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H4ZZ.DE vs. LYY7.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

H4ZZ.DE vs. LYY7.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in HSBC Euro Stoxx 50 UCITS ETF EUR (Acc) (H4ZZ.DE) and Amundi Dax III UCITS ETF Acc (LYY7.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, H4ZZ.DE achieves a 7.20% return, which is significantly higher than LYY7.DE's 1.32% return.


H4ZZ.DE

1D
0.77%
1M
1.96%
YTD
7.20%
6M
8.56%
1Y
15.62%
3Y*
15.64%
5Y*
10Y*

LYY7.DE

1D
0.49%
1M
-0.07%
YTD
1.32%
6M
3.35%
1Y
1.98%
3Y*
15.46%
5Y*
9.09%
10Y*
8.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

H4ZZ.DE vs. LYY7.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
H4ZZ.DE
HSBC Euro Stoxx 50 UCITS ETF EUR (Acc)
7.20%22.35%10.99%22.53%9.82%
LYY7.DE
Amundi Dax III UCITS ETF Acc
1.32%22.58%18.16%19.56%7.75%

Correlation

The correlation between H4ZZ.DE and LYY7.DE is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.91

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

0.92

Correlation (All Time)
Calculated using the full available price history since Jul 13, 2022

0.93

The correlation between H4ZZ.DE and LYY7.DE has been stable across timeframes, ranging from 0.91 to 0.93 - a consistent structural relationship.

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Return for Risk

H4ZZ.DE vs. LYY7.DE — Risk / Return Rank

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

H4ZZ.DE
H4ZZ.DE Risk / Return Rank: 2929
Overall Rank
H4ZZ.DE Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
H4ZZ.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
H4ZZ.DE Omega Ratio Rank: 2828
Omega Ratio Rank
H4ZZ.DE Calmar Ratio Rank: 3030
Calmar Ratio Rank
H4ZZ.DE Martin Ratio Rank: 3333
Martin Ratio Rank

LYY7.DE
LYY7.DE Risk / Return Rank: 1111
Overall Rank
LYY7.DE Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
LYY7.DE Sortino Ratio Rank: 1111
Sortino Ratio Rank
LYY7.DE Omega Ratio Rank: 1111
Omega Ratio Rank
LYY7.DE Calmar Ratio Rank: 1111
Calmar Ratio Rank
LYY7.DE Martin Ratio Rank: 1212
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.

H4ZZ.DE vs. LYY7.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HSBC Euro Stoxx 50 UCITS ETF EUR (Acc) (H4ZZ.DE) and Amundi Dax III UCITS ETF Acc (LYY7.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.


H4ZZ.DELYY7.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.84

Sortino ratioReturn per unit of downside risk

+1.22

Omega ratioGain probability vs. loss probability

1.18

1.04

+0.15

Calmar ratioReturn relative to maximum drawdown

1.43

0.18

+1.25

Martin ratioReturn relative to average drawdown

4.86

0.56

+4.30

H4ZZ.DE vs. LYY7.DE - Sharpe Ratio Comparison

The current H4ZZ.DE Sharpe Ratio is 0.98, which is higher than the LYY7.DE Sharpe Ratio of 0.14. The chart below compares the historical Sharpe Ratios of H4ZZ.DE and LYY7.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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Sharpe Ratios by Period


H4ZZ.DELYY7.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.98

0.14

+0.84

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

1.18

0.35

+0.83

Drawdowns

H4ZZ.DE vs. LYY7.DE - Drawdown Comparison

The maximum H4ZZ.DE drawdown since its inception was -16.46%, smaller than the maximum LYY7.DE drawdown of -55.24%. Use the drawdown chart below to compare losses from any high point for H4ZZ.DE and LYY7.DE.


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Drawdown Indicators


H4ZZ.DELYY7.DEDifference

Max Drawdown

Largest peak-to-trough decline

-16.46%

-55.24%

+38.78%

Max Drawdown (1Y)

Largest decline over 1 year

-10.94%

-12.31%

+1.37%

Max Drawdown (3Y)

Largest decline over 3 years

-16.46%

-15.92%

-0.54%

Max Drawdown (5Y)

Largest decline over 5 years

-26.71%

Max Drawdown (10Y)

Largest decline over 10 years

-38.74%

Current Drawdown

Current decline from peak

-0.53%

-2.28%

+1.75%

Average Drawdown

Average peak-to-trough decline

-2.68%

-11.37%

+8.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.23%

3.99%

-0.76%

Volatility

H4ZZ.DE vs. LYY7.DE - Volatility Comparison

HSBC Euro Stoxx 50 UCITS ETF EUR (Acc) (H4ZZ.DE) and Amundi Dax III UCITS ETF Acc (LYY7.DE) have volatilities of 4.93% and 5.09%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


H4ZZ.DELYY7.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.93%

5.09%

-0.16%

Volatility (6M)

Calculated over the trailing 6-month period

12.97%

12.96%

+0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

15.97%

16.09%

-0.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.85%

17.18%

-1.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.85%

18.35%

-2.50%

H4ZZ.DE vs. LYY7.DE - Expense Ratio Comparison

H4ZZ.DE has a 0.05% expense ratio, which is lower than LYY7.DE's 0.15% 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

H4ZZ.DE vs. LYY7.DE - Dividend Comparison

Neither H4ZZ.DE nor LYY7.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.91, H4ZZ.DE and LYY7.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, H4ZZ.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

H4ZZ.DE is cheaper with a 0.05% expense ratio, compared with 0.15% for LYY7.DE.

H4ZZ.DE tracks EURO STOXX 50, while LYY7.DE tracks DAX®. They also come from different issuers: HSBC and Amundi. Their fees differ too: 0.05% for H4ZZ.DE and 0.15% for LYY7.DE.

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