LYM9.DE vs. CMU.L

Last updated Jul 21, 2026

LYM9.DE (Amundi MSCI New Energy ESG Screened UCITS ETF Dist) and CMU.L (Amundi ETF MSCI EMU ESG Leaders Select) are both exchange-traded funds - LYM9.DE is a Energy Equities fund tracking the MSCI ACWI IMI New Energy ESG Filtered, while CMU.L is a Europe Equities fund tracking the MSCI EMU NR EUR. Both are passively managed. Over the past 10 years, LYM9.DE returned 10.13%/yr vs 9.96%/yr for CMU.L. A 0.64 correlation means they provide meaningful diversification when combined. LYM9.DE charges 0.60%/yr vs 0.15%/yr for CMU.L.

Performance

LYM9.DE vs. CMU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi MSCI New Energy ESG Screened UCITS ETF Dist (LYM9.DE) and Amundi ETF MSCI EMU ESG Leaders Select (CMU.L). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

LYM9.DE is traded in EUR, while CMU.L is traded in GBp. To make them comparable, the CMU.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, LYM9.DE achieves a 26.94% return, which is significantly higher than CMU.L's 18.60% return. Both investments have delivered pretty close results over the past 10 years, with LYM9.DE having a 10.13% annualized return and CMU.L not far behind at 9.96%.

LYM9.DE

• 1D: 0.71%
• 1M: -10.97%
• 6M: 19.09%
• YTD: 26.94%
• 1Y: 54.24%
• 3Y*: 7.34%
• 5Y*: 0.98%
• 10Y*: 10.13%
• ALL TIME*: 0.86%

CMU.L

• 1D: 0.17%
• 1M: -1.58%
• 6M: 17.34%
• YTD: 18.60%
• 1Y: 28.64%
• 3Y*: 15.53%
• 5Y*: 10.79%
• 10Y*: 9.96%
• ALL TIME*: 8.33%

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

LYM9.DE vs. CMU.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
LYM9.DE Amundi MSCI New Energy ESG Screened UCITS ETF Dist	26.94%	29.63%	-7.98%	-21.17%	-13.12%	1.13%	46.09%	50.04%	-9.16%	15.64%
CMU.L Amundi ETF MSCI EMU ESG Leaders Select	18.60%	19.15%	6.31%	16.82%	-10.18%	20.38%	-1.09%	26.62%	-12.65%	12.59%

Correlation

The correlation between LYM9.DE and CMU.L is 0.57, 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	0.57
Correlation (3Y) Calculated over the trailing 3-year period	0.58
Correlation (5Y) Calculated over the trailing 5-year period	0.60
Correlation (10Y) Calculated over the trailing 10-year period	0.63
Correlation (All Time) Calculated using the full available price history since May 9, 2011	0.64

The correlation between LYM9.DE and CMU.L has been stable across timeframes, ranging from 0.57 to 0.64 - a consistent structural relationship.

Return for Risk

LYM9.DE vs. CMU.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LYM9.DE

LYM9.DE Risk / Return Rank: 89
LYM9.DE Sharpe Ratio Rank: 91
LYM9.DE Sortino Ratio Rank: 86
LYM9.DE Omega Ratio Rank: 86
LYM9.DE Calmar Ratio Rank: 91
LYM9.DE Martin Ratio Rank: 91

CMU.L

CMU.L Risk / Return Rank: 69
CMU.L Sharpe Ratio Rank: 73
CMU.L Sortino Ratio Rank: 73
CMU.L Omega Ratio Rank: 73
CMU.L Calmar Ratio Rank: 62
CMU.L Martin Ratio Rank: 65

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.

LYM9.DE vs. CMU.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI New Energy ESG Screened UCITS ETF Dist (LYM9.DE) and Amundi ETF MSCI EMU ESG Leaders Select (CMU.L). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	LYM9.DE	CMU.L	Difference
Sharpe ratio: Return per unit of total volatility	2.40	1.89	+0.51
Sortino ratio: Return per unit of downside risk	2.99	2.73	+0.26
Omega ratio: Gain probability vs. loss probability	1.40	1.35	+0.04
Calmar ratio: Return relative to maximum drawdown	4.21	2.69	+1.52
Martin ratio: Return relative to average drawdown	15.85	10.30	+5.55

LYM9.DE vs. CMU.L - Sharpe Ratio Comparison

The current LYM9.DE Sharpe Ratio is 2.40, which is comparable to the CMU.L Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of LYM9.DE and CMU.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

LYM9.DE vs. CMU.L - Drawdown Comparison

The maximum LYM9.DE drawdown since its inception was -72.01%, which is greater than CMU.L's maximum drawdown of -38.75%. Use the drawdown chart below to compare losses from any high point for LYM9.DE and CMU.L.

Drawdown Indicators

	LYM9.DE	CMU.L	Difference
Max Drawdown Largest peak-to-trough decline	-72.01%	-38.75%	-33.26%
Max Drawdown (1Y) Largest decline over 1 year	-12.83%	-10.61%	-2.22%
Max Drawdown (3Y) Largest decline over 3 years	-39.12%	-14.04%	-25.08%
Max Drawdown (5Y) Largest decline over 5 years	-55.00%	-23.95%	-31.05%
Max Drawdown (10Y) Largest decline over 10 years	-55.00%	-38.75%	-16.25%
Current Drawdown Current decline from peak	-12.21%	-2.65%	-9.56%
Average Drawdown Average peak-to-trough decline	-42.59%	-6.75%	-35.84%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.41%	2.77%	+0.64%

Volatility

LYM9.DE vs. CMU.L - Volatility Comparison

Amundi MSCI New Energy ESG Screened UCITS ETF Dist (LYM9.DE) has a higher volatility of 8.58% compared to Amundi ETF MSCI EMU ESG Leaders Select (CMU.L) at 3.64%. This indicates that LYM9.DE's price experiences larger fluctuations and is considered to be riskier than CMU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LYM9.DE	CMU.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.58%	3.64%	+4.94%
Volatility (6M) Calculated over the trailing 6-month period	18.69%	12.60%	+6.09%
Volatility (1Y) Calculated over the trailing 1-year period	22.54%	15.10%	+7.44%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.58%	16.00%	+6.58%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.92%	16.82%	+5.10%

LYM9.DE vs. CMU.L - Expense Ratio Comparison

LYM9.DE has a 0.60% expense ratio, which is higher than CMU.L's 0.15% expense ratio.

Dividends

LYM9.DE vs. CMU.L - Dividend Comparison

LYM9.DE's dividend yield for the trailing twelve months is around 0.33%, while CMU.L has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CMU.L Amundi ETF MSCI EMU ESG Leaders Select	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
LYM9.DE Amundi MSCI New Energy ESG Screened UCITS ETF Dist	0.33%	0.42%	0.74%	0.78%	0.25%	0.31%	0.70%	1.12%	0.67%	0.89%	1.50%	2.23%

Frequently Asked Questions

Can I hold both LYM9.DE and CMU.L in my portfolio?

LYM9.DE and CMU.L have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, LYM9.DE or CMU.L?

On fees, CMU.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, LYM9.DE or CMU.L?

CMU.L is cheaper with a 0.15% expense ratio, compared with 0.60% for LYM9.DE.

What is the main difference between LYM9.DE and CMU.L?

LYM9.DE is categorized as Energy Equities, while CMU.L is Europe Equities. LYM9.DE tracks MSCI ACWI IMI New Energy ESG Filtered, while CMU.L tracks MSCI EMU NR EUR. Their fees differ too: 0.60% for LYM9.DE and 0.15% for CMU.L.