PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
SDUE.L vs. MMS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

SDUE.L vs. MMS.L

Last updated Jun 6, 2026

SDUE.L (iShares MSCI Europe ESG Screened UCITS ETF EUR (Dist)) and MMS.L (Lyxor MSCI EMU Small Cap (DR) UCITS ETF - Dist) are both Europe Equities funds - SDUE.L tracks the MSCI Europe NR EUR while MMS.L tracks the MSCI EMU Small Cap NR EUR. Both are passively managed. A 0.71 correlation means they provide meaningful diversification when combined. SDUE.L charges 0.12%/yr vs 0.40%/yr for MMS.L.

Performance

SDUE.L vs. MMS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares MSCI Europe ESG Screened UCITS ETF EUR (Dist) (SDUE.L) and Lyxor MSCI EMU Small Cap (DR) UCITS ETF - Dist (MMS.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

SDUE.L

1D
-0.65%
1M
0.80%
YTD
5.86%
6M
8.08%
1Y
17.83%
3Y*
13.58%
5Y*
9.60%
10Y*
—

MMS.L

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

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

2026 (YTD)20252024202320222021202020192018
SDUE.L
iShares MSCI Europe ESG Screened UCITS ETF EUR (Dist)		5.86%24.47%4.22%15.08%-5.90%16.76%4.04%19.78%-15.29%
MMS.L
Lyxor MSCI EMU Small Cap (DR) UCITS ETF - Dist		0.00%0.00%-4.01%12.39%-10.81%15.68%11.76%9.12%-9.46%

Correlation

The correlation between SDUE.L and MMS.L is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

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

0.35

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

0.62

Correlation (All Time)
Calculated using the full available price history since Oct 22, 2018

0.71

The correlation between SDUE.L and MMS.L shifts across timeframes, from 0.35 (3 years) to 0.71 (all time), reflecting how their relationship changes across market environments.

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

Sectors
SDUE.L
MMS.L

Financial Services

27.0%
16.9%

Industrials

19.3%
21.8%

Healthcare

14.8%
7.7%

Technology

9.9%
10.3%

Consumer Cyclical

5.9%
10.9%

Utilities

5.5%
3.4%

Basic Materials

5.1%
5.9%

Consumer Defensive

4.8%
1.7%

Communication Services

4.0%
3.0%

Energy

2.7%
5.6%

Real Estate

0.9%
12.8%

Financial Services

SDUE.L
27.0%
MMS.L
16.9%

Industrials

SDUE.L
19.3%
MMS.L
21.8%

Healthcare

SDUE.L
14.8%
MMS.L
7.7%

Technology

SDUE.L
9.9%
MMS.L
10.3%

Consumer Cyclical

SDUE.L
5.9%
MMS.L
10.9%

Utilities

SDUE.L
5.5%
MMS.L
3.4%

Basic Materials

SDUE.L
5.1%
MMS.L
5.9%

Consumer Defensive

SDUE.L
4.8%
MMS.L
1.7%

Communication Services

SDUE.L
4.0%
MMS.L
3.0%

Energy

SDUE.L
2.7%
MMS.L
5.6%

Real Estate

SDUE.L
0.9%
MMS.L
12.8%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares MSCI Europe ESG Screened UCITS ETF EUR (Dist)

Lyxor MSCI EMU Small Cap (DR) UCITS ETF - Dist

Often compared with SDUE.L:
SDUE.L vs. ESIN.LSDUE.L vs. SAEU.LSDUE.L vs. FEUI.LSDUE.L vs. EEI.LSDUE.L vs. EEUD.LSDUE.L vs. VEUA.LSDUE.L vs. VOO
Often compared with MMS.L:
MMS.L vs. VINEXMMS.L vs. EDIV.LMMS.L vs. EEUD.LMMS.L vs. WDEP.LMMS.L vs. PRIZ.LMMS.L vs. EGRW.LMMS.L vs. LCPE.L

Return for Risk

SDUE.L vs. MMS.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SDUE.L
SDUE.L Risk / Return Rank: 4242
Overall Rank
SDUE.L Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
SDUE.L Sortino Ratio Rank: 4545
Sortino Ratio Rank
SDUE.L Omega Ratio Rank: 4545
Omega Ratio Rank
SDUE.L Calmar Ratio Rank: 3636
Calmar Ratio Rank
SDUE.L Martin Ratio Rank: 3939
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe ESG Screened UCITS ETF EUR (Dist) (SDUE.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.

SDUE.LMMS.LDifference
Sharpe ratioReturn per unit of total volatility
1.40

—

—

Sortino ratioReturn per unit of downside risk
2.03

—

—

Omega ratioGain probability vs. loss probability

1.26

—

—

Calmar ratioReturn relative to maximum drawdown

1.61

—

—

Martin ratioReturn relative to average drawdown

5.75

—

—

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

Loading charts...

Sharpe Ratios by Period

SDUE.LMMS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.40

—

—

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

—

—

Drawdowns

SDUE.L vs. MMS.L - Drawdown Comparison

Loading charts...

Drawdown Indicators

SDUE.LMMS.LDifference

Max Drawdown

Largest peak-to-trough decline

-27.89%

—

—

Max Drawdown (1Y)

Largest decline over 1 year

-11.01%

—

—

Max Drawdown (3Y)

Largest decline over 3 years

-12.82%

—

—

Max Drawdown (5Y)

Largest decline over 5 years

-17.71%

—

—

Current Drawdown

Current decline from peak

-1.68%

—

—

Average Drawdown

Average peak-to-trough decline

-4.63%

—

—

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.10%

—

—

Volatility

SDUE.L vs. MMS.L - Volatility Comparison

Loading charts...

Volatility by Period

SDUE.LMMS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.59%

—

—

Volatility (6M)

Calculated over the trailing 6-month period

10.75%

—

—

Volatility (1Y)

Calculated over the trailing 1-year period

12.69%

—

—

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.09%

—

—

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.40%

—

—

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

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

Dividends

SDUE.L vs. MMS.L - Dividend Comparison

SDUE.L's dividend yield for the trailing twelve months is around 2.42%, while MMS.L has not paid dividends to shareholders.

PositionTTM202520242023202220212020201920182017
MMS.L
Lyxor MSCI EMU Small Cap (DR) UCITS ETF - Dist		0.00%0.00%0.00%3.05%3.58%2.54%1.96%2.94%3.30%2.00%
SDUE.L
iShares MSCI Europe ESG Screened UCITS ETF EUR (Dist)		2.42%2.56%2.91%2.71%2.79%2.17%1.84%3.01%0.17%0.00%

Frequently Asked Questions

SDUE.L and MMS.L have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

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

SDUE.L tracks MSCI Europe NR EUR, while MMS.L tracks MSCI EMU Small Cap NR EUR. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.12% for SDUE.L and 0.40% for MMS.L.

Portfolio Optimizer

Find the right allocation for SDUE.L and MMS.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer