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USD=X vs. MEUD.L
Performance
Return for Risk
Drawdowns
Volatility

Performance

USD=X vs. MEUD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in USD Cash (USD=X) 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

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

Returns By Period


USD=X

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
0.00%
3Y*
0.00%
5Y*
0.00%
10Y*
0.00%

MEUD.L

1D
0.11%
1M
0.08%
YTD
5.24%
6M
8.76%
1Y
16.91%
3Y*
16.48%
5Y*
8.35%
10Y*
9.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USD=X vs. MEUD.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MEUD.L
Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc
5.24%36.05%1.93%19.47%-15.19%16.00%7.03%25.23%-14.71%26.41%

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Return for Risk

USD=X vs. MEUD.L — Risk / Return Rank

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

USD=X

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.

USD=X vs. MEUD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USD Cash (USD=X) 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

USD=X vs. MEUD.L - Sharpe Ratio Comparison


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Sharpe Ratios by Period


USD=XMEUD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

Drawdowns

USD=X vs. MEUD.L - Drawdown Comparison

The maximum USD=X drawdown since its inception was 0.00%, smaller than the maximum MEUD.L drawdown of -36.31%. Use the drawdown chart below to compare losses from any high point for USD=X and MEUD.L.


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Drawdown Indicators


USD=XMEUD.LDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-36.31%

+36.31%

Max Drawdown (1Y)

Largest decline over 1 year

0.00%

-11.53%

+11.53%

Max Drawdown (3Y)

Largest decline over 3 years

0.00%

-14.53%

+14.53%

Max Drawdown (5Y)

Largest decline over 5 years

0.00%

-32.40%

+32.40%

Max Drawdown (10Y)

Largest decline over 10 years

0.00%

-36.31%

+36.31%

Current Drawdown

Current decline from peak

0.00%

-2.76%

+2.76%

Average Drawdown

Average peak-to-trough decline

0.00%

-9.39%

+9.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

3.25%

-3.25%

Volatility

USD=X vs. MEUD.L - Volatility Comparison

The current volatility for USD Cash (USD=X) is 0.00%, while Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc (MEUD.L) has a volatility of 3.92%. This indicates that USD=X experiences smaller price fluctuations and is considered to be less risky 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


USD=XMEUD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

3.92%

-3.92%

Volatility (6M)

Calculated over the trailing 6-month period

0.00%

12.01%

-12.01%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

14.58%

-14.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

19.16%

-19.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

19.37%

-19.37%

Portfolio Optimizer

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