18M2.DE vs. LSMC.DE
18M2.DE (Amundi ETF MSCI EMU High Dividend UCITS ETF EUR) and LSMC.DE (Amundi MSCI Semiconductors ESG Screened UCITS ETF) are both exchange-traded funds - 18M2.DE is a Europe Equities fund tracking the MSCI EMU High Dividend Yield, while LSMC.DE is a Semiconductors fund tracking the MSCI ACWI Semiconductors & Semiconductor Equipment ESG Filtered NET USD Index. Both are passively managed. Over the past 10 years, 18M2.DE returned 8.26%/yr vs 28.49%/yr for LSMC.DE. At a 0.41 correlation, their price movements are largely independent. 18M2.DE charges 0.30%/yr vs 0.45%/yr for LSMC.DE.
Performance
18M2.DE vs. LSMC.DE - Performance Comparison
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Returns By Period
In the year-to-date period, 18M2.DE achieves a 6.76% return, which is significantly lower than LSMC.DE's 63.83% return. Over the past 10 years, 18M2.DE has underperformed LSMC.DE with an annualized return of 8.26%, while LSMC.DE has yielded a comparatively higher 28.49% annualized return.
18M2.DE
- 1D
- 0.32%
- 1M
- 1.10%
- YTD
- 6.76%
- 6M
- 8.84%
- 1Y
- 15.86%
- 3Y*
- 12.13%
- 5Y*
- 8.90%
- 10Y*
- 8.26%
LSMC.DE
- 1D
- -3.34%
- 1M
- 16.45%
- YTD
- 63.83%
- 6M
- 64.57%
- 1Y
- 130.64%
- 3Y*
- 62.06%
- 5Y*
- 36.20%
- 10Y*
- 28.49%
18M2.DE vs. LSMC.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
18M2.DE Amundi ETF MSCI EMU High Dividend UCITS ETF EUR | 6.76% | 21.49% | 3.36% | 16.14% | -6.47% | 16.02% | -6.39% | 24.91% | -4.44% | 7.99% |
LSMC.DE Amundi MSCI Semiconductors ESG Screened UCITS ETF | 63.83% | 32.60% | 66.54% | 74.46% | -34.66% | 37.56% | 23.03% | 39.73% | -5.73% | 12.36% |
Correlation
The correlation between 18M2.DE and LSMC.DE is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.33 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since Mar 18, 2010 | 0.41 |
Over the past year, the correlation between 18M2.DE and LSMC.DE has dropped to 0.17 - well below their long-term average of 0.41, suggesting their price drivers have been diverging.
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Return for Risk
18M2.DE vs. LSMC.DE — Risk / Return Rank
18M2.DE
LSMC.DE
18M2.DE vs. LSMC.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi ETF MSCI EMU High Dividend UCITS ETF EUR (18M2.DE) and Amundi MSCI Semiconductors ESG Screened UCITS ETF (LSMC.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.
| 18M2.DE | LSMC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.79 | ||
| Sortino ratioReturn per unit of downside risk | -2.54 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.59 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | 2.55 | 10.37 | -7.82 |
| Martin ratioReturn relative to average drawdown | 6.71 | 32.83 | -26.12 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| 18M2.DE | LSMC.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.49 | 4.27 | -2.79 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 1.15 | -0.49 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 1.09 | -0.55 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.82 | -0.38 |
Drawdowns
18M2.DE vs. LSMC.DE - Drawdown Comparison
The maximum 18M2.DE drawdown since its inception was -37.06%, smaller than the maximum LSMC.DE drawdown of -39.77%. Use the drawdown chart below to compare losses from any high point for 18M2.DE and LSMC.DE.
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Drawdown Indicators
| 18M2.DE | LSMC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.06% | -39.77% | +2.71% |
Max Drawdown (1Y)Largest decline over 1 year | -6.19% | -12.53% | +6.34% |
Max Drawdown (3Y)Largest decline over 3 years | -14.68% | -36.22% | +21.54% |
Max Drawdown (5Y)Largest decline over 5 years | -20.81% | -39.77% | +18.96% |
Max Drawdown (10Y)Largest decline over 10 years | -37.06% | -39.77% | +2.71% |
Current DrawdownCurrent decline from peak | -1.44% | -3.34% | +1.90% |
Average DrawdownAverage peak-to-trough decline | -6.42% | -9.37% | +2.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.36% | 3.96% | -1.60% |
Volatility
18M2.DE vs. LSMC.DE - Volatility Comparison
The current volatility for Amundi ETF MSCI EMU High Dividend UCITS ETF EUR (18M2.DE) is 2.63%, while Amundi MSCI Semiconductors ESG Screened UCITS ETF (LSMC.DE) has a volatility of 11.23%. This indicates that 18M2.DE experiences smaller price fluctuations and is considered to be less risky than LSMC.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| 18M2.DE | LSMC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.63% | 11.23% | -8.60% |
Volatility (6M)Calculated over the trailing 6-month period | 8.33% | 22.18% | -13.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.62% | 30.40% | -19.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.41% | 31.21% | -17.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.44% | 26.06% | -10.62% |
18M2.DE vs. LSMC.DE - Expense Ratio Comparison
18M2.DE has a 0.30% expense ratio, which is lower than LSMC.DE's 0.45% expense ratio.
Dividends
18M2.DE vs. LSMC.DE - Dividend Comparison
Neither 18M2.DE nor LSMC.DE has paid dividends to shareholders.
Frequently Asked Questions
18M2.DE and LSMC.DE have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, 18M2.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
18M2.DE is cheaper with a 0.30% expense ratio, compared with 0.45% for LSMC.DE.
18M2.DE is categorized as Europe Equities, while LSMC.DE is Semiconductors. 18M2.DE tracks MSCI EMU High Dividend Yield, while LSMC.DE tracks MSCI ACWI Semiconductors & Semiconductor Equipment ESG Filtered NET USD Index. Their fees differ too: 0.30% for 18M2.DE and 0.45% for LSMC.DE.
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