LSMC.DE vs. 5MVL.DE
LSMC.DE (Amundi MSCI Semiconductors ESG Screened UCITS ETF) and 5MVL.DE (iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)) are both exchange-traded funds - LSMC.DE is a Semiconductors fund tracking the MSCI ACWI Semiconductors & Semiconductor Equipment ESG Filtered NET USD Index, while 5MVL.DE is a Emerging Markets Equities fund tracking the MSCI Emerging Markets Select Value Factor Focus. Both are passively managed. Over the past 3 years, LSMC.DE returned 58.88%/yr vs 32.41%/yr for 5MVL.DE. A 0.57 correlation means they provide meaningful diversification when combined. LSMC.DE charges 0.45%/yr vs 0.40%/yr for 5MVL.DE.
Performance
LSMC.DE vs. 5MVL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, LSMC.DE achieves a 62.48% return, which is significantly higher than 5MVL.DE's 43.44% return.
LSMC.DE
- 1D
- 4.14%
- 1M
- 7.04%
- YTD
- 62.48%
- 6M
- 68.29%
- 1Y
- 121.02%
- 3Y*
- 58.88%
- 5Y*
- —
- 10Y*
- —
5MVL.DE
- 1D
- 3.39%
- 1M
- 4.58%
- YTD
- 43.44%
- 6M
- 48.91%
- 1Y
- 74.54%
- 3Y*
- 32.41%
- 5Y*
- 16.95%
- 10Y*
- —
LSMC.DE vs. 5MVL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
LSMC.DE Amundi MSCI Semiconductors ESG Screened UCITS ETF | 62.48% | 32.60% | 66.51% | 74.52% | -34.67% | -0.88% |
5MVL.DE iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) | 43.44% | 27.25% | 21.00% | 14.59% | -10.56% | -1.13% |
Correlation
The correlation between LSMC.DE and 5MVL.DE is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.71 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.57 |
Correlation (All Time) Calculated using the full available price history since Dec 8, 2021 | 0.57 |
The correlation between LSMC.DE and 5MVL.DE shifts across timeframes, from 0.57 (all time) to 0.71 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
LSMC.DE vs. 5MVL.DE — Risk / Return Rank
LSMC.DE
5MVL.DE
LSMC.DE vs. 5MVL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI Semiconductors ESG Screened UCITS ETF (LSMC.DE) and iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (5MVL.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| LSMC.DE | 5MVL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.14 | ||
| Sortino ratioReturn per unit of downside risk | -0.32 | ||
| Omega ratioGain probability vs. loss probability | 1.54 | 1.63 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 9.37 | 7.62 | +1.75 |
| Martin ratioReturn relative to average drawdown | 29.27 | 23.86 | +5.41 |
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Drawdowns
LSMC.DE vs. 5MVL.DE - Drawdown Comparison
The maximum LSMC.DE drawdown since its inception was -39.64%, which is greater than 5MVL.DE's maximum drawdown of -32.22%. Use the drawdown chart below to compare losses from any high point for LSMC.DE and 5MVL.DE.
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Drawdown Indicators
| LSMC.DE | 5MVL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.64% | -32.22% | -7.42% |
Max Drawdown (1Y)Largest decline over 1 year | -12.84% | -9.73% | -3.11% |
Max Drawdown (3Y)Largest decline over 3 years | -36.22% | -19.14% | -17.08% |
Max Drawdown (5Y)Largest decline over 5 years | — | -20.60% | — |
Current DrawdownCurrent decline from peak | -4.14% | -5.46% | +1.32% |
Average DrawdownAverage peak-to-trough decline | -11.43% | -6.63% | -4.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.12% | 3.11% | +1.01% |
Volatility
LSMC.DE vs. 5MVL.DE - Volatility Comparison
Amundi MSCI Semiconductors ESG Screened UCITS ETF (LSMC.DE) has a higher volatility of 11.74% compared to iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (5MVL.DE) at 9.05%. This indicates that LSMC.DE's price experiences larger fluctuations and is considered to be riskier than 5MVL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LSMC.DE | 5MVL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.74% | 9.05% | +2.69% |
Volatility (6M)Calculated over the trailing 6-month period | 23.59% | 16.96% | +6.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.34% | 20.07% | +11.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.33% | 17.00% | +15.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.33% | 19.34% | +12.99% |
LSMC.DE vs. 5MVL.DE - Expense Ratio Comparison
LSMC.DE has a 0.45% expense ratio, which is higher than 5MVL.DE's 0.40% expense ratio.
Dividends
LSMC.DE vs. 5MVL.DE - Dividend Comparison
Neither LSMC.DE nor 5MVL.DE has paid dividends to shareholders.
Frequently Asked Questions
LSMC.DE and 5MVL.DE have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, 5MVL.DE is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.
5MVL.DE is cheaper with a 0.40% expense ratio, compared with 0.45% for LSMC.DE.
LSMC.DE is categorized as Semiconductors, while 5MVL.DE is Emerging Markets Equities. LSMC.DE tracks MSCI ACWI Semiconductors & Semiconductor Equipment ESG Filtered NET USD Index, while 5MVL.DE tracks MSCI Emerging Markets Select Value Factor Focus. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.45% for LSMC.DE and 0.40% for 5MVL.DE.
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