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LYMH.DE vs. WEBG.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

LYMH.DE vs. WEBG.DE

Last updated Jul 4, 2026
See Documentation

LYMH.DE (Amundi MSCI Greece UCITS ETF (Dist)) and WEBG.DE (Amundi Prime All Country World UCITS ETF Dist) are both exchange-traded funds - LYMH.DE is a Emerging Markets Equities fund tracking the MSCI Greece IMI + Coca-Cola 20/35 Index, while WEBG.DE is a Global Equities fund tracking the Solactive GBS Global Markets Large & Mid Cap Index. Both are passively managed. Over the past year, LYMH.DE returned 34.86% vs 25.99% for WEBG.DE. At a 0.43 correlation, their price movements are largely independent. LYMH.DE charges 0.45%/yr vs 0.07%/yr for WEBG.DE.

Performance

LYMH.DE vs. WEBG.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 Amundi Prime All Country World UCITS ETF Dist (WEBG.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, LYMH.DE achieves a 24.02% return, which is significantly higher than WEBG.DE's 13.52% 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%

WEBG.DE

1D
0.00%
1M
0.41%
6M
13.58%
YTD
13.52%
1Y
25.99%
3Y*
—
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)20252024
LYMH.DE
Amundi MSCI Greece UCITS ETF (Dist)		24.02%54.23%5.27%
WEBG.DE
Amundi Prime All Country World UCITS ETF Dist		13.52%9.19%6.71%

Correlation

The correlation between LYMH.DE and WEBG.DE is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.45

Correlation (All Time)
Calculated using the full available price history since Mar 11, 2024

0.43

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Amundi MSCI Greece UCITS ETF (Dist)

Amundi Prime All Country World UCITS ETF Dist

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Return for Risk

LYMH.DE vs. WEBG.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
WEBG.DE

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. WEBG.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 Amundi Prime All Country World UCITS ETF Dist (WEBG.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.DEWEBG.DEDifference
Sharpe ratioReturn per unit of total volatility
1.52
1.07

+0.45

Sortino ratioReturn per unit of downside risk
2.27
1.71

+0.56

Omega ratioGain probability vs. loss probability

1.27

1.36

-0.09

Calmar ratioReturn relative to maximum drawdown

2.01

1.65

+0.36

Martin ratioReturn relative to average drawdown

5.75

2.93

+2.82

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

The current LYMH.DE Sharpe Ratio is 1.52, which is higher than the WEBG.DE Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of LYMH.DE and WEBG.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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Drawdowns

LYMH.DE vs. WEBG.DE - Drawdown Comparison

The maximum LYMH.DE drawdown since its inception was -96.06%, which is greater than WEBG.DE's maximum drawdown of -21.31%. Use the drawdown chart below to compare losses from any high point for LYMH.DE and WEBG.DE.

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Drawdown Indicators

LYMH.DEWEBG.DEDifference

Max Drawdown

Largest peak-to-trough decline

-96.06%

-21.31%

-74.75%

Max Drawdown (1Y)

Largest decline over 1 year

-17.29%

-15.74%

-1.55%

Max Drawdown (3Y)

Largest decline over 3 years

-17.81%

—

—

Max Drawdown (5Y)

Largest decline over 5 years

-22.30%

—

—

Max Drawdown (10Y)

Largest decline over 10 years

-50.10%

—

—

Current Drawdown

Current decline from peak

-73.27%

-1.30%

-71.97%

Average Drawdown

Average peak-to-trough decline

-85.13%

-5.93%

-79.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.05%

8.88%

-2.83%

Volatility

LYMH.DE vs. WEBG.DE - Volatility Comparison

Amundi MSCI Greece UCITS ETF (Dist) (LYMH.DE) has a higher volatility of 4.41% compared to Amundi Prime All Country World UCITS ETF Dist (WEBG.DE) at 3.76%. This indicates that LYMH.DE's price experiences larger fluctuations and is considered to be riskier than WEBG.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

LYMH.DEWEBG.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.41%

3.76%

+0.65%

Volatility (6M)

Calculated over the trailing 6-month period

19.33%

8.89%

+10.44%

Volatility (1Y)

Calculated over the trailing 1-year period

22.95%

24.40%

-1.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.88%

20.64%

+1.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.34%

20.64%

+3.70%

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

LYMH.DE has a 0.45% expense ratio, which is higher than WEBG.DE's 0.07% expense ratio.

Dividends

LYMH.DE vs. WEBG.DE - Dividend Comparison

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

PositionTTM20252024202320222021202020192018201720162015
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%
WEBG.DE
Amundi Prime All Country World UCITS ETF Dist		1.22%1.32%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

LYMH.DE and WEBG.DE have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, WEBG.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

WEBG.DE is cheaper with a 0.07% expense ratio, compared with 0.45% for LYMH.DE.

LYMH.DE is categorized as Emerging Markets Equities, while WEBG.DE is Global Equities. LYMH.DE tracks MSCI Greece IMI + Coca-Cola 20/35 Index, while WEBG.DE tracks Solactive GBS Global Markets Large & Mid Cap Index. Their fees differ too: 0.45% for LYMH.DE and 0.07% for WEBG.DE.

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