LYM7.DE vs. EUNY.DE
LYM7.DE (Amundi MSCI Emerging Markets III UCITS ETF EUR Acc) and EUNY.DE (iShares Emerging Markets Dividend UCITS ETF) are both Emerging Markets Equities funds - LYM7.DE tracks the MSCI Emerging Markets while EUNY.DE tracks the Dow Jones Emerging Markets Select Dividend. Both are passively managed. Over the past 10 years, LYM7.DE returned 9.49%/yr vs 7.14%/yr for EUNY.DE. Their correlation of 0.84 suggests significant overlap in exposure. LYM7.DE charges 0.55%/yr vs 0.65%/yr for EUNY.DE.
Performance
LYM7.DE vs. EUNY.DE - Performance Comparison
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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 EUNY.DE's 11.46% return. Over the past 10 years, LYM7.DE has outperformed EUNY.DE with an annualized return of 9.49%, while EUNY.DE has yielded a comparatively lower 7.14% 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%
EUNY.DE
- 1D
- -0.55%
- 1M
- -2.26%
- YTD
- 11.46%
- 6M
- 11.18%
- 1Y
- 25.40%
- 3Y*
- 17.26%
- 5Y*
- 5.28%
- 10Y*
- 7.14%
LYM7.DE vs. EUNY.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
EUNY.DE iShares Emerging Markets Dividend UCITS ETF | 11.46% | 13.97% | 12.39% | 15.37% | -26.13% | 19.99% | -11.70% | 18.31% | -1.55% | 10.49% |
Correlation
The correlation between LYM7.DE and EUNY.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 | 0.74 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.73 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since Jun 22, 2012 | 0.84 |
The correlation between LYM7.DE and EUNY.DE shifts across timeframes, from 0.71 (1 year) to 0.84 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
LYM7.DE vs. EUNY.DE — Risk / Return Rank
LYM7.DE
EUNY.DE
LYM7.DE vs. EUNY.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 iShares Emerging Markets Dividend UCITS ETF (EUNY.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 | EUNY.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.60 | ||
| Sortino ratioReturn per unit of downside risk | +0.67 | ||
| Omega ratioGain probability vs. loss probability | 1.50 | 1.38 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 4.59 | 6.17 | -1.58 |
| Martin ratioReturn relative to average drawdown | 16.48 | 16.86 | -0.37 |
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
| LYM7.DE | EUNY.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.74 | 2.13 | +0.60 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.34 | +0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | 0.42 | +0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.23 | 0.22 | +0.01 |
Drawdowns
LYM7.DE vs. EUNY.DE - Drawdown Comparison
The maximum LYM7.DE drawdown since its inception was -61.32%, which is greater than EUNY.DE's maximum drawdown of -40.65%. Use the drawdown chart below to compare losses from any high point for LYM7.DE and EUNY.DE.
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Drawdown Indicators
| LYM7.DE | EUNY.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.32% | -40.65% | -20.67% |
Max Drawdown (1Y)Largest decline over 1 year | -10.64% | -4.11% | -6.53% |
Max Drawdown (3Y)Largest decline over 3 years | -19.19% | -15.70% | -3.49% |
Max Drawdown (5Y)Largest decline over 5 years | -24.14% | -31.43% | +7.29% |
Max Drawdown (10Y)Largest decline over 10 years | -31.90% | -36.29% | +4.39% |
Current DrawdownCurrent decline from peak | -2.53% | -2.82% | +0.29% |
Average DrawdownAverage peak-to-trough decline | -14.45% | -12.34% | -2.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.97% | 1.51% | +1.46% |
Volatility
LYM7.DE vs. EUNY.DE - Volatility Comparison
Amundi MSCI Emerging Markets III UCITS ETF EUR Acc (LYM7.DE) has a higher volatility of 7.27% compared to iShares Emerging Markets Dividend UCITS ETF (EUNY.DE) at 4.52%. This indicates that LYM7.DE's price experiences larger fluctuations and is considered to be riskier than EUNY.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.DE | EUNY.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.27% | 4.52% | +2.75% |
Volatility (6M)Calculated over the trailing 6-month period | 15.15% | 9.70% | +5.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.86% | 11.90% | +5.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.77% | 15.58% | +1.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.31% | 16.73% | +1.58% |
LYM7.DE vs. EUNY.DE - Expense Ratio Comparison
LYM7.DE has a 0.55% expense ratio, which is lower than EUNY.DE's 0.65% expense ratio.
Dividends
LYM7.DE vs. EUNY.DE - Dividend Comparison
LYM7.DE has not paid dividends to shareholders, while EUNY.DE's dividend yield for the trailing twelve months is around 5.32%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EUNY.DE iShares Emerging Markets Dividend UCITS ETF | 5.32% | 5.82% | 7.72% | 8.04% | 9.56% | 6.35% | 5.09% | 5.57% | 5.65% | 4.09% | 4.35% | 6.37% |
LYM7.DE Amundi MSCI Emerging Markets III UCITS ETF EUR Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
LYM7.DE and EUNY.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, LYM7.DE is cheaper at 0.55% per year. The better choice depends on whether you care most about return, fees, risk, or income.
LYM7.DE is cheaper with a 0.55% expense ratio, compared with 0.65% for EUNY.DE.
LYM7.DE tracks MSCI Emerging Markets, while EUNY.DE tracks Dow Jones Emerging Markets Select Dividend. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.55% for LYM7.DE and 0.65% for EUNY.DE.
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