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LYM8.DE vs. XDG6.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LYM8.DE vs. XDG6.DE - 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 Xtrackers MSCI Global SDG 6 Clean Water & Sanitation UCITS ETF 1C (XDG6.DE). The values are adjusted to include any dividend payments, if applicable.

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LYM8.DE vs. XDG6.DE - Yearly Performance Comparison


2026 (YTD)202520242023
LYM8.DE
Amundi MSCI Water ESG Screened UCITS ETF Dist
3.51%2.13%11.49%11.50%
XDG6.DE
Xtrackers MSCI Global SDG 6 Clean Water & Sanitation UCITS ETF 1C
0.35%-6.75%5.72%3.49%

Returns By Period

In the year-to-date period, LYM8.DE achieves a 3.51% return, which is significantly higher than XDG6.DE's 0.35% 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*

XDG6.DE

1D
0.45%
1M
-2.34%
YTD
0.35%
6M
0.21%
1Y
-4.87%
3Y*
1.53%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LYM8.DE vs. XDG6.DE - Expense Ratio Comparison

LYM8.DE has a 0.60% expense ratio, which is higher than XDG6.DE's 0.35% expense ratio.


Return for Risk

LYM8.DE vs. XDG6.DE — 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

XDG6.DE
XDG6.DE Risk / Return Rank: 66
Overall Rank
XDG6.DE Sharpe Ratio Rank: 66
Sharpe Ratio Rank
XDG6.DE Sortino Ratio Rank: 55
Sortino Ratio Rank
XDG6.DE Omega Ratio Rank: 55
Omega Ratio Rank
XDG6.DE Calmar Ratio Rank: 66
Calmar Ratio Rank
XDG6.DE Martin Ratio Rank: 66
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. XDG6.DE - 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 Xtrackers MSCI Global SDG 6 Clean Water & Sanitation UCITS ETF 1C (XDG6.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.


LYM8.DEXDG6.DEDifference

Sharpe ratio

Return per unit of total volatility

0.32

-0.38

+0.70

Sortino ratio

Return per unit of downside risk

0.53

-0.42

+0.95

Omega ratio

Gain probability vs. loss probability

1.07

0.94

+0.13

Calmar ratio

Return relative to maximum drawdown

0.91

-0.36

+1.27

Martin ratio

Return relative to average drawdown

2.44

-0.64

+3.08

LYM8.DE vs. XDG6.DE - Sharpe Ratio Comparison

The current LYM8.DE Sharpe Ratio is 0.32, which is higher than the XDG6.DE Sharpe Ratio of -0.38. The chart below compares the historical Sharpe Ratios of LYM8.DE and XDG6.DE, 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.DEXDG6.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.32

-0.38

+0.70

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.07

+0.47

Correlation

The correlation between LYM8.DE and XDG6.DE is 0.85, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

LYM8.DE vs. XDG6.DE - Dividend Comparison

LYM8.DE's dividend yield for the trailing twelve months is around 1.04%, while XDG6.DE has not paid dividends to shareholders.


TTM202520242023202220212020201920182017
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%
XDG6.DE
Xtrackers MSCI Global SDG 6 Clean Water & Sanitation UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

LYM8.DE vs. XDG6.DE - Drawdown Comparison

The maximum LYM8.DE drawdown since its inception was -36.55%, which is greater than XDG6.DE's maximum drawdown of -17.80%. Use the drawdown chart below to compare losses from any high point for LYM8.DE and XDG6.DE.


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Drawdown Indicators


LYM8.DEXDG6.DEDifference

Max Drawdown

Largest peak-to-trough decline

-36.55%

-17.80%

-18.75%

Max Drawdown (1Y)

Largest decline over 1 year

-8.73%

-8.27%

-0.46%

Max Drawdown (5Y)

Largest decline over 5 years

-24.56%

Current Drawdown

Current decline from peak

-5.76%

-12.95%

+7.19%

Average Drawdown

Average peak-to-trough decline

-6.48%

-5.93%

-0.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.25%

4.46%

-1.21%

Volatility

LYM8.DE vs. XDG6.DE - Volatility Comparison

Amundi MSCI Water ESG Screened UCITS ETF Dist (LYM8.DE) has a higher volatility of 4.94% compared to Xtrackers MSCI Global SDG 6 Clean Water & Sanitation UCITS ETF 1C (XDG6.DE) at 3.73%. This indicates that LYM8.DE's price experiences larger fluctuations and is considered to be riskier than XDG6.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LYM8.DEXDG6.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.94%

3.73%

+1.21%

Volatility (6M)

Calculated over the trailing 6-month period

8.64%

7.58%

+1.06%

Volatility (1Y)

Calculated over the trailing 1-year period

14.66%

12.84%

+1.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.41%

11.25%

+3.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.11%

11.25%

+4.86%