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

Performance

XDUK.L vs. MMS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers FTSE 100 UCITS ETF 1C (XDUK.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

XDUK.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


XDUK.L

1D
-0.37%
1M
0.11%
YTD
5.69%
6M
8.35%
1Y
20.79%
3Y*
14.67%
5Y*
11.65%
10Y*
9.14%

MMS.L

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

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


2026 (YTD)20252024
XDUK.L
Xtrackers FTSE 100 UCITS ETF 1C
5.69%25.82%9.62%
MMS.L
Lyxor MSCI EMU Small Cap (DR) UCITS ETF - Dist
0.00%0.00%0.00%

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Return for Risk

XDUK.L vs. MMS.L — Risk / Return Rank

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

XDUK.L
XDUK.L Risk / Return Rank: 5353
Overall Rank
XDUK.L Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
XDUK.L Sortino Ratio Rank: 5555
Sortino Ratio Rank
XDUK.L Omega Ratio Rank: 5959
Omega Ratio Rank
XDUK.L Calmar Ratio Rank: 4646
Calmar Ratio Rank
XDUK.L Martin Ratio Rank: 4848
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.

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

This table presents a comparison of risk-adjusted performance metrics for Xtrackers FTSE 100 UCITS ETF 1C (XDUK.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.


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

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.35

Calmar ratioReturn relative to maximum drawdown

2.25

Martin ratioReturn relative to average drawdown

7.84

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


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Sharpe Ratios by Period


XDUK.LMMS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.88

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.91

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

Drawdowns

XDUK.L vs. MMS.L - Drawdown Comparison


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Drawdown Indicators


XDUK.LMMS.LDifference

Max Drawdown

Largest peak-to-trough decline

-34.28%

Max Drawdown (1Y)

Largest decline over 1 year

-9.20%

Max Drawdown (3Y)

Largest decline over 3 years

-12.84%

Max Drawdown (5Y)

Largest decline over 5 years

-12.84%

Max Drawdown (10Y)

Largest decline over 10 years

-34.28%

Current Drawdown

Current decline from peak

-4.22%

Average Drawdown

Average peak-to-trough decline

-4.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.64%

Volatility

XDUK.L vs. MMS.L - Volatility Comparison


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Volatility by Period


XDUK.LMMS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.34%

Volatility (6M)

Calculated over the trailing 6-month period

9.64%

Volatility (1Y)

Calculated over the trailing 1-year period

11.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.11%

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

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


Dividends

XDUK.L vs. MMS.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


On fees, XDUK.L is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XDUK.L is cheaper with a 0.09% expense ratio, compared with 0.40% for MMS.L.

XDUK.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: 0.09% for XDUK.L and 0.40% for MMS.L.

Portfolio Optimizer

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