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LYM8.DE vs. FIW
Performance
Return for Risk
Dividends
Drawdowns
Volatility

LYM8.DE vs. FIW

Last updated Apr 3, 2026

Compare and contrast key facts about Amundi MSCI Water ESG Screened UCITS ETF Dist (LYM8.DE) and First Trust Water ETF (FIW).

LYM8.DE and FIW are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. LYM8.DE is a passively managed fund by Amundi that tracks the performance of the MSCI ACWI IMI Water ESG Filtered. It was launched on Oct 10, 2007. FIW is a passively managed fund by First Trust that tracks the performance of the ISE Clean Edge Water Index. It was launched on May 8, 2007. Both LYM8.DE and FIW are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

LYM8.DE vs. FIW - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi MSCI Water ESG Screened UCITS ETF Dist (LYM8.DE) and First Trust Water ETF (FIW). The values are adjusted to include any dividend payments, if applicable.

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LYM8.DE vs. FIW - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
LYM8.DE
Amundi MSCI Water ESG Screened UCITS ETF Dist		3.51%2.13%11.49%18.92%-17.25%35.01%6.62%40.53%-13.88%2.80%
FIW
First Trust Water ETF		-2.66%-5.52%15.54%16.74%-10.47%41.87%11.16%40.48%-4.97%6.87%
Different Trading Currencies

LYM8.DE is traded in EUR, while FIW is traded in USD. To make them comparable, the FIW values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, LYM8.DE achieves a 3.51% return, which is significantly higher than FIW's -2.66% return.

LYM8.DE

1D
2.55%
1M
-4.11%
YTD
3.51%
6M
2.40%
1Y
4.68%
3Y*
10.36%
5Y*
7.10%
10Y*
—

FIW

1D
0.03%
1M
-6.91%
YTD
-2.66%
6M
-6.60%
1Y
-3.89%
3Y*
6.33%
5Y*
6.75%
10Y*
12.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Amundi MSCI Water ESG Screened UCITS ETF Dist

First Trust Water ETF

Often compared with LYM8.DE:
LYM8.DE vs. CGWLYM8.DE vs. H4Z3.DELYM8.DE vs. XDG6.DELYM8.DE vs. XMLC.DELYM8.DE vs. IQQQ.DE
Often compared with FIW:
FIW vs. PHOFIW vs. CGWFIW vs. GRIDFIW vs. SPYFIW vs. AQWAFIW vs. PIOFIW vs. CWW.TO

LYM8.DE vs. FIW - Expense Ratio Comparison

LYM8.DE has a 0.60% expense ratio, which is higher than FIW's 0.54% expense ratio.

LYM8.DE
Amundi MSCI Water ESG Screened UCITS ETF Dist
FIW
First Trust Water ETF

Return for Risk

LYM8.DE vs. FIW — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
LYM8.DE
LYM8.DE Risk / Return Rank: 2222
Overall Rank
LYM8.DE Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
LYM8.DE Sortino Ratio Rank: 1818
Sortino Ratio Rank
LYM8.DE Omega Ratio Rank: 1818
Omega Ratio Rank
LYM8.DE Calmar Ratio Rank: 2828
Calmar Ratio Rank
LYM8.DE Martin Ratio Rank: 2525
Martin Ratio Rank
FIW
FIW Risk / Return Rank: 1515
Overall Rank
FIW Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
FIW Sortino Ratio Rank: 1414
Sortino Ratio Rank
FIW Omega Ratio Rank: 1414
Omega Ratio Rank
FIW Calmar Ratio Rank: 1616
Calmar Ratio Rank
FIW Martin Ratio Rank: 1616
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.

LYM8.DE vs. FIW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI Water ESG Screened UCITS ETF Dist (LYM8.DE) and First Trust Water ETF (FIW). 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.

LYM8.DEFIWDifference

Sharpe ratio

Return per unit of total volatility

0.32

-0.19

+0.51

Sortino ratio

Return per unit of downside risk

0.53

-0.13

+0.66

Omega ratio

Gain probability vs. loss probability

1.07

0.98

+0.09

Calmar ratio

Return relative to maximum drawdown

0.91

-0.25

+1.16

Martin ratio

Return relative to average drawdown

2.44

-0.65

+3.09

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LYM8.DE vs. FIW - Sharpe Ratio Comparison

The current LYM8.DE Sharpe Ratio is 0.32, which is higher than the FIW Sharpe Ratio of -0.19. The chart below compares the historical Sharpe Ratios of LYM8.DE and FIW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

LYM8.DEFIWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.32

-0.19

+0.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.38

+0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.64

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.48

+0.06

Correlation

The correlation between LYM8.DE and FIW is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

LYM8.DE vs. FIW - Dividend Comparison

LYM8.DE's dividend yield for the trailing twelve months is around 1.04%, more than FIW's 0.79% yield.

TTM20252024202320222021202020192018201720162015
LYM8.DE
Amundi MSCI Water ESG Screened UCITS ETF Dist		1.04%1.08%0.77%0.85%0.43%0.62%1.22%1.49%2.09%1.61%0.00%0.00%
FIW
First Trust Water ETF		0.79%0.69%0.69%0.68%0.67%0.37%0.56%0.55%0.73%1.13%0.51%0.76%

Drawdowns

LYM8.DE vs. FIW - Drawdown Comparison

The maximum LYM8.DE drawdown since its inception was -36.55%, smaller than the maximum FIW drawdown of -45.53%. Use the drawdown chart below to compare losses from any high point for LYM8.DE and FIW.

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Drawdown Indicators

LYM8.DEFIWDifference

Max Drawdown

Largest peak-to-trough decline

-36.55%

-52.75%

+16.20%

Max Drawdown (1Y)

Largest decline over 1 year

-8.73%

-12.74%

+4.01%

Max Drawdown (5Y)

Largest decline over 5 years

-24.56%

-28.53%

+3.97%

Max Drawdown (10Y)

Largest decline over 10 years

—

-36.60%

—

Current Drawdown

Current decline from peak

-5.76%

-10.33%

+4.57%

Average Drawdown

Average peak-to-trough decline

-6.48%

-8.29%

+1.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.25%

4.07%

-0.82%

Volatility

LYM8.DE vs. FIW - Volatility Comparison

Amundi MSCI Water ESG Screened UCITS ETF Dist (LYM8.DE) and First Trust Water ETF (FIW) have volatilities of 4.94% and 4.97%, 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.

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Volatility by Period

LYM8.DEFIWDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.94%

4.97%

-0.03%

Volatility (6M)

Calculated over the trailing 6-month period

8.64%

11.43%

-2.79%

Volatility (1Y)

Calculated over the trailing 1-year period

14.66%

20.40%

-5.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.41%

17.78%

-3.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.11%

20.12%

-4.01%