IQQQ.DE vs. LYM8.DE
IQQQ.DE (iShares Global Water UCITS ETF) and LYM8.DE (Amundi MSCI Water ESG Screened UCITS ETF Dist) are both Water Equities funds - IQQQ.DE tracks the S&P Global Water while LYM8.DE tracks the MSCI ACWI IMI Water ESG Filtered. Both are passively managed. Over the past 5 years, IQQQ.DE returned 5.32%/yr vs 5.71%/yr for LYM8.DE. Their correlation of 0.94 suggests significant overlap in exposure. IQQQ.DE charges 0.65%/yr vs 0.60%/yr for LYM8.DE.
Performance
IQQQ.DE vs. LYM8.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IQQQ.DE achieves a -0.71% return, which is significantly lower than LYM8.DE's -0.12% return.
IQQQ.DE
- 1D
- -0.44%
- 1M
- -3.72%
- YTD
- -0.71%
- 6M
- -1.42%
- 1Y
- 1.94%
- 3Y*
- 6.09%
- 5Y*
- 5.32%
- 10Y*
- 9.10%
LYM8.DE
- 1D
- -0.07%
- 1M
- -3.26%
- YTD
- -0.12%
- 6M
- -1.37%
- 1Y
- -1.94%
- 3Y*
- 6.96%
- 5Y*
- 5.71%
- 10Y*
- —
IQQQ.DE vs. LYM8.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IQQQ.DE iShares Global Water UCITS ETF | -0.71% | 5.27% | 10.22% | 9.85% | -16.58% | 42.81% | 4.77% | 38.59% | -6.82% | 3.49% |
LYM8.DE Amundi MSCI Water ESG Screened UCITS ETF Dist | -0.12% | 2.13% | 11.49% | 18.92% | -17.25% | 35.01% | 6.62% | 40.53% | -13.88% | 2.80% |
Correlation
The correlation between IQQQ.DE and LYM8.DE is 0.86, 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 | 0.86 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.90 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Jun 23, 2017 | 0.94 |
The correlation between IQQQ.DE and LYM8.DE has been stable across timeframes, ranging from 0.86 to 0.94 - a consistent structural relationship.
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Return for Risk
IQQQ.DE vs. LYM8.DE — Risk / Return Rank
IQQQ.DE
LYM8.DE
IQQQ.DE vs. LYM8.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Global Water UCITS ETF (IQQQ.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.
| IQQQ.DE | LYM8.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.34 | ||
| Sortino ratioReturn per unit of downside risk | +0.47 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 0.98 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 0.19 | -0.23 | +0.42 |
| Martin ratioReturn relative to average drawdown | 0.49 | -0.54 | +1.03 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IQQQ.DE | LYM8.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.15 | -0.19 | +0.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.36 | 0.39 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.50 | 0.00 |
Drawdowns
IQQQ.DE vs. LYM8.DE - Drawdown Comparison
The maximum IQQQ.DE drawdown since its inception was -48.04%, which is greater than LYM8.DE's maximum drawdown of -36.55%. Use the drawdown chart below to compare losses from any high point for IQQQ.DE and LYM8.DE.
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Drawdown Indicators
| IQQQ.DE | LYM8.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.04% | -36.55% | -11.49% |
Max Drawdown (1Y)Largest decline over 1 year | -8.94% | -10.22% | +1.28% |
Max Drawdown (3Y)Largest decline over 3 years | -17.50% | -16.93% | -0.57% |
Max Drawdown (5Y)Largest decline over 5 years | -24.39% | -24.56% | +0.17% |
Max Drawdown (10Y)Largest decline over 10 years | -34.50% | — | — |
Current DrawdownCurrent decline from peak | -7.97% | -9.06% | +1.09% |
Average DrawdownAverage peak-to-trough decline | -7.76% | -6.49% | -1.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.51% | 4.34% | -0.83% |
Volatility
IQQQ.DE vs. LYM8.DE - Volatility Comparison
iShares Global Water UCITS ETF (IQQQ.DE) and Amundi MSCI Water ESG Screened UCITS ETF Dist (LYM8.DE) have volatilities of 3.43% and 3.59%, 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
| IQQQ.DE | LYM8.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.43% | 3.59% | -0.16% |
Volatility (6M)Calculated over the trailing 6-month period | 8.83% | 9.33% | -0.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.67% | 12.03% | -0.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.47% | 14.43% | +0.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.19% | 16.06% | -0.87% |
IQQQ.DE vs. LYM8.DE - Expense Ratio Comparison
IQQQ.DE has a 0.65% expense ratio, which is higher than LYM8.DE's 0.60% expense ratio.
Dividends
IQQQ.DE vs. LYM8.DE - Dividend Comparison
IQQQ.DE's dividend yield for the trailing twelve months is around 1.65%, more than LYM8.DE's 1.08% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IQQQ.DE iShares Global Water UCITS ETF | 1.65% | 1.56% | 1.12% | 1.31% | 1.17% | 1.88% | 1.16% | 1.55% | 2.08% | 1.76% | 1.85% | 1.79% |
LYM8.DE Amundi MSCI Water ESG Screened UCITS ETF Dist | 1.08% | 1.08% | 0.77% | 0.85% | 0.43% | 0.62% | 1.22% | 1.49% | 2.09% | 1.61% | 0.00% | 0.00% |
Frequently Asked Questions
IQQQ.DE and LYM8.DE have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, LYM8.DE is cheaper at 0.60% per year. The better choice depends on whether you care most about return, fees, risk, or income.
LYM8.DE is cheaper with a 0.60% expense ratio, compared with 0.65% for IQQQ.DE.
IQQQ.DE tracks S&P Global Water, while LYM8.DE tracks MSCI ACWI IMI Water ESG Filtered. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.65% for IQQQ.DE and 0.60% for LYM8.DE.
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