LSMC.DE vs. BCH-USD

Last updated Jun 13, 2026

LSMC.DE (Amundi MSCI Semiconductors ESG Screened UCITS ETF) is Semiconductors fund tracking the MSCI ACWI Semiconductors & Semiconductor Equipment ESG Filtered NET USD Index, while BCH-USD (Bitcoin Cash) is a cryptocurrency. Over the past 3 years, LSMC.DE returned 58.88%/yr vs 21.47%/yr for BCH-USD. At a 0.13 correlation, their price movements are largely independent.

Performance

LSMC.DE vs. BCH-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi MSCI Semiconductors ESG Screened UCITS ETF (LSMC.DE) and Bitcoin Cash (BCH-USD). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

LSMC.DE is traded in EUR, while BCH-USD is traded in USD. To make them comparable, the BCH-USD values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, LSMC.DE achieves a 62.48% return, which is significantly higher than BCH-USD's -65.66% return.

LSMC.DE

• 1D: 4.14%
• 1M: 7.04%
• YTD: 62.48%
• 6M: 68.29%
• 1Y: 121.02%
• 3Y*: 58.88%
• 5Y*: —
• 10Y*: —

BCH-USD

• 1D: -1.25%
• 1M: -52.77%
• YTD: -65.66%
• 6M: -64.69%
• 1Y: -52.20%
• 3Y*: 21.47%
• 5Y*: -18.16%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

LSMC.DE vs. BCH-USD - 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%
BCH-USD Bitcoin Cash	-65.66%	21.76%	81.79%	155.17%	-76.15%	-10.16%

Correlation

The correlation between LSMC.DE and BCH-USD is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.15
Correlation (3Y) Calculated over the trailing 3-year period	0.09
Correlation (All Time) Calculated using the full available price history since Dec 8, 2021	0.13

Return for Risk

LSMC.DE vs. BCH-USD — Risk / Return Rank

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

LSMC.DE

LSMC.DE Risk / Return Rank: 95
LSMC.DE Sharpe Ratio Rank: 96
LSMC.DE Sortino Ratio Rank: 93
LSMC.DE Omega Ratio Rank: 92
LSMC.DE Calmar Ratio Rank: 97
LSMC.DE Martin Ratio Rank: 96

BCH-USD

BCH-USD Risk / Return Rank: 40
BCH-USD Sharpe Ratio Rank: 44
BCH-USD Sortino Ratio Rank: 51
BCH-USD Omega Ratio Rank: 49
BCH-USD Calmar Ratio Rank: 57
BCH-USD Martin Ratio Rank: 1

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.

LSMC.DE vs. BCH-USD - 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 Bitcoin Cash (BCH-USD). 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	BCH-USD	Difference
Sharpe ratio: Return per unit of total volatility	3.84	-0.78	+4.62
Sortino ratio: Return per unit of downside risk	4.16	-1.05	+5.22
Omega ratio: Gain probability vs. loss probability	1.54	0.89	+0.65
Calmar ratio: Return relative to maximum drawdown	9.37	-0.75	+10.12
Martin ratio: Return relative to average drawdown	29.27	-2.29	+31.56

LSMC.DE vs. BCH-USD - Sharpe Ratio Comparison

The current LSMC.DE Sharpe Ratio is 3.84, which is higher than the BCH-USD Sharpe Ratio of -0.78. The chart below compares the historical Sharpe Ratios of LSMC.DE and BCH-USD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

LSMC.DE vs. BCH-USD - Drawdown Comparison

The maximum LSMC.DE drawdown since its inception was -39.64%, smaller than the maximum BCH-USD drawdown of -97.77%. Use the drawdown chart below to compare losses from any high point for LSMC.DE and BCH-USD.

Drawdown Indicators

	LSMC.DE	BCH-USD	Difference
Max Drawdown Largest peak-to-trough decline	-39.64%	-97.77%	+58.13%
Max Drawdown (1Y) Largest decline over 1 year	-12.84%	-69.72%	+56.88%
Max Drawdown (3Y) Largest decline over 3 years	-36.22%	-73.16%	+36.94%
Max Drawdown (5Y) Largest decline over 5 years	—	-86.54%	—
Current Drawdown Current decline from peak	-4.14%	-94.45%	+90.31%
Average Drawdown Average peak-to-trough decline	-11.43%	-85.62%	+74.19%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.12%	26.86%	-22.74%

Volatility

LSMC.DE vs. BCH-USD - Volatility Comparison

The current volatility for Amundi MSCI Semiconductors ESG Screened UCITS ETF (LSMC.DE) is 11.74%, while Bitcoin Cash (BCH-USD) has a volatility of 27.02%. This indicates that LSMC.DE experiences smaller price fluctuations and is considered to be less risky than BCH-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LSMC.DE	BCH-USD	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.74%	27.02%	-15.28%
Volatility (6M) Calculated over the trailing 6-month period	23.59%	49.72%	-26.13%
Volatility (1Y) Calculated over the trailing 1-year period	31.34%	55.90%	-24.56%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	32.33%	67.95%	-35.62%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	32.33%	94.11%	-61.78%

Frequently Asked Questions

Can I hold both LSMC.DE and BCH-USD in my portfolio?

LSMC.DE and BCH-USD have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.