LYQY.DE vs. LSMC.DE
LYQY.DE (Lyxor ESG Euro High Yield (DR) UCITS ETF - Dist) and LSMC.DE (Amundi MSCI Semiconductors ESG Screened UCITS ETF) are both exchange-traded funds - LYQY.DE is a European High Yield Bonds fund tracking the Bloomberg MSCI Euro Corporate High Yield SRI Sustainable, while LSMC.DE is a Semiconductors fund tracking the MSCI ACWI Semiconductors & Semiconductor Equipment ESG Filtered NET USD Index. Both are passively managed. Over the past 10 years, LYQY.DE returned 2.39%/yr vs 28.49%/yr for LSMC.DE. At a 0.39 correlation, their price movements are largely independent. LYQY.DE charges 0.25%/yr vs 0.45%/yr for LSMC.DE.
Performance
LYQY.DE vs. LSMC.DE - Performance Comparison
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Returns By Period
In the year-to-date period, LYQY.DE achieves a 0.68% return, which is significantly lower than LSMC.DE's 63.83% return. Over the past 10 years, LYQY.DE has underperformed LSMC.DE with an annualized return of 2.39%, while LSMC.DE has yielded a comparatively higher 28.49% annualized return.
LYQY.DE
- 1D
- -0.02%
- 1M
- 0.38%
- YTD
- 0.68%
- 6M
- 0.94%
- 1Y
- 3.77%
- 3Y*
- 5.38%
- 5Y*
- 1.41%
- 10Y*
- 2.39%
LSMC.DE
- 1D
- -3.34%
- 1M
- 12.86%
- YTD
- 63.83%
- 6M
- 63.41%
- 1Y
- 126.99%
- 3Y*
- 62.06%
- 5Y*
- 36.20%
- 10Y*
- 28.49%
LYQY.DE vs. LSMC.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LYQY.DE Lyxor ESG Euro High Yield (DR) UCITS ETF - Dist | 0.68% | 5.63% | 6.21% | 6.03% | -10.82% | 1.36% | 1.69% | 10.67% | -4.66% | 4.45% |
LSMC.DE Amundi MSCI Semiconductors ESG Screened UCITS ETF | 63.83% | 32.60% | 66.54% | 74.46% | -34.66% | 37.56% | 23.03% | 39.73% | -5.73% | 12.36% |
Correlation
The correlation between LYQY.DE and LSMC.DE is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.31 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.42 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.42 |
Correlation (All Time) Calculated using the full available price history since Mar 9, 2011 | 0.39 |
The correlation between LYQY.DE and LSMC.DE shifts across timeframes, from 0.27 (1 year) to 0.42 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
LYQY.DE vs. LSMC.DE — Risk / Return Rank
LYQY.DE
LSMC.DE
LYQY.DE vs. LSMC.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyxor ESG Euro High Yield (DR) UCITS ETF - Dist (LYQY.DE) and Amundi MSCI Semiconductors ESG Screened UCITS ETF (LSMC.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.
| LYQY.DE | LSMC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.25 | ||
| Sortino ratioReturn per unit of downside risk | -2.94 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.59 | -0.38 |
| Calmar ratioReturn relative to maximum drawdown | 1.25 | 10.37 | -9.12 |
| Martin ratioReturn relative to average drawdown | 5.20 | 32.83 | -27.62 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| LYQY.DE | LSMC.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.03 | 4.27 | -3.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.24 | 1.15 | -0.90 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.34 | 1.09 | -0.75 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.82 | -0.29 |
Drawdowns
LYQY.DE vs. LSMC.DE - Drawdown Comparison
The maximum LYQY.DE drawdown since its inception was -25.79%, smaller than the maximum LSMC.DE drawdown of -39.77%. Use the drawdown chart below to compare losses from any high point for LYQY.DE and LSMC.DE.
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Drawdown Indicators
| LYQY.DE | LSMC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.79% | -39.77% | +13.98% |
Max Drawdown (1Y)Largest decline over 1 year | -3.07% | -12.53% | +9.46% |
Max Drawdown (3Y)Largest decline over 3 years | -3.47% | -36.22% | +32.75% |
Max Drawdown (5Y)Largest decline over 5 years | -16.59% | -39.77% | +23.18% |
Max Drawdown (10Y)Largest decline over 10 years | -25.79% | -39.77% | +13.98% |
Current DrawdownCurrent decline from peak | -0.18% | -3.34% | +3.16% |
Average DrawdownAverage peak-to-trough decline | -2.87% | -9.37% | +6.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.73% | 3.96% | -3.23% |
Volatility
LYQY.DE vs. LSMC.DE - Volatility Comparison
The current volatility for Lyxor ESG Euro High Yield (DR) UCITS ETF - Dist (LYQY.DE) is 0.75%, while Amundi MSCI Semiconductors ESG Screened UCITS ETF (LSMC.DE) has a volatility of 11.23%. This indicates that LYQY.DE experiences smaller price fluctuations and is considered to be less risky than LSMC.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LYQY.DE | LSMC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.75% | 11.23% | -10.48% |
Volatility (6M)Calculated over the trailing 6-month period | 3.01% | 22.18% | -19.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.72% | 30.40% | -26.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.75% | 31.21% | -25.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.06% | 26.06% | -19.00% |
LYQY.DE vs. LSMC.DE - Expense Ratio Comparison
LYQY.DE has a 0.25% expense ratio, which is lower than LSMC.DE's 0.45% expense ratio.
Dividends
LYQY.DE vs. LSMC.DE - Dividend Comparison
LYQY.DE's dividend yield for the trailing twelve months is around 4.05%, while LSMC.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LSMC.DE Amundi MSCI Semiconductors ESG Screened UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
LYQY.DE Lyxor ESG Euro High Yield (DR) UCITS ETF - Dist | 4.05% | 4.08% | 2.29% | 0.00% | 3.54% | 2.85% | 3.15% | 3.67% | 4.01% | 4.05% | 4.79% | 4.42% |
Frequently Asked Questions
LYQY.DE and LSMC.DE have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, LYQY.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
LYQY.DE is cheaper with a 0.25% expense ratio, compared with 0.45% for LSMC.DE.
LYQY.DE is categorized as European High Yield Bonds, while LSMC.DE is Semiconductors. LYQY.DE tracks Bloomberg MSCI Euro Corporate High Yield SRI Sustainable, while LSMC.DE tracks MSCI ACWI Semiconductors & Semiconductor Equipment ESG Filtered NET USD Index. Their fees differ too: 0.25% for LYQY.DE and 0.45% for LSMC.DE.
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