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

Performance

TEGB.L vs. MMS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in VanEck Sustainable European Equal Weight UCITS ETF (TEGB.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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Returns By Period


TEGB.L

1D
0.46%
1M
4.33%
YTD
6.39%
6M
8.88%
1Y
19.24%
3Y*
15.88%
5Y*
10.76%
10Y*

MMS.L

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

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


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


Sectors
TEGB.L
MMS.L

Financial Services

35.8%
16.9%

Industrials

23.8%
21.8%

Technology

10.8%
10.3%

Healthcare

10.4%
7.7%

Consumer Cyclical

9.4%
10.9%

Basic Materials

3.2%
5.9%

Communication Services

2.8%
3.0%

Utilities

2.0%
3.4%

Consumer Defensive

1.3%
1.7%

Energy

1.1%
5.6%

Real Estate

0.9%
12.8%

Financial Services

TEGB.L
35.8%
MMS.L
16.9%

Industrials

TEGB.L
23.8%
MMS.L
21.8%

Technology

TEGB.L
10.8%
MMS.L
10.3%

Healthcare

TEGB.L
10.4%
MMS.L
7.7%

Consumer Cyclical

TEGB.L
9.4%
MMS.L
10.9%

Basic Materials

TEGB.L
3.2%
MMS.L
5.9%

Communication Services

TEGB.L
2.8%
MMS.L
3.0%

Utilities

TEGB.L
2.0%
MMS.L
3.4%

Consumer Defensive

TEGB.L
1.3%
MMS.L
1.7%

Energy

TEGB.L
1.1%
MMS.L
5.6%

Real Estate

TEGB.L
0.9%
MMS.L
12.8%

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Return for Risk

TEGB.L vs. MMS.L — Risk / Return Rank

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

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

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

This table presents a comparison of risk-adjusted performance metrics for VanEck Sustainable European Equal Weight UCITS ETF (TEGB.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.


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

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.27

Calmar ratioReturn relative to maximum drawdown

1.69

Martin ratioReturn relative to average drawdown

6.21

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


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Sharpe Ratios by Period


TEGB.LMMS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

Drawdowns

TEGB.L vs. MMS.L - Drawdown Comparison


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Drawdown Indicators


TEGB.LMMS.LDifference

Max Drawdown

Largest peak-to-trough decline

-30.69%

Max Drawdown (1Y)

Largest decline over 1 year

-11.33%

Max Drawdown (3Y)

Largest decline over 3 years

-14.33%

Max Drawdown (5Y)

Largest decline over 5 years

-18.25%

Current Drawdown

Current decline from peak

-0.49%

Average Drawdown

Average peak-to-trough decline

-3.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.09%

Volatility

TEGB.L vs. MMS.L - Volatility Comparison


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Volatility by Period


TEGB.LMMS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.34%

Volatility (6M)

Calculated over the trailing 6-month period

11.43%

Volatility (1Y)

Calculated over the trailing 1-year period

13.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.00%

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

Both TEGB.L and MMS.L have an expense ratio of 0.40%.


Dividends

TEGB.L vs. MMS.L - Dividend Comparison

TEGB.L's dividend yield for the trailing twelve months is around 2.69%, while MMS.L has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019
MMS.L
Lyxor MSCI EMU Small Cap (DR) UCITS ETF - Dist
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TEGB.L
VanEck Sustainable European Equal Weight UCITS ETF
2.69%2.41%2.78%2.65%2.85%2.52%2.38%3.84%

Frequently Asked Questions


Both ETFs have the same 0.40% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

TEGB.L and MMS.L have the same expense ratio: 0.40% per year.

TEGB.L tracks MSCI Europe NR EUR, while MMS.L tracks MSCI EMU Small Cap NR EUR. They also come from different issuers: VanEck and Amundi.

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