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LMVF.DE vs. B41J.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LMVF.DE vs. B41J.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi MSCI EMU UCITS ETF Dist (LMVF.DE) and Global X European Infrastructure Development UCITS ETF EUR Accumulating (B41J.DE). The values are adjusted to include any dividend payments, if applicable.

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LMVF.DE vs. B41J.DE - Yearly Performance Comparison


Returns By Period

In the year-to-date period, LMVF.DE achieves a 0.32% return, which is significantly lower than B41J.DE's 8.74% return.


LMVF.DE

1D
2.84%
1M
-3.64%
YTD
0.32%
6M
4.65%
1Y
14.70%
3Y*
13.32%
5Y*
9.95%
10Y*

B41J.DE

1D
3.21%
1M
-2.44%
YTD
8.74%
6M
9.91%
1Y
20.52%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LMVF.DE vs. B41J.DE - Expense Ratio Comparison

LMVF.DE has a 0.12% expense ratio, which is lower than B41J.DE's 0.47% expense ratio.


Return for Risk

LMVF.DE vs. B41J.DE — Risk / Return Rank

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

LMVF.DE
LMVF.DE Risk / Return Rank: 4545
Overall Rank
LMVF.DE Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
LMVF.DE Sortino Ratio Rank: 4242
Sortino Ratio Rank
LMVF.DE Omega Ratio Rank: 4343
Omega Ratio Rank
LMVF.DE Calmar Ratio Rank: 4848
Calmar Ratio Rank
LMVF.DE Martin Ratio Rank: 4747
Martin Ratio Rank

B41J.DE
B41J.DE Risk / Return Rank: 6262
Overall Rank
B41J.DE Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
B41J.DE Sortino Ratio Rank: 6060
Sortino Ratio Rank
B41J.DE Omega Ratio Rank: 6060
Omega Ratio Rank
B41J.DE Calmar Ratio Rank: 7070
Calmar Ratio Rank
B41J.DE Martin Ratio Rank: 5858
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.

LMVF.DE vs. B41J.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI EMU UCITS ETF Dist (LMVF.DE) and Global X European Infrastructure Development UCITS ETF EUR Accumulating (B41J.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.


LMVF.DEB41J.DEDifference

Sharpe ratio

Return per unit of total volatility

0.91

1.18

-0.27

Sortino ratio

Return per unit of downside risk

1.28

1.64

-0.36

Omega ratio

Gain probability vs. loss probability

1.18

1.24

-0.05

Calmar ratio

Return relative to maximum drawdown

1.45

2.12

-0.67

Martin ratio

Return relative to average drawdown

5.27

6.58

-1.30

LMVF.DE vs. B41J.DE - Sharpe Ratio Comparison

The current LMVF.DE Sharpe Ratio is 0.91, which is comparable to the B41J.DE Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of LMVF.DE and B41J.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


LMVF.DEB41J.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.91

1.18

-0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

1.34

-0.89

Correlation

The correlation between LMVF.DE and B41J.DE is 0.68, 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.


Dividends

LMVF.DE vs. B41J.DE - Dividend Comparison

LMVF.DE's dividend yield for the trailing twelve months is around 3.24%, while B41J.DE has not paid dividends to shareholders.


TTM202520242023202220212020201920182017
LMVF.DE
Amundi MSCI EMU UCITS ETF Dist
3.24%3.25%2.84%2.59%3.36%2.11%1.99%3.12%3.68%0.35%
B41J.DE
Global X European Infrastructure Development UCITS ETF EUR Accumulating
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

LMVF.DE vs. B41J.DE - Drawdown Comparison

The maximum LMVF.DE drawdown since its inception was -38.51%, which is greater than B41J.DE's maximum drawdown of -12.00%. Use the drawdown chart below to compare losses from any high point for LMVF.DE and B41J.DE.


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Drawdown Indicators


LMVF.DEB41J.DEDifference

Max Drawdown

Largest peak-to-trough decline

-38.51%

-12.00%

-26.51%

Max Drawdown (1Y)

Largest decline over 1 year

-12.06%

-9.88%

-2.18%

Max Drawdown (5Y)

Largest decline over 5 years

-24.53%

Current Drawdown

Current decline from peak

-6.09%

-3.23%

-2.86%

Average Drawdown

Average peak-to-trough decline

-5.78%

-2.36%

-3.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.84%

3.18%

-0.34%

Volatility

LMVF.DE vs. B41J.DE - Volatility Comparison

The current volatility for Amundi MSCI EMU UCITS ETF Dist (LMVF.DE) is 6.48%, while Global X European Infrastructure Development UCITS ETF EUR Accumulating (B41J.DE) has a volatility of 6.85%. This indicates that LMVF.DE experiences smaller price fluctuations and is considered to be less risky than B41J.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LMVF.DEB41J.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.48%

6.85%

-0.37%

Volatility (6M)

Calculated over the trailing 6-month period

10.33%

11.63%

-1.30%

Volatility (1Y)

Calculated over the trailing 1-year period

16.18%

17.37%

-1.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.95%

15.86%

+0.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.61%

15.86%

+1.75%