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H4Z3.DE vs. LYM8.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

H4Z3.DE vs. LYM8.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in HSBC MSCI Emerging Markets UCITS ETF USD (Acc) (H4Z3.DE) and Amundi MSCI Water ESG Screened UCITS ETF Dist (LYM8.DE). The values are adjusted to include any dividend payments, if applicable.

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H4Z3.DE vs. LYM8.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
H4Z3.DE
HSBC MSCI Emerging Markets UCITS ETF USD (Acc)
6.71%18.60%13.73%4.66%-6.26%
LYM8.DE
Amundi MSCI Water ESG Screened UCITS ETF Dist
3.13%2.13%11.49%18.92%-0.28%

Returns By Period

In the year-to-date period, H4Z3.DE achieves a 6.71% return, which is significantly higher than LYM8.DE's 3.13% return.


H4Z3.DE

1D
3.39%
1M
-5.14%
YTD
6.71%
6M
10.20%
1Y
25.57%
3Y*
13.81%
5Y*
10Y*

LYM8.DE

1D
2.18%
1M
-6.08%
YTD
3.13%
6M
2.39%
1Y
4.55%
3Y*
10.09%
5Y*
7.02%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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H4Z3.DE vs. LYM8.DE - Expense Ratio Comparison

H4Z3.DE has a 0.15% expense ratio, which is lower than LYM8.DE's 0.60% expense ratio.


Return for Risk

H4Z3.DE vs. LYM8.DE — Risk / Return Rank

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

H4Z3.DE
H4Z3.DE Risk / Return Rank: 7474
Overall Rank
H4Z3.DE Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
H4Z3.DE Sortino Ratio Rank: 7272
Sortino Ratio Rank
H4Z3.DE Omega Ratio Rank: 7070
Omega Ratio Rank
H4Z3.DE Calmar Ratio Rank: 8080
Calmar Ratio Rank
H4Z3.DE Martin Ratio Rank: 7373
Martin Ratio Rank

LYM8.DE
LYM8.DE Risk / Return Rank: 1919
Overall Rank
LYM8.DE Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
LYM8.DE Sortino Ratio Rank: 1818
Sortino Ratio Rank
LYM8.DE Omega Ratio Rank: 1818
Omega Ratio Rank
LYM8.DE Calmar Ratio Rank: 2121
Calmar Ratio Rank
LYM8.DE Martin Ratio Rank: 2020
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.

H4Z3.DE vs. LYM8.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HSBC MSCI Emerging Markets UCITS ETF USD (Acc) (H4Z3.DE) and Amundi MSCI Water ESG Screened UCITS ETF Dist (LYM8.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.


H4Z3.DELYM8.DEDifference

Sharpe ratio

Return per unit of total volatility

1.40

0.31

+1.09

Sortino ratio

Return per unit of downside risk

1.93

0.51

+1.41

Omega ratio

Gain probability vs. loss probability

1.27

1.07

+0.20

Calmar ratio

Return relative to maximum drawdown

2.51

0.49

+2.02

Martin ratio

Return relative to average drawdown

8.49

1.29

+7.19

H4Z3.DE vs. LYM8.DE - Sharpe Ratio Comparison

The current H4Z3.DE Sharpe Ratio is 1.40, which is higher than the LYM8.DE Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of H4Z3.DE and LYM8.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


H4Z3.DELYM8.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.40

0.31

+1.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.53

+0.10

Correlation

The correlation between H4Z3.DE and LYM8.DE is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

H4Z3.DE vs. LYM8.DE - Dividend Comparison

H4Z3.DE has not paid dividends to shareholders, while LYM8.DE's dividend yield for the trailing twelve months is around 1.05%.


TTM202520242023202220212020201920182017
H4Z3.DE
HSBC MSCI Emerging Markets UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LYM8.DE
Amundi MSCI Water ESG Screened UCITS ETF Dist
1.05%1.08%0.77%0.85%0.43%0.62%1.22%1.49%2.09%1.61%

Drawdowns

H4Z3.DE vs. LYM8.DE - Drawdown Comparison

The maximum H4Z3.DE drawdown since its inception was -18.86%, smaller than the maximum LYM8.DE drawdown of -36.55%. Use the drawdown chart below to compare losses from any high point for H4Z3.DE and LYM8.DE.


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Drawdown Indicators


H4Z3.DELYM8.DEDifference

Max Drawdown

Largest peak-to-trough decline

-18.86%

-36.55%

+17.69%

Max Drawdown (1Y)

Largest decline over 1 year

-13.45%

-11.18%

-2.27%

Max Drawdown (5Y)

Largest decline over 5 years

-24.56%

Current Drawdown

Current decline from peak

-7.43%

-6.10%

-1.33%

Average Drawdown

Average peak-to-trough decline

-5.10%

-6.48%

+1.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.09%

3.32%

-0.23%

Volatility

H4Z3.DE vs. LYM8.DE - Volatility Comparison

HSBC MSCI Emerging Markets UCITS ETF USD (Acc) (H4Z3.DE) has a higher volatility of 7.31% compared to Amundi MSCI Water ESG Screened UCITS ETF Dist (LYM8.DE) at 4.78%. This indicates that H4Z3.DE's price experiences larger fluctuations and is considered to be riskier than LYM8.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


H4Z3.DELYM8.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.31%

4.78%

+2.53%

Volatility (6M)

Calculated over the trailing 6-month period

12.83%

8.55%

+4.28%

Volatility (1Y)

Calculated over the trailing 1-year period

18.21%

14.64%

+3.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.21%

14.41%

+0.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.21%

16.10%

-0.89%