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S250.L vs. MMS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

S250.L vs. MMS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Invesco FTSE 250 UCITS ETF (S250.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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Different Trading Currencies

S250.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


S250.L

1D
0.50%
1M
2.33%
YTD
5.31%
6M
7.39%
1Y
14.37%
3Y*
10.35%
5Y*
3.40%
10Y*
5.79%

MMS.L

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

S250.L vs. MMS.L - Yearly Performance Comparison


2026 (YTD)20252024
S250.L
Invesco FTSE 250 UCITS ETF
5.31%12.81%9.91%
MMS.L
Lyxor MSCI EMU Small Cap (DR) UCITS ETF - Dist
0.00%0.00%0.00%

S250.L vs. MMS.L - Sectors Allocation Comparison


Sectors
S250.L
MMS.L

Industrials

19.9%
21.8%

Financial Services

19.5%
16.9%

Consumer Cyclical

13.3%
10.9%

Real Estate

9.4%
12.8%

Technology

9.3%
10.3%

Basic Materials

6.6%
5.9%

Consumer Defensive

6.1%
1.7%

Communication Services

5.9%
3.0%

Healthcare

4.4%
7.7%

Utilities

3.0%
3.4%

Energy

2.5%
5.6%

Industrials

S250.L
19.9%
MMS.L
21.8%

Financial Services

S250.L
19.5%
MMS.L
16.9%

Consumer Cyclical

S250.L
13.3%
MMS.L
10.9%

Real Estate

S250.L
9.4%
MMS.L
12.8%

Technology

S250.L
9.3%
MMS.L
10.3%

Basic Materials

S250.L
6.6%
MMS.L
5.9%

Consumer Defensive

S250.L
6.1%
MMS.L
1.7%

Communication Services

S250.L
5.9%
MMS.L
3.0%

Healthcare

S250.L
4.4%
MMS.L
7.7%

Utilities

S250.L
3.0%
MMS.L
3.4%

Energy

S250.L
2.5%
MMS.L
5.6%

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Return for Risk

S250.L vs. MMS.L — Risk / Return Rank

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

S250.L
S250.L Risk / Return Rank: 3131
Overall Rank
S250.L Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
S250.L Sortino Ratio Rank: 3333
Sortino Ratio Rank
S250.L Omega Ratio Rank: 3232
Omega Ratio Rank
S250.L Calmar Ratio Rank: 2626
Calmar Ratio Rank
S250.L Martin Ratio Rank: 3131
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.

S250.L vs. MMS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco FTSE 250 UCITS ETF (S250.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.


S250.LMMS.LDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.21

Calmar ratioReturn relative to maximum drawdown

1.24

Martin ratioReturn relative to average drawdown

4.49

S250.L vs. MMS.L - Sharpe Ratio Comparison


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Sharpe Ratios by Period


S250.LMMS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

Drawdowns

S250.L vs. MMS.L - Drawdown Comparison


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Drawdown Indicators


S250.LMMS.LDifference

Max Drawdown

Largest peak-to-trough decline

-40.91%

Max Drawdown (1Y)

Largest decline over 1 year

-11.48%

Max Drawdown (3Y)

Largest decline over 3 years

-16.16%

Max Drawdown (5Y)

Largest decline over 5 years

-29.69%

Max Drawdown (10Y)

Largest decline over 10 years

-40.91%

Current Drawdown

Current decline from peak

-0.69%

Average Drawdown

Average peak-to-trough decline

-7.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.19%

Volatility

S250.L vs. MMS.L - Volatility Comparison


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Volatility by Period


S250.LMMS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.15%

Volatility (6M)

Calculated over the trailing 6-month period

10.33%

Volatility (1Y)

Calculated over the trailing 1-year period

12.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.43%

S250.L vs. MMS.L - Expense Ratio Comparison

S250.L has a 0.12% expense ratio, which is lower than MMS.L's 0.40% expense ratio.


Dividends

S250.L vs. MMS.L - Dividend Comparison

Neither S250.L nor MMS.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


On fees, S250.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

S250.L is cheaper with a 0.12% expense ratio, compared with 0.40% for MMS.L.

S250.L tracks FTSE 250 Ex Investment Trust TR GBP, while MMS.L tracks MSCI EMU Small Cap NR EUR. They also come from different issuers: Invesco and Amundi. Their fees differ too: 0.12% for S250.L and 0.40% for MMS.L.

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