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

Performance

XASX.L vs. MMS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers MSCI UK ESG UCITS ETF 1D (XASX.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

XASX.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


XASX.L

1D
0.45%
1M
1.58%
YTD
1.94%
6M
5.31%
1Y
10.51%
3Y*
7.93%
5Y*
4.82%
10Y*
3.34%

MMS.L

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

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


2026 (YTD)20252024
XASX.L
Xtrackers MSCI UK ESG UCITS ETF 1D
1.94%17.10%9.56%
MMS.L
Lyxor MSCI EMU Small Cap (DR) UCITS ETF - Dist
0.00%0.00%0.00%

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


Sectors
XASX.L
MMS.L

Financial Services

32.1%
16.9%

Industrials

17.8%
21.8%

Healthcare

11.9%
7.7%

Basic Materials

10.9%
5.9%

Consumer Defensive

10.8%
1.7%

Consumer Cyclical

6.7%
10.9%

Communication Services

4.7%
3.0%

Utilities

2.0%
3.4%

Real Estate

2.0%
12.8%

Technology

0.8%
10.3%

Energy

0.1%
5.6%

Financial Services

XASX.L
32.1%
MMS.L
16.9%

Industrials

XASX.L
17.8%
MMS.L
21.8%

Healthcare

XASX.L
11.9%
MMS.L
7.7%

Basic Materials

XASX.L
10.9%
MMS.L
5.9%

Consumer Defensive

XASX.L
10.8%
MMS.L
1.7%

Consumer Cyclical

XASX.L
6.7%
MMS.L
10.9%

Communication Services

XASX.L
4.7%
MMS.L
3.0%

Utilities

XASX.L
2.0%
MMS.L
3.4%

Real Estate

XASX.L
2.0%
MMS.L
12.8%

Technology

XASX.L
0.8%
MMS.L
10.3%

Energy

XASX.L
0.1%
MMS.L
5.6%

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Return for Risk

XASX.L vs. MMS.L — Risk / Return Rank

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

XASX.L
XASX.L Risk / Return Rank: 2323
Overall Rank
XASX.L Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
XASX.L Sortino Ratio Rank: 2323
Sortino Ratio Rank
XASX.L Omega Ratio Rank: 2424
Omega Ratio Rank
XASX.L Calmar Ratio Rank: 2020
Calmar Ratio Rank
XASX.L Martin Ratio Rank: 2222
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.

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

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI UK ESG UCITS ETF 1D (XASX.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.


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

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.16

Calmar ratioReturn relative to maximum drawdown

0.83

Martin ratioReturn relative to average drawdown

2.57

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


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Sharpe Ratios by Period


XASX.LMMS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.11

Drawdowns

XASX.L vs. MMS.L - Drawdown Comparison


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Drawdown Indicators


XASX.LMMS.LDifference

Max Drawdown

Largest peak-to-trough decline

-47.36%

Max Drawdown (1Y)

Largest decline over 1 year

-12.54%

Max Drawdown (3Y)

Largest decline over 3 years

-12.67%

Max Drawdown (5Y)

Largest decline over 5 years

-18.21%

Max Drawdown (10Y)

Largest decline over 10 years

-35.97%

Current Drawdown

Current decline from peak

-6.87%

Average Drawdown

Average peak-to-trough decline

-10.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.09%

Volatility

XASX.L vs. MMS.L - Volatility Comparison


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Volatility by Period


XASX.LMMS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.23%

Volatility (6M)

Calculated over the trailing 6-month period

10.99%

Volatility (1Y)

Calculated over the trailing 1-year period

12.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.36%

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

XASX.L has a 0.18% expense ratio, which is lower than MMS.L's 0.40% expense ratio.


Dividends

XASX.L vs. MMS.L - Dividend Comparison

XASX.L's dividend yield for the trailing twelve months is around 0.03%, while MMS.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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%0.00%0.00%0.00%0.00%
XASX.L
Xtrackers MSCI UK ESG UCITS ETF 1D
0.03%0.03%0.04%0.03%0.06%0.03%0.06%0.04%0.04%0.04%0.04%0.00%

Frequently Asked Questions


On fees, XASX.L is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XASX.L is cheaper with a 0.18% expense ratio, compared with 0.40% for MMS.L.

XASX.L tracks FTSE AllSh TR GBP, while MMS.L tracks MSCI EMU Small Cap NR EUR. They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.18% for XASX.L and 0.40% for MMS.L.

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