LYM7.DE vs. EUNZ.DE
LYM7.DE (Amundi MSCI Emerging Markets III UCITS ETF EUR Acc) and EUNZ.DE (iShares Edge MSCI EM Minimum Volatility UCITS ETF) are both Emerging Markets Equities funds - LYM7.DE tracks the MSCI Emerging Markets while EUNZ.DE tracks the MSCI Emerging Markets Minimum Volatility. Both are passively managed. Over the past 10 years, LYM7.DE returned 9.49%/yr vs 6.20%/yr for EUNZ.DE. Their correlation of 0.91 suggests significant overlap in exposure. LYM7.DE charges 0.55%/yr vs 0.40%/yr for EUNZ.DE.
Performance
LYM7.DE vs. EUNZ.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 EUNZ.DE's 18.69% return. Over the past 10 years, LYM7.DE has outperformed EUNZ.DE with an annualized return of 9.49%, while EUNZ.DE has yielded a comparatively lower 6.20% 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%
EUNZ.DE
- 1D
- -1.19%
- 1M
- 3.85%
- YTD
- 18.69%
- 6M
- 17.92%
- 1Y
- 22.13%
- 3Y*
- 11.07%
- 5Y*
- 6.48%
- 10Y*
- 6.20%
LYM7.DE vs. EUNZ.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% |
EUNZ.DE iShares Edge MSCI EM Minimum Volatility UCITS ETF | 18.69% | -0.15% | 15.73% | 3.85% | -8.85% | 13.05% | -2.49% | 10.59% | -1.89% | 11.39% |
Correlation
The correlation between LYM7.DE and EUNZ.DE is 0.87, 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 | 0.87 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.83 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.85 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.90 |
Correlation (All Time) Calculated using the full available price history since Feb 14, 2013 | 0.91 |
The correlation between LYM7.DE and EUNZ.DE has been stable across timeframes, ranging from 0.83 to 0.91 - a consistent structural relationship.
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Return for Risk
LYM7.DE vs. EUNZ.DE — Risk / Return Rank
LYM7.DE
EUNZ.DE
LYM7.DE vs. EUNZ.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 Edge MSCI EM Minimum Volatility UCITS ETF (EUNZ.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 | EUNZ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.89 | ||
| Sortino ratioReturn per unit of downside risk | +0.99 | ||
| Omega ratioGain probability vs. loss probability | 1.50 | 1.35 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 4.59 | 3.00 | +1.60 |
| Martin ratioReturn relative to average drawdown | 16.48 | 10.57 | +5.92 |
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 | EUNZ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.74 | 1.85 | +0.89 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.56 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | 0.46 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.23 | 0.35 | -0.12 |
Drawdowns
LYM7.DE vs. EUNZ.DE - Drawdown Comparison
The maximum LYM7.DE drawdown since its inception was -61.32%, which is greater than EUNZ.DE's maximum drawdown of -30.47%. Use the drawdown chart below to compare losses from any high point for LYM7.DE and EUNZ.DE.
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Drawdown Indicators
| LYM7.DE | EUNZ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.32% | -30.47% | -30.85% |
Max Drawdown (1Y)Largest decline over 1 year | -10.64% | -7.50% | -3.14% |
Max Drawdown (3Y)Largest decline over 3 years | -19.19% | -14.00% | -5.19% |
Max Drawdown (5Y)Largest decline over 5 years | -24.14% | -14.00% | -10.14% |
Max Drawdown (10Y)Largest decline over 10 years | -31.90% | -26.15% | -5.75% |
Current DrawdownCurrent decline from peak | -2.53% | -1.96% | -0.57% |
Average DrawdownAverage peak-to-trough decline | -14.45% | -7.62% | -6.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.97% | 2.13% | +0.84% |
Volatility
LYM7.DE vs. EUNZ.DE - Volatility Comparison
Amundi MSCI Emerging Markets III UCITS ETF EUR Acc (LYM7.DE) has a higher volatility of 7.27% compared to iShares Edge MSCI EM Minimum Volatility UCITS ETF (EUNZ.DE) at 4.75%. This indicates that LYM7.DE's price experiences larger fluctuations and is considered to be riskier than EUNZ.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 | EUNZ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.27% | 4.75% | +2.52% |
Volatility (6M)Calculated over the trailing 6-month period | 15.15% | 10.35% | +4.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.86% | 12.18% | +5.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.77% | 11.41% | +5.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.31% | 13.32% | +4.99% |
LYM7.DE vs. EUNZ.DE - Expense Ratio Comparison
LYM7.DE has a 0.55% expense ratio, which is higher than EUNZ.DE's 0.40% expense ratio.
Dividends
LYM7.DE vs. EUNZ.DE - Dividend Comparison
Neither LYM7.DE nor EUNZ.DE has paid dividends to shareholders.
Frequently Asked Questions
LYM7.DE and EUNZ.DE have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EUNZ.DE is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EUNZ.DE is cheaper with a 0.40% expense ratio, compared with 0.55% for LYM7.DE.
LYM7.DE tracks MSCI Emerging Markets, while EUNZ.DE tracks MSCI Emerging Markets Minimum Volatility. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.55% for LYM7.DE and 0.40% for EUNZ.DE.
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