LHKG.DE vs. MJMT.DE
Compare and contrast key facts about Lyxor MSCI China ESG Leaders Extra UCITS ETF Dist (LHKG.DE) and Amundi MSCI Europe Momentum Factor UCITS ETF EUR (MJMT.DE).
LHKG.DE and MJMT.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. LHKG.DE is a passively managed fund by Amundi that tracks the performance of the MSCI China Select ESG Rating and Trend Leaders. It was launched on Jul 11, 2023. MJMT.DE is a passively managed fund by Amundi that tracks the performance of the MSCI Europe Momentum. It was launched on Mar 22, 2018. Both LHKG.DE and MJMT.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LHKG.DE or MJMT.DE.
Key characteristics
| LHKG.DE | MJMT.DE | |
|---|---|---|
| YTD Return | 16.46% | 18.61% |
| 1Y Return | 7.27% | 25.45% |
| 3Y Return (Ann) | -6.50% | 3.83% |
| 5Y Return (Ann) | -4.64% | 9.66% |
| Sharpe Ratio | 0.34 | 1.91 |
| Sortino Ratio | 0.72 | 2.53 |
| Omega Ratio | 1.08 | 1.34 |
| Calmar Ratio | 0.20 | 2.49 |
| Martin Ratio | 0.88 | 11.20 |
| Ulcer Index | 10.31% | 2.16% |
| Daily Std Dev | 26.99% | 12.62% |
| Max Drawdown | -58.71% | -31.35% |
| Current Drawdown | -28.71% | -2.17% |
Correlation
The correlation between LHKG.DE and MJMT.DE is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
LHKG.DE vs. MJMT.DE - Performance Comparison
In the year-to-date period, LHKG.DE achieves a 16.46% return, which is significantly lower than MJMT.DE's 18.61% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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LHKG.DE vs. MJMT.DE - Expense Ratio Comparison
LHKG.DE has a 0.65% expense ratio, which is higher than MJMT.DE's 0.23% expense ratio.
Risk-Adjusted Performance
LHKG.DE vs. MJMT.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyxor MSCI China ESG Leaders Extra UCITS ETF Dist (LHKG.DE) and Amundi MSCI Europe Momentum Factor UCITS ETF EUR (MJMT.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.
Dividends
LHKG.DE vs. MJMT.DE - Dividend Comparison
LHKG.DE's dividend yield for the trailing twelve months is around 0.14%, while MJMT.DE has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LHKG.DE Lyxor MSCI China ESG Leaders Extra UCITS ETF Dist | 0.14% | 0.17% | 3.78% | 1.35% | 2.46% | 2.58% | 3.04% | 2.30% | 3.38% | 3.88% | 3.19% | 3.42% |
MJMT.DE Amundi MSCI Europe Momentum Factor UCITS ETF EUR | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
LHKG.DE vs. MJMT.DE - Drawdown Comparison
The maximum LHKG.DE drawdown since its inception was -58.71%, which is greater than MJMT.DE's maximum drawdown of -31.35%. Use the drawdown chart below to compare losses from any high point for LHKG.DE and MJMT.DE. For additional features, visit the drawdowns tool.
Volatility
LHKG.DE vs. MJMT.DE - Volatility Comparison
Lyxor MSCI China ESG Leaders Extra UCITS ETF Dist (LHKG.DE) has a higher volatility of 11.08% compared to Amundi MSCI Europe Momentum Factor UCITS ETF EUR (MJMT.DE) at 5.06%. This indicates that LHKG.DE's price experiences larger fluctuations and is considered to be riskier than MJMT.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.