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EGV2.DE vs. LSMC.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EGV2.DE vs. LSMC.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Smart Overnight Return UCITS ETF (Dist) (EGV2.DE) and Amundi MSCI Semiconductors ESG Screened UCITS ETF (LSMC.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, EGV2.DE achieves a 1.27% return, which is significantly lower than LSMC.DE's 63.74% return.


EGV2.DE

1D
0.04%
1M
0.02%
6M
1.23%
YTD
1.27%
1Y
2.41%
3Y*
3.26%
5Y*
2.20%
10Y*

LSMC.DE

1D
2.29%
1M
-3.39%
6M
59.12%
YTD
63.74%
1Y
110.36%
3Y*
59.62%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EGV2.DE vs. LSMC.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
EGV2.DE
Amundi Smart Overnight Return UCITS ETF (Dist)
1.27%2.48%4.10%3.25%0.17%-0.03%
LSMC.DE
Amundi MSCI Semiconductors ESG Screened UCITS ETF
63.74%32.60%66.51%74.52%-34.67%-0.88%

Correlation

The correlation between EGV2.DE and LSMC.DE is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.17

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

0.03

Correlation (All Time)
Calculated using the full available price history since Dec 8, 2021

0.02

The correlation between EGV2.DE and LSMC.DE shifts across timeframes, from 0.02 (all time) to 0.17 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

EGV2.DE vs. LSMC.DE — Risk / Return Rank

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

EGV2.DE
EGV2.DE Risk / Return Rank: 9292
Overall Rank
EGV2.DE Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
EGV2.DE Sortino Ratio Rank: 9090
Sortino Ratio Rank
EGV2.DE Omega Ratio Rank: 9191
Omega Ratio Rank
EGV2.DE Calmar Ratio Rank: 9696
Calmar Ratio Rank
EGV2.DE Martin Ratio Rank: 9797
Martin Ratio Rank

LSMC.DE
LSMC.DE Risk / Return Rank: 9494
Overall Rank
LSMC.DE Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
LSMC.DE Sortino Ratio Rank: 9292
Sortino Ratio Rank
LSMC.DE Omega Ratio Rank: 9090
Omega Ratio Rank
LSMC.DE Calmar Ratio Rank: 9797
Calmar Ratio Rank
LSMC.DE Martin Ratio Rank: 9696
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.

EGV2.DE vs. LSMC.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Smart Overnight Return UCITS ETF (Dist) (EGV2.DE) and Amundi MSCI Semiconductors ESG Screened UCITS ETF (LSMC.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.


EGV2.DELSMC.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.11

Sortino ratioReturn per unit of downside risk

-0.25

Omega ratioGain probability vs. loss probability

1.49

1.47

+0.02

Calmar ratioReturn relative to maximum drawdown

7.81

8.55

-0.74

Martin ratioReturn relative to average drawdown

33.51

25.57

+7.94

EGV2.DE vs. LSMC.DE - Sharpe Ratio Comparison

The current EGV2.DE Sharpe Ratio is 2.22, which is lower than the LSMC.DE Sharpe Ratio of 3.34. The chart below compares the historical Sharpe Ratios of EGV2.DE and LSMC.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

EGV2.DE vs. LSMC.DE - Drawdown Comparison

The maximum EGV2.DE drawdown since its inception was -0.86%, smaller than the maximum LSMC.DE drawdown of -39.64%. Use the drawdown chart below to compare losses from any high point for EGV2.DE and LSMC.DE.


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Drawdown Indicators


EGV2.DELSMC.DEDifference

Max Drawdown

Largest peak-to-trough decline

-0.86%

-39.64%

+38.78%

Max Drawdown (1Y)

Largest decline over 1 year

-0.31%

-12.84%

+12.53%

Max Drawdown (3Y)

Largest decline over 3 years

-0.31%

-36.22%

+35.91%

Max Drawdown (5Y)

Largest decline over 5 years

-0.48%

Current Drawdown

Current decline from peak

-0.01%

-7.93%

+7.92%

Average Drawdown

Average peak-to-trough decline

-0.22%

-11.34%

+11.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.07%

4.30%

-4.23%

Volatility

EGV2.DE vs. LSMC.DE - Volatility Comparison

The current volatility for Amundi Smart Overnight Return UCITS ETF (Dist) (EGV2.DE) is 0.32%, while Amundi MSCI Semiconductors ESG Screened UCITS ETF (LSMC.DE) has a volatility of 14.15%. This indicates that EGV2.DE experiences smaller price fluctuations and is considered to be less risky than LSMC.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EGV2.DELSMC.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.32%

14.15%

-13.83%

Volatility (6M)

Calculated over the trailing 6-month period

0.88%

24.88%

-24.00%

Volatility (1Y)

Calculated over the trailing 1-year period

1.08%

32.91%

-31.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.72%

32.56%

-31.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.68%

32.56%

-31.88%

EGV2.DE vs. LSMC.DE - Expense Ratio Comparison

EGV2.DE has a 0.10% expense ratio, which is lower than LSMC.DE's 0.45% expense ratio.


Dividends

EGV2.DE vs. LSMC.DE - Dividend Comparison

EGV2.DE's dividend yield for the trailing twelve months is around 2.93%, while LSMC.DE has not paid dividends to shareholders.


PositionTTM202520242023
EGV2.DE
Amundi Smart Overnight Return UCITS ETF (Dist)
2.93%2.97%3.91%2.50%
LSMC.DE
Amundi MSCI Semiconductors ESG Screened UCITS ETF
0.00%0.00%0.00%0.00%

Frequently Asked Questions


EGV2.DE and LSMC.DE have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EGV2.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EGV2.DE is cheaper with a 0.10% expense ratio, compared with 0.45% for LSMC.DE.

EGV2.DE is categorized as Money Market, while LSMC.DE is Semiconductors. EGV2.DE tracks ESTR Compounded Index, while LSMC.DE tracks MSCI ACWI Semiconductors & Semiconductor Equipment ESG Filtered NET USD Index. Their fees differ too: 0.10% for EGV2.DE and 0.45% for LSMC.DE.

Portfolio Optimizer

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