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LSMC.DE vs. IWFM.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between LSMC.DE and IWFM.L is 0.60, 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.


-0.50.00.51.00.6

Performance

LSMC.DE vs. IWFM.L - 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 iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) (IWFM.L). The values are adjusted to include any dividend payments, if applicable.

-15.00%-10.00%-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
3.36%
11.16%
LSMC.DE
IWFM.L

Key characteristics

Sharpe Ratio

LSMC.DE:

1.05

IWFM.L:

1.77

Sortino Ratio

LSMC.DE:

1.47

IWFM.L:

2.35

Omega Ratio

LSMC.DE:

1.21

IWFM.L:

1.34

Calmar Ratio

LSMC.DE:

1.46

IWFM.L:

2.18

Martin Ratio

LSMC.DE:

3.98

IWFM.L:

8.18

Ulcer Index

LSMC.DE:

9.30%

IWFM.L:

3.41%

Daily Std Dev

LSMC.DE:

35.23%

IWFM.L:

15.85%

Max Drawdown

LSMC.DE:

-39.77%

IWFM.L:

-22.58%

Current Drawdown

LSMC.DE:

-5.81%

IWFM.L:

-0.27%

Returns By Period

In the year-to-date period, LSMC.DE achieves a 2.11% return, which is significantly lower than IWFM.L's 7.47% return. Over the past 10 years, LSMC.DE has outperformed IWFM.L with an annualized return of 17.83%, while IWFM.L has yielded a comparatively lower 15.38% annualized return.


LSMC.DE

YTD

2.11%

1M

-2.79%

6M

10.81%

1Y

39.95%

5Y*

26.99%

10Y*

17.83%

IWFM.L

YTD

7.47%

1M

2.58%

6M

15.47%

1Y

25.40%

5Y*

12.68%

10Y*

15.38%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


LSMC.DE vs. IWFM.L - Expense Ratio Comparison

LSMC.DE has a 0.45% expense ratio, which is higher than IWFM.L's 0.30% expense ratio.


LSMC.DE
Amundi MSCI Semiconductors ESG Screened UCITS ETF
Expense ratio chart for LSMC.DE: current value at 0.45% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.45%
Expense ratio chart for IWFM.L: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%

Risk-Adjusted Performance

LSMC.DE vs. IWFM.L — Risk-Adjusted Performance Rank

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

LSMC.DE
The Risk-Adjusted Performance Rank of LSMC.DE is 4141
Overall Rank
The Sharpe Ratio Rank of LSMC.DE is 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of LSMC.DE is 3636
Sortino Ratio Rank
The Omega Ratio Rank of LSMC.DE is 4242
Omega Ratio Rank
The Calmar Ratio Rank of LSMC.DE is 5151
Calmar Ratio Rank
The Martin Ratio Rank of LSMC.DE is 3939
Martin Ratio Rank

IWFM.L
The Risk-Adjusted Performance Rank of IWFM.L is 6969
Overall Rank
The Sharpe Ratio Rank of IWFM.L is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of IWFM.L is 6767
Sortino Ratio Rank
The Omega Ratio Rank of IWFM.L is 7575
Omega Ratio Rank
The Calmar Ratio Rank of IWFM.L is 6666
Calmar Ratio Rank
The Martin Ratio Rank of IWFM.L is 6666
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

LSMC.DE vs. IWFM.L - Risk-Adjusted Performance 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 World Momentum Factor UCITS ETF (Acc) (IWFM.L). 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.


Sharpe ratio
The chart of Sharpe ratio for LSMC.DE, currently valued at 0.85, compared to the broader market0.002.004.000.851.47
The chart of Sortino ratio for LSMC.DE, currently valued at 1.25, compared to the broader market0.005.0010.001.251.98
The chart of Omega ratio for LSMC.DE, currently valued at 1.18, compared to the broader market0.501.001.502.002.503.001.181.28
The chart of Calmar ratio for LSMC.DE, currently valued at 1.22, compared to the broader market0.005.0010.0015.0020.001.221.77
The chart of Martin ratio for LSMC.DE, currently valued at 3.09, compared to the broader market0.0020.0040.0060.0080.00100.00120.003.097.20
LSMC.DE
IWFM.L

The current LSMC.DE Sharpe Ratio is 1.05, which is lower than the IWFM.L Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of LSMC.DE and IWFM.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
0.85
1.47
LSMC.DE
IWFM.L

Dividends

LSMC.DE vs. IWFM.L - Dividend Comparison

Neither LSMC.DE nor IWFM.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

LSMC.DE vs. IWFM.L - Drawdown Comparison

The maximum LSMC.DE drawdown since its inception was -39.77%, which is greater than IWFM.L's maximum drawdown of -22.58%. Use the drawdown chart below to compare losses from any high point for LSMC.DE and IWFM.L. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-6.72%
-0.37%
LSMC.DE
IWFM.L

Volatility

LSMC.DE vs. IWFM.L - Volatility Comparison

Amundi MSCI Semiconductors ESG Screened UCITS ETF (LSMC.DE) has a higher volatility of 15.61% compared to iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) (IWFM.L) at 4.10%. This indicates that LSMC.DE's price experiences larger fluctuations and is considered to be riskier than IWFM.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February
15.61%
4.10%
LSMC.DE
IWFM.L
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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