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LYM9.DE vs. SWDA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LYM9.DE vs. SWDA.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 iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

LYM9.DE is traded in EUR, while SWDA.L is traded in GBp. To make them comparable, the SWDA.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 SWDA.L's 12.30% return. Over the past 10 years, LYM9.DE has underperformed SWDA.L with an annualized return of 10.13%, while SWDA.L has yielded a comparatively higher 12.39% annualized return.


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%

SWDA.L

1D
0.34%
1M
0.36%
6M
10.84%
YTD
12.30%
1Y
22.59%
3Y*
17.29%
5Y*
12.10%
10Y*
12.39%
ALL TIME*
9.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
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%
SWDA.L
iShares Core MSCI World UCITS ETF USD (Acc)
12.30%6.76%26.95%20.08%-13.06%31.68%6.15%30.86%-4.97%7.38%

Correlation

The correlation between LYM9.DE and SWDA.L is 0.68, 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

0.68

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

0.61

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

0.62

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

0.66

Correlation (All Time)
Calculated using the full available price history since Sep 25, 2009

0.66

The correlation between LYM9.DE and SWDA.L has been stable across timeframes, ranging from 0.61 to 0.68 - a consistent structural relationship.

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Return for Risk

LYM9.DE vs. SWDA.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: 8989
Overall Rank
LYM9.DE Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
LYM9.DE Sortino Ratio Rank: 8686
Sortino Ratio Rank
LYM9.DE Omega Ratio Rank: 8686
Omega Ratio Rank
LYM9.DE Calmar Ratio Rank: 9191
Calmar Ratio Rank
LYM9.DE Martin Ratio Rank: 9191
Martin Ratio Rank

SWDA.L
SWDA.L Risk / Return Rank: 8181
Overall Rank
SWDA.L Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
SWDA.L Sortino Ratio Rank: 8080
Sortino Ratio Rank
SWDA.L Omega Ratio Rank: 8080
Omega Ratio Rank
SWDA.L Calmar Ratio Rank: 8080
Calmar Ratio Rank
SWDA.L Martin Ratio Rank: 8383
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. SWDA.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 iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.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.DESWDA.LDifference
Sharpe ratioReturn per unit of total volatility

+0.34

Sortino ratioReturn per unit of downside risk

+0.11

Omega ratioGain probability vs. loss probability

1.40

1.38

+0.01

Calmar ratioReturn relative to maximum drawdown

4.21

3.44

+0.77

Martin ratioReturn relative to average drawdown

15.85

13.93

+1.91

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

The current LYM9.DE Sharpe Ratio is 2.40, which is comparable to the SWDA.L Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of LYM9.DE and SWDA.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.


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Drawdowns

LYM9.DE vs. SWDA.L - Drawdown Comparison

The maximum LYM9.DE drawdown since its inception was -72.01%, which is greater than SWDA.L's maximum drawdown of -41.36%. Use the drawdown chart below to compare losses from any high point for LYM9.DE and SWDA.L.


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Drawdown Indicators


LYM9.DESWDA.LDifference

Max Drawdown

Largest peak-to-trough decline

-72.01%

-41.36%

-30.65%

Max Drawdown (1Y)

Largest decline over 1 year

-12.83%

-6.53%

-6.30%

Max Drawdown (3Y)

Largest decline over 3 years

-39.12%

-20.55%

-18.57%

Max Drawdown (5Y)

Largest decline over 5 years

-55.00%

-20.55%

-34.45%

Max Drawdown (10Y)

Largest decline over 10 years

-55.00%

-33.00%

-22.00%

Current Drawdown

Current decline from peak

-12.21%

-0.94%

-11.27%

Average Drawdown

Average peak-to-trough decline

-42.59%

-8.72%

-33.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.41%

1.62%

+1.79%

Volatility

LYM9.DE vs. SWDA.L - Volatility Comparison

Amundi MSCI New Energy ESG Screened UCITS ETF Dist (LYM9.DE) has a higher volatility of 8.58% compared to iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.L) at 2.75%. This indicates that LYM9.DE's price experiences larger fluctuations and is considered to be riskier than SWDA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LYM9.DESWDA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.58%

2.75%

+5.83%

Volatility (6M)

Calculated over the trailing 6-month period

18.69%

7.85%

+10.84%

Volatility (1Y)

Calculated over the trailing 1-year period

22.54%

10.96%

+11.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.58%

14.05%

+8.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.92%

15.19%

+6.73%

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

LYM9.DE has a 0.60% expense ratio, which is higher than SWDA.L's 0.20% expense ratio.


Dividends

LYM9.DE vs. SWDA.L - Dividend Comparison

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


PositionTTM20252024202320222021202020192018201720162015
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%
SWDA.L
iShares Core MSCI World UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


LYM9.DE and SWDA.L have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SWDA.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SWDA.L is cheaper with a 0.20% expense ratio, compared with 0.60% for LYM9.DE.

LYM9.DE is categorized as Energy Equities, while SWDA.L is Global Equities. LYM9.DE tracks MSCI ACWI IMI New Energy ESG Filtered, while SWDA.L tracks MSCI World Index. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.60% for LYM9.DE and 0.20% for SWDA.L.

Portfolio Optimizer

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