LSMC.DE vs. LTCM.DE
LSMC.DE (Amundi MSCI Semiconductors ESG Screened UCITS ETF) and LTCM.DE (Lyxor STOXX Europe 600 Telecommunications UCITS ETF 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 LTCM.DE is a Communications Equities fund tracking the STOXX® Europe 600 Telecommunications. Both are passively managed. Over the past 10 years, LSMC.DE returned 28.49%/yr vs 4.00%/yr for LTCM.DE. At a 0.24 correlation, their price movements are largely independent. LSMC.DE charges 0.45%/yr vs 0.30%/yr for LTCM.DE.
Performance
LSMC.DE vs. LTCM.DE - Performance Comparison
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Returns By Period
In the year-to-date period, LSMC.DE achieves a 63.83% return, which is significantly higher than LTCM.DE's 26.77% return. Over the past 10 years, LSMC.DE has outperformed LTCM.DE with an annualized return of 28.49%, while LTCM.DE has yielded a comparatively lower 4.00% annualized return.
LSMC.DE
- 1D
- -3.34%
- 1M
- 16.45%
- YTD
- 63.83%
- 6M
- 64.57%
- 1Y
- 130.64%
- 3Y*
- 62.06%
- 5Y*
- 36.20%
- 10Y*
- 28.49%
LTCM.DE
- 1D
- -1.92%
- 1M
- 3.88%
- YTD
- 26.77%
- 6M
- 29.84%
- 1Y
- 24.16%
- 3Y*
- 21.21%
- 5Y*
- 10.43%
- 10Y*
- 4.00%
LSMC.DE vs. LTCM.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LSMC.DE Amundi MSCI Semiconductors ESG Screened UCITS ETF | 63.83% | 32.60% | 66.54% | 74.46% | -34.66% | 37.56% | 23.03% | 39.73% | -5.73% | 12.36% |
LTCM.DE Lyxor STOXX Europe 600 Telecommunications UCITS ETF Acc | 26.77% | 15.77% | 20.76% | 7.89% | -13.99% | 14.35% | -12.67% | 5.36% | -8.87% | 0.74% |
Correlation
The correlation between LSMC.DE and LTCM.DE is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.12 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.17 |
Correlation (All Time) Calculated using the full available price history since Oct 10, 2008 | 0.24 |
The correlation between LSMC.DE and LTCM.DE shifts across timeframes, from 0.01 (3 years) to 0.24 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
LSMC.DE vs. LTCM.DE — Risk / Return Rank
LSMC.DE
LTCM.DE
LSMC.DE vs. LTCM.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 Lyxor STOXX Europe 600 Telecommunications UCITS ETF Acc (LTCM.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.
| LSMC.DE | LTCM.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.71 | ||
| Sortino ratioReturn per unit of downside risk | +2.29 | ||
| Omega ratioGain probability vs. loss probability | 1.59 | 1.28 | +0.31 |
| Calmar ratioReturn relative to maximum drawdown | 10.37 | 3.14 | +7.23 |
| Martin ratioReturn relative to average drawdown | 32.83 | 6.46 | +26.37 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| LSMC.DE | LTCM.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.27 | 1.57 | +2.71 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.15 | 0.80 | +0.35 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.09 | 0.30 | +0.79 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.82 | 0.22 | +0.60 |
Drawdowns
LSMC.DE vs. LTCM.DE - Drawdown Comparison
The maximum LSMC.DE drawdown since its inception was -39.77%, smaller than the maximum LTCM.DE drawdown of -47.69%. Use the drawdown chart below to compare losses from any high point for LSMC.DE and LTCM.DE.
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Drawdown Indicators
| LSMC.DE | LTCM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.77% | -47.69% | +7.92% |
Max Drawdown (1Y)Largest decline over 1 year | -12.53% | -7.67% | -4.86% |
Max Drawdown (3Y)Largest decline over 3 years | -36.22% | -9.60% | -26.62% |
Max Drawdown (5Y)Largest decline over 5 years | -39.77% | -21.10% | -18.67% |
Max Drawdown (10Y)Largest decline over 10 years | -39.77% | -31.91% | -7.86% |
Current DrawdownCurrent decline from peak | -3.34% | -2.38% | -0.96% |
Average DrawdownAverage peak-to-trough decline | -9.37% | -21.45% | +12.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.96% | 3.48% | +0.48% |
Volatility
LSMC.DE vs. LTCM.DE - Volatility Comparison
Amundi MSCI Semiconductors ESG Screened UCITS ETF (LSMC.DE) has a higher volatility of 11.23% compared to Lyxor STOXX Europe 600 Telecommunications UCITS ETF Acc (LTCM.DE) at 6.12%. This indicates that LSMC.DE's price experiences larger fluctuations and is considered to be riskier than LTCM.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 | LTCM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.23% | 6.12% | +5.11% |
Volatility (6M)Calculated over the trailing 6-month period | 22.18% | 12.40% | +9.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.40% | 15.36% | +15.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.21% | 15.74% | +15.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.06% | 18.36% | +7.70% |
LSMC.DE vs. LTCM.DE - Expense Ratio Comparison
LSMC.DE has a 0.45% expense ratio, which is higher than LTCM.DE's 0.30% expense ratio.
Dividends
LSMC.DE vs. LTCM.DE - Dividend Comparison
Neither LSMC.DE nor LTCM.DE has paid dividends to shareholders.
Frequently Asked Questions
LSMC.DE and LTCM.DE have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, LTCM.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
LTCM.DE is cheaper with a 0.30% expense ratio, compared with 0.45% for LSMC.DE.
LSMC.DE is categorized as Semiconductors, while LTCM.DE is Communications Equities. LSMC.DE tracks MSCI ACWI Semiconductors & Semiconductor Equipment ESG Filtered NET USD Index, while LTCM.DE tracks STOXX® Europe 600 Telecommunications. Their fees differ too: 0.45% for LSMC.DE and 0.30% for LTCM.DE.
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