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

Performance

LYM9.DE vs. URTH - 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 MSCI World ETF (URTH). 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 URTH is traded in USD. To make them comparable, the URTH 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 37.23% return, which is significantly higher than URTH's 11.97% return. Over the past 10 years, LYM9.DE has underperformed URTH with an annualized return of 11.14%, while URTH has yielded a comparatively higher 12.97% annualized return.


LYM9.DE

1D
-2.36%
1M
1.36%
YTD
37.23%
6M
37.66%
1Y
74.23%
3Y*
8.72%
5Y*
3.61%
10Y*
11.14%

URTH

1D
0.36%
1M
5.08%
YTD
11.97%
6M
11.62%
1Y
24.41%
3Y*
17.91%
5Y*
13.01%
10Y*
12.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LYM9.DE vs. URTH - 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%
URTH
iShares MSCI World ETF
11.97%6.96%26.49%20.23%-12.88%31.42%6.24%31.04%-4.27%7.84%

Correlation

The correlation between LYM9.DE and URTH is 0.53, 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

0.53

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

0.43

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

0.43

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

0.48

Correlation (All Time)
Calculated using the full available price history since Jan 13, 2012

0.48

The correlation between LYM9.DE and URTH shifts across timeframes, from 0.43 (5 years) to 0.53 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

LYM9.DE vs. URTH — 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

URTH
URTH Risk / Return Rank: 6767
Overall Rank
URTH Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
URTH Sortino Ratio Rank: 6868
Sortino Ratio Rank
URTH Omega Ratio Rank: 6767
Omega Ratio Rank
URTH Calmar Ratio Rank: 6060
Calmar Ratio Rank
URTH Martin Ratio Rank: 7272
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. URTH - 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 MSCI World ETF (URTH). 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.DEURTHDifference
Sharpe ratioReturn per unit of total volatility

+1.56

Sortino ratioReturn per unit of downside risk

+1.73

Omega ratioGain probability vs. loss probability

1.59

1.39

+0.21

Calmar ratioReturn relative to maximum drawdown

9.45

3.74

+5.71

Martin ratioReturn relative to average drawdown

31.90

15.35

+16.55

LYM9.DE vs. URTH - Sharpe Ratio Comparison

The current LYM9.DE Sharpe Ratio is 3.65, which is higher than the URTH Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of LYM9.DE and URTH, 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.DEURTHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.65

2.08

+1.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

0.85

-0.69

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.76

-0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.05

0.75

-0.70

Drawdowns

LYM9.DE vs. URTH - Drawdown Comparison

The maximum LYM9.DE drawdown since its inception was -72.01%, which is greater than URTH's maximum drawdown of -33.45%. Use the drawdown chart below to compare losses from any high point for LYM9.DE and URTH.


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Drawdown Indicators


LYM9.DEURTHDifference

Max Drawdown

Largest peak-to-trough decline

-72.01%

-33.45%

-38.56%

Max Drawdown (1Y)

Largest decline over 1 year

-7.81%

-6.56%

-1.25%

Max Drawdown (3Y)

Largest decline over 3 years

-41.61%

-20.94%

-20.67%

Max Drawdown (5Y)

Largest decline over 5 years

-55.00%

-20.94%

-34.06%

Max Drawdown (10Y)

Largest decline over 10 years

-55.00%

-33.45%

-21.55%

Current Drawdown

Current decline from peak

-2.77%

-0.11%

-2.66%

Average Drawdown

Average peak-to-trough decline

-42.85%

-4.11%

-38.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.32%

1.59%

+0.73%

Volatility

LYM9.DE vs. URTH - Volatility Comparison

Amundi MSCI New Energy ESG Screened UCITS ETF Dist (LYM9.DE) has a higher volatility of 7.97% compared to iShares MSCI World ETF (URTH) at 2.51%. This indicates that LYM9.DE's price experiences larger fluctuations and is considered to be riskier than URTH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LYM9.DEURTHDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.97%

2.51%

+5.46%

Volatility (6M)

Calculated over the trailing 6-month period

15.84%

8.59%

+7.25%

Volatility (1Y)

Calculated over the trailing 1-year period

20.25%

11.77%

+8.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.20%

15.37%

+6.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.82%

17.21%

+4.61%

LYM9.DE vs. URTH - Expense Ratio Comparison

LYM9.DE has a 0.60% expense ratio, which is higher than URTH's 0.24% expense ratio.


Dividends

LYM9.DE vs. URTH - Dividend Comparison

LYM9.DE's dividend yield for the trailing twelve months is around 0.31%, less than URTH's 1.34% 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%
URTH
iShares MSCI World ETF
1.34%1.48%1.47%1.70%1.68%1.50%1.52%2.16%2.30%1.88%2.15%2.35%

Frequently Asked Questions


LYM9.DE and URTH have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, URTH is cheaper at 0.24% per year. The better choice depends on whether you care most about return, fees, risk, or income.

URTH is cheaper with a 0.24% expense ratio, compared with 0.60% for LYM9.DE.

LYM9.DE is categorized as Energy Equities, while URTH is Global Equities. LYM9.DE tracks MSCI ACWI IMI New Energy ESG Filtered, while URTH tracks MSCI World Index (Net). They also come from different issuers: Amundi and iShares. Their fees differ too: 0.60% for LYM9.DE and 0.24% for URTH.

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