100.L) and Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc (MEUD.L).
S100.L and MEUD.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. S100.L is a passively managed fund by Invesco that tracks the performance of the FTSE AllSh TR GBP. It was launched on Mar 31, 2009. MEUD.L is a passively managed fund by Amundi that tracks the performance of the MSCI Europe NR EUR. It was launched on Apr 3, 2013. Both S100.L and MEUD.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: S100.L or MEUD.L.
Key characteristics
| S100.L | MEUD.L | |
|---|---|---|
| YTD Return | 8.74% | 4.12% |
| 1Y Return | 14.01% | 12.58% |
| 3Y Return (Ann) | 7.45% | 3.65% |
| 5Y Return (Ann) | 5.58% | 6.71% |
| 10Y Return (Ann) | 5.81% | 7.79% |
| Sharpe Ratio | 1.34 | 1.12 |
| Sortino Ratio | 1.98 | 1.63 |
| Omega Ratio | 1.24 | 1.19 |
| Calmar Ratio | 2.49 | 1.78 |
| Martin Ratio | 8.30 | 5.17 |
| Ulcer Index | 1.59% | 2.21% |
| Daily Std Dev | 9.83% | 10.19% |
| Max Drawdown | -34.58% | -28.57% |
| Current Drawdown | -2.79% | -4.91% |
Correlation
The correlation between S100.L and MEUD.L is 0.91, 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
S100.L vs. MEUD.L - Performance Comparison
In the year-to-date period, S100.L achieves a 8.74% return, which is significantly higher than MEUD.L's 4.12% return. Over the past 10 years, S100.L has underperformed MEUD.L with an annualized return of 5.81%, while MEUD.L has yielded a comparatively higher 7.79% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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S100.L vs. MEUD.L - Expense Ratio Comparison
S100.L has a 0.09% expense ratio, which is lower than MEUD.L's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
S100.L vs. MEUD.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco FTSE 100 UCITS ETF (S100.L) and Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc (MEUD.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.
Dividends
S100.L vs. MEUD.L - Dividend Comparison
Neither S100.L nor MEUD.L has paid dividends to shareholders.
Drawdowns
S100.L vs. MEUD.L - Drawdown Comparison
The maximum S100.L drawdown since its inception was -34.58%, which is greater than MEUD.L's maximum drawdown of -28.57%. Use the drawdown chart below to compare losses from any high point for S100.L and MEUD.L. For additional features, visit the drawdowns tool.
Volatility
S100.L vs. MEUD.L - Volatility Comparison
The current volatility for Invesco FTSE 100 UCITS ETF (S100.L) is 3.45%, while Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc (MEUD.L) has a volatility of 4.08%. This indicates that S100.L experiences smaller price fluctuations and is considered to be less risky than MEUD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.