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SELD.DE vs. MEUD.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SELD.DE vs. MEUD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist (SELD.DE) and Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc (MEUD.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, SELD.DE achieves a 14.08% return, which is significantly higher than MEUD.L's 7.18% return. Both investments have delivered pretty close results over the past 10 years, with SELD.DE having a 9.59% annualized return and MEUD.L not far behind at 9.51%.


SELD.DE

1D
0.52%
1M
2.83%
YTD
14.08%
6M
19.06%
1Y
31.97%
3Y*
20.75%
5Y*
11.33%
10Y*
9.59%

MEUD.L

1D
-0.01%
1M
2.27%
YTD
7.18%
6M
9.73%
1Y
15.48%
3Y*
13.79%
5Y*
9.53%
10Y*
9.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SELD.DE vs. MEUD.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SELD.DE
Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist
14.08%44.46%5.76%3.90%-10.09%24.12%-9.44%27.63%-4.88%5.07%
MEUD.L
Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc
7.18%19.91%8.66%15.89%-9.94%24.68%-1.79%28.06%-10.71%10.88%

Correlation

The correlation between SELD.DE and MEUD.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

0.77

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

0.78

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

0.78

Correlation (All Time)
Calculated using the full available price history since Apr 4, 2013

0.80

The correlation between SELD.DE and MEUD.L has been stable across timeframes, ranging from 0.76 to 0.80 - a consistent structural relationship.

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Return for Risk

SELD.DE vs. MEUD.L — Risk / Return Rank

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

SELD.DE
SELD.DE Risk / Return Rank: 8484
Overall Rank
SELD.DE Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
SELD.DE Sortino Ratio Rank: 8585
Sortino Ratio Rank
SELD.DE Omega Ratio Rank: 8282
Omega Ratio Rank
SELD.DE Calmar Ratio Rank: 8686
Calmar Ratio Rank
SELD.DE Martin Ratio Rank: 8282
Martin Ratio Rank

MEUD.L
MEUD.L Risk / Return Rank: 4646
Overall Rank
MEUD.L Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
MEUD.L Sortino Ratio Rank: 4848
Sortino Ratio Rank
MEUD.L Omega Ratio Rank: 5151
Omega Ratio Rank
MEUD.L Calmar Ratio Rank: 3939
Calmar Ratio Rank
MEUD.L Martin Ratio Rank: 4343
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.

SELD.DE vs. MEUD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist (SELD.DE) 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.


SELD.DEMEUD.LDifference
Sharpe ratioReturn per unit of total volatility

+1.50

Sortino ratioReturn per unit of downside risk

+1.97

Omega ratioGain probability vs. loss probability

1.49

1.23

+0.25

Calmar ratioReturn relative to maximum drawdown

4.79

1.62

+3.17

Martin ratioReturn relative to average drawdown

16.20

6.11

+10.09

SELD.DE vs. MEUD.L - Sharpe Ratio Comparison

The current SELD.DE Sharpe Ratio is 2.73, which is higher than the MEUD.L Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of SELD.DE and MEUD.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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Sharpe Ratios by Period


SELD.DEMEUD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.73

1.23

+1.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

0.58

+0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.54

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

0.42

-0.24

Drawdowns

SELD.DE vs. MEUD.L - Drawdown Comparison

The maximum SELD.DE drawdown since its inception was -70.30%, which is greater than MEUD.L's maximum drawdown of -36.19%. Use the drawdown chart below to compare losses from any high point for SELD.DE and MEUD.L.


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Drawdown Indicators


SELD.DEMEUD.LDifference

Max Drawdown

Largest peak-to-trough decline

-70.30%

-36.19%

-34.11%

Max Drawdown (1Y)

Largest decline over 1 year

-6.72%

-9.53%

+2.81%

Max Drawdown (3Y)

Largest decline over 3 years

-14.13%

-15.58%

+1.45%

Max Drawdown (5Y)

Largest decline over 5 years

-23.02%

-20.75%

-2.27%

Max Drawdown (10Y)

Largest decline over 10 years

-40.65%

-36.19%

-4.46%

Current Drawdown

Current decline from peak

-1.80%

-1.08%

-0.72%

Average Drawdown

Average peak-to-trough decline

-25.32%

-7.57%

-17.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.99%

2.52%

-0.53%

Volatility

SELD.DE vs. MEUD.L - Volatility Comparison

Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist (SELD.DE) has a higher volatility of 3.83% compared to Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc (MEUD.L) at 3.26%. This indicates that SELD.DE's price experiences larger fluctuations and is considered to be riskier than MEUD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SELD.DEMEUD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.83%

3.26%

+0.57%

Volatility (6M)

Calculated over the trailing 6-month period

9.59%

10.26%

-0.67%

Volatility (1Y)

Calculated over the trailing 1-year period

11.81%

12.58%

-0.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.87%

16.41%

-1.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.42%

17.61%

-0.19%

SELD.DE vs. MEUD.L - Expense Ratio Comparison

SELD.DE has a 0.30% expense ratio, which is higher than MEUD.L's 0.15% expense ratio.


Dividends

SELD.DE vs. MEUD.L - Dividend Comparison

SELD.DE's dividend yield for the trailing twelve months is around 5.68%, while MEUD.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
MEUD.L
Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SELD.DE
Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist
5.68%6.48%6.46%0.00%7.70%4.52%5.09%5.34%5.60%4.75%5.20%5.48%

Frequently Asked Questions


SELD.DE and MEUD.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.

On fees, MEUD.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MEUD.L is cheaper with a 0.15% expense ratio, compared with 0.30% for SELD.DE.

SELD.DE tracks STOXX® Europe Select Dividend 30, while MEUD.L tracks MSCI Europe NR EUR. Their fees differ too: 0.30% for SELD.DE and 0.15% for MEUD.L.

Portfolio Optimizer

Find the right allocation for SELD.DE and MEUD.L

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