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LYM7.DE vs. AMEW.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LYM7.DE vs. AMEW.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi MSCI Emerging Markets III UCITS ETF EUR Acc (LYM7.DE) and Amundi MSCI World UCITS ETF EUR (AMEW.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, LYM7.DE achieves a 27.20% return, which is significantly higher than AMEW.DE's 10.74% return. Over the past 10 years, LYM7.DE has underperformed AMEW.DE with an annualized return of 9.49%, while AMEW.DE has yielded a comparatively higher 12.59% annualized return.


LYM7.DE

1D
-1.67%
1M
3.59%
YTD
27.20%
6M
27.77%
1Y
48.14%
3Y*
20.29%
5Y*
7.98%
10Y*
9.49%

AMEW.DE

1D
-0.03%
1M
3.73%
YTD
10.74%
6M
10.75%
1Y
23.28%
3Y*
17.26%
5Y*
12.62%
10Y*
12.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LYM7.DE vs. AMEW.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LYM7.DE
Amundi MSCI Emerging Markets III UCITS ETF EUR Acc
27.20%18.53%13.45%4.98%-14.29%4.13%5.83%21.44%-11.71%20.16%
AMEW.DE
Amundi MSCI World UCITS ETF EUR
10.74%7.42%25.77%19.94%-13.88%32.66%5.32%31.10%-5.22%7.54%

Correlation

The correlation between LYM7.DE and AMEW.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

0.64

Correlation (5Y)
Calculated over the trailing 5-year period

0.62

Correlation (10Y)
Calculated over the trailing 10-year period

0.69

Correlation (All Time)
Calculated using the full available price history since Feb 6, 2012

0.68

The correlation between LYM7.DE and AMEW.DE has been stable across timeframes, ranging from 0.62 to 0.71 - a consistent structural relationship.

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Return for Risk

LYM7.DE vs. AMEW.DE — Risk / Return Rank

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

LYM7.DE
LYM7.DE Risk / Return Rank: 8484
Overall Rank
LYM7.DE Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
LYM7.DE Sortino Ratio Rank: 8383
Sortino Ratio Rank
LYM7.DE Omega Ratio Rank: 8484
Omega Ratio Rank
LYM7.DE Calmar Ratio Rank: 8585
Calmar Ratio Rank
LYM7.DE Martin Ratio Rank: 8383
Martin Ratio Rank

AMEW.DE
AMEW.DE Risk / Return Rank: 6868
Overall Rank
AMEW.DE Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
AMEW.DE Sortino Ratio Rank: 6565
Sortino Ratio Rank
AMEW.DE Omega Ratio Rank: 6767
Omega Ratio Rank
AMEW.DE Calmar Ratio Rank: 7272
Calmar Ratio Rank
AMEW.DE Martin Ratio Rank: 7575
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.

LYM7.DE vs. AMEW.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI Emerging Markets III UCITS ETF EUR Acc (LYM7.DE) and Amundi MSCI World UCITS ETF EUR (AMEW.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.


LYM7.DEAMEW.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.64

Sortino ratioReturn per unit of downside risk

+0.71

Omega ratioGain probability vs. loss probability

1.50

1.39

+0.10

Calmar ratioReturn relative to maximum drawdown

4.59

3.54

+1.06

Martin ratioReturn relative to average drawdown

16.48

13.99

+2.49

LYM7.DE vs. AMEW.DE - Sharpe Ratio Comparison

The current LYM7.DE Sharpe Ratio is 2.74, which is higher than the AMEW.DE Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of LYM7.DE and AMEW.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


LYM7.DEAMEW.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.74

2.10

+0.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

0.88

-0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.83

-0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.87

-0.64

Drawdowns

LYM7.DE vs. AMEW.DE - Drawdown Comparison

The maximum LYM7.DE drawdown since its inception was -61.32%, which is greater than AMEW.DE's maximum drawdown of -33.73%. Use the drawdown chart below to compare losses from any high point for LYM7.DE and AMEW.DE.


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Drawdown Indicators


LYM7.DEAMEW.DEDifference

Max Drawdown

Largest peak-to-trough decline

-61.32%

-33.73%

-27.59%

Max Drawdown (1Y)

Largest decline over 1 year

-10.64%

-6.61%

-4.03%

Max Drawdown (3Y)

Largest decline over 3 years

-19.19%

-21.69%

+2.50%

Max Drawdown (5Y)

Largest decline over 5 years

-24.14%

-21.69%

-2.45%

Max Drawdown (10Y)

Largest decline over 10 years

-31.90%

-33.73%

+1.83%

Current Drawdown

Current decline from peak

-2.53%

-0.31%

-2.22%

Average Drawdown

Average peak-to-trough decline

-14.45%

-4.29%

-10.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.97%

1.67%

+1.30%

Volatility

LYM7.DE vs. AMEW.DE - Volatility Comparison

Amundi MSCI Emerging Markets III UCITS ETF EUR Acc (LYM7.DE) has a higher volatility of 7.27% compared to Amundi MSCI World UCITS ETF EUR (AMEW.DE) at 2.60%. This indicates that LYM7.DE's price experiences larger fluctuations and is considered to be riskier than AMEW.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LYM7.DEAMEW.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.27%

2.60%

+4.67%

Volatility (6M)

Calculated over the trailing 6-month period

15.15%

7.64%

+7.51%

Volatility (1Y)

Calculated over the trailing 1-year period

17.86%

11.11%

+6.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.77%

14.16%

+2.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.31%

15.03%

+3.28%

LYM7.DE vs. AMEW.DE - Expense Ratio Comparison

LYM7.DE has a 0.55% expense ratio, which is higher than AMEW.DE's 0.38% expense ratio.


Dividends

LYM7.DE vs. AMEW.DE - Dividend Comparison

Neither LYM7.DE nor AMEW.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


LYM7.DE and AMEW.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, AMEW.DE is cheaper at 0.38% per year. The better choice depends on whether you care most about return, fees, risk, or income.

AMEW.DE is cheaper with a 0.38% expense ratio, compared with 0.55% for LYM7.DE.

LYM7.DE is categorized as Emerging Markets Equities, while AMEW.DE is Global Equities. LYM7.DE tracks MSCI Emerging Markets, while AMEW.DE tracks MSCI World. Their fees differ too: 0.55% for LYM7.DE and 0.38% for AMEW.DE.

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