LYM7.DE vs. AW12.DE

Last updated Jun 5, 2026

LYM7.DE (Amundi MSCI Emerging Markets III UCITS ETF EUR Acc) and AW12.DE (UBS ETF (IE) MSCI Emerging Markets Climate Paris Aligned UCITS ETF (USD) Acc) are both Emerging Markets Equities funds - LYM7.DE tracks the MSCI Emerging Markets while AW12.DE tracks the MSCI Emerging Markets Climate Paris Aligned. Both are passively managed. Over the past 3 years, LYM7.DE returned 20.29%/yr vs 18.73%/yr for AW12.DE. Their correlation of 0.93 suggests significant overlap in exposure. LYM7.DE charges 0.55%/yr vs 0.16%/yr for AW12.DE.

Performance

LYM7.DE vs. AW12.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 UBS ETF (IE) MSCI Emerging Markets Climate Paris Aligned UCITS ETF (USD) Acc (AW12.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LYM7.DE achieves a 27.20% return, which is significantly higher than AW12.DE's 24.98% return.

LYM7.DE

• 1D: -1.67%
• 1M: 5.87%
• YTD: 27.20%
• 6M: 29.19%
• 1Y: 49.10%
• 3Y*: 20.29%
• 5Y*: 7.98%
• 10Y*: 9.49%

AW12.DE

• 1D: -1.17%
• 1M: 4.69%
• YTD: 24.98%
• 6M: 27.25%
• 1Y: 46.00%
• 3Y*: 18.73%
• 5Y*: —
• 10Y*: —

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

LYM7.DE vs. AW12.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
LYM7.DE Amundi MSCI Emerging Markets III UCITS ETF EUR Acc	27.20%	18.53%	13.45%	4.98%	-14.29%	-1.98%
AW12.DE UBS ETF (IE) MSCI Emerging Markets Climate Paris Aligned UCITS ETF (USD) Acc	24.98%	18.87%	12.31%	3.30%	-15.75%	-1.31%

Correlation

The correlation between LYM7.DE and AW12.DE is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.94
Correlation (3Y) Calculated over the trailing 3-year period	0.94
Correlation (All Time) Calculated using the full available price history since Aug 10, 2021	0.93

The correlation between LYM7.DE and AW12.DE has been stable across timeframes, ranging from 0.93 to 0.94 - a consistent structural relationship.

Return for Risk

LYM7.DE vs. AW12.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: 84
LYM7.DE Sharpe Ratio Rank: 85
LYM7.DE Sortino Ratio Rank: 83
LYM7.DE Omega Ratio Rank: 84
LYM7.DE Calmar Ratio Rank: 85
LYM7.DE Martin Ratio Rank: 83

AW12.DE

AW12.DE Risk / Return Rank: 80
AW12.DE Sharpe Ratio Rank: 79
AW12.DE Sortino Ratio Rank: 77
AW12.DE Omega Ratio Rank: 79
AW12.DE Calmar Ratio Rank: 85
AW12.DE Martin Ratio Rank: 82

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. AW12.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 UBS ETF (IE) MSCI Emerging Markets Climate Paris Aligned UCITS ETF (USD) Acc (AW12.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.DE	AW12.DE	Difference
Sharpe ratio: Return per unit of total volatility	2.74	2.52	+0.21
Sortino ratio: Return per unit of downside risk	3.65	3.40	+0.25
Omega ratio: Gain probability vs. loss probability	1.50	1.46	+0.03
Calmar ratio: Return relative to maximum drawdown	4.59	4.61	-0.01
Martin ratio: Return relative to average drawdown	16.48	16.28	+0.21
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LYM7.DE vs. AW12.DE - Sharpe Ratio Comparison

The current LYM7.DE Sharpe Ratio is 2.74, which is comparable to the AW12.DE Sharpe Ratio of 2.52. The chart below compares the historical Sharpe Ratios of LYM7.DE and AW12.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.

Sharpe Ratios by Period

	LYM7.DE	AW12.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.74	2.52	+0.21
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.47	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.51	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.23	0.43	-0.19

Drawdowns

LYM7.DE vs. AW12.DE - Drawdown Comparison

The maximum LYM7.DE drawdown since its inception was -61.32%, which is greater than AW12.DE's maximum drawdown of -24.09%. Use the drawdown chart below to compare losses from any high point for LYM7.DE and AW12.DE.

Drawdown Indicators

	LYM7.DE	AW12.DE	Difference
Max Drawdown Largest peak-to-trough decline	-61.32%	-24.09%	-37.23%
Max Drawdown (1Y) Largest decline over 1 year	-10.64%	-9.94%	-0.70%
Max Drawdown (3Y) Largest decline over 3 years	-19.19%	-18.93%	-0.26%
Max Drawdown (5Y) Largest decline over 5 years	-24.14%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-31.90%	—	—
Current Drawdown Current decline from peak	-2.53%	-2.26%	-0.27%
Average Drawdown Average peak-to-trough decline	-14.45%	-9.89%	-4.56%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.97%	2.82%	+0.15%

Volatility

LYM7.DE vs. AW12.DE - Volatility Comparison

Amundi MSCI Emerging Markets III UCITS ETF EUR Acc (LYM7.DE) and UBS ETF (IE) MSCI Emerging Markets Climate Paris Aligned UCITS ETF (USD) Acc (AW12.DE) have volatilities of 7.27% and 7.44%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LYM7.DE	AW12.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.27%	7.44%	-0.17%
Volatility (6M) Calculated over the trailing 6-month period	15.15%	14.88%	+0.27%
Volatility (1Y) Calculated over the trailing 1-year period	17.86%	18.18%	-0.32%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.77%	17.92%	-1.15%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.31%	17.92%	+0.39%

LYM7.DE vs. AW12.DE - Expense Ratio Comparison

LYM7.DE has a 0.55% expense ratio, which is higher than AW12.DE's 0.16% expense ratio.

Dividends

LYM7.DE vs. AW12.DE - Dividend Comparison

Neither LYM7.DE nor AW12.DE has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both LYM7.DE and AW12.DE in my portfolio?

With a correlation of 0.94, LYM7.DE and AW12.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which ETF is better, LYM7.DE or AW12.DE?

On fees, AW12.DE is cheaper at 0.16% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, LYM7.DE or AW12.DE?

AW12.DE is cheaper with a 0.16% expense ratio, compared with 0.55% for LYM7.DE.

What is the main difference between LYM7.DE and AW12.DE?

LYM7.DE tracks MSCI Emerging Markets, while AW12.DE tracks MSCI Emerging Markets Climate Paris Aligned. They also come from different issuers: Amundi and UBS. Their fees differ too: 0.55% for LYM7.DE and 0.16% for AW12.DE.