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AE5A.DE vs. LYM7.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AE5A.DE vs. LYM7.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Core MSCI Emerging Markets Swap UCITS ETF Dist (AE5A.DE) and Amundi MSCI Emerging Markets III UCITS ETF EUR Acc (LYM7.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 AE5A.DE having a 27.41% return and LYM7.DE slightly lower at 27.20%. Both investments have delivered pretty close results over the past 10 years, with AE5A.DE having a 9.98% annualized return and LYM7.DE not far behind at 9.49%.


AE5A.DE

1D
-1.54%
1M
3.57%
YTD
27.41%
6M
28.14%
1Y
48.94%
3Y*
20.90%
5Y*
8.49%
10Y*
9.98%

LYM7.DE

1D
-1.67%
1M
3.59%
YTD
27.20%
6M
27.77%
1Y
48.14%
3Y*
20.29%
5Y*
7.98%
10Y*
9.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AE5A.DE vs. LYM7.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AE5A.DE
Amundi Core MSCI Emerging Markets Swap UCITS ETF Dist
27.41%19.26%14.36%5.58%-14.19%4.19%7.49%21.04%-11.21%20.83%
LYM7.DE
Amundi MSCI Emerging Markets III UCITS ETF EUR Acc
27.20%18.53%13.45%4.98%-14.29%4.13%5.83%21.44%-11.71%20.16%

Correlation

The correlation between AE5A.DE and LYM7.DE is 0.99 - 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

0.99

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

0.99

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

0.97

Correlation (10Y)
Calculated over the trailing 10-year period

0.98

Correlation (All Time)
Calculated using the full available price history since Oct 20, 2011

0.98

The correlation between AE5A.DE and LYM7.DE has been stable across timeframes, ranging from 0.97 to 0.99 - a consistent structural relationship.

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Return for Risk

AE5A.DE vs. LYM7.DE — Risk / Return Rank

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

AE5A.DE
AE5A.DE Risk / Return Rank: 8585
Overall Rank
AE5A.DE Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
AE5A.DE Sortino Ratio Rank: 8484
Sortino Ratio Rank
AE5A.DE Omega Ratio Rank: 8585
Omega Ratio Rank
AE5A.DE Calmar Ratio Rank: 8686
Calmar Ratio Rank
AE5A.DE Martin Ratio Rank: 8585
Martin Ratio Rank

LYM7.DE
LYM7.DE Risk / Return Rank: 8484
Overall Rank
LYM7.DE Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
LYM7.DE Sortino Ratio Rank: 8383
Sortino Ratio Rank
LYM7.DE Omega Ratio Rank: 8484
Omega Ratio Rank
LYM7.DE Calmar Ratio Rank: 8585
Calmar Ratio Rank
LYM7.DE Martin Ratio Rank: 8383
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.

AE5A.DE vs. LYM7.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Core MSCI Emerging Markets Swap UCITS ETF Dist (AE5A.DE) and Amundi MSCI Emerging Markets III UCITS ETF EUR Acc (LYM7.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.


AE5A.DELYM7.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.05

Sortino ratioReturn per unit of downside risk

+0.07

Omega ratioGain probability vs. loss probability

1.50

1.50

+0.01

Calmar ratioReturn relative to maximum drawdown

4.80

4.59

+0.21

Martin ratioReturn relative to average drawdown

17.35

16.48

+0.87

AE5A.DE vs. LYM7.DE - Sharpe Ratio Comparison

The current AE5A.DE Sharpe Ratio is 2.79, which is comparable to the LYM7.DE Sharpe Ratio of 2.74. The chart below compares the historical Sharpe Ratios of AE5A.DE and LYM7.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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Sharpe Ratios by Period


AE5A.DELYM7.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.79

2.74

+0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.47

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.51

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.23

+0.18

Drawdowns

AE5A.DE vs. LYM7.DE - Drawdown Comparison

The maximum AE5A.DE drawdown since its inception was -36.16%, smaller than the maximum LYM7.DE drawdown of -61.32%. Use the drawdown chart below to compare losses from any high point for AE5A.DE and LYM7.DE.


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Drawdown Indicators


AE5A.DELYM7.DEDifference

Max Drawdown

Largest peak-to-trough decline

-36.16%

-61.32%

+25.16%

Max Drawdown (1Y)

Largest decline over 1 year

-10.34%

-10.64%

+0.30%

Max Drawdown (3Y)

Largest decline over 3 years

-19.22%

-19.19%

-0.03%

Max Drawdown (5Y)

Largest decline over 5 years

-23.47%

-24.14%

+0.67%

Max Drawdown (10Y)

Largest decline over 10 years

-32.24%

-31.90%

-0.34%

Current Drawdown

Current decline from peak

-2.56%

-2.53%

-0.03%

Average Drawdown

Average peak-to-trough decline

-9.72%

-14.45%

+4.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.87%

2.97%

-0.10%

Volatility

AE5A.DE vs. LYM7.DE - Volatility Comparison

Amundi Core MSCI Emerging Markets Swap UCITS ETF Dist (AE5A.DE) and Amundi MSCI Emerging Markets III UCITS ETF EUR Acc (LYM7.DE) have volatilities of 7.32% and 7.27%, 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


AE5A.DELYM7.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.32%

7.27%

+0.05%

Volatility (6M)

Calculated over the trailing 6-month period

14.97%

15.15%

-0.18%

Volatility (1Y)

Calculated over the trailing 1-year period

17.82%

17.86%

-0.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.23%

16.77%

+0.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.05%

18.31%

+0.74%

AE5A.DE vs. LYM7.DE - Expense Ratio Comparison

AE5A.DE has a 0.14% expense ratio, which is lower than LYM7.DE's 0.55% expense ratio.


Dividends

AE5A.DE vs. LYM7.DE - Dividend Comparison

AE5A.DE's dividend yield for the trailing twelve months is around 1.69%, while LYM7.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
AE5A.DE
Amundi Core MSCI Emerging Markets Swap UCITS ETF Dist
1.69%2.15%3.38%3.80%2.44%1.62%1.71%2.01%2.17%
LYM7.DE
Amundi MSCI Emerging Markets III UCITS ETF EUR Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.99, AE5A.DE and LYM7.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, AE5A.DE is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.

AE5A.DE is cheaper with a 0.14% expense ratio, compared with 0.55% for LYM7.DE.

AE5A.DE tracks MSCI Emerging Markets Index, while LYM7.DE tracks MSCI Emerging Markets. Their fees differ too: 0.14% for AE5A.DE and 0.55% for LYM7.DE.

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