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

Performance

IQQQ.DE vs. LYM8.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Global Water UCITS ETF (IQQQ.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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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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
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

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

IQQQ.DE
IQQQ.DE Risk / Return Rank: 1111
Overall Rank
IQQQ.DE Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
IQQQ.DE Sortino Ratio Rank: 1010
Sortino Ratio Rank
IQQQ.DE Omega Ratio Rank: 1010
Omega Ratio Rank
IQQQ.DE Calmar Ratio Rank: 1111
Calmar Ratio Rank
IQQQ.DE Martin Ratio Rank: 1212
Martin Ratio Rank

LYM8.DE
LYM8.DE Risk / Return Rank: 77
Overall Rank
LYM8.DE Sharpe Ratio Rank: 77
Sharpe Ratio Rank
LYM8.DE Sortino Ratio Rank: 77
Sortino Ratio Rank
LYM8.DE Omega Ratio Rank: 77
Omega Ratio Rank
LYM8.DE Calmar Ratio Rank: 77
Calmar Ratio Rank
LYM8.DE Martin Ratio Rank: 77
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.

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.DELYM8.DEDifference
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

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

The current IQQQ.DE Sharpe Ratio is 0.15, which is higher than the LYM8.DE Sharpe Ratio of -0.19. The chart below compares the historical Sharpe Ratios of IQQQ.DE and LYM8.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


IQQQ.DELYM8.DEDifference

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.DELYM8.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-7.97%

-9.06%

+1.09%

Average Drawdown

Average peak-to-trough decline

-7.76%

-6.49%

-1.27%

Ulcer Index

Depth 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.DELYM8.DEDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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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