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XD5E.L vs. MMS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XD5E.L vs. MMS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers MSCI EMU UCITS ETF 1D (XD5E.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

XD5E.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


XD5E.L

1D
0.55%
1M
4.83%
YTD
7.97%
6M
9.54%
1Y
21.09%
3Y*
16.13%
5Y*
10.71%
10Y*
11.07%

MMS.L

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

XD5E.L vs. MMS.L - Yearly Performance Comparison


2026 (YTD)20252024
XD5E.L
Xtrackers MSCI EMU UCITS ETF 1D
7.97%30.59%1.09%
MMS.L
Lyxor MSCI EMU Small Cap (DR) UCITS ETF - Dist
0.00%0.00%0.00%

XD5E.L vs. MMS.L - Sectors Allocation Comparison


Sectors
XD5E.L
MMS.L

Financial Services

25.0%
16.9%

Industrials

22.0%
21.8%

Technology

15.1%
10.3%

Consumer Cyclical

8.6%
10.9%

Utilities

6.4%
3.4%

Healthcare

6.0%
7.7%

Consumer Defensive

4.6%
1.7%

Energy

4.4%
5.6%

Communication Services

4.2%
3.0%

Basic Materials

2.9%
5.9%

Real Estate

1.0%
12.8%

Financial Services

XD5E.L
25.0%
MMS.L
16.9%

Industrials

XD5E.L
22.0%
MMS.L
21.8%

Technology

XD5E.L
15.1%
MMS.L
10.3%

Consumer Cyclical

XD5E.L
8.6%
MMS.L
10.9%

Utilities

XD5E.L
6.4%
MMS.L
3.4%

Healthcare

XD5E.L
6.0%
MMS.L
7.7%

Consumer Defensive

XD5E.L
4.6%
MMS.L
1.7%

Energy

XD5E.L
4.4%
MMS.L
5.6%

Communication Services

XD5E.L
4.2%
MMS.L
3.0%

Basic Materials

XD5E.L
2.9%
MMS.L
5.9%

Real Estate

XD5E.L
1.0%
MMS.L
12.8%

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Return for Risk

XD5E.L vs. MMS.L — Risk / Return Rank

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

XD5E.L
XD5E.L Risk / Return Rank: 4343
Overall Rank
XD5E.L Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
XD5E.L Sortino Ratio Rank: 4343
Sortino Ratio Rank
XD5E.L Omega Ratio Rank: 4545
Omega Ratio Rank
XD5E.L Calmar Ratio Rank: 3939
Calmar Ratio Rank
XD5E.L Martin Ratio Rank: 4343
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.

XD5E.L vs. MMS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI EMU UCITS ETF 1D (XD5E.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.


XD5E.LMMS.LDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.28

Calmar ratioReturn relative to maximum drawdown

1.91

Martin ratioReturn relative to average drawdown

6.80

XD5E.L vs. MMS.L - Sharpe Ratio Comparison


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Sharpe Ratios by Period


XD5E.LMMS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

Drawdowns

XD5E.L vs. MMS.L - Drawdown Comparison


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Drawdown Indicators


XD5E.LMMS.LDifference

Max Drawdown

Largest peak-to-trough decline

-31.47%

Max Drawdown (1Y)

Largest decline over 1 year

-10.99%

Max Drawdown (3Y)

Largest decline over 3 years

-12.92%

Max Drawdown (5Y)

Largest decline over 5 years

-21.76%

Max Drawdown (10Y)

Largest decline over 10 years

-31.47%

Current Drawdown

Current decline from peak

-0.09%

Average Drawdown

Average peak-to-trough decline

-5.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.09%

Volatility

XD5E.L vs. MMS.L - Volatility Comparison


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Volatility by Period


XD5E.LMMS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.62%

Volatility (6M)

Calculated over the trailing 6-month period

11.52%

Volatility (1Y)

Calculated over the trailing 1-year period

13.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.81%

XD5E.L vs. MMS.L - Expense Ratio Comparison

XD5E.L has a 0.12% expense ratio, which is lower than MMS.L's 0.40% expense ratio.


Dividends

XD5E.L vs. MMS.L - Dividend Comparison

XD5E.L's dividend yield for the trailing twelve months is around 2.42%, 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%
XD5E.L
Xtrackers MSCI EMU UCITS ETF 1D
2.42%2.51%2.93%2.71%4.42%1.47%2.89%2.65%1.82%2.41%0.68%0.37%

Frequently Asked Questions


On fees, XD5E.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XD5E.L is cheaper with a 0.12% expense ratio, compared with 0.40% for MMS.L.

XD5E.L tracks MSCI EMU NR EUR, while MMS.L tracks MSCI EMU Small Cap NR EUR. They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.12% for XD5E.L and 0.40% for MMS.L.

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