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SX5S.L vs. MMS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SX5S.L vs. MMS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Invesco EURO STOXX 50 UCITS ETF (SX5S.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

SX5S.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


SX5S.L

1D
0.35%
1M
4.85%
YTD
6.46%
6M
7.51%
1Y
18.61%
3Y*
15.51%
5Y*
11.51%
10Y*
11.41%

MMS.L

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

SX5S.L vs. MMS.L - Yearly Performance Comparison


2026 (YTD)20252024
SX5S.L
Invesco EURO STOXX 50 UCITS ETF
6.46%27.68%0.40%
MMS.L
Lyxor MSCI EMU Small Cap (DR) UCITS ETF - Dist
0.00%0.00%0.00%

SX5S.L vs. MMS.L - Sectors Allocation Comparison


Sectors
SX5S.L
MMS.L

Financial Services

25.1%
16.9%

Industrials

22.1%
21.8%

Technology

16.1%
10.3%

Consumer Cyclical

9.8%
10.9%

Consumer Defensive

5.5%
1.7%

Healthcare

5.4%
7.7%

Energy

5.2%
5.6%

Utilities

4.8%
3.4%

Basic Materials

3.7%
5.9%

Communication Services

2.3%
3.0%

Real Estate

-

12.8%

Financial Services

SX5S.L
25.1%
MMS.L
16.9%

Industrials

SX5S.L
22.1%
MMS.L
21.8%

Technology

SX5S.L
16.1%
MMS.L
10.3%

Consumer Cyclical

SX5S.L
9.8%
MMS.L
10.9%

Consumer Defensive

SX5S.L
5.5%
MMS.L
1.7%

Healthcare

SX5S.L
5.4%
MMS.L
7.7%

Energy

SX5S.L
5.2%
MMS.L
5.6%

Utilities

SX5S.L
4.8%
MMS.L
3.4%

Basic Materials

SX5S.L
3.7%
MMS.L
5.9%

Communication Services

SX5S.L
2.3%
MMS.L
3.0%

Real Estate

SX5S.L

-

MMS.L
12.8%

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Return for Risk

SX5S.L vs. MMS.L — Risk / Return Rank

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

SX5S.L
SX5S.L Risk / Return Rank: 3535
Overall Rank
SX5S.L Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
SX5S.L Sortino Ratio Rank: 3535
Sortino Ratio Rank
SX5S.L Omega Ratio Rank: 3535
Omega Ratio Rank
SX5S.L Calmar Ratio Rank: 3434
Calmar Ratio Rank
SX5S.L Martin Ratio Rank: 3636
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.

SX5S.L vs. MMS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco EURO STOXX 50 UCITS ETF (SX5S.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.


SX5S.LMMS.LDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.23

Calmar ratioReturn relative to maximum drawdown

1.62

Martin ratioReturn relative to average drawdown

5.40

SX5S.L vs. MMS.L - Sharpe Ratio Comparison


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Sharpe Ratios by Period


SX5S.LMMS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

Drawdowns

SX5S.L vs. MMS.L - Drawdown Comparison


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Drawdown Indicators


SX5S.LMMS.LDifference

Max Drawdown

Largest peak-to-trough decline

-32.54%

Max Drawdown (1Y)

Largest decline over 1 year

-11.43%

Max Drawdown (3Y)

Largest decline over 3 years

-13.85%

Max Drawdown (5Y)

Largest decline over 5 years

-21.71%

Max Drawdown (10Y)

Largest decline over 10 years

-32.54%

Current Drawdown

Current decline from peak

-0.57%

Average Drawdown

Average peak-to-trough decline

-5.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.44%

Volatility

SX5S.L vs. MMS.L - Volatility Comparison


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Volatility by Period


SX5S.LMMS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.90%

Volatility (6M)

Calculated over the trailing 6-month period

12.23%

Volatility (1Y)

Calculated over the trailing 1-year period

15.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.88%

SX5S.L vs. MMS.L - Expense Ratio Comparison

SX5S.L has a 0.05% expense ratio, which is lower than MMS.L's 0.40% expense ratio.


Dividends

SX5S.L vs. MMS.L - Dividend Comparison

Neither SX5S.L nor MMS.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


On fees, SX5S.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SX5S.L is cheaper with a 0.05% expense ratio, compared with 0.40% for MMS.L.

SX5S.L tracks MSCI EMU NR EUR, while MMS.L tracks MSCI EMU Small Cap NR EUR. They also come from different issuers: Invesco and Amundi. Their fees differ too: 0.05% for SX5S.L and 0.40% for MMS.L.

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