PortfoliosLab logoPortfoliosLab logo
LYMH.DE vs. 5MVL.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LYMH.DE vs. 5MVL.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi MSCI Greece UCITS ETF (Dist) (LYMH.DE) and iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (5MVL.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, LYMH.DE achieves a 24.02% return, which is significantly lower than 5MVL.DE's 40.32% return.


LYMH.DE

1D
1.43%
1M
10.51%
6M
20.85%
YTD
24.02%
1Y
34.86%
3Y*
30.77%
5Y*
26.77%
10Y*
18.24%

5MVL.DE

1D
2.80%
1M
-6.17%
6M
36.31%
YTD
40.32%
1Y
66.56%
3Y*
31.76%
5Y*
16.49%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LYMH.DE vs. 5MVL.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
LYMH.DE
Amundi MSCI Greece UCITS ETF (Dist)
24.02%54.23%17.75%39.74%2.60%14.80%-16.11%50.03%-7.24%
5MVL.DE
iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)
40.32%27.25%21.00%14.59%-10.56%13.09%-2.40%20.36%-14.02%

Correlation

The correlation between LYMH.DE and 5MVL.DE is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.39

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

0.37

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

0.39

Correlation (All Time)
Calculated using the full available price history since Dec 6, 2018

0.42

Compare stocks, funds, or ETFs

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


Return for Risk

LYMH.DE vs. 5MVL.DE — Risk / Return Rank

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

LYMH.DE
LYMH.DE Risk / Return Rank: 5050
Overall Rank
LYMH.DE Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
LYMH.DE Sortino Ratio Rank: 5656
Sortino Ratio Rank
LYMH.DE Omega Ratio Rank: 5252
Omega Ratio Rank
LYMH.DE Calmar Ratio Rank: 4848
Calmar Ratio Rank
LYMH.DE Martin Ratio Rank: 4242
Martin Ratio Rank

5MVL.DE
5MVL.DE Risk / Return Rank: 9494
Overall Rank
5MVL.DE Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
5MVL.DE Sortino Ratio Rank: 9292
Sortino Ratio Rank
5MVL.DE Omega Ratio Rank: 9393
Omega Ratio Rank
5MVL.DE Calmar Ratio Rank: 9595
Calmar Ratio Rank
5MVL.DE Martin Ratio Rank: 9393
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.

LYMH.DE vs. 5MVL.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI Greece UCITS ETF (Dist) (LYMH.DE) and iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (5MVL.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.


LYMH.DE5MVL.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.55

Sortino ratioReturn per unit of downside risk

-1.43

Omega ratioGain probability vs. loss probability

1.27

1.52

-0.25

Calmar ratioReturn relative to maximum drawdown

2.01

6.42

-4.41

Martin ratioReturn relative to average drawdown

5.75

19.50

-13.75

LYMH.DE vs. 5MVL.DE - Sharpe Ratio Comparison

The current LYMH.DE Sharpe Ratio is 1.52, which is lower than the 5MVL.DE Sharpe Ratio of 3.07. The chart below compares the historical Sharpe Ratios of LYMH.DE and 5MVL.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.


Loading charts...

Drawdowns

LYMH.DE vs. 5MVL.DE - Drawdown Comparison

The maximum LYMH.DE drawdown since its inception was -96.06%, which is greater than 5MVL.DE's maximum drawdown of -32.22%. Use the drawdown chart below to compare losses from any high point for LYMH.DE and 5MVL.DE.


Loading charts...

Drawdown Indicators


LYMH.DE5MVL.DEDifference

Max Drawdown

Largest peak-to-trough decline

-96.06%

-32.22%

-63.84%

Max Drawdown (1Y)

Largest decline over 1 year

-17.29%

-10.32%

-6.97%

Max Drawdown (3Y)

Largest decline over 3 years

-17.81%

-19.14%

+1.33%

Max Drawdown (5Y)

Largest decline over 5 years

-22.30%

-20.60%

-1.70%

Max Drawdown (10Y)

Largest decline over 10 years

-50.10%

Current Drawdown

Current decline from peak

-73.27%

-7.81%

-65.46%

Average Drawdown

Average peak-to-trough decline

-85.13%

-6.62%

-78.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.05%

3.40%

+2.65%

Volatility

LYMH.DE vs. 5MVL.DE - Volatility Comparison

The current volatility for Amundi MSCI Greece UCITS ETF (Dist) (LYMH.DE) is 4.41%, while iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (5MVL.DE) has a volatility of 10.83%. This indicates that LYMH.DE experiences smaller price fluctuations and is considered to be less risky than 5MVL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


LYMH.DE5MVL.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.41%

10.83%

-6.42%

Volatility (6M)

Calculated over the trailing 6-month period

19.33%

18.78%

+0.55%

Volatility (1Y)

Calculated over the trailing 1-year period

22.95%

21.61%

+1.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.88%

17.42%

+4.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.34%

19.53%

+4.81%

LYMH.DE vs. 5MVL.DE - Expense Ratio Comparison

LYMH.DE has a 0.45% expense ratio, which is higher than 5MVL.DE's 0.40% expense ratio.


Dividends

LYMH.DE vs. 5MVL.DE - Dividend Comparison

LYMH.DE's dividend yield for the trailing twelve months is around 2.46%, while 5MVL.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
5MVL.DE
iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LYMH.DE
Amundi MSCI Greece UCITS ETF (Dist)
2.46%3.06%3.92%2.22%2.02%2.03%1.14%1.89%2.77%2.02%1.22%1.17%

Frequently Asked Questions


LYMH.DE and 5MVL.DE have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, 5MVL.DE is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

5MVL.DE is cheaper with a 0.40% expense ratio, compared with 0.45% for LYMH.DE.

LYMH.DE tracks MSCI Greece IMI + Coca-Cola 20/35 Index, while 5MVL.DE tracks MSCI Emerging Markets Select Value Factor Focus. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.45% for LYMH.DE and 0.40% for 5MVL.DE.

Portfolio Optimizer

Find the right allocation for LYMH.DE and 5MVL.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer