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CMU.L vs. LYM9.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CMU.L vs. LYM9.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Amundi ETF MSCI EMU ESG Leaders Select (CMU.L) and Amundi MSCI New Energy ESG Screened UCITS ETF Dist (LYM9.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CMU.L is traded in GBp, while LYM9.DE is traded in EUR. To make them comparable, the LYM9.DE values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, CMU.L achieves a 15.46% return, which is significantly lower than LYM9.DE's 23.64% return. Both investments have delivered pretty close results over the past 10 years, with CMU.L having a 10.12% annualized return and LYM9.DE not far ahead at 10.29%.


CMU.L

1D
0.09%
1M
-3.51%
6M
14.95%
YTD
15.46%
1Y
26.13%
3Y*
14.82%
5Y*
10.51%
10Y*
10.12%
ALL TIME*
8.12%

LYM9.DE

1D
0.65%
1M
-12.73%
6M
16.63%
YTD
23.64%
1Y
51.28%
3Y*
6.68%
5Y*
0.74%
10Y*
10.29%
ALL TIME*
1.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CMU.L vs. LYM9.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CMU.L
Amundi ETF MSCI EMU ESG Leaders Select
15.46%25.71%1.42%14.39%-5.30%13.03%4.59%19.05%-11.56%17.21%
LYM9.DE
Amundi MSCI New Energy ESG Screened UCITS ETF Dist
23.64%36.38%-11.99%-22.75%-8.36%-6.00%54.33%42.23%-7.88%20.58%

Correlation

The correlation between CMU.L and LYM9.DE is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.57

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

0.57

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

0.59

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

0.64

Correlation (All Time)
Calculated using the full available price history since May 9, 2011

0.65

The correlation between CMU.L and LYM9.DE has been stable across timeframes, ranging from 0.57 to 0.65 - a consistent structural relationship.

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Return for Risk

CMU.L vs. LYM9.DE — Risk / Return Rank

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

CMU.L
CMU.L Risk / Return Rank: 6969
Overall Rank
CMU.L Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
CMU.L Sortino Ratio Rank: 7373
Sortino Ratio Rank
CMU.L Omega Ratio Rank: 7373
Omega Ratio Rank
CMU.L Calmar Ratio Rank: 6262
Calmar Ratio Rank
CMU.L Martin Ratio Rank: 6565
Martin Ratio Rank

LYM9.DE
LYM9.DE Risk / Return Rank: 8989
Overall Rank
LYM9.DE Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
LYM9.DE Sortino Ratio Rank: 8686
Sortino Ratio Rank
LYM9.DE Omega Ratio Rank: 8686
Omega Ratio Rank
LYM9.DE Calmar Ratio Rank: 9191
Calmar Ratio Rank
LYM9.DE Martin Ratio Rank: 9191
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.

CMU.L vs. LYM9.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi ETF MSCI EMU ESG Leaders Select (CMU.L) and Amundi MSCI New Energy ESG Screened UCITS ETF Dist (LYM9.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.


CMU.LLYM9.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.56

Sortino ratioReturn per unit of downside risk

-0.38

Omega ratioGain probability vs. loss probability

1.32

1.38

-0.06

Calmar ratioReturn relative to maximum drawdown

2.28

3.63

-1.36

Martin ratioReturn relative to average drawdown

8.43

14.02

-5.59

CMU.L vs. LYM9.DE - Sharpe Ratio Comparison

The current CMU.L Sharpe Ratio is 1.73, which is comparable to the LYM9.DE Sharpe Ratio of 2.29. The chart below compares the historical Sharpe Ratios of CMU.L and LYM9.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

CMU.L vs. LYM9.DE - Drawdown Comparison

The maximum CMU.L drawdown since its inception was -31.46%, smaller than the maximum LYM9.DE drawdown of -69.68%. Use the drawdown chart below to compare losses from any high point for CMU.L and LYM9.DE.


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Drawdown Indicators


CMU.LLYM9.DEDifference

Max Drawdown

Largest peak-to-trough decline

-31.46%

-69.68%

+38.22%

Max Drawdown (1Y)

Largest decline over 1 year

-11.43%

-14.04%

+2.61%

Max Drawdown (3Y)

Largest decline over 3 years

-11.95%

-39.40%

+27.45%

Max Drawdown (5Y)

Largest decline over 5 years

-21.11%

-54.91%

+33.80%

Max Drawdown (10Y)

Largest decline over 10 years

-31.41%

-55.42%

+24.01%

Current Drawdown

Current decline from peak

-3.81%

-13.49%

+9.68%

Average Drawdown

Average peak-to-trough decline

-6.61%

-38.30%

+31.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.09%

3.65%

-0.56%

Volatility

CMU.L vs. LYM9.DE - Volatility Comparison

The current volatility for Amundi ETF MSCI EMU ESG Leaders Select (CMU.L) is 3.79%, while Amundi MSCI New Energy ESG Screened UCITS ETF Dist (LYM9.DE) has a volatility of 8.49%. This indicates that CMU.L experiences smaller price fluctuations and is considered to be less risky than LYM9.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CMU.LLYM9.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.79%

8.49%

-4.70%

Volatility (6M)

Calculated over the trailing 6-month period

12.80%

18.57%

-5.77%

Volatility (1Y)

Calculated over the trailing 1-year period

15.08%

22.33%

-7.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.99%

22.41%

-6.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.68%

21.85%

-5.17%

CMU.L vs. LYM9.DE - Expense Ratio Comparison

CMU.L has a 0.15% expense ratio, which is lower than LYM9.DE's 0.60% expense ratio.


Dividends

CMU.L vs. LYM9.DE - Dividend Comparison

CMU.L has not paid dividends to shareholders, while LYM9.DE's dividend yield for the trailing twelve months is around 0.33%.


PositionTTM20252024202320222021202020192018201720162015
CMU.L
Amundi ETF MSCI EMU ESG Leaders Select
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LYM9.DE
Amundi MSCI New Energy ESG Screened UCITS ETF Dist
0.33%0.42%0.74%0.78%0.25%0.31%0.70%1.12%0.67%0.89%1.50%2.23%

Frequently Asked Questions


CMU.L and LYM9.DE have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CMU.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CMU.L is cheaper with a 0.15% expense ratio, compared with 0.60% for LYM9.DE.

CMU.L is categorized as Europe Equities, while LYM9.DE is Energy Equities. CMU.L tracks MSCI EMU NR EUR, while LYM9.DE tracks MSCI ACWI IMI New Energy ESG Filtered. Their fees differ too: 0.15% for CMU.L and 0.60% for LYM9.DE.

Portfolio Optimizer

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