LYM9.DE vs. IQQH.DE

Last updated Apr 3, 2026

Compare and contrast key facts about Amundi MSCI New Energy ESG Screened UCITS ETF Dist (LYM9.DE) and iShares Global Clean Energy UCITS ETF USD (Dist) (IQQH.DE).

LYM9.DE and IQQH.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. LYM9.DE is a passively managed fund by Amundi that tracks the performance of the MSCI ACWI IMI New Energy ESG Filtered. It was launched on Oct 10, 2007. IQQH.DE is a passively managed fund by iShares that tracks the performance of the S&P Global Clean Energy. It was launched on Jul 9, 2007. Both LYM9.DE and IQQH.DE 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

LYM9.DE vs. IQQH.DE - 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 iShares Global Clean Energy UCITS ETF USD (Dist) (IQQH.DE). The values are adjusted to include any dividend payments, if applicable.

LYM9.DE vs. IQQH.DE - 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	17.98%	29.63%	-7.97%	-21.17%	-13.14%	1.12%	46.11%	50.04%	-9.16%	15.64%
IQQH.DE iShares Global Clean Energy UCITS ETF USD (Dist)	11.31%	29.83%	-21.49%	-22.15%	0.84%	-17.65%	117.65%	49.62%	-4.26%	7.71%

Returns By Period

In the year-to-date period, LYM9.DE achieves a 17.98% return, which is significantly higher than IQQH.DE's 11.31% return. Over the past 10 years, LYM9.DE has outperformed IQQH.DE with an annualized return of 9.81%, while IQQH.DE has yielded a comparatively lower 9.26% annualized return.

LYM9.DE

• 1D: -0.54%
• 1M: 1.84%
• YTD: 17.98%
• 6M: 26.61%
• 1Y: 62.49%
• 3Y*: 3.32%
• 5Y*: -0.93%
• 10Y*: 9.81%

IQQH.DE

• 1D: -0.90%
• 1M: 3.34%
• YTD: 11.31%
• 6M: 16.91%
• 1Y: 50.02%
• 3Y*: -2.92%
• 5Y*: -4.24%
• 10Y*: 9.26%

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

LYM9.DE vs. IQQH.DE - Expense Ratio Comparison

LYM9.DE has a 0.60% expense ratio, which is lower than IQQH.DE's 0.65% expense ratio.

IQQH.DE

iShares Global Clean Energy UCITS ETF USD (Dist)

LYM9.DE

Amundi MSCI New Energy ESG Screened UCITS ETF Dist

Return for Risk

LYM9.DE vs. IQQH.DE — 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: 97
LYM9.DE Sharpe Ratio Rank: 97
LYM9.DE Sortino Ratio Rank: 96
LYM9.DE Omega Ratio Rank: 96
LYM9.DE Calmar Ratio Rank: 98
LYM9.DE Martin Ratio Rank: 98

IQQH.DE

IQQH.DE Risk / Return Rank: 90
IQQH.DE Sharpe Ratio Rank: 91
IQQH.DE Sortino Ratio Rank: 92
IQQH.DE Omega Ratio Rank: 85
IQQH.DE Calmar Ratio Rank: 93
IQQH.DE Martin Ratio Rank: 89

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. IQQH.DE - 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 iShares Global Clean Energy UCITS ETF USD (Dist) (IQQH.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.

	LYM9.DE	IQQH.DE	Difference
Sharpe ratio Return per unit of total volatility	2.93	2.10	+0.82
Sortino ratio Return per unit of downside risk	3.52	2.81	+0.71
Omega ratio Gain probability vs. loss probability	1.50	1.36	+0.15
Calmar ratio Return relative to maximum drawdown	8.62	4.13	+4.49
Martin ratio Return relative to average drawdown	29.82	12.80	+17.01
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LYM9.DE vs. IQQH.DE - Sharpe Ratio Comparison

The current LYM9.DE Sharpe Ratio is 2.93, which is higher than the IQQH.DE Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of LYM9.DE and IQQH.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.

Sharpe Ratios by Period

	LYM9.DE	IQQH.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.93	2.10	+0.82
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.04	-0.17	+0.13
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.45	0.37	+0.08
Sharpe Ratio (All Time) Calculated using the full available price history	0.02	-0.05	+0.07

Correlation

The correlation between LYM9.DE and IQQH.DE is 0.80, 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

LYM9.DE vs. IQQH.DE - Dividend Comparison

LYM9.DE's dividend yield for the trailing twelve months is around 0.36%, less than IQQH.DE's 1.37% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
LYM9.DE Amundi MSCI New Energy ESG Screened UCITS ETF Dist	0.36%	0.42%	0.74%	0.78%	0.25%	0.31%	0.70%	1.12%	0.67%	0.89%	1.50%	2.23%
IQQH.DE iShares Global Clean Energy UCITS ETF USD (Dist)	1.37%	1.53%	1.32%	1.23%	0.83%	1.23%	0.56%	2.89%	3.30%	4.82%	4.72%	2.86%

Drawdowns

LYM9.DE vs. IQQH.DE - Drawdown Comparison

The maximum LYM9.DE drawdown since its inception was -72.01%, smaller than the maximum IQQH.DE drawdown of -86.09%. Use the drawdown chart below to compare losses from any high point for LYM9.DE and IQQH.DE.

Drawdown Indicators

	LYM9.DE	IQQH.DE	Difference
Max Drawdown Largest peak-to-trough decline	-72.01%	-86.09%	+14.08%
Max Drawdown (1Y) Largest decline over 1 year	-10.48%	-12.32%	+1.84%
Max Drawdown (5Y) Largest decline over 5 years	-55.00%	-57.70%	+2.70%
Max Drawdown (10Y) Largest decline over 10 years	-55.00%	-63.78%	+8.78%
Current Drawdown Current decline from peak	-15.88%	-39.26%	+23.38%
Average Drawdown Average peak-to-trough decline	-43.19%	-60.05%	+16.86%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.26%	3.98%	-1.72%

Volatility

LYM9.DE vs. IQQH.DE - Volatility Comparison

Amundi MSCI New Energy ESG Screened UCITS ETF Dist (LYM9.DE) and iShares Global Clean Energy UCITS ETF USD (Dist) (IQQH.DE) have volatilities of 7.22% and 7.42%, 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.

Volatility by Period

	LYM9.DE	IQQH.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.22%	7.42%	-0.20%
Volatility (6M) Calculated over the trailing 6-month period	15.56%	18.50%	-2.94%
Volatility (1Y) Calculated over the trailing 1-year period	21.24%	23.67%	-2.43%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.22%	24.70%	-2.48%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.67%	24.88%	-3.21%