DBX8.DE vs. LYMD.DE

Last updated Jun 5, 2026

DBX8.DE (Xtrackers MSCI Korea UCITS ETF 1C) and LYMD.DE (Amundi MSCI India II UCITS ETF EUR Acc) are both Asia Pacific Equities funds - DBX8.DE tracks the MSCI Korea 20/35 Custom while LYMD.DE tracks the MSCI India. Both are passively managed. Over the past 10 years, DBX8.DE returned 16.74%/yr vs 6.18%/yr for LYMD.DE. A 0.50 correlation means they provide meaningful diversification when combined. DBX8.DE charges 0.45%/yr vs 0.85%/yr for LYMD.DE.

Performance

DBX8.DE vs. LYMD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI Korea UCITS ETF 1C (DBX8.DE) and Amundi MSCI India II UCITS ETF EUR Acc (LYMD.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DBX8.DE achieves a 109.21% return, which is significantly higher than LYMD.DE's -11.03% return. Over the past 10 years, DBX8.DE has outperformed LYMD.DE with an annualized return of 16.74%, while LYMD.DE has yielded a comparatively lower 6.18% annualized return.

DBX8.DE

• 1D: -5.08%
• 1M: 11.65%
• YTD: 109.21%
• 6M: 122.15%
• 1Y: 217.95%
• 3Y*: 45.04%
• 5Y*: 19.70%
• 10Y*: 16.74%

LYMD.DE

• 1D: 0.99%
• 1M: -3.80%
• YTD: -11.03%
• 6M: -12.28%
• 1Y: -15.14%
• 3Y*: 1.77%
• 5Y*: 3.60%
• 10Y*: 6.18%

*Multi-year figures are annualized to reflect compound growth (CAGR)

DBX8.DE vs. LYMD.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DBX8.DE Xtrackers MSCI Korea UCITS ETF 1C	109.21%	77.39%	-18.45%	15.93%	-23.95%	-0.54%	30.13%	14.92%	-18.04%	28.39%
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 DBX8.DE and LYMD.DE is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.32
Correlation (3Y) Calculated over the trailing 3-year period	0.29
Correlation (5Y) Calculated over the trailing 5-year period	0.30
Correlation (10Y) Calculated over the trailing 10-year period	0.42
Correlation (All Time) Calculated using the full available price history since Jul 31, 2007	0.50

The correlation between DBX8.DE and LYMD.DE shifts across timeframes, from 0.29 (3 years) to 0.50 (all time), reflecting how their relationship changes across market environments.

Return for Risk

DBX8.DE vs. LYMD.DE — Risk / Return Rank

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

DBX8.DE

DBX8.DE Risk / Return Rank: 96
DBX8.DE Sharpe Ratio Rank: 98
DBX8.DE Sortino Ratio Rank: 95
DBX8.DE Omega Ratio Rank: 96
DBX8.DE Calmar Ratio Rank: 97
DBX8.DE Martin Ratio Rank: 95

LYMD.DE

LYMD.DE Risk / Return Rank: 2
LYMD.DE Sharpe Ratio Rank: 2
LYMD.DE Sortino Ratio Rank: 2
LYMD.DE Omega Ratio Rank: 2
LYMD.DE Calmar Ratio Rank: 3
LYMD.DE Martin Ratio Rank: 1

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.

DBX8.DE vs. LYMD.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Korea UCITS ETF 1C (DBX8.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.

	DBX8.DE	LYMD.DE	Difference
Sharpe ratio: Return per unit of total volatility	5.17	-0.91	+6.08
Sortino ratio: Return per unit of downside risk	5.03	-1.27	+6.30
Omega ratio: Gain probability vs. loss probability	1.75	0.86	+0.89
Calmar ratio: Return relative to maximum drawdown	10.67	-0.71	+11.38
Martin ratio: Return relative to average drawdown	32.63	-1.49	+34.11
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DBX8.DE vs. LYMD.DE - Sharpe Ratio Comparison

The current DBX8.DE Sharpe Ratio is 5.17, which is higher than the LYMD.DE Sharpe Ratio of -0.91. The chart below compares the historical Sharpe Ratios of DBX8.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.

Sharpe Ratios by Period

	DBX8.DE	LYMD.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	5.17	-0.91	+6.08
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.72	0.22	+0.50
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.66	0.31	+0.35
Sharpe Ratio (All Time) Calculated using the full available price history	0.31	0.17	+0.13

Drawdowns

DBX8.DE vs. LYMD.DE - Drawdown Comparison

The maximum DBX8.DE drawdown since its inception was -68.01%, roughly equal to the maximum LYMD.DE drawdown of -68.71%. Use the drawdown chart below to compare losses from any high point for DBX8.DE and LYMD.DE.

Drawdown Indicators

	DBX8.DE	LYMD.DE	Difference
Max Drawdown Largest peak-to-trough decline	-68.01%	-68.71%	+0.70%
Max Drawdown (1Y) Largest decline over 1 year	-21.19%	-20.60%	-0.59%
Max Drawdown (3Y) Largest decline over 3 years	-30.70%	-29.55%	-1.15%
Max Drawdown (5Y) Largest decline over 5 years	-41.29%	-29.55%	-11.74%
Max Drawdown (10Y) Largest decline over 10 years	-41.89%	-41.38%	-0.51%
Current Drawdown Current decline from peak	-5.82%	-26.17%	+20.35%
Average Drawdown Average peak-to-trough decline	-17.55%	-18.32%	+0.77%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.94%	9.84%	-2.90%

Volatility

DBX8.DE vs. LYMD.DE - Volatility Comparison

Xtrackers MSCI Korea UCITS ETF 1C (DBX8.DE) has a higher volatility of 17.08% compared to Amundi MSCI India II UCITS ETF EUR Acc (LYMD.DE) at 5.64%. This indicates that DBX8.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.

Volatility by Period

	DBX8.DE	LYMD.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	17.08%	5.64%	+11.44%
Volatility (6M) Calculated over the trailing 6-month period	33.48%	13.24%	+20.24%
Volatility (1Y) Calculated over the trailing 1-year period	43.73%	16.06%	+27.67%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	27.53%	16.15%	+11.38%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.03%	20.15%	+5.88%

DBX8.DE vs. LYMD.DE - Expense Ratio Comparison

DBX8.DE has a 0.45% expense ratio, which is lower than LYMD.DE's 0.85% expense ratio.

Dividends

DBX8.DE vs. LYMD.DE - Dividend Comparison

Neither DBX8.DE nor LYMD.DE has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both DBX8.DE and LYMD.DE in my portfolio?

DBX8.DE and LYMD.DE have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, DBX8.DE or LYMD.DE?

On fees, DBX8.DE is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, DBX8.DE or LYMD.DE?

DBX8.DE is cheaper with a 0.45% expense ratio, compared with 0.85% for LYMD.DE.

What is the main difference between DBX8.DE and LYMD.DE?

DBX8.DE tracks MSCI Korea 20/35 Custom, while LYMD.DE tracks MSCI India. They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.45% for DBX8.DE and 0.85% for LYMD.DE.