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LYMD.DE vs. QDV5.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LYMD.DE vs. QDV5.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 iShares MSCI India UCITS ETF USD (Acc) (QDV5.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 -11.03% return, which is significantly higher than QDV5.DE's -11.72% 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%

QDV5.DE

1D
1.21%
1M
-4.24%
YTD
-11.72%
6M
-13.23%
1Y
-14.33%
3Y*
2.49%
5Y*
4.37%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LYMD.DE vs. QDV5.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
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%0.06%
QDV5.DE
iShares MSCI India UCITS ETF USD (Acc)
-11.72%-7.96%15.56%14.91%-1.74%34.99%3.47%10.62%1.31%

Correlation

The correlation between LYMD.DE and QDV5.DE is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.96

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

0.98

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

0.98

Correlation (All Time)
Calculated using the full available price history since May 31, 2018

0.99

The correlation between LYMD.DE and QDV5.DE has been stable across timeframes, ranging from 0.96 to 0.99 - a consistent structural relationship.

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Return for Risk

LYMD.DE vs. QDV5.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: 22
Overall Rank
LYMD.DE Sharpe Ratio Rank: 22
Sharpe Ratio Rank
LYMD.DE Sortino Ratio Rank: 22
Sortino Ratio Rank
LYMD.DE Omega Ratio Rank: 22
Omega Ratio Rank
LYMD.DE Calmar Ratio Rank: 33
Calmar Ratio Rank
LYMD.DE Martin Ratio Rank: 11
Martin Ratio Rank

QDV5.DE
QDV5.DE Risk / Return Rank: 22
Overall Rank
QDV5.DE Sharpe Ratio Rank: 22
Sharpe Ratio Rank
QDV5.DE Sortino Ratio Rank: 33
Sortino Ratio Rank
QDV5.DE Omega Ratio Rank: 33
Omega Ratio Rank
QDV5.DE Calmar Ratio Rank: 33
Calmar Ratio Rank
QDV5.DE Martin Ratio Rank: 11
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. QDV5.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 iShares MSCI India UCITS ETF USD (Acc) (QDV5.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.DEQDV5.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.06

Sortino ratioReturn per unit of downside risk

-0.11

Omega ratioGain probability vs. loss probability

0.86

0.87

-0.01

Calmar ratioReturn relative to maximum drawdown

-0.71

-0.69

-0.02

Martin ratioReturn relative to average drawdown

-1.49

-1.54

+0.06

LYMD.DE vs. QDV5.DE - Sharpe Ratio Comparison

The current LYMD.DE Sharpe Ratio is -0.91, which is comparable to the QDV5.DE Sharpe Ratio of -0.85. The chart below compares the historical Sharpe Ratios of LYMD.DE and QDV5.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


LYMD.DEQDV5.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.91

-0.85

-0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

0.26

-0.04

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

0.30

-0.13

Drawdowns

LYMD.DE vs. QDV5.DE - Drawdown Comparison

The maximum LYMD.DE drawdown since its inception was -68.71%, which is greater than QDV5.DE's maximum drawdown of -41.06%. Use the drawdown chart below to compare losses from any high point for LYMD.DE and QDV5.DE.


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Drawdown Indicators


LYMD.DEQDV5.DEDifference

Max Drawdown

Largest peak-to-trough decline

-68.71%

-41.06%

-27.65%

Max Drawdown (1Y)

Largest decline over 1 year

-20.60%

-19.83%

-0.77%

Max Drawdown (3Y)

Largest decline over 3 years

-29.55%

-27.44%

-2.11%

Max Drawdown (5Y)

Largest decline over 5 years

-29.55%

-27.44%

-2.11%

Max Drawdown (10Y)

Largest decline over 10 years

-41.38%

Current Drawdown

Current decline from peak

-26.17%

-24.03%

-2.14%

Average Drawdown

Average peak-to-trough decline

-18.32%

-8.12%

-10.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.84%

8.90%

+0.94%

Volatility

LYMD.DE vs. QDV5.DE - Volatility Comparison

The current volatility for Amundi MSCI India II UCITS ETF EUR Acc (LYMD.DE) is 5.64%, while iShares MSCI India UCITS ETF USD (Acc) (QDV5.DE) has a volatility of 6.04%. This indicates that LYMD.DE experiences smaller price fluctuations and is considered to be less risky than QDV5.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LYMD.DEQDV5.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.64%

6.04%

-0.40%

Volatility (6M)

Calculated over the trailing 6-month period

13.24%

13.58%

-0.34%

Volatility (1Y)

Calculated over the trailing 1-year period

16.06%

16.20%

-0.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.15%

16.43%

-0.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.15%

21.60%

-1.45%

LYMD.DE vs. QDV5.DE - Expense Ratio Comparison

LYMD.DE has a 0.85% expense ratio, which is higher than QDV5.DE's 0.65% expense ratio.


Dividends

LYMD.DE vs. QDV5.DE - Dividend Comparison

Neither LYMD.DE nor QDV5.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.96, LYMD.DE and QDV5.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.

On fees, QDV5.DE is cheaper at 0.65% per year. The better choice depends on whether you care most about return, fees, risk, or income.

QDV5.DE is cheaper with a 0.65% expense ratio, compared with 0.85% for LYMD.DE.

Both ETFs track MSCI India. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.85% for LYMD.DE and 0.65% for QDV5.DE.

Portfolio Optimizer

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