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

Performance

XDDX.L vs. MMS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers DAX ESG Screened UCITS ETF 1D (XDDX.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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XDDX.L vs. MMS.L - Yearly Performance Comparison


2026 (YTD)20252024
XDDX.L
Xtrackers DAX ESG Screened UCITS ETF 1D
-5.33%24.81%9.14%
MMS.L
Lyxor MSCI EMU Small Cap (DR) UCITS ETF - Dist
0.00%0.00%0.00%
Different Trading Currencies

XDDX.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


XDDX.L

1D
-0.50%
1M
-2.97%
YTD
-5.33%
6M
-3.14%
1Y
6.47%
3Y*
11.60%
5Y*
7.76%
10Y*
8.83%

MMS.L

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
0.00%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

XDDX.L has a 0.09% expense ratio, which is lower than MMS.L's 0.40% expense ratio.


Return for Risk

XDDX.L vs. MMS.L — Risk / Return Rank

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

XDDX.L
XDDX.L Risk / Return Rank: 2222
Overall Rank
XDDX.L Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
XDDX.L Sortino Ratio Rank: 2020
Sortino Ratio Rank
XDDX.L Omega Ratio Rank: 2020
Omega Ratio Rank
XDDX.L Calmar Ratio Rank: 2424
Calmar Ratio Rank
XDDX.L Martin Ratio Rank: 2525
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.

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

This table presents a comparison of risk-adjusted performance metrics for Xtrackers DAX ESG Screened UCITS ETF 1D (XDDX.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.


XDDX.LMMS.LDifference

Sharpe ratio

Return per unit of total volatility

0.39

Sortino ratio

Return per unit of downside risk

0.63

Omega ratio

Gain probability vs. loss probability

1.09

Calmar ratio

Return relative to maximum drawdown

0.72

Martin ratio

Return relative to average drawdown

2.52

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


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Sharpe Ratios by Period


XDDX.LMMS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

Dividends

XDDX.L vs. MMS.L - Dividend Comparison

XDDX.L's dividend yield for the trailing twelve months is around 2.52%, while MMS.L has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
XDDX.L
Xtrackers DAX ESG Screened UCITS ETF 1D
2.52%2.39%2.75%3.30%5.08%2.13%3.09%2.87%2.26%2.08%1.31%1.06%
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%

Drawdowns

XDDX.L vs. MMS.L - Drawdown Comparison

The maximum XDDX.L drawdown since its inception was -35.15%, which is greater than MMS.L's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for XDDX.L and MMS.L.


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Drawdown Indicators


XDDX.LMMS.LDifference

Max Drawdown

Largest peak-to-trough decline

-35.15%

0.00%

-35.15%

Max Drawdown (1Y)

Largest decline over 1 year

-13.08%

0.00%

-13.08%

Max Drawdown (5Y)

Largest decline over 5 years

-23.84%

Max Drawdown (10Y)

Largest decline over 10 years

-35.15%

Current Drawdown

Current decline from peak

-9.93%

0.00%

-9.93%

Average Drawdown

Average peak-to-trough decline

-6.65%

0.00%

-6.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.75%

0.00%

+3.75%

Volatility

XDDX.L vs. MMS.L - Volatility Comparison

Xtrackers DAX ESG Screened UCITS ETF 1D (XDDX.L) has a higher volatility of 6.08% compared to Lyxor MSCI EMU Small Cap (DR) UCITS ETF - Dist (MMS.L) at 0.00%. This indicates that XDDX.L's price experiences larger fluctuations and is considered to be riskier than MMS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XDDX.LMMS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.08%

0.00%

+6.08%

Volatility (6M)

Calculated over the trailing 6-month period

11.37%

0.00%

+11.37%

Volatility (1Y)

Calculated over the trailing 1-year period

16.37%

0.00%

+16.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.88%

0.00%

+16.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.96%

0.00%

+17.96%