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LYMD.DE vs. VUAA.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


LYMD.DEVUAA.L
YTD Return21.63%20.34%
1Y Return28.97%29.94%
3Y Return (Ann)11.27%10.82%
5Y Return (Ann)14.03%15.20%
Sharpe Ratio1.912.67
Daily Std Dev15.28%12.35%
Max Drawdown-68.71%-34.05%
Current Drawdown-1.69%0.00%

Correlation

-0.50.00.51.00.5

The correlation between LYMD.DE and VUAA.L is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

LYMD.DE vs. VUAA.L - Performance Comparison

In the year-to-date period, LYMD.DE achieves a 21.63% return, which is significantly higher than VUAA.L's 20.34% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%20.00%AprilMayJuneJulyAugustSeptember
18.02%
9.84%
LYMD.DE
VUAA.L

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Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


LYMD.DE vs. VUAA.L - Expense Ratio Comparison

LYMD.DE has a 0.85% expense ratio, which is higher than VUAA.L's 0.07% expense ratio.


LYMD.DE
Amundi MSCI India II UCITS ETF EUR Acc
Expense ratio chart for LYMD.DE: current value at 0.85% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.85%
Expense ratio chart for VUAA.L: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

LYMD.DE vs. VUAA.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI India II UCITS ETF EUR Acc (LYMD.DE) and Vanguard S&P 500 UCITS ETF (VUAA.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.


LYMD.DE
Sharpe ratio
The chart of Sharpe ratio for LYMD.DE, currently valued at 2.39, compared to the broader market0.002.004.002.39
Sortino ratio
The chart of Sortino ratio for LYMD.DE, currently valued at 2.97, compared to the broader market-2.000.002.004.006.008.0010.0012.002.97
Omega ratio
The chart of Omega ratio for LYMD.DE, currently valued at 1.48, compared to the broader market0.501.001.502.002.503.001.48
Calmar ratio
The chart of Calmar ratio for LYMD.DE, currently valued at 3.12, compared to the broader market0.005.0010.0015.003.12
Martin ratio
The chart of Martin ratio for LYMD.DE, currently valued at 21.08, compared to the broader market0.0020.0040.0060.0080.00100.00120.0021.08
VUAA.L
Sharpe ratio
The chart of Sharpe ratio for VUAA.L, currently valued at 2.87, compared to the broader market0.002.004.002.87
Sortino ratio
The chart of Sortino ratio for VUAA.L, currently valued at 4.00, compared to the broader market-2.000.002.004.006.008.0010.0012.004.00
Omega ratio
The chart of Omega ratio for VUAA.L, currently valued at 1.54, compared to the broader market0.501.001.502.002.503.001.54
Calmar ratio
The chart of Calmar ratio for VUAA.L, currently valued at 3.00, compared to the broader market0.005.0010.0015.003.00
Martin ratio
The chart of Martin ratio for VUAA.L, currently valued at 17.76, compared to the broader market0.0020.0040.0060.0080.00100.00120.0017.76

LYMD.DE vs. VUAA.L - Sharpe Ratio Comparison

The current LYMD.DE Sharpe Ratio is 1.91, which roughly equals the VUAA.L Sharpe Ratio of 2.67. The chart below compares the 12-month rolling Sharpe Ratio of LYMD.DE and VUAA.L.


Rolling 12-month Sharpe Ratio1.502.002.503.00AprilMayJuneJulyAugustSeptember
2.39
2.87
LYMD.DE
VUAA.L

Dividends

LYMD.DE vs. VUAA.L - Dividend Comparison

Neither LYMD.DE nor VUAA.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

LYMD.DE vs. VUAA.L - Drawdown Comparison

The maximum LYMD.DE drawdown since its inception was -68.71%, which is greater than VUAA.L's maximum drawdown of -34.05%. Use the drawdown chart below to compare losses from any high point for LYMD.DE and VUAA.L. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember00
LYMD.DE
VUAA.L

Volatility

LYMD.DE vs. VUAA.L - Volatility Comparison

The current volatility for Amundi MSCI India II UCITS ETF EUR Acc (LYMD.DE) is 3.59%, while Vanguard S&P 500 UCITS ETF (VUAA.L) has a volatility of 4.28%. This indicates that LYMD.DE experiences smaller price fluctuations and is considered to be less risky than VUAA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%AprilMayJuneJulyAugustSeptember
3.59%
4.28%
LYMD.DE
VUAA.L