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IEFV.L vs. LSMC.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IEFV.L vs. LSMC.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Edge MSCI Europe Value Factor UCITS ETF (IEFV.L) 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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Different Trading Currencies

IEFV.L is traded in GBp, while LSMC.DE is traded in EUR. To make them comparable, the LSMC.DE values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, IEFV.L achieves a 13.29% return, which is significantly lower than LSMC.DE's 60.73% return.


IEFV.L

1D
2.32%
1M
3.09%
YTD
13.29%
6M
14.84%
1Y
34.42%
3Y*
21.49%
5Y*
14.55%
10Y*
12.53%

LSMC.DE

1D
4.12%
1M
6.63%
YTD
60.73%
6M
65.39%
1Y
124.26%
3Y*
59.31%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IEFV.L vs. LSMC.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
IEFV.L
iShares Edge MSCI Europe Value Factor UCITS ETF
13.29%42.20%5.40%11.41%1.47%0.77%
LSMC.DE
Amundi MSCI Semiconductors ESG Screened UCITS ETF
60.73%39.50%59.25%71.04%-31.09%-3.23%

Correlation

The correlation between IEFV.L and LSMC.DE is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.39

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

0.33

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

0.40

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Return for Risk

IEFV.L vs. LSMC.DE — Risk / Return Rank

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

IEFV.L
IEFV.L Risk / Return Rank: 8181
Overall Rank
IEFV.L Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
IEFV.L Sortino Ratio Rank: 8787
Sortino Ratio Rank
IEFV.L Omega Ratio Rank: 8686
Omega Ratio Rank
IEFV.L Calmar Ratio Rank: 7272
Calmar Ratio Rank
IEFV.L Martin Ratio Rank: 7272
Martin Ratio Rank

LSMC.DE
LSMC.DE Risk / Return Rank: 9595
Overall Rank
LSMC.DE Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
LSMC.DE Sortino Ratio Rank: 9393
Sortino Ratio Rank
LSMC.DE Omega Ratio Rank: 9292
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.

IEFV.L vs. LSMC.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI Europe Value Factor UCITS ETF (IEFV.L) 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.


IEFV.LLSMC.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.50

Sortino ratioReturn per unit of downside risk

-0.87

Omega ratioGain probability vs. loss probability

1.46

1.56

-0.10

Calmar ratioReturn relative to maximum drawdown

3.24

9.71

-6.47

Martin ratioReturn relative to average drawdown

11.85

29.97

-18.12

IEFV.L vs. LSMC.DE - Sharpe Ratio Comparison

The current IEFV.L Sharpe Ratio is 2.52, which is lower than the LSMC.DE Sharpe Ratio of 4.02. The chart below compares the historical Sharpe Ratios of IEFV.L 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

IEFV.L vs. LSMC.DE - Drawdown Comparison

The maximum IEFV.L drawdown since its inception was -34.64%, smaller than the maximum LSMC.DE drawdown of -38.85%. Use the drawdown chart below to compare losses from any high point for IEFV.L and LSMC.DE.


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Drawdown Indicators


IEFV.LLSMC.DEDifference

Max Drawdown

Largest peak-to-trough decline

-34.64%

-38.85%

+4.21%

Max Drawdown (1Y)

Largest decline over 1 year

-10.57%

-12.73%

+2.16%

Max Drawdown (3Y)

Largest decline over 3 years

-15.02%

-35.82%

+20.80%

Max Drawdown (5Y)

Largest decline over 5 years

-16.16%

Max Drawdown (10Y)

Largest decline over 10 years

-34.64%

Current Drawdown

Current decline from peak

-0.39%

-4.30%

+3.91%

Average Drawdown

Average peak-to-trough decline

-6.20%

-11.47%

+5.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.90%

4.13%

-1.23%

Volatility

IEFV.L vs. LSMC.DE - Volatility Comparison

The current volatility for iShares Edge MSCI Europe Value Factor UCITS ETF (IEFV.L) is 4.41%, while Amundi MSCI Semiconductors ESG Screened UCITS ETF (LSMC.DE) has a volatility of 11.83%. This indicates that IEFV.L 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


IEFV.LLSMC.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.41%

11.83%

-7.42%

Volatility (6M)

Calculated over the trailing 6-month period

11.07%

23.18%

-12.11%

Volatility (1Y)

Calculated over the trailing 1-year period

13.57%

30.72%

-17.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.11%

31.89%

-14.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.63%

31.89%

-14.26%

IEFV.L vs. LSMC.DE - Expense Ratio Comparison

IEFV.L has a 0.25% expense ratio, which is lower than LSMC.DE's 0.45% expense ratio.


Dividends

IEFV.L vs. LSMC.DE - Dividend Comparison

Neither IEFV.L nor LSMC.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


IEFV.L and LSMC.DE have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IEFV.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IEFV.L is cheaper with a 0.25% expense ratio, compared with 0.45% for LSMC.DE.

IEFV.L is categorized as Europe Equities, while LSMC.DE is Semiconductors. IEFV.L tracks MSCI Europe Value NR EUR, while LSMC.DE tracks MSCI ACWI Semiconductors & Semiconductor Equipment ESG Filtered NET USD Index. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.25% for IEFV.L and 0.45% for LSMC.DE.

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