LYMD.DE vs. LCUA.DE

Last updated Jun 5, 2026

LYMD.DE (Amundi MSCI India II UCITS ETF EUR Acc) and LCUA.DE (Amundi MSCI Emerging Asia II UCITS ETF Acc) are both Asia Pacific Equities funds from Amundi - LYMD.DE tracks the MSCI India while LCUA.DE tracks the MSCI Emerging Markets Asia. Both are passively managed. Over the past 5 years, LYMD.DE returned 3.60%/yr vs 8.90%/yr for LCUA.DE. A 0.54 correlation means they provide meaningful diversification when combined. LYMD.DE charges 0.85%/yr vs 0.12%/yr for LCUA.DE.

Performance

LYMD.DE vs. LCUA.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 Amundi MSCI Emerging Asia II UCITS ETF Acc (LCUA.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LYMD.DE achieves a -11.03% return, which is significantly lower than LCUA.DE's 31.85% return.

LYMD.DE

• 1D: 0.99%
• 1M: -3.80%
• YTD: -11.03%
• 6M: -12.28%
• 1Y: -15.14%
• 3Y*: 1.77%
• 5Y*: 3.60%
• 10Y*: 6.18%

LCUA.DE

• 1D: -1.97%
• 1M: 5.12%
• YTD: 31.85%
• 6M: 32.05%
• 1Y: 53.21%
• 3Y*: 22.72%
• 5Y*: 8.90%
• 10Y*: —

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

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
LYMD.DE Amundi MSCI India II UCITS ETF EUR Acc	-11.03%	-10.62%	15.81%	14.99%	-2.96%	34.12%	2.23%	9.49%	5.29%
LCUA.DE Amundi MSCI Emerging Asia II UCITS ETF Acc	31.85%	18.08%	18.51%	3.26%	-14.89%	1.98%	15.44%	22.39%	-10.90%

Correlation

The correlation between LYMD.DE and LCUA.DE 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	0.48
Correlation (5Y) Calculated over the trailing 5-year period	0.48
Correlation (All Time) Calculated using the full available price history since Mar 28, 2018	0.54

The correlation between LYMD.DE and LCUA.DE has been stable across timeframes, ranging from 0.48 to 0.54 - a consistent structural relationship.

Return for Risk

LYMD.DE vs. LCUA.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: 2
LYMD.DE Sharpe Ratio Rank: 2
LYMD.DE Sortino Ratio Rank: 2
LYMD.DE Omega Ratio Rank: 2
LYMD.DE Calmar Ratio Rank: 3
LYMD.DE Martin Ratio Rank: 1

LCUA.DE

LCUA.DE Risk / Return Rank: 83
LCUA.DE Sharpe Ratio Rank: 84
LCUA.DE Sortino Ratio Rank: 82
LCUA.DE Omega Ratio Rank: 83
LCUA.DE Calmar Ratio Rank: 84
LCUA.DE Martin Ratio Rank: 83

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. LCUA.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 Amundi MSCI Emerging Asia II UCITS ETF Acc (LCUA.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.

	LYMD.DE	LCUA.DE	Difference
Sharpe ratio: Return per unit of total volatility	-0.91	2.72	-3.63
Sortino ratio: Return per unit of downside risk	-1.27	3.59	-4.86
Omega ratio: Gain probability vs. loss probability	0.86	1.49	-0.63
Calmar ratio: Return relative to maximum drawdown	-0.71	4.49	-5.20
Martin ratio: Return relative to average drawdown	-1.49	16.33	-17.82
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current LYMD.DE Sharpe Ratio is -0.91, which is lower than the LCUA.DE Sharpe Ratio of 2.72. The chart below compares the historical Sharpe Ratios of LYMD.DE and LCUA.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.

Sharpe Ratios by Period

	LYMD.DE	LCUA.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.91	2.72	-3.63
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.22	0.48	-0.26
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.31	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.17	0.48	-0.30

Drawdowns

LYMD.DE vs. LCUA.DE - Drawdown Comparison

The maximum LYMD.DE drawdown since its inception was -68.71%, which is greater than LCUA.DE's maximum drawdown of -33.18%. Use the drawdown chart below to compare losses from any high point for LYMD.DE and LCUA.DE.

Drawdown Indicators

	LYMD.DE	LCUA.DE	Difference
Max Drawdown Largest peak-to-trough decline	-68.71%	-33.18%	-35.53%
Max Drawdown (1Y) Largest decline over 1 year	-20.60%	-12.13%	-8.47%
Max Drawdown (3Y) Largest decline over 3 years	-29.55%	-21.07%	-8.48%
Max Drawdown (5Y) Largest decline over 5 years	-29.55%	-28.54%	-1.01%
Max Drawdown (10Y) Largest decline over 10 years	-41.38%	—	—
Current Drawdown Current decline from peak	-26.17%	-2.86%	-23.31%
Average Drawdown Average peak-to-trough decline	-18.32%	-12.02%	-6.30%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.84%	3.34%	+6.50%

Volatility

LYMD.DE vs. LCUA.DE - Volatility Comparison

The current volatility for Amundi MSCI India II UCITS ETF EUR Acc (LYMD.DE) is 5.64%, while Amundi MSCI Emerging Asia II UCITS ETF Acc (LCUA.DE) has a volatility of 8.54%. This indicates that LYMD.DE experiences smaller price fluctuations and is considered to be less risky than LCUA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LYMD.DE	LCUA.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.64%	8.54%	-2.90%
Volatility (6M) Calculated over the trailing 6-month period	13.24%	17.04%	-3.80%
Volatility (1Y) Calculated over the trailing 1-year period	16.06%	20.08%	-4.02%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.15%	18.48%	-2.33%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.15%	19.46%	+0.69%

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

LYMD.DE has a 0.85% expense ratio, which is higher than LCUA.DE's 0.12% expense ratio.

Dividends

LYMD.DE vs. LCUA.DE - Dividend Comparison

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

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both LYMD.DE and LCUA.DE in my portfolio?

LYMD.DE and LCUA.DE 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.

Which ETF is better, LYMD.DE or LCUA.DE?

On fees, LCUA.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, LYMD.DE or LCUA.DE?

LCUA.DE is cheaper with a 0.12% expense ratio, compared with 0.85% for LYMD.DE.

What is the main difference between LYMD.DE and LCUA.DE?

LYMD.DE tracks MSCI India, while LCUA.DE tracks MSCI Emerging Markets Asia. Their fees differ too: 0.85% for LYMD.DE and 0.12% for LCUA.DE.