LYMH.DE vs. UETE.DE

Last updated Jul 18, 2026

LYMH.DE (Amundi MSCI Greece UCITS ETF (Dist)) and UETE.DE (UBS ETF (LU) MSCI Emerging Markets SRI UCITS ETF (USD) Acc) are both Emerging Markets Equities funds - LYMH.DE tracks the MSCI Greece IMI + Coca-Cola 20/35 Index while UETE.DE tracks the MSCI Emerging Markets SRI Low Carbon Select 5% Issuer Capped. Both are passively managed. Over the past 5 years, LYMH.DE returned 26.10%/yr vs 8.53%/yr for UETE.DE. At a 0.41 correlation, their price movements are largely independent. LYMH.DE charges 0.45%/yr vs 0.24%/yr for UETE.DE.

Performance

LYMH.DE vs. UETE.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 UBS ETF (LU) MSCI Emerging Markets SRI UCITS ETF (USD) Acc (UETE.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LYMH.DE achieves a 18.78% return, which is significantly lower than UETE.DE's 26.60% return.

LYMH.DE

• 1D: -1.81%
• 1M: -1.45%
• 6M: 9.68%
• YTD: 18.78%
• 1Y: 24.57%
• 3Y*: 27.99%
• 5Y*: 26.10%
• 10Y*: 16.69%

UETE.DE

• 1D: -2.12%
• 1M: -8.01%
• 6M: 20.58%
• YTD: 26.60%
• 1Y: 42.29%
• 3Y*: 21.51%
• 5Y*: 8.53%
• 10Y*: —

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

LYMH.DE vs. UETE.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
LYMH.DE Amundi MSCI Greece UCITS ETF (Dist)	18.78%	54.23%	17.75%	39.74%	2.60%	14.80%	-16.11%	12.90%
UETE.DE UBS ETF (LU) MSCI Emerging Markets SRI UCITS ETF (USD) Acc	26.60%	21.01%	16.13%	2.59%	-15.04%	7.14%	5.67%	-5.92%

Correlation

The correlation between LYMH.DE and UETE.DE is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.44
Correlation (3Y) Calculated over the trailing 3-year period	0.39
Correlation (5Y) Calculated over the trailing 5-year period	0.40
Correlation (All Time) Calculated using the full available price history since Jun 11, 2019	0.41

Return for Risk

LYMH.DE vs. UETE.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: 38
LYMH.DE Sharpe Ratio Rank: 39
LYMH.DE Sortino Ratio Rank: 42
LYMH.DE Omega Ratio Rank: 38
LYMH.DE Calmar Ratio Rank: 36
LYMH.DE Martin Ratio Rank: 35

UETE.DE

UETE.DE Risk / Return Rank: 82
UETE.DE Sharpe Ratio Rank: 82
UETE.DE Sortino Ratio Rank: 78
UETE.DE Omega Ratio Rank: 80
UETE.DE Calmar Ratio Rank: 87
UETE.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.

LYMH.DE vs. UETE.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 UBS ETF (LU) MSCI Emerging Markets SRI UCITS ETF (USD) Acc (UETE.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.DE	UETE.DE	Difference
Sharpe ratio: Return per unit of total volatility	1.06	2.01	-0.95
Sortino ratio: Return per unit of downside risk	1.67	2.69	-1.02
Omega ratio: Gain probability vs. loss probability	1.20	1.36	-0.16
Calmar ratio: Return relative to maximum drawdown	1.41	3.79	-2.38
Martin ratio: Return relative to average drawdown	4.03	12.25	-8.22

LYMH.DE vs. UETE.DE - Sharpe Ratio Comparison

The current LYMH.DE Sharpe Ratio is 1.06, which is lower than the UETE.DE Sharpe Ratio of 2.01. The chart below compares the historical Sharpe Ratios of LYMH.DE and UETE.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.

Drawdowns

LYMH.DE vs. UETE.DE - Drawdown Comparison

The maximum LYMH.DE drawdown since its inception was -96.06%, which is greater than UETE.DE's maximum drawdown of -39.65%. Use the drawdown chart below to compare losses from any high point for LYMH.DE and UETE.DE.

Drawdown Indicators

	LYMH.DE	UETE.DE	Difference
Max Drawdown Largest peak-to-trough decline	-96.06%	-39.65%	-56.41%
Max Drawdown (1Y) Largest decline over 1 year	-17.29%	-11.11%	-6.18%
Max Drawdown (3Y) Largest decline over 3 years	-17.81%	-20.18%	+2.37%
Max Drawdown (5Y) Largest decline over 5 years	-22.30%	-23.78%	+1.48%
Max Drawdown (10Y) Largest decline over 10 years	-50.10%	—	—
Current Drawdown Current decline from peak	-74.39%	-11.11%	-63.28%
Average Drawdown Average peak-to-trough decline	-85.11%	-11.46%	-73.65%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.07%	3.44%	+2.63%

Volatility

LYMH.DE vs. UETE.DE - Volatility Comparison

The current volatility for Amundi MSCI Greece UCITS ETF (Dist) (LYMH.DE) is 5.32%, while UBS ETF (LU) MSCI Emerging Markets SRI UCITS ETF (USD) Acc (UETE.DE) has a volatility of 8.41%. This indicates that LYMH.DE experiences smaller price fluctuations and is considered to be less risky than UETE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LYMH.DE	UETE.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.32%	8.41%	-3.09%
Volatility (6M) Calculated over the trailing 6-month period	18.82%	18.47%	+0.35%
Volatility (1Y) Calculated over the trailing 1-year period	23.17%	21.03%	+2.14%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.90%	18.51%	+3.39%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.28%	21.15%	+3.13%

LYMH.DE vs. UETE.DE - Expense Ratio Comparison

LYMH.DE has a 0.45% expense ratio, which is higher than UETE.DE's 0.24% expense ratio.

Dividends

LYMH.DE vs. UETE.DE - Dividend Comparison

LYMH.DE's dividend yield for the trailing twelve months is around 2.57%, while UETE.DE has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
LYMH.DE Amundi MSCI Greece UCITS ETF (Dist)	2.57%	3.06%	3.92%	2.22%	2.02%	2.03%	1.14%	1.89%	2.77%	2.02%	1.22%	1.17%
UETE.DE UBS ETF (LU) MSCI Emerging Markets SRI 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%

Frequently Asked Questions

Can I hold both LYMH.DE and UETE.DE in my portfolio?

LYMH.DE and UETE.DE have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, LYMH.DE or UETE.DE?

On fees, UETE.DE is cheaper at 0.24% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, LYMH.DE or UETE.DE?

UETE.DE is cheaper with a 0.24% expense ratio, compared with 0.45% for LYMH.DE.

What is the main difference between LYMH.DE and UETE.DE?

LYMH.DE tracks MSCI Greece IMI + Coca-Cola 20/35 Index, while UETE.DE tracks MSCI Emerging Markets SRI Low Carbon Select 5% Issuer Capped. They also come from different issuers: Amundi and UBS. Their fees differ too: 0.45% for LYMH.DE and 0.24% for UETE.DE.