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

Performance

XEUM.L vs. MMS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers MSCI Europe ESG Screened UCITS ETF 1C (XEUM.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

XEUM.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


XEUM.L

1D
0.52%
1M
1.25%
YTD
6.34%
6M
8.49%
1Y
17.86%
3Y*
12.48%
5Y*
8.79%
10Y*
10.25%

MMS.L

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

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


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


Sectors
XEUM.L
MMS.L

Financial Services

24.4%
16.9%

Industrials

19.5%
21.8%

Healthcare

14.1%
7.7%

Technology

9.7%
10.3%

Consumer Defensive

7.2%
1.7%

Consumer Cyclical

5.8%
10.9%

Utilities

5.4%
3.4%

Basic Materials

5.0%
5.9%

Energy

4.2%
5.6%

Communication Services

3.9%
3.0%

Real Estate

0.9%
12.8%

Financial Services

XEUM.L
24.4%
MMS.L
16.9%

Industrials

XEUM.L
19.5%
MMS.L
21.8%

Healthcare

XEUM.L
14.1%
MMS.L
7.7%

Technology

XEUM.L
9.7%
MMS.L
10.3%

Consumer Defensive

XEUM.L
7.2%
MMS.L
1.7%

Consumer Cyclical

XEUM.L
5.8%
MMS.L
10.9%

Utilities

XEUM.L
5.4%
MMS.L
3.4%

Basic Materials

XEUM.L
5.0%
MMS.L
5.9%

Energy

XEUM.L
4.2%
MMS.L
5.6%

Communication Services

XEUM.L
3.9%
MMS.L
3.0%

Real Estate

XEUM.L
0.9%
MMS.L
12.8%

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Return for Risk

XEUM.L vs. MMS.L — Risk / Return Rank

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

XEUM.L
XEUM.L Risk / Return Rank: 4040
Overall Rank
XEUM.L Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
XEUM.L Sortino Ratio Rank: 4242
Sortino Ratio Rank
XEUM.L Omega Ratio Rank: 4343
Omega Ratio Rank
XEUM.L Calmar Ratio Rank: 3535
Calmar Ratio Rank
XEUM.L Martin Ratio Rank: 3838
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.

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

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe ESG Screened UCITS ETF 1C (XEUM.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.


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

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.27

Calmar ratioReturn relative to maximum drawdown

1.68

Martin ratioReturn relative to average drawdown

5.91

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


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Sharpe Ratios by Period


XEUM.LMMS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

Drawdowns

XEUM.L vs. MMS.L - Drawdown Comparison


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Drawdown Indicators


XEUM.LMMS.LDifference

Max Drawdown

Largest peak-to-trough decline

-30.91%

Max Drawdown (1Y)

Largest decline over 1 year

-10.70%

Max Drawdown (3Y)

Largest decline over 3 years

-12.84%

Max Drawdown (5Y)

Largest decline over 5 years

-17.79%

Max Drawdown (10Y)

Largest decline over 10 years

-30.91%

Current Drawdown

Current decline from peak

-1.32%

Average Drawdown

Average peak-to-trough decline

-4.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.05%

Volatility

XEUM.L vs. MMS.L - Volatility Comparison


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Volatility by Period


XEUM.LMMS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.01%

Volatility (6M)

Calculated over the trailing 6-month period

10.28%

Volatility (1Y)

Calculated over the trailing 1-year period

12.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.99%

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

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


Dividends

XEUM.L vs. MMS.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


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

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

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

Portfolio Optimizer

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