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

Performance

XESX.L vs. MMS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers EURO STOXX 50 UCITS ETF 1D (XESX.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

XESX.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


XESX.L

1D
0.61%
1M
4.49%
YTD
5.63%
6M
6.79%
1Y
15.71%
3Y*
12.30%
5Y*
8.43%
10Y*
8.41%

MMS.L

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

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


2026 (YTD)20252024
XESX.L
Xtrackers EURO STOXX 50 UCITS ETF 1D
5.63%24.66%-2.21%
MMS.L
Lyxor MSCI EMU Small Cap (DR) UCITS ETF - Dist
0.00%0.00%0.00%

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


Sectors
XESX.L
MMS.L

Financial Services

26.0%
16.9%

Industrials

22.9%
21.8%

Technology

16.7%
10.3%

Consumer Cyclical

10.2%
10.9%

Healthcare

5.6%
7.7%

Energy

5.4%
5.6%

Utilities

5.0%
3.4%

Consumer Defensive

4.1%
1.7%

Communication Services

2.4%
3.0%

Basic Materials

1.8%
5.9%

Real Estate

-

12.8%

Financial Services

XESX.L
26.0%
MMS.L
16.9%

Industrials

XESX.L
22.9%
MMS.L
21.8%

Technology

XESX.L
16.7%
MMS.L
10.3%

Consumer Cyclical

XESX.L
10.2%
MMS.L
10.9%

Healthcare

XESX.L
5.6%
MMS.L
7.7%

Energy

XESX.L
5.4%
MMS.L
5.6%

Utilities

XESX.L
5.0%
MMS.L
3.4%

Consumer Defensive

XESX.L
4.1%
MMS.L
1.7%

Communication Services

XESX.L
2.4%
MMS.L
3.0%

Basic Materials

XESX.L
1.8%
MMS.L
5.9%

Real Estate

XESX.L

-

MMS.L
12.8%

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Return for Risk

XESX.L vs. MMS.L — Risk / Return Rank

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

XESX.L
XESX.L Risk / Return Rank: 2929
Overall Rank
XESX.L Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
XESX.L Sortino Ratio Rank: 2929
Sortino Ratio Rank
XESX.L Omega Ratio Rank: 2929
Omega Ratio Rank
XESX.L Calmar Ratio Rank: 2828
Calmar Ratio Rank
XESX.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.

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

This table presents a comparison of risk-adjusted performance metrics for Xtrackers EURO STOXX 50 UCITS ETF 1D (XESX.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.


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

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.19

Calmar ratioReturn relative to maximum drawdown

1.36

Martin ratioReturn relative to average drawdown

4.41

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


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Sharpe Ratios by Period


XESX.LMMS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

Drawdowns

XESX.L vs. MMS.L - Drawdown Comparison


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Drawdown Indicators


XESX.LMMS.LDifference

Max Drawdown

Largest peak-to-trough decline

-47.16%

Max Drawdown (1Y)

Largest decline over 1 year

-11.48%

Max Drawdown (3Y)

Largest decline over 3 years

-14.20%

Max Drawdown (5Y)

Largest decline over 5 years

-23.79%

Max Drawdown (10Y)

Largest decline over 10 years

-31.68%

Current Drawdown

Current decline from peak

-0.92%

Average Drawdown

Average peak-to-trough decline

-13.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.56%

Volatility

XESX.L vs. MMS.L - Volatility Comparison


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Volatility by Period


XESX.LMMS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.86%

Volatility (6M)

Calculated over the trailing 6-month period

12.29%

Volatility (1Y)

Calculated over the trailing 1-year period

15.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.27%

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

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


Dividends

XESX.L vs. MMS.L - Dividend Comparison

XESX.L's dividend yield for the trailing twelve months is around 0.02%, 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%
XESX.L
Xtrackers EURO STOXX 50 UCITS ETF 1D
0.02%0.03%0.03%0.03%0.05%0.02%0.03%0.02%0.03%0.03%0.02%0.00%

Frequently Asked Questions


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

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

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

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