F50A.DE vs. LVLC.DE

Last updated Jun 5, 2026

F50A.DE (Amundi Prime Global UCITS ETF Accumulating) and LVLC.DE (Invesco Quantitative Strategies Global Equity Low Volatility Low Carbon UCITS ETF Acc) are both Global Equities funds - F50A.DE tracks the Solactive GBS Developed Markets Large & Mid Cap Index while LVLC.DE tracks the Invesco Quantitative Strategies Global Equity Low Volatility Low Carbon. Both are passively managed. Over the past 3 years, F50A.DE returned 17.70%/yr vs 12.70%/yr for LVLC.DE. Their correlation of 0.82 suggests significant overlap in exposure. F50A.DE charges 0.05%/yr vs 0.25%/yr for LVLC.DE.

Performance

F50A.DE vs. LVLC.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Prime Global UCITS ETF Accumulating (F50A.DE) and Invesco Quantitative Strategies Global Equity Low Volatility Low Carbon UCITS ETF Acc (LVLC.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, F50A.DE achieves a 10.81% return, which is significantly higher than LVLC.DE's 4.86% return.

F50A.DE

• 1D: -0.04%
• 1M: 3.68%
• YTD: 10.81%
• 6M: 10.16%
• 1Y: 23.82%
• 3Y*: 17.70%
• 5Y*: 12.94%
• 10Y*: —

LVLC.DE

• 1D: -0.11%
• 1M: 2.82%
• YTD: 4.86%
• 6M: 5.74%
• 1Y: 10.51%
• 3Y*: 12.70%
• 5Y*: —
• 10Y*: —

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

F50A.DE vs. LVLC.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
F50A.DE Amundi Prime Global UCITS ETF Accumulating	10.81%	8.58%	25.85%	19.91%	-5.31%
LVLC.DE Invesco Quantitative Strategies Global Equity Low Volatility Low Carbon UCITS ETF Acc	4.86%	5.91%	23.88%	9.90%	-3.61%

Correlation

The correlation between F50A.DE and LVLC.DE is 0.79, 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	0.79
Correlation (3Y) Calculated over the trailing 3-year period	0.82
Correlation (All Time) Calculated using the full available price history since Jul 22, 2022	0.82

The correlation between F50A.DE and LVLC.DE has been stable across timeframes, ranging from 0.79 to 0.82 - a consistent structural relationship.

Return for Risk

F50A.DE vs. LVLC.DE — Risk / Return Rank

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

F50A.DE

F50A.DE Risk / Return Rank: 70
F50A.DE Sharpe Ratio Rank: 66
F50A.DE Sortino Ratio Rank: 67
F50A.DE Omega Ratio Rank: 68
F50A.DE Calmar Ratio Rank: 74
F50A.DE Martin Ratio Rank: 77

LVLC.DE

LVLC.DE Risk / Return Rank: 35
LVLC.DE Sharpe Ratio Rank: 33
LVLC.DE Sortino Ratio Rank: 32
LVLC.DE Omega Ratio Rank: 33
LVLC.DE Calmar Ratio Rank: 38
LVLC.DE Martin Ratio Rank: 41

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.

F50A.DE vs. LVLC.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Prime Global UCITS ETF Accumulating (F50A.DE) and Invesco Quantitative Strategies Global Equity Low Volatility Low Carbon UCITS ETF Acc (LVLC.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.

	F50A.DE	LVLC.DE	Difference
Sharpe ratio: Return per unit of total volatility	2.17	1.17	+0.99
Sortino ratio: Return per unit of downside risk	3.05	1.71	+1.34
Omega ratio: Gain probability vs. loss probability	1.40	1.22	+0.19
Calmar ratio: Return relative to maximum drawdown	3.66	1.80	+1.87
Martin ratio: Return relative to average drawdown	14.61	6.55	+8.06
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

F50A.DE vs. LVLC.DE - Sharpe Ratio Comparison

The current F50A.DE Sharpe Ratio is 2.17, which is higher than the LVLC.DE Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of F50A.DE and LVLC.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

	F50A.DE	LVLC.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.17	1.17	+0.99
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.88	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.71	0.96	-0.24

Drawdowns

F50A.DE vs. LVLC.DE - Drawdown Comparison

The maximum F50A.DE drawdown since its inception was -32.88%, which is greater than LVLC.DE's maximum drawdown of -16.03%. Use the drawdown chart below to compare losses from any high point for F50A.DE and LVLC.DE.

Drawdown Indicators

	F50A.DE	LVLC.DE	Difference
Max Drawdown Largest peak-to-trough decline	-32.88%	-16.03%	-16.85%
Max Drawdown (1Y) Largest decline over 1 year	-6.62%	-5.67%	-0.95%
Max Drawdown (3Y) Largest decline over 3 years	-21.49%	-16.03%	-5.46%
Max Drawdown (5Y) Largest decline over 5 years	-21.49%	—	—
Current Drawdown Current decline from peak	-0.39%	-0.43%	+0.04%
Average Drawdown Average peak-to-trough decline	-4.72%	-2.98%	-1.74%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.66%	1.56%	+0.10%

Volatility

F50A.DE vs. LVLC.DE - Volatility Comparison

Amundi Prime Global UCITS ETF Accumulating (F50A.DE) has a higher volatility of 2.63% compared to Invesco Quantitative Strategies Global Equity Low Volatility Low Carbon UCITS ETF Acc (LVLC.DE) at 2.05%. This indicates that F50A.DE's price experiences larger fluctuations and is considered to be riskier than LVLC.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	F50A.DE	LVLC.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.63%	2.05%	+0.58%
Volatility (6M) Calculated over the trailing 6-month period	7.95%	6.07%	+1.88%
Volatility (1Y) Calculated over the trailing 1-year period	11.18%	8.68%	+2.50%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.60%	10.57%	+4.03%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.70%	10.57%	+7.13%

F50A.DE vs. LVLC.DE - Expense Ratio Comparison

F50A.DE has a 0.05% expense ratio, which is lower than LVLC.DE's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

F50A.DE vs. LVLC.DE - Dividend Comparison

Neither F50A.DE nor LVLC.DE has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both F50A.DE and LVLC.DE in my portfolio?

F50A.DE and LVLC.DE have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, F50A.DE or LVLC.DE?

On fees, F50A.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, F50A.DE or LVLC.DE?

F50A.DE is cheaper with a 0.05% expense ratio, compared with 0.25% for LVLC.DE.

What is the main difference between F50A.DE and LVLC.DE?

F50A.DE tracks Solactive GBS Developed Markets Large & Mid Cap Index, while LVLC.DE tracks Invesco Quantitative Strategies Global Equity Low Volatility Low Carbon. They also come from different issuers: Amundi and Invesco. Their fees differ too: 0.05% for F50A.DE and 0.25% for LVLC.DE.