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CSSX5E.MI vs. LYMD.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CSSX5E.MI vs. LYMD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Core EURO STOXX 50 ETF EUR Acc (CSSX5E.MI) and Amundi MSCI India II UCITS ETF EUR Acc (LYMD.DE). The values are adjusted to include any dividend payments, if applicable.

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CSSX5E.MI vs. LYMD.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CSSX5E.MI
iShares Core EURO STOXX 50 ETF EUR Acc
-0.99%23.04%10.93%22.79%-9.22%23.62%-2.24%29.02%-11.96%9.95%
LYMD.DE
Amundi MSCI India II UCITS ETF EUR Acc
-13.85%-10.62%15.81%14.99%-2.96%34.12%2.23%9.49%-5.04%20.43%

Returns By Period

In the year-to-date period, CSSX5E.MI achieves a -0.99% return, which is significantly higher than LYMD.DE's -13.85% return. Over the past 10 years, CSSX5E.MI has outperformed LYMD.DE with an annualized return of 10.09%, while LYMD.DE has yielded a comparatively lower 6.31% annualized return.


CSSX5E.MI

1D
3.05%
1M
-4.13%
YTD
-0.99%
6M
3.20%
1Y
10.86%
3Y*
13.20%
5Y*
10.86%
10Y*
10.09%

LYMD.DE

1D
0.87%
1M
-9.10%
YTD
-13.85%
6M
-11.93%
1Y
-16.94%
3Y*
3.77%
5Y*
3.76%
10Y*
6.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CSSX5E.MI vs. LYMD.DE - Expense Ratio Comparison

CSSX5E.MI has a 0.10% expense ratio, which is lower than LYMD.DE's 0.85% expense ratio.


Return for Risk

CSSX5E.MI vs. LYMD.DE — Risk / Return Rank

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

CSSX5E.MI
CSSX5E.MI Risk / Return Rank: 3131
Overall Rank
CSSX5E.MI Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
CSSX5E.MI Sortino Ratio Rank: 3030
Sortino Ratio Rank
CSSX5E.MI Omega Ratio Rank: 3030
Omega Ratio Rank
CSSX5E.MI Calmar Ratio Rank: 3131
Calmar Ratio Rank
CSSX5E.MI Martin Ratio Rank: 3333
Martin Ratio Rank

LYMD.DE
LYMD.DE Risk / Return Rank: 11
Overall Rank
LYMD.DE Sharpe Ratio Rank: 00
Sharpe Ratio Rank
LYMD.DE Sortino Ratio Rank: 11
Sortino Ratio Rank
LYMD.DE Omega Ratio Rank: 11
Omega Ratio Rank
LYMD.DE Calmar Ratio Rank: 11
Calmar Ratio Rank
LYMD.DE Martin Ratio Rank: 00
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.

CSSX5E.MI vs. LYMD.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core EURO STOXX 50 ETF EUR Acc (CSSX5E.MI) 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.


CSSX5E.MILYMD.DEDifference

Sharpe ratio

Return per unit of total volatility

0.63

-0.99

+1.61

Sortino ratio

Return per unit of downside risk

0.94

-1.36

+2.31

Omega ratio

Gain probability vs. loss probability

1.13

0.84

+0.28

Calmar ratio

Return relative to maximum drawdown

0.85

-0.79

+1.64

Martin ratio

Return relative to average drawdown

3.14

-2.04

+5.18

CSSX5E.MI vs. LYMD.DE - Sharpe Ratio Comparison

The current CSSX5E.MI Sharpe Ratio is 0.63, which is higher than the LYMD.DE Sharpe Ratio of -0.99. The chart below compares the historical Sharpe Ratios of CSSX5E.MI and LYMD.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CSSX5E.MILYMD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.63

-0.99

+1.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

0.23

+0.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.31

+0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.17

+0.22

Correlation

The correlation between CSSX5E.MI and LYMD.DE is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

CSSX5E.MI vs. LYMD.DE - Dividend Comparison

Neither CSSX5E.MI nor LYMD.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

CSSX5E.MI vs. LYMD.DE - Drawdown Comparison

The maximum CSSX5E.MI drawdown since its inception was -38.50%, smaller than the maximum LYMD.DE drawdown of -68.71%. Use the drawdown chart below to compare losses from any high point for CSSX5E.MI and LYMD.DE.


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Drawdown Indicators


CSSX5E.MILYMD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-38.50%

-68.71%

+30.21%

Max Drawdown (1Y)

Largest decline over 1 year

-12.78%

-21.70%

+8.92%

Max Drawdown (5Y)

Largest decline over 5 years

-23.56%

-29.55%

+5.99%

Max Drawdown (10Y)

Largest decline over 10 years

-38.50%

-41.38%

+2.88%

Current Drawdown

Current decline from peak

-6.97%

-28.51%

+21.54%

Average Drawdown

Average peak-to-trough decline

-7.31%

-18.26%

+10.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.46%

8.44%

-4.98%

Volatility

CSSX5E.MI vs. LYMD.DE - Volatility Comparison

iShares Core EURO STOXX 50 ETF EUR Acc (CSSX5E.MI) has a higher volatility of 6.60% compared to Amundi MSCI India II UCITS ETF EUR Acc (LYMD.DE) at 5.91%. This indicates that CSSX5E.MI's price experiences larger fluctuations and is considered to be riskier 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


CSSX5E.MILYMD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.60%

5.91%

+0.69%

Volatility (6M)

Calculated over the trailing 6-month period

10.96%

11.16%

-0.20%

Volatility (1Y)

Calculated over the trailing 1-year period

17.39%

17.12%

+0.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.26%

16.02%

+1.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.25%

20.11%

-1.86%