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S6EW.L vs. MIBX.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

S6EW.L vs. MIBX.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Ossiam Lux - Ossiam STOXX Europe 600 ESG Equal Weight NR UCITS ETF 1C (EUR) (S6EW.L) and Lyxor FTSE MIB UCITS ETF - Dist (MIBX.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

S6EW.L is traded in EUR, while MIBX.L is traded in GBp. To make them comparable, the MIBX.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, S6EW.L achieves a 8.61% return, which is significantly lower than MIBX.L's 21.37% return. Over the past 10 years, S6EW.L has underperformed MIBX.L with an annualized return of 8.04%, while MIBX.L has yielded a comparatively higher 16.20% annualized return.


S6EW.L

1D
0.43%
1M
1.28%
6M
6.28%
YTD
8.61%
1Y
15.60%
3Y*
12.05%
5Y*
5.57%
10Y*
8.04%

MIBX.L

1D
0.45%
1M
2.45%
6M
18.99%
YTD
21.37%
1Y
38.10%
3Y*
28.34%
5Y*
21.74%
10Y*
16.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

S6EW.L vs. MIBX.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
S6EW.L
Ossiam Lux - Ossiam STOXX Europe 600 ESG Equal Weight NR UCITS ETF 1C (EUR)
8.61%17.10%4.54%14.86%-18.32%21.45%1.62%27.65%-11.86%14.90%
MIBX.L
Lyxor FTSE MIB UCITS ETF - Dist
21.37%36.28%18.63%33.38%-8.51%25.85%-4.02%33.11%-13.80%16.36%

Correlation

The correlation between S6EW.L and MIBX.L is 0.76, 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

0.76

Correlation (3Y)
Calculated over the trailing 3-year period

0.79

Correlation (5Y)
Calculated over the trailing 5-year period

0.81

Correlation (10Y)
Calculated over the trailing 10-year period

0.75

Correlation (All Time)
Calculated using the full available price history since Aug 31, 2011

0.76

The correlation between S6EW.L and MIBX.L has been stable across timeframes, ranging from 0.75 to 0.81 - a consistent structural relationship.

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Return for Risk

S6EW.L vs. MIBX.L — Risk / Return Rank

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

S6EW.L
S6EW.L Risk / Return Rank: 4040
Overall Rank
S6EW.L Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
S6EW.L Sortino Ratio Rank: 4040
Sortino Ratio Rank
S6EW.L Omega Ratio Rank: 4141
Omega Ratio Rank
S6EW.L Calmar Ratio Rank: 3535
Calmar Ratio Rank
S6EW.L Martin Ratio Rank: 4343
Martin Ratio Rank

MIBX.L
MIBX.L Risk / Return Rank: 8383
Overall Rank
MIBX.L Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
MIBX.L Sortino Ratio Rank: 8585
Sortino Ratio Rank
MIBX.L Omega Ratio Rank: 8484
Omega Ratio Rank
MIBX.L Calmar Ratio Rank: 8080
Calmar Ratio Rank
MIBX.L Martin Ratio Rank: 7979
Martin Ratio Rank
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.

S6EW.L vs. MIBX.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ossiam Lux - Ossiam STOXX Europe 600 ESG Equal Weight NR UCITS ETF 1C (EUR) (S6EW.L) and Lyxor FTSE MIB UCITS ETF - Dist (MIBX.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


S6EW.LMIBX.LDifference
Sharpe ratioReturn per unit of total volatility

-1.22

Sortino ratioReturn per unit of downside risk

-1.55

Omega ratioGain probability vs. loss probability

1.23

1.44

-0.21

Calmar ratioReturn relative to maximum drawdown

1.50

3.99

-2.49

Martin ratioReturn relative to average drawdown

5.60

14.41

-8.81

S6EW.L vs. MIBX.L - Sharpe Ratio Comparison

The current S6EW.L Sharpe Ratio is 1.22, which is lower than the MIBX.L Sharpe Ratio of 2.44. The chart below compares the historical Sharpe Ratios of S6EW.L and MIBX.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

S6EW.L vs. MIBX.L - Drawdown Comparison

The maximum S6EW.L drawdown since its inception was -37.58%, smaller than the maximum MIBX.L drawdown of -73.32%. Use the drawdown chart below to compare losses from any high point for S6EW.L and MIBX.L.


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Drawdown Indicators


S6EW.LMIBX.LDifference

Max Drawdown

Largest peak-to-trough decline

-37.58%

-73.32%

+35.74%

Max Drawdown (1Y)

Largest decline over 1 year

-10.36%

-9.30%

-1.06%

Max Drawdown (3Y)

Largest decline over 3 years

-15.06%

-17.57%

+2.51%

Max Drawdown (5Y)

Largest decline over 5 years

-29.60%

-24.99%

-4.61%

Max Drawdown (10Y)

Largest decline over 10 years

-37.58%

-40.94%

+3.36%

Current Drawdown

Current decline from peak

-0.63%

0.00%

-0.63%

Average Drawdown

Average peak-to-trough decline

-6.14%

-45.88%

+39.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.78%

2.58%

+0.20%

Volatility

S6EW.L vs. MIBX.L - Volatility Comparison

The current volatility for Ossiam Lux - Ossiam STOXX Europe 600 ESG Equal Weight NR UCITS ETF 1C (EUR) (S6EW.L) is 3.31%, while Lyxor FTSE MIB UCITS ETF - Dist (MIBX.L) has a volatility of 3.74%. This indicates that S6EW.L experiences smaller price fluctuations and is considered to be less risky than MIBX.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


S6EW.LMIBX.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.31%

3.74%

-0.43%

Volatility (6M)

Calculated over the trailing 6-month period

10.74%

12.37%

-1.63%

Volatility (1Y)

Calculated over the trailing 1-year period

12.70%

15.18%

-2.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.60%

18.08%

-2.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.95%

19.03%

-3.08%

S6EW.L vs. MIBX.L - Expense Ratio Comparison

Both S6EW.L and MIBX.L have an expense ratio of 0.35%.


Dividends

S6EW.L vs. MIBX.L - Dividend Comparison

S6EW.L has not paid dividends to shareholders, while MIBX.L's dividend yield for the trailing twelve months is around 3.11%.


PositionTTM20252024202320222021202020192018201720162015
MIBX.L
Lyxor FTSE MIB UCITS ETF - Dist
3.11%3.68%3.93%3.73%3.88%2.09%1.55%4.02%4.05%2.75%3.56%3.05%
S6EW.L
Ossiam Lux - Ossiam STOXX Europe 600 ESG Equal Weight NR UCITS ETF 1C (EUR)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


S6EW.L and MIBX.L have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.35% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

S6EW.L and MIBX.L have the same expense ratio: 0.35% per year.

S6EW.L tracks Ossiam Lux - Ossiam STOXX Europe 600 ESG Equal Weight NR UCITS ETF 1C (EUR), while MIBX.L tracks FTSE Italia AllShare TR EUR. They also come from different issuers: Ossiam and Amundi.

Portfolio Optimizer

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