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10AJ.DE vs. LMWE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

10AJ.DE vs. LMWE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Index FTSE EPRA NAREIT Global UCITS ETF EUR Dist (10AJ.DE) and Lyxor FTSE EPRA/NAREIT Global Developed UCITS ETF Dist (EUR) (LMWE.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with 10AJ.DE having a 12.63% return and LMWE.DE slightly lower at 12.25%.


10AJ.DE

1D
-0.14%
1M
1.97%
YTD
12.63%
6M
13.78%
1Y
15.50%
3Y*
9.00%
5Y*
2.31%
10Y*

LMWE.DE

1D
-0.23%
1M
1.92%
YTD
12.25%
6M
13.43%
1Y
15.09%
3Y*
8.43%
5Y*
1.77%
10Y*
2.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

10AJ.DE vs. LMWE.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
10AJ.DE
Amundi Index FTSE EPRA NAREIT Global UCITS ETF EUR Dist
12.63%-1.85%5.52%6.85%-20.55%36.79%-16.96%23.90%1.63%
LMWE.DE
Lyxor FTSE EPRA/NAREIT Global Developed UCITS ETF Dist (EUR)
12.25%-2.25%4.84%6.04%-20.69%36.11%-17.29%22.99%2.04%

Correlation

The correlation between 10AJ.DE and LMWE.DE is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.97

Correlation (3Y)
Calculated over the trailing 3-year period

0.96

Correlation (5Y)
Calculated over the trailing 5-year period

0.97

Correlation (All Time)
Calculated using the full available price history since Jan 17, 2018

0.95

The correlation between 10AJ.DE and LMWE.DE has been stable across timeframes, ranging from 0.95 to 0.97 - a consistent structural relationship.

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Return for Risk

10AJ.DE vs. LMWE.DE — Risk / Return Rank

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

10AJ.DE
10AJ.DE Risk / Return Rank: 4343
Overall Rank
10AJ.DE Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
10AJ.DE Sortino Ratio Rank: 4242
Sortino Ratio Rank
10AJ.DE Omega Ratio Rank: 4141
Omega Ratio Rank
10AJ.DE Calmar Ratio Rank: 4444
Calmar Ratio Rank
10AJ.DE Martin Ratio Rank: 4646
Martin Ratio Rank

LMWE.DE
LMWE.DE Risk / Return Rank: 4141
Overall Rank
LMWE.DE Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
LMWE.DE Sortino Ratio Rank: 4040
Sortino Ratio Rank
LMWE.DE Omega Ratio Rank: 3939
Omega Ratio Rank
LMWE.DE Calmar Ratio Rank: 4242
Calmar Ratio Rank
LMWE.DE Martin Ratio Rank: 4444
Martin Ratio Rank
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.

10AJ.DE vs. LMWE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Index FTSE EPRA NAREIT Global UCITS ETF EUR Dist (10AJ.DE) and Lyxor FTSE EPRA/NAREIT Global Developed UCITS ETF Dist (EUR) (LMWE.DE). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


10AJ.DELMWE.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.02

Sortino ratioReturn per unit of downside risk

0.00

Omega ratioGain probability vs. loss probability

1.24

1.24

0.00

Calmar ratioReturn relative to maximum drawdown

1.96

1.91

+0.05

Martin ratioReturn relative to average drawdown

6.80

6.58

+0.22

10AJ.DE vs. LMWE.DE - Sharpe Ratio Comparison

The current 10AJ.DE Sharpe Ratio is 1.35, which is comparable to the LMWE.DE Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of 10AJ.DE and LMWE.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

10AJ.DE vs. LMWE.DE - Drawdown Comparison

The maximum 10AJ.DE drawdown since its inception was -42.61%, roughly equal to the maximum LMWE.DE drawdown of -42.37%. Use the drawdown chart below to compare losses from any high point for 10AJ.DE and LMWE.DE.


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Drawdown Indicators


10AJ.DELMWE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-42.61%

-42.37%

-0.24%

Max Drawdown (1Y)

Largest decline over 1 year

-7.89%

-7.88%

-0.01%

Max Drawdown (3Y)

Largest decline over 3 years

-20.52%

-20.52%

0.00%

Max Drawdown (5Y)

Largest decline over 5 years

-30.01%

-30.69%

+0.68%

Max Drawdown (10Y)

Largest decline over 10 years

-42.37%

Current Drawdown

Current decline from peak

-2.59%

-4.84%

+2.25%

Average Drawdown

Average peak-to-trough decline

-12.06%

-10.55%

-1.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.27%

2.29%

-0.02%

Volatility

10AJ.DE vs. LMWE.DE - Volatility Comparison

Amundi Index FTSE EPRA NAREIT Global UCITS ETF EUR Dist (10AJ.DE) and Lyxor FTSE EPRA/NAREIT Global Developed UCITS ETF Dist (EUR) (LMWE.DE) have volatilities of 3.64% and 3.55%, 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.


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Volatility by Period


10AJ.DELMWE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.64%

3.55%

+0.09%

Volatility (6M)

Calculated over the trailing 6-month period

8.80%

8.66%

+0.14%

Volatility (1Y)

Calculated over the trailing 1-year period

11.46%

11.30%

+0.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.64%

14.66%

-0.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.05%

16.14%

+0.91%

10AJ.DE vs. LMWE.DE - Expense Ratio Comparison

10AJ.DE has a 0.24% expense ratio, which is lower than LMWE.DE's 0.45% expense ratio.


Dividends

10AJ.DE vs. LMWE.DE - Dividend Comparison

10AJ.DE's dividend yield for the trailing twelve months is around 2.65%, more than LMWE.DE's 2.32% yield.


PositionTTM202520242023202220212020201920182017
10AJ.DE
Amundi Index FTSE EPRA NAREIT Global UCITS ETF EUR Dist
2.65%2.99%2.94%2.98%3.23%2.13%3.10%2.92%2.63%0.00%
LMWE.DE
Lyxor FTSE EPRA/NAREIT Global Developed UCITS ETF Dist (EUR)
2.32%2.61%3.75%2.64%4.18%2.22%3.76%3.37%3.76%3.44%

Frequently Asked Questions


With a correlation of 0.97, 10AJ.DE and LMWE.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, 10AJ.DE is cheaper at 0.24% per year. The better choice depends on whether you care most about return, fees, risk, or income.

10AJ.DE is cheaper with a 0.24% expense ratio, compared with 0.45% for LMWE.DE.

Both ETFs track FTSE EPRA/NAREIT Developed. Their fees differ too: 0.24% for 10AJ.DE and 0.45% for LMWE.DE.

Portfolio Optimizer

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