IQQC.DE vs. LYMD.DE
IQQC.DE (iShares China Large Cap UCITS ETF) and LYMD.DE (Amundi MSCI India II UCITS ETF EUR Acc) are both exchange-traded funds - IQQC.DE is a China Equities fund tracking the FTSE China 50, while LYMD.DE is a Asia Pacific Equities fund tracking the MSCI India. Both are passively managed. Over the past 10 years, IQQC.DE returned 2.69%/yr vs 6.18%/yr for LYMD.DE. A 0.52 correlation means they provide meaningful diversification when combined. IQQC.DE charges 0.74%/yr vs 0.85%/yr for LYMD.DE.
Performance
IQQC.DE vs. LYMD.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, IQQC.DE achieves a -7.00% return, which is significantly higher than LYMD.DE's -11.03% return. Over the past 10 years, IQQC.DE has underperformed LYMD.DE with an annualized return of 2.69%, while LYMD.DE has yielded a comparatively higher 6.18% annualized return.
IQQC.DE
- 1D
- -0.30%
- 1M
- -3.70%
- YTD
- -7.00%
- 6M
- -9.66%
- 1Y
- -2.21%
- 3Y*
- 8.94%
- 5Y*
- -2.24%
- 10Y*
- 2.69%
LYMD.DE
- 1D
- 0.99%
- 1M
- -3.80%
- YTD
- -11.03%
- 6M
- -12.28%
- 1Y
- -15.14%
- 3Y*
- 1.77%
- 5Y*
- 3.60%
- 10Y*
- 6.18%
IQQC.DE vs. LYMD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IQQC.DE iShares China Large Cap UCITS ETF | -7.00% | 14.32% | 39.12% | -16.33% | -13.36% | -15.34% | -1.10% | 18.05% | -9.09% | 18.68% |
LYMD.DE Amundi MSCI India II UCITS ETF EUR Acc | -11.03% | -10.62% | 15.81% | 14.99% | -2.96% | 34.12% | 2.23% | 9.49% | -5.04% | 20.43% |
Correlation
The correlation between IQQC.DE and LYMD.DE is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.30 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.23 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since Feb 1, 2007 | 0.52 |
Over the past year, the correlation between IQQC.DE and LYMD.DE has dropped to 0.30 - well below their long-term average of 0.52, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
IQQC.DE vs. LYMD.DE — Risk / Return Rank
IQQC.DE
LYMD.DE
IQQC.DE vs. LYMD.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares China Large Cap UCITS ETF (IQQC.DE) and Amundi MSCI India II UCITS ETF EUR Acc (LYMD.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.
| IQQC.DE | LYMD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.82 | ||
| Sortino ratioReturn per unit of downside risk | +1.26 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 0.86 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | -0.11 | -0.71 | +0.60 |
| Martin ratioReturn relative to average drawdown | -0.23 | -1.49 | +1.26 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| IQQC.DE | LYMD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.09 | -0.91 | +0.82 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.08 | 0.22 | -0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.11 | 0.31 | -0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.17 | 0.17 | 0.00 |
Drawdowns
IQQC.DE vs. LYMD.DE - Drawdown Comparison
The maximum IQQC.DE drawdown since its inception was -67.50%, roughly equal to the maximum LYMD.DE drawdown of -68.71%. Use the drawdown chart below to compare losses from any high point for IQQC.DE and LYMD.DE.
Loading charts...
Drawdown Indicators
| IQQC.DE | LYMD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.50% | -68.71% | +1.21% |
Max Drawdown (1Y)Largest decline over 1 year | -15.24% | -20.60% | +5.36% |
Max Drawdown (3Y)Largest decline over 3 years | -27.71% | -29.55% | +1.84% |
Max Drawdown (5Y)Largest decline over 5 years | -47.35% | -29.55% | -17.80% |
Max Drawdown (10Y)Largest decline over 10 years | -53.92% | -41.38% | -12.54% |
Current DrawdownCurrent decline from peak | -24.02% | -26.17% | +2.15% |
Average DrawdownAverage peak-to-trough decline | -28.16% | -18.32% | -9.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.16% | 9.84% | -2.68% |
Volatility
IQQC.DE vs. LYMD.DE - Volatility Comparison
iShares China Large Cap UCITS ETF (IQQC.DE) has a higher volatility of 6.75% compared to Amundi MSCI India II UCITS ETF EUR Acc (LYMD.DE) at 5.64%. This indicates that IQQC.DE's price experiences larger fluctuations and is considered to be riskier than LYMD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| IQQC.DE | LYMD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.75% | 5.64% | +1.11% |
Volatility (6M)Calculated over the trailing 6-month period | 12.55% | 13.24% | -0.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.72% | 16.06% | +1.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.20% | 16.15% | +12.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.07% | 20.15% | +4.92% |
IQQC.DE vs. LYMD.DE - Expense Ratio Comparison
IQQC.DE has a 0.74% expense ratio, which is lower than LYMD.DE's 0.85% expense ratio.
Dividends
IQQC.DE vs. LYMD.DE - Dividend Comparison
IQQC.DE's dividend yield for the trailing twelve months is around 1.92%, while LYMD.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IQQC.DE iShares China Large Cap UCITS ETF | 1.92% | 1.78% | 2.26% | 2.52% | 2.51% | 1.85% | 2.51% | 2.45% | 3.03% | 2.38% | 2.33% | 2.63% |
LYMD.DE Amundi MSCI India II UCITS ETF EUR Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IQQC.DE and LYMD.DE have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IQQC.DE is cheaper at 0.74% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IQQC.DE is cheaper with a 0.74% expense ratio, compared with 0.85% for LYMD.DE.
IQQC.DE is categorized as China Equities, while LYMD.DE is Asia Pacific Equities. IQQC.DE tracks FTSE China 50, while LYMD.DE tracks MSCI India. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.74% for IQQC.DE and 0.85% for LYMD.DE.
Find the right allocation for IQQC.DE and LYMD.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer