H1D5.DE vs. LSMC.DE
H1D5.DE (Amundi S&P 500 Swap UCITS ETF EUR Hedged (Acc)) and LSMC.DE (Amundi MSCI Semiconductors ESG Screened UCITS ETF) are both exchange-traded funds - H1D5.DE is a S&P 500 fund tracking the S&P 500 Index (EUR Hedged), while LSMC.DE is a Semiconductors fund tracking the MSCI ACWI Semiconductors & Semiconductor Equipment ESG Filtered NET USD Index. Both are passively managed. Over the past 3 years, H1D5.DE returned 17.64%/yr vs 59.62%/yr for LSMC.DE. A 0.73 correlation means they provide meaningful diversification when combined. H1D5.DE charges 0.28%/yr vs 0.45%/yr for LSMC.DE.
Performance
H1D5.DE vs. LSMC.DE - Performance Comparison
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Returns By Period
In the year-to-date period, H1D5.DE achieves a 7.77% return, which is significantly lower than LSMC.DE's 63.74% return.
H1D5.DE
- 1D
- 0.16%
- 1M
- -1.01%
- 6M
- 8.69%
- YTD
- 7.77%
- 1Y
- 17.66%
- 3Y*
- 17.64%
- 5Y*
- 10.23%
- 10Y*
- 12.69%
LSMC.DE
- 1D
- 2.29%
- 1M
- -3.39%
- 6M
- 59.12%
- YTD
- 63.74%
- 1Y
- 110.36%
- 3Y*
- 59.62%
- 5Y*
- —
- 10Y*
- —
H1D5.DE vs. LSMC.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
H1D5.DE Amundi S&P 500 Swap UCITS ETF EUR Hedged (Acc) | 7.77% | 15.23% | 22.75% | 23.18% | -21.57% | 2.19% |
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 H1D5.DE and LSMC.DE is 0.66, 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 | 0.66 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.68 |
Correlation (All Time) Calculated using the full available price history since Dec 8, 2021 | 0.73 |
The correlation between H1D5.DE and LSMC.DE has been stable across timeframes, ranging from 0.66 to 0.73 - a consistent structural relationship.
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Return for Risk
H1D5.DE vs. LSMC.DE — Risk / Return Rank
H1D5.DE
LSMC.DE
H1D5.DE vs. LSMC.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi S&P 500 Swap UCITS ETF EUR Hedged (Acc) (H1D5.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.
| H1D5.DE | LSMC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.88 | ||
| Sortino ratioReturn per unit of downside risk | -1.49 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.47 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 2.03 | 8.55 | -6.52 |
| Martin ratioReturn relative to average drawdown | 8.17 | 25.57 | -17.41 |
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Drawdowns
H1D5.DE vs. LSMC.DE - Drawdown Comparison
The maximum H1D5.DE drawdown since its inception was -33.97%, smaller than the maximum LSMC.DE drawdown of -39.64%. Use the drawdown chart below to compare losses from any high point for H1D5.DE and LSMC.DE.
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Drawdown Indicators
| H1D5.DE | LSMC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.97% | -39.64% | +5.67% |
Max Drawdown (1Y)Largest decline over 1 year | -8.66% | -12.84% | +4.18% |
Max Drawdown (3Y)Largest decline over 3 years | -18.36% | -36.22% | +17.86% |
Max Drawdown (5Y)Largest decline over 5 years | -25.97% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -33.97% | — | — |
Current DrawdownCurrent decline from peak | -1.58% | -7.93% | +6.35% |
Average DrawdownAverage peak-to-trough decline | -4.18% | -11.34% | +7.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.16% | 4.30% | -2.14% |
Volatility
H1D5.DE vs. LSMC.DE - Volatility Comparison
The current volatility for Amundi S&P 500 Swap UCITS ETF EUR Hedged (Acc) (H1D5.DE) is 4.07%, while Amundi MSCI Semiconductors ESG Screened UCITS ETF (LSMC.DE) has a volatility of 14.15%. This indicates that H1D5.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
| H1D5.DE | LSMC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.07% | 14.15% | -10.08% |
Volatility (6M)Calculated over the trailing 6-month period | 9.25% | 24.88% | -15.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.08% | 32.91% | -20.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.03% | 32.56% | -16.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.12% | 32.56% | -16.44% |
H1D5.DE vs. LSMC.DE - Expense Ratio Comparison
H1D5.DE has a 0.28% expense ratio, which is lower than LSMC.DE's 0.45% expense ratio.
Dividends
H1D5.DE vs. LSMC.DE - Dividend Comparison
Neither H1D5.DE nor LSMC.DE has paid dividends to shareholders.
Frequently Asked Questions
H1D5.DE and LSMC.DE have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, H1D5.DE is cheaper at 0.28% per year. The better choice depends on whether you care most about return, fees, risk, or income.
H1D5.DE is cheaper with a 0.28% expense ratio, compared with 0.45% for LSMC.DE.
H1D5.DE is categorized as S&P 500, while LSMC.DE is Semiconductors. H1D5.DE tracks S&P 500 Index (EUR Hedged), while LSMC.DE tracks MSCI ACWI Semiconductors & Semiconductor Equipment ESG Filtered NET USD Index. Their fees differ too: 0.28% for H1D5.DE and 0.45% for LSMC.DE.
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