MSCI Europe or MSCI Europe Small Cap? Returns Compared

The two indices share 0.0% of their weight across 0 companies, and their daily returns correlate at 0.00. Small overlap and limited co-movement: these are two genuinely different building blocks.

Side by Side

MSCI Europe or MSCI Europe Small Cap? Returns Compared
MSCI EuropeMSCI Europe Small Cap
Holdings covered341185
Volatility16.5%–
Max drawdown-14.7%–
Cheapest ETF we coverSPYE · 0.08%SMC · 0.30%

Overlap and shared positions are computed from the holdings of one representative ETF each (XIEE and XMES); of those we could attribute 86.3% and 52.1% of fund weight to individual companies, so real overlap is likely a little higher. The correlation covers 0 shared trading days.

Data note 1

Data note 2

The Largest Single Holdings

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In the Alysly Network

The map shows how MSCI Europe connects to ETFs, indices and other names. Each link is based on measured data and is not a recommendation.

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