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LYMD.DE vs. DBX7.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LYMD.DE vs. DBX7.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi MSCI India II UCITS ETF EUR Acc (LYMD.DE) and Xtrackers Nifty 50 Swap UCITS ETF 1C (DBX7.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, LYMD.DE achieves a -5.50% return, which is significantly higher than DBX7.DE's -9.31% return. Both investments have delivered pretty close results over the past 10 years, with LYMD.DE having a 6.91% annualized return and DBX7.DE not far behind at 6.85%.


LYMD.DE

1D
0.35%
1M
5.19%
YTD
-5.50%
6M
-6.25%
1Y
-10.58%
3Y*
3.83%
5Y*
4.75%
10Y*
6.91%

DBX7.DE

1D
-0.26%
1M
5.67%
YTD
-9.31%
6M
-10.12%
1Y
-13.15%
3Y*
1.63%
5Y*
4.18%
10Y*
6.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LYMD.DE vs. DBX7.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LYMD.DE
Amundi MSCI India II UCITS ETF EUR Acc
-5.50%-10.61%15.79%14.99%-2.94%34.12%2.25%9.47%-5.04%20.43%
DBX7.DE
Xtrackers Nifty 50 Swap UCITS ETF 1C
-9.31%-7.11%11.08%14.41%0.26%31.14%0.48%12.15%-2.45%19.29%

Correlation

The correlation between LYMD.DE and DBX7.DE is 0.95, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.95

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

0.94

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

0.95

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

0.96

Correlation (All Time)
Calculated using the full available price history since Jul 31, 2007

0.94

The correlation between LYMD.DE and DBX7.DE has been stable across timeframes, ranging from 0.94 to 0.96 - a consistent structural relationship.

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Return for Risk

LYMD.DE vs. DBX7.DE — Risk / Return Rank

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

LYMD.DE
LYMD.DE Risk / Return Rank: 55
Overall Rank
LYMD.DE Sharpe Ratio Rank: 55
Sharpe Ratio Rank
LYMD.DE Sortino Ratio Rank: 44
Sortino Ratio Rank
LYMD.DE Omega Ratio Rank: 44
Omega Ratio Rank
LYMD.DE Calmar Ratio Rank: 55
Calmar Ratio Rank
LYMD.DE Martin Ratio Rank: 55
Martin Ratio Rank

DBX7.DE
DBX7.DE Risk / Return Rank: 33
Overall Rank
DBX7.DE Sharpe Ratio Rank: 33
Sharpe Ratio Rank
DBX7.DE Sortino Ratio Rank: 33
Sortino Ratio Rank
DBX7.DE Omega Ratio Rank: 33
Omega Ratio Rank
DBX7.DE Calmar Ratio Rank: 44
Calmar Ratio Rank
DBX7.DE Martin Ratio Rank: 44
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.

LYMD.DE vs. DBX7.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI India II UCITS ETF EUR Acc (LYMD.DE) and Xtrackers Nifty 50 Swap UCITS ETF 1C (DBX7.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.

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.


LYMD.DEDBX7.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.20

Sortino ratioReturn per unit of downside risk

+0.31

Omega ratioGain probability vs. loss probability

0.91

0.88

+0.03

Calmar ratioReturn relative to maximum drawdown

-0.51

-0.63

+0.12

Martin ratioReturn relative to average drawdown

-1.05

-1.24

+0.19

LYMD.DE vs. DBX7.DE - Sharpe Ratio Comparison

The current LYMD.DE Sharpe Ratio is -0.62, which is comparable to the DBX7.DE Sharpe Ratio of -0.82. The chart below compares the historical Sharpe Ratios of LYMD.DE and DBX7.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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Drawdowns

LYMD.DE vs. DBX7.DE - Drawdown Comparison

The maximum LYMD.DE drawdown since its inception was -68.71%, roughly equal to the maximum DBX7.DE drawdown of -69.73%. Use the drawdown chart below to compare losses from any high point for LYMD.DE and DBX7.DE.


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Drawdown Indicators


LYMD.DEDBX7.DEDifference

Max Drawdown

Largest peak-to-trough decline

-68.71%

-69.73%

+1.02%

Max Drawdown (1Y)

Largest decline over 1 year

-19.67%

-19.90%

+0.23%

Max Drawdown (3Y)

Largest decline over 3 years

-29.55%

-26.75%

-2.80%

Max Drawdown (5Y)

Largest decline over 5 years

-29.55%

-26.75%

-2.80%

Max Drawdown (10Y)

Largest decline over 10 years

-41.36%

-41.75%

+0.39%

Current Drawdown

Current decline from peak

-21.57%

-20.86%

-0.71%

Average Drawdown

Average peak-to-trough decline

-18.32%

-19.86%

+1.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.17%

10.11%

-0.94%

Volatility

LYMD.DE vs. DBX7.DE - Volatility Comparison

Amundi MSCI India II UCITS ETF EUR Acc (LYMD.DE) and Xtrackers Nifty 50 Swap UCITS ETF 1C (DBX7.DE) have volatilities of 4.63% and 4.63%, 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.


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Volatility by Period


LYMD.DEDBX7.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.63%

4.63%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

13.45%

12.77%

+0.68%

Volatility (1Y)

Calculated over the trailing 1-year period

16.18%

15.34%

+0.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.23%

15.70%

+0.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.15%

20.35%

-0.20%

LYMD.DE vs. DBX7.DE - Expense Ratio Comparison

Both LYMD.DE and DBX7.DE have an expense ratio of 0.85%.


Dividends

LYMD.DE vs. DBX7.DE - Dividend Comparison

Neither LYMD.DE nor DBX7.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.95, LYMD.DE and DBX7.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Both ETFs have the same 0.85% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

LYMD.DE and DBX7.DE have the same expense ratio: 0.85% per year.

LYMD.DE tracks MSCI India, while DBX7.DE tracks Nifty 50. They also come from different issuers: Amundi and Xtrackers.

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