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LYM9.DE vs. SMLD.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LYM9.DE vs. SMLD.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 Invesco Morningstar US Energy Infrastructure MLP UCITS ETF Dist (SMLD.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LYM9.DE achieves a 37.23% return, which is significantly higher than SMLD.DE's 20.75% return. Over the past 10 years, LYM9.DE has underperformed SMLD.DE with an annualized return of 11.14%, while SMLD.DE has yielded a comparatively higher 15.33% annualized return.


LYM9.DE

1D
-2.36%
1M
0.87%
YTD
37.23%
6M
36.72%
1Y
74.72%
3Y*
8.72%
5Y*
3.61%
10Y*
11.14%

SMLD.DE

1D
-0.66%
1M
3.73%
YTD
20.75%
6M
13.95%
1Y
14.71%
3Y*
20.56%
5Y*
25.24%
10Y*
15.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LYM9.DE vs. SMLD.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LYM9.DE
Amundi MSCI New Energy ESG Screened UCITS ETF Dist
37.23%29.63%-7.97%-21.17%-13.14%1.12%46.11%50.04%-9.16%15.64%
SMLD.DE
Invesco Morningstar US Energy Infrastructure MLP UCITS ETF Dist
20.75%-8.86%35.22%27.59%49.18%62.11%-27.45%24.27%-4.73%-12.47%

Correlation

The correlation between LYM9.DE and SMLD.DE is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.07

Correlation (3Y)
Calculated over the trailing 3-year period

0.20

Correlation (5Y)
Calculated over the trailing 5-year period

0.27

Correlation (10Y)
Calculated over the trailing 10-year period

0.31

Correlation (All Time)
Calculated using the full available price history since May 17, 2013

0.35

Over the past year, the correlation between LYM9.DE and SMLD.DE has dropped to 0.07 - well below their long-term average of 0.35, suggesting their price drivers have been diverging.

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Return for Risk

LYM9.DE vs. SMLD.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: 9494
Overall Rank
LYM9.DE Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
LYM9.DE Sortino Ratio Rank: 9292
Sortino Ratio Rank
LYM9.DE Omega Ratio Rank: 9191
Omega Ratio Rank
LYM9.DE Calmar Ratio Rank: 9696
Calmar Ratio Rank
LYM9.DE Martin Ratio Rank: 9595
Martin Ratio Rank

SMLD.DE
SMLD.DE Risk / Return Rank: 2020
Overall Rank
SMLD.DE Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
SMLD.DE Sortino Ratio Rank: 1919
Sortino Ratio Rank
SMLD.DE Omega Ratio Rank: 2323
Omega Ratio Rank
SMLD.DE Calmar Ratio Rank: 2121
Calmar Ratio Rank
SMLD.DE Martin Ratio Rank: 1919
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.

LYM9.DE vs. SMLD.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 Invesco Morningstar US Energy Infrastructure MLP UCITS ETF Dist (SMLD.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.DESMLD.DEDifference
Sharpe ratioReturn per unit of total volatility

+3.13

Sortino ratioReturn per unit of downside risk

+3.55

Omega ratioGain probability vs. loss probability

1.59

1.15

+0.44

Calmar ratioReturn relative to maximum drawdown

9.45

0.92

+8.53

Martin ratioReturn relative to average drawdown

31.90

1.91

+29.99

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

The current LYM9.DE Sharpe Ratio is 3.65, which is higher than the SMLD.DE Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of LYM9.DE and SMLD.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


LYM9.DESMLD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.65

0.51

+3.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

1.10

-0.94

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.44

+0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.05

0.29

-0.24

Drawdowns

LYM9.DE vs. SMLD.DE - Drawdown Comparison

The maximum LYM9.DE drawdown since its inception was -72.01%, roughly equal to the maximum SMLD.DE drawdown of -73.78%. Use the drawdown chart below to compare losses from any high point for LYM9.DE and SMLD.DE.


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Drawdown Indicators


LYM9.DESMLD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-72.01%

-73.78%

+1.77%

Max Drawdown (1Y)

Largest decline over 1 year

-7.81%

-14.77%

+6.96%

Max Drawdown (3Y)

Largest decline over 3 years

-41.61%

-22.99%

-18.62%

Max Drawdown (5Y)

Largest decline over 5 years

-55.00%

-22.99%

-32.01%

Max Drawdown (10Y)

Largest decline over 10 years

-55.00%

-70.79%

+15.79%

Current Drawdown

Current decline from peak

-2.77%

-3.47%

+0.70%

Average Drawdown

Average peak-to-trough decline

-42.85%

-17.76%

-25.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.32%

7.16%

-4.84%

Volatility

LYM9.DE vs. SMLD.DE - Volatility Comparison

Amundi MSCI New Energy ESG Screened UCITS ETF Dist (LYM9.DE) has a higher volatility of 7.97% compared to Invesco Morningstar US Energy Infrastructure MLP UCITS ETF Dist (SMLD.DE) at 5.38%. This indicates that LYM9.DE's price experiences larger fluctuations and is considered to be riskier than SMLD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LYM9.DESMLD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.97%

5.38%

+2.59%

Volatility (6M)

Calculated over the trailing 6-month period

15.84%

12.79%

+3.05%

Volatility (1Y)

Calculated over the trailing 1-year period

20.25%

26.64%

-6.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.20%

22.60%

-0.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.82%

34.70%

-12.88%

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

LYM9.DE has a 0.60% expense ratio, which is higher than SMLD.DE's 0.50% expense ratio.


Dividends

LYM9.DE vs. SMLD.DE - Dividend Comparison

LYM9.DE's dividend yield for the trailing twelve months is around 0.31%, less than SMLD.DE's 7.55% yield.


PositionTTM20252024202320222021202020192018201720162015
LYM9.DE
Amundi MSCI New Energy ESG Screened UCITS ETF Dist
0.31%0.42%0.74%0.78%0.25%0.31%0.70%1.12%0.67%0.89%1.50%2.23%
SMLD.DE
Invesco Morningstar US Energy Infrastructure MLP UCITS ETF Dist
7.55%8.45%12.45%18.33%14.40%17.94%25.01%18.21%21.61%18.39%14.39%20.63%

Frequently Asked Questions


LYM9.DE and SMLD.DE have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SMLD.DE is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SMLD.DE is cheaper with a 0.50% expense ratio, compared with 0.60% for LYM9.DE.

LYM9.DE tracks MSCI ACWI IMI New Energy ESG Filtered, while SMLD.DE tracks Morningstar MLP Composite. They also come from different issuers: Amundi and Invesco. Their fees differ too: 0.60% for LYM9.DE and 0.50% for SMLD.DE.

Portfolio Optimizer

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