PortfoliosLab logoPortfoliosLab logo
VMIG.L vs. MMS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VMIG.L vs. MMS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Vanguard FTSE 250 UCITS ETF (GBP) Accumulating (VMIG.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


VMIG.L

1D
0.70%
1M
4.25%
YTD
5.18%
6M
7.41%
1Y
14.23%
3Y*
10.30%
5Y*
3.38%
10Y*

MMS.L

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

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


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


Sectors
VMIG.L
MMS.L

Industrials

19.9%
21.8%

Financial Services

19.4%
16.9%

Consumer Cyclical

13.3%
10.9%

Real Estate

9.4%
12.8%

Technology

9.4%
10.3%

Basic Materials

6.6%
5.9%

Consumer Defensive

6.1%
1.7%

Communication Services

5.9%
3.0%

Healthcare

4.4%
7.7%

Utilities

3.0%
3.4%

Energy

2.5%
5.6%

Industrials

VMIG.L
19.9%
MMS.L
21.8%

Financial Services

VMIG.L
19.4%
MMS.L
16.9%

Consumer Cyclical

VMIG.L
13.3%
MMS.L
10.9%

Real Estate

VMIG.L
9.4%
MMS.L
12.8%

Technology

VMIG.L
9.4%
MMS.L
10.3%

Basic Materials

VMIG.L
6.6%
MMS.L
5.9%

Consumer Defensive

VMIG.L
6.1%
MMS.L
1.7%

Communication Services

VMIG.L
5.9%
MMS.L
3.0%

Healthcare

VMIG.L
4.4%
MMS.L
7.7%

Utilities

VMIG.L
3.0%
MMS.L
3.4%

Energy

VMIG.L
2.5%
MMS.L
5.6%

Compare stocks, funds, or ETFs

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


Return for Risk

VMIG.L vs. MMS.L — Risk / Return Rank

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

VMIG.L
VMIG.L Risk / Return Rank: 3131
Overall Rank
VMIG.L Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
VMIG.L Sortino Ratio Rank: 3434
Sortino Ratio Rank
VMIG.L Omega Ratio Rank: 3232
Omega Ratio Rank
VMIG.L Calmar Ratio Rank: 2626
Calmar Ratio Rank
VMIG.L Martin Ratio Rank: 3131
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.

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

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE 250 UCITS ETF (GBP) Accumulating (VMIG.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.


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

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.21

Calmar ratioReturn relative to maximum drawdown

1.22

Martin ratioReturn relative to average drawdown

4.41

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


Loading charts...

Sharpe Ratios by Period


VMIG.LMMS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

Drawdowns

VMIG.L vs. MMS.L - Drawdown Comparison


Loading charts...

Drawdown Indicators


VMIG.LMMS.LDifference

Max Drawdown

Largest peak-to-trough decline

-41.38%

Max Drawdown (1Y)

Largest decline over 1 year

-11.59%

Max Drawdown (3Y)

Largest decline over 3 years

-16.44%

Max Drawdown (5Y)

Largest decline over 5 years

-29.51%

Current Drawdown

Current decline from peak

-0.69%

Average Drawdown

Average peak-to-trough decline

-10.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.22%

Volatility

VMIG.L vs. MMS.L - Volatility Comparison


Loading charts...

Volatility by Period


VMIG.LMMS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.70%

Volatility (6M)

Calculated over the trailing 6-month period

10.08%

Volatility (1Y)

Calculated over the trailing 1-year period

12.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.31%

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

VMIG.L has a 0.10% expense ratio, which is lower than MMS.L's 0.40% expense ratio.


Dividends

VMIG.L vs. MMS.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


On fees, VMIG.L is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VMIG.L is cheaper with a 0.10% expense ratio, compared with 0.40% for MMS.L.

VMIG.L tracks FTSE 250 Ex Investment Trust TR GBP, while MMS.L tracks MSCI EMU Small Cap NR EUR. They also come from different issuers: Vanguard and Amundi. Their fees differ too: 0.10% for VMIG.L and 0.40% for MMS.L.

Portfolio Optimizer

Find the right allocation for VMIG.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