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LSMC.DE vs. VWCE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LSMC.DE vs. VWCE.DE - 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 Vanguard FTSE All-World UCITS ETF (VWCE.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LSMC.DE achieves a 60.30% return, which is significantly higher than VWCE.DE's 11.26% return.


LSMC.DE

1D
1.14%
1M
7.77%
YTD
60.30%
6M
57.83%
1Y
123.73%
3Y*
60.34%
5Y*
10Y*

VWCE.DE

1D
0.15%
1M
2.31%
YTD
11.26%
6M
11.96%
1Y
24.29%
3Y*
17.30%
5Y*
11.93%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LSMC.DE vs. VWCE.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
LSMC.DE
Amundi MSCI Semiconductors ESG Screened UCITS ETF
60.30%32.60%66.51%74.52%-34.67%-0.88%
VWCE.DE
Vanguard FTSE All-World UCITS ETF
11.26%9.16%24.41%18.18%-13.47%0.75%

Correlation

The correlation between LSMC.DE and VWCE.DE is 0.76, 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

0.76

Correlation (3Y)
Calculated over the trailing 3-year period

0.73

Correlation (All Time)
Calculated using the full available price history since Dec 8, 2021

0.76

The correlation between LSMC.DE and VWCE.DE has been stable across timeframes, ranging from 0.73 to 0.76 - a consistent structural relationship.

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Return for Risk

LSMC.DE vs. VWCE.DE — 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: 9595
Overall Rank
LSMC.DE Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
LSMC.DE Sortino Ratio Rank: 9393
Sortino Ratio Rank
LSMC.DE Omega Ratio Rank: 9191
Omega Ratio Rank
LSMC.DE Calmar Ratio Rank: 9797
Calmar Ratio Rank
LSMC.DE Martin Ratio Rank: 9696
Martin Ratio Rank

VWCE.DE
VWCE.DE Risk / Return Rank: 7777
Overall Rank
VWCE.DE Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
VWCE.DE Sortino Ratio Rank: 7474
Sortino Ratio Rank
VWCE.DE Omega Ratio Rank: 7474
Omega Ratio Rank
VWCE.DE Calmar Ratio Rank: 7979
Calmar Ratio Rank
VWCE.DE Martin Ratio Rank: 8484
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.

LSMC.DE vs. VWCE.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 Vanguard FTSE All-World UCITS ETF (VWCE.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.DEVWCE.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.80

Sortino ratioReturn per unit of downside risk

+1.27

Omega ratioGain probability vs. loss probability

1.55

1.39

+0.16

Calmar ratioReturn relative to maximum drawdown

9.41

3.68

+5.73

Martin ratioReturn relative to average drawdown

30.19

15.26

+14.93

LSMC.DE vs. VWCE.DE - Sharpe Ratio Comparison

The current LSMC.DE Sharpe Ratio is 3.91, which is higher than the VWCE.DE Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of LSMC.DE and VWCE.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


LSMC.DEVWCE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.91

2.11

+1.80

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.86

Sharpe Ratio (All Time)

Calculated using the full available price history

1.11

0.76

+0.34

Drawdowns

LSMC.DE vs. VWCE.DE - Drawdown Comparison

The maximum LSMC.DE drawdown since its inception was -39.64%, which is greater than VWCE.DE's maximum drawdown of -33.43%. Use the drawdown chart below to compare losses from any high point for LSMC.DE and VWCE.DE.


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Drawdown Indicators


LSMC.DEVWCE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-39.64%

-33.43%

-6.21%

Max Drawdown (1Y)

Largest decline over 1 year

-12.84%

-6.55%

-6.29%

Max Drawdown (3Y)

Largest decline over 3 years

-36.22%

-21.07%

-15.15%

Max Drawdown (5Y)

Largest decline over 5 years

-21.07%

Current Drawdown

Current decline from peak

-5.42%

-1.87%

-3.55%

Average Drawdown

Average peak-to-trough decline

-11.44%

-4.69%

-6.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.01%

1.58%

+2.43%

Volatility

LSMC.DE vs. VWCE.DE - Volatility Comparison

Amundi MSCI Semiconductors ESG Screened UCITS ETF (LSMC.DE) has a higher volatility of 12.15% compared to Vanguard FTSE All-World UCITS ETF (VWCE.DE) at 3.29%. This indicates that LSMC.DE's price experiences larger fluctuations and is considered to be riskier than VWCE.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.DEVWCE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.15%

3.29%

+8.86%

Volatility (6M)

Calculated over the trailing 6-month period

22.95%

8.24%

+14.71%

Volatility (1Y)

Calculated over the trailing 1-year period

30.90%

11.42%

+19.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.26%

13.76%

+18.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.26%

16.15%

+16.11%

LSMC.DE vs. VWCE.DE - Expense Ratio Comparison

LSMC.DE has a 0.45% expense ratio, which is higher than VWCE.DE's 0.19% expense ratio.


Dividends

LSMC.DE vs. VWCE.DE - Dividend Comparison

Neither LSMC.DE nor VWCE.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


LSMC.DE and VWCE.DE have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VWCE.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VWCE.DE is cheaper with a 0.19% expense ratio, compared with 0.45% for LSMC.DE.

LSMC.DE is categorized as Semiconductors, while VWCE.DE is Global Equities. LSMC.DE tracks MSCI ACWI Semiconductors & Semiconductor Equipment ESG Filtered NET USD Index, while VWCE.DE tracks FTSE All-World Index. They also come from different issuers: Amundi and Vanguard. Their fees differ too: 0.45% for LSMC.DE and 0.19% for VWCE.DE.

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