LYMH.DE vs. XGLF.DE

Last updated Jul 4, 2026

LYMH.DE (Amundi MSCI Greece UCITS ETF (Dist)) and XGLF.DE (Xtrackers MSCI GCC Select Swap UCITS ETF (Acc)) are both Emerging Markets Equities funds - LYMH.DE tracks the MSCI Greece IMI + Coca-Cola 20/35 Index while XGLF.DE tracks the MSCI GCC Countries ex Select Securities Index. Both are passively managed. Over the past 10 years, LYMH.DE returned 18.24%/yr vs 8.00%/yr for XGLF.DE. At a 0.23 correlation, their price movements are largely independent. LYMH.DE charges 0.45%/yr vs 0.65%/yr for XGLF.DE.

Performance

LYMH.DE vs. XGLF.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 Xtrackers MSCI GCC Select Swap UCITS ETF (Acc) (XGLF.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 24.02% return, which is significantly higher than XGLF.DE's 6.06% return. Over the past 10 years, LYMH.DE has outperformed XGLF.DE with an annualized return of 18.24%, while XGLF.DE has yielded a comparatively lower 8.00% annualized 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%

XGLF.DE

• 1D: 0.50%
• 1M: 2.01%
• 6M: 5.05%
• YTD: 6.06%
• 1Y: 5.74%
• 3Y*: 3.33%
• 5Y*: 5.16%
• 10Y*: 8.00%

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

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
LYMH.DE Amundi MSCI Greece UCITS ETF (Dist)	24.02%	54.23%	17.75%	39.74%	2.60%	14.80%	-16.11%	50.03%	-25.49%	23.38%
XGLF.DE Xtrackers MSCI GCC Select Swap UCITS ETF (Acc)	6.06%	-5.36%	9.58%	0.55%	1.24%	48.84%	-9.49%	9.50%	22.95%	-7.49%

Correlation

The correlation between LYMH.DE and XGLF.DE is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.24
Correlation (3Y) Calculated over the trailing 3-year period	0.22
Correlation (5Y) Calculated over the trailing 5-year period	0.22
Correlation (10Y) Calculated over the trailing 10-year period	0.25
Correlation (All Time) Calculated using the full available price history since Feb 5, 2015	0.23

Return for Risk

LYMH.DE vs. XGLF.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: 50
LYMH.DE Sharpe Ratio Rank: 53
LYMH.DE Sortino Ratio Rank: 56
LYMH.DE Omega Ratio Rank: 52
LYMH.DE Calmar Ratio Rank: 48
LYMH.DE Martin Ratio Rank: 42

XGLF.DE

XGLF.DE Risk / Return Rank: 16
XGLF.DE Sharpe Ratio Rank: 17
XGLF.DE Sortino Ratio Rank: 16
XGLF.DE Omega Ratio Rank: 15
XGLF.DE Calmar Ratio Rank: 17
XGLF.DE Martin Ratio Rank: 16

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. XGLF.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 Xtrackers MSCI GCC Select Swap UCITS ETF (Acc) (XGLF.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	XGLF.DE	Difference
Sharpe ratio: Return per unit of total volatility	1.52	0.46	+1.06
Sortino ratio: Return per unit of downside risk	2.27	0.74	+1.52
Omega ratio: Gain probability vs. loss probability	1.27	1.09	+0.18
Calmar ratio: Return relative to maximum drawdown	2.01	0.63	+1.38
Martin ratio: Return relative to average drawdown	5.75	1.39	+4.35

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

The current LYMH.DE Sharpe Ratio is 1.52, which is higher than the XGLF.DE Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of LYMH.DE and XGLF.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. XGLF.DE - Drawdown Comparison

The maximum LYMH.DE drawdown since its inception was -96.06%, which is greater than XGLF.DE's maximum drawdown of -42.15%. Use the drawdown chart below to compare losses from any high point for LYMH.DE and XGLF.DE.

Drawdown Indicators

	LYMH.DE	XGLF.DE	Difference
Max Drawdown Largest peak-to-trough decline	-96.06%	-42.15%	-53.91%
Max Drawdown (1Y) Largest decline over 1 year	-17.29%	-9.05%	-8.24%
Max Drawdown (3Y) Largest decline over 3 years	-17.81%	-18.41%	+0.60%
Max Drawdown (5Y) Largest decline over 5 years	-22.30%	-31.29%	+8.99%
Max Drawdown (10Y) Largest decline over 10 years	-50.10%	-35.16%	-14.94%
Current Drawdown Current decline from peak	-73.27%	-17.78%	-55.49%
Average Drawdown Average peak-to-trough decline	-85.13%	-18.26%	-66.87%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.05%	4.11%	+1.94%

Volatility

LYMH.DE vs. XGLF.DE - Volatility Comparison

Amundi MSCI Greece UCITS ETF (Dist) (LYMH.DE) and Xtrackers MSCI GCC Select Swap UCITS ETF (Acc) (XGLF.DE) have volatilities of 4.41% and 4.44%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LYMH.DE	XGLF.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.41%	4.44%	-0.03%
Volatility (6M) Calculated over the trailing 6-month period	19.33%	9.30%	+10.03%
Volatility (1Y) Calculated over the trailing 1-year period	22.95%	12.62%	+10.33%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.88%	15.35%	+6.53%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.34%	18.34%	+6.00%

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

LYMH.DE has a 0.45% expense ratio, which is lower than XGLF.DE's 0.65% expense ratio.

Dividends

LYMH.DE vs. XGLF.DE - Dividend Comparison

LYMH.DE's dividend yield for the trailing twelve months is around 2.46%, while XGLF.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)	2.46%	3.06%	3.92%	2.22%	2.02%	2.03%	1.14%	1.89%	2.77%	2.02%	1.22%	1.17%
XGLF.DE Xtrackers MSCI GCC Select Swap UCITS ETF (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 XGLF.DE in my portfolio?

LYMH.DE and XGLF.DE have a correlation of 0.24, 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 XGLF.DE?

On fees, LYMH.DE is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.

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

LYMH.DE is cheaper with a 0.45% expense ratio, compared with 0.65% for XGLF.DE.

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

LYMH.DE tracks MSCI Greece IMI + Coca-Cola 20/35 Index, while XGLF.DE tracks MSCI GCC Countries ex Select Securities Index. They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.45% for LYMH.DE and 0.65% for XGLF.DE.