18MM.DE vs. LYMD.DE
18MM.DE (Amundi Index MSCI Pacific ex Japan SRI PAB UCITS ETF EUR) and LYMD.DE (Amundi MSCI India II UCITS ETF EUR Acc) are both Asia Pacific Equities funds from Amundi - 18MM.DE tracks the MSCI Pacific ex Japan SRI Filtered PAB while LYMD.DE tracks the MSCI India. Both are passively managed. Over the past 10 years, 18MM.DE returned 4.46%/yr vs 6.18%/yr for LYMD.DE. A 0.51 correlation means they provide meaningful diversification when combined. 18MM.DE charges 0.45%/yr vs 0.85%/yr for LYMD.DE.
Performance
18MM.DE vs. LYMD.DE - Performance Comparison
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Returns By Period
In the year-to-date period, 18MM.DE achieves a 2.24% return, which is significantly higher than LYMD.DE's -11.03% return. Over the past 10 years, 18MM.DE has underperformed LYMD.DE with an annualized return of 4.46%, while LYMD.DE has yielded a comparatively higher 6.18% annualized return.
18MM.DE
- 1D
- -0.72%
- 1M
- -3.74%
- YTD
- 2.24%
- 6M
- 2.73%
- 1Y
- 1.08%
- 3Y*
- 2.40%
- 5Y*
- 1.50%
- 10Y*
- 4.46%
LYMD.DE
- 1D
- 0.99%
- 1M
- -1.73%
- YTD
- -11.03%
- 6M
- -11.93%
- 1Y
- -14.67%
- 3Y*
- 1.77%
- 5Y*
- 3.60%
- 10Y*
- 6.18%
18MM.DE vs. LYMD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
18MM.DE Amundi Index MSCI Pacific ex Japan SRI PAB UCITS ETF EUR | 2.24% | 0.05% | 5.93% | 1.38% | -7.30% | 14.57% | -5.45% | 21.40% | -6.44% | 10.50% |
LYMD.DE Amundi MSCI India II UCITS ETF EUR Acc | -11.03% | -10.62% | 15.81% | 14.99% | -2.96% | 34.12% | 2.23% | 9.49% | -5.04% | 20.43% |
Correlation
The correlation between 18MM.DE and LYMD.DE is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.34 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.36 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.47 |
Correlation (All Time) Calculated using the full available price history since Feb 25, 2010 | 0.51 |
The correlation between 18MM.DE and LYMD.DE shifts across timeframes, from 0.34 (3 years) to 0.51 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
18MM.DE vs. LYMD.DE — Risk / Return Rank
18MM.DE
LYMD.DE
18MM.DE vs. LYMD.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi Index MSCI Pacific ex Japan SRI PAB UCITS ETF EUR (18MM.DE) and Amundi MSCI India II UCITS ETF EUR Acc (LYMD.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.
| 18MM.DE | LYMD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.99 | ||
| Sortino ratioReturn per unit of downside risk | +1.49 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 0.86 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 0.17 | -0.71 | +0.87 |
| Martin ratioReturn relative to average drawdown | 0.42 | -1.49 | +1.90 |
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
| 18MM.DE | LYMD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.08 | -0.91 | +0.99 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.10 | 0.22 | -0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.27 | 0.31 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.17 | +0.13 |
Drawdowns
18MM.DE vs. LYMD.DE - Drawdown Comparison
The maximum 18MM.DE drawdown since its inception was -36.82%, smaller than the maximum LYMD.DE drawdown of -68.71%. Use the drawdown chart below to compare losses from any high point for 18MM.DE and LYMD.DE.
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Drawdown Indicators
| 18MM.DE | LYMD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.82% | -68.71% | +31.89% |
Max Drawdown (1Y)Largest decline over 1 year | -6.51% | -20.60% | +14.09% |
Max Drawdown (3Y)Largest decline over 3 years | -18.52% | -29.55% | +11.03% |
Max Drawdown (5Y)Largest decline over 5 years | -22.20% | -29.55% | +7.35% |
Max Drawdown (10Y)Largest decline over 10 years | -36.82% | -41.38% | +4.56% |
Current DrawdownCurrent decline from peak | -5.39% | -26.17% | +20.78% |
Average DrawdownAverage peak-to-trough decline | -7.83% | -18.32% | +10.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.58% | 9.84% | -7.26% |
Volatility
18MM.DE vs. LYMD.DE - Volatility Comparison
The current volatility for Amundi Index MSCI Pacific ex Japan SRI PAB UCITS ETF EUR (18MM.DE) is 3.57%, while Amundi MSCI India II UCITS ETF EUR Acc (LYMD.DE) has a volatility of 5.64%. This indicates that 18MM.DE experiences smaller price fluctuations and is considered to be less risky than LYMD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| 18MM.DE | LYMD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.57% | 5.64% | -2.07% |
Volatility (6M)Calculated over the trailing 6-month period | 10.29% | 13.24% | -2.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.51% | 16.06% | -2.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.97% | 16.15% | -1.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.60% | 20.15% | -3.55% |
18MM.DE vs. LYMD.DE - Expense Ratio Comparison
18MM.DE has a 0.45% expense ratio, which is lower than LYMD.DE's 0.85% expense ratio.
Dividends
18MM.DE vs. LYMD.DE - Dividend Comparison
Neither 18MM.DE nor LYMD.DE has paid dividends to shareholders.
Frequently Asked Questions
18MM.DE and LYMD.DE have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, 18MM.DE is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.
18MM.DE is cheaper with a 0.45% expense ratio, compared with 0.85% for LYMD.DE.
18MM.DE tracks MSCI Pacific ex Japan SRI Filtered PAB, while LYMD.DE tracks MSCI India. Their fees differ too: 0.45% for 18MM.DE and 0.85% for LYMD.DE.
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