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DBX7.DE vs. LYMD.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DBX7.DE vs. LYMD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers Nifty 50 Swap UCITS ETF 1C (DBX7.DE) 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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Returns By Period

In the year-to-date period, DBX7.DE achieves a -10.21% return, which is significantly lower than LYMD.DE's -7.10% return. Both investments have delivered pretty close results over the past 10 years, with DBX7.DE having a 6.02% annualized return and LYMD.DE not far ahead at 6.04%.


DBX7.DE

1D
1.03%
1M
0.79%
6M
-9.36%
YTD
-10.21%
1Y
-12.78%
3Y*
0.57%
5Y*
3.83%
10Y*
6.02%

LYMD.DE

1D
0.59%
1M
0.39%
6M
-6.52%
YTD
-7.10%
1Y
-11.02%
3Y*
2.69%
5Y*
4.29%
10Y*
6.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DBX7.DE vs. LYMD.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DBX7.DE
Xtrackers Nifty 50 Swap UCITS ETF 1C
-10.21%-7.11%11.08%14.41%0.26%31.14%0.48%12.15%-2.45%19.29%
LYMD.DE
Amundi MSCI India II UCITS ETF EUR Acc
-7.10%-10.61%15.79%14.99%-2.94%34.12%2.25%9.47%-5.04%20.43%

Correlation

The correlation between DBX7.DE and LYMD.DE is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.94

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

0.94

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

0.95

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

0.96

Correlation (All Time)
Calculated using the full available price history since Jul 31, 2007

0.94

The correlation between DBX7.DE and LYMD.DE has been stable across timeframes, ranging from 0.94 to 0.96 - a consistent structural relationship.

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Return for Risk

DBX7.DE vs. LYMD.DE — Risk / Return Rank

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

DBX7.DE
DBX7.DE Risk / Return Rank: 33
Overall Rank
DBX7.DE Sharpe Ratio Rank: 33
Sharpe Ratio Rank
DBX7.DE Sortino Ratio Rank: 33
Sortino Ratio Rank
DBX7.DE Omega Ratio Rank: 33
Omega Ratio Rank
DBX7.DE Calmar Ratio Rank: 44
Calmar Ratio Rank
DBX7.DE Martin Ratio Rank: 33
Martin Ratio Rank

LYMD.DE
LYMD.DE Risk / Return Rank: 44
Overall Rank
LYMD.DE Sharpe Ratio Rank: 44
Sharpe Ratio Rank
LYMD.DE Sortino Ratio Rank: 44
Sortino Ratio Rank
LYMD.DE Omega Ratio Rank: 44
Omega Ratio Rank
LYMD.DE Calmar Ratio Rank: 55
Calmar Ratio Rank
LYMD.DE Martin Ratio Rank: 33
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.

DBX7.DE vs. LYMD.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Nifty 50 Swap UCITS ETF 1C (DBX7.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.

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.


DBX7.DELYMD.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.14

Sortino ratioReturn per unit of downside risk

-0.21

Omega ratioGain probability vs. loss probability

0.88

0.90

-0.02

Calmar ratioReturn relative to maximum drawdown

-0.64

-0.58

-0.06

Martin ratioReturn relative to average drawdown

-1.21

-1.19

-0.02

DBX7.DE vs. LYMD.DE - Sharpe Ratio Comparison

The current DBX7.DE Sharpe Ratio is -0.82, which is comparable to the LYMD.DE Sharpe Ratio of -0.68. The chart below compares the historical Sharpe Ratios of DBX7.DE and LYMD.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

DBX7.DE vs. LYMD.DE - Drawdown Comparison

The maximum DBX7.DE drawdown since its inception was -69.73%, roughly equal to the maximum LYMD.DE drawdown of -68.71%. Use the drawdown chart below to compare losses from any high point for DBX7.DE and LYMD.DE.


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Drawdown Indicators


DBX7.DELYMD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-69.73%

-68.71%

-1.02%

Max Drawdown (1Y)

Largest decline over 1 year

-19.90%

-19.06%

-0.84%

Max Drawdown (3Y)

Largest decline over 3 years

-26.75%

-29.55%

+2.80%

Max Drawdown (5Y)

Largest decline over 5 years

-26.75%

-29.55%

+2.80%

Max Drawdown (10Y)

Largest decline over 10 years

-41.75%

-41.36%

-0.39%

Current Drawdown

Current decline from peak

-21.64%

-22.90%

+1.26%

Average Drawdown

Average peak-to-trough decline

-19.86%

-18.34%

-1.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.54%

9.26%

+1.28%

Volatility

DBX7.DE vs. LYMD.DE - Volatility Comparison

Xtrackers Nifty 50 Swap UCITS ETF 1C (DBX7.DE) has a higher volatility of 4.42% compared to Amundi MSCI India II UCITS ETF EUR Acc (LYMD.DE) at 3.62%. This indicates that DBX7.DE'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


DBX7.DELYMD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.42%

3.62%

+0.80%

Volatility (6M)

Calculated over the trailing 6-month period

13.00%

13.44%

-0.44%

Volatility (1Y)

Calculated over the trailing 1-year period

15.57%

16.27%

-0.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.76%

16.26%

-0.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.35%

20.14%

+0.21%

DBX7.DE vs. LYMD.DE - Expense Ratio Comparison

Both DBX7.DE and LYMD.DE have an expense ratio of 0.85%.


Dividends

DBX7.DE vs. LYMD.DE - Dividend Comparison

Neither DBX7.DE nor LYMD.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.94, DBX7.DE and LYMD.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.

Both ETFs have the same 0.85% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

DBX7.DE and LYMD.DE have the same expense ratio: 0.85% per year.

DBX7.DE tracks Nifty 50, while LYMD.DE tracks MSCI India. They also come from different issuers: Xtrackers and Amundi.

Portfolio Optimizer

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