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XSX6.L vs. MEUD.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


XSX6.LMEUD.L
YTD Return6.57%6.34%
1Y Return13.31%13.21%
3Y Return (Ann)6.22%6.22%
5Y Return (Ann)7.36%7.41%
10Y Return (Ann)7.58%7.61%
Sharpe Ratio1.121.11
Daily Std Dev10.63%10.62%
Max Drawdown-28.43%-28.57%
Current Drawdown-2.94%-2.89%

Correlation

-0.50.00.51.01.0

The correlation between XSX6.L and MEUD.L is 1.00, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

XSX6.L vs. MEUD.L - Performance Comparison

The year-to-date returns for both stocks are quite close, with XSX6.L having a 6.57% return and MEUD.L slightly lower at 6.34%. Both investments have delivered pretty close results over the past 10 years, with XSX6.L having a 7.58% annualized return and MEUD.L not far ahead at 7.61%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-6.00%-4.00%-2.00%0.00%2.00%4.00%6.00%AprilMayJuneJulyAugustSeptember
4.03%
4.08%
XSX6.L
MEUD.L

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


XSX6.L vs. MEUD.L - Expense Ratio Comparison

XSX6.L has a 0.20% expense ratio, which is higher than MEUD.L's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


XSX6.L
Xtrackers STOXX Europe 600 UCITS ETF 1C
Expense ratio chart for XSX6.L: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
Expense ratio chart for MEUD.L: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

Risk-Adjusted Performance

XSX6.L vs. MEUD.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers STOXX Europe 600 UCITS ETF 1C (XSX6.L) and Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc (MEUD.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.


XSX6.L
Sharpe ratio
The chart of Sharpe ratio for XSX6.L, currently valued at 1.44, compared to the broader market0.002.004.001.44
Sortino ratio
The chart of Sortino ratio for XSX6.L, currently valued at 2.14, compared to the broader market-2.000.002.004.006.008.0010.0012.002.14
Omega ratio
The chart of Omega ratio for XSX6.L, currently valued at 1.25, compared to the broader market0.501.001.502.002.503.001.25
Calmar ratio
The chart of Calmar ratio for XSX6.L, currently valued at 1.32, compared to the broader market0.005.0010.0015.001.32
Martin ratio
The chart of Martin ratio for XSX6.L, currently valued at 7.98, compared to the broader market0.0020.0040.0060.0080.00100.00120.007.98
MEUD.L
Sharpe ratio
The chart of Sharpe ratio for MEUD.L, currently valued at 1.44, compared to the broader market0.002.004.001.44
Sortino ratio
The chart of Sortino ratio for MEUD.L, currently valued at 2.13, compared to the broader market-2.000.002.004.006.008.0010.0012.002.13
Omega ratio
The chart of Omega ratio for MEUD.L, currently valued at 1.25, compared to the broader market0.501.001.502.002.503.001.25
Calmar ratio
The chart of Calmar ratio for MEUD.L, currently valued at 1.30, compared to the broader market0.005.0010.0015.001.30
Martin ratio
The chart of Martin ratio for MEUD.L, currently valued at 7.91, compared to the broader market0.0020.0040.0060.0080.00100.00120.007.91

XSX6.L vs. MEUD.L - Sharpe Ratio Comparison

The current XSX6.L Sharpe Ratio is 1.12, which roughly equals the MEUD.L Sharpe Ratio of 1.11. The chart below compares the 12-month rolling Sharpe Ratio of XSX6.L and MEUD.L.


Rolling 12-month Sharpe Ratio0.400.600.801.001.201.401.60AprilMayJuneJulyAugustSeptember
1.44
1.44
XSX6.L
MEUD.L

Dividends

XSX6.L vs. MEUD.L - Dividend Comparison

Neither XSX6.L nor MEUD.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

XSX6.L vs. MEUD.L - Drawdown Comparison

The maximum XSX6.L drawdown since its inception was -28.43%, roughly equal to the maximum MEUD.L drawdown of -28.57%. Use the drawdown chart below to compare losses from any high point for XSX6.L and MEUD.L. For additional features, visit the drawdowns tool.


-7.00%-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%AprilMayJuneJulyAugustSeptember
-1.86%
-1.80%
XSX6.L
MEUD.L

Volatility

XSX6.L vs. MEUD.L - Volatility Comparison

Xtrackers STOXX Europe 600 UCITS ETF 1C (XSX6.L) and Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc (MEUD.L) have volatilities of 3.77% and 3.70%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.50%3.00%3.50%4.00%4.50%AprilMayJuneJulyAugustSeptember
3.77%
3.70%
XSX6.L
MEUD.L