LYSX.DE vs. CEMS.DE
LYSX.DE (Amundi EURO STOXX 50 II UCITS ETF Acc) and CEMS.DE (iShares Edge MSCI Europe Value Factor UCITS ETF) are both Europe Equities funds - LYSX.DE tracks the EURO STOXX® 50 while CEMS.DE tracks the MSCI Europe Enhanced Value. Both are passively managed. Over the past 10 years, LYSX.DE returned 10.40%/yr vs 10.71%/yr for CEMS.DE. Their correlation of 0.91 suggests significant overlap in exposure. LYSX.DE charges 0.20%/yr vs 0.25%/yr for CEMS.DE.
Performance
LYSX.DE vs. CEMS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, LYSX.DE achieves a 7.10% return, which is significantly lower than CEMS.DE's 13.72% return. Both investments have delivered pretty close results over the past 10 years, with LYSX.DE having a 10.40% annualized return and CEMS.DE not far ahead at 10.71%.
LYSX.DE
- 1D
- 0.77%
- 1M
- 1.91%
- YTD
- 7.10%
- 6M
- 8.53%
- 1Y
- 15.65%
- 3Y*
- 15.56%
- 5Y*
- 11.43%
- 10Y*
- 10.40%
CEMS.DE
- 1D
- 0.10%
- 1M
- 2.64%
- YTD
- 13.72%
- 6M
- 16.98%
- 1Y
- 32.08%
- 3Y*
- 21.63%
- 5Y*
- 14.47%
- 10Y*
- 10.71%
LYSX.DE vs. CEMS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LYSX.DE Amundi EURO STOXX 50 II UCITS ETF Acc | 7.10% | 22.03% | 11.00% | 22.54% | -8.86% | 23.39% | -2.89% | 29.99% | -12.14% | 9.97% |
CEMS.DE iShares Edge MSCI Europe Value Factor UCITS ETF | 13.72% | 35.97% | 9.93% | 13.90% | -4.54% | 26.62% | -8.86% | 23.48% | -14.04% | 10.16% |
Correlation
The correlation between LYSX.DE and CEMS.DE is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.88 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.87 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.88 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.90 |
Correlation (All Time) Calculated using the full available price history since Jan 21, 2015 | 0.91 |
The correlation between LYSX.DE and CEMS.DE has been stable across timeframes, ranging from 0.87 to 0.91 - a consistent structural relationship.
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Return for Risk
LYSX.DE vs. CEMS.DE — Risk / Return Rank
LYSX.DE
CEMS.DE
LYSX.DE vs. CEMS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi EURO STOXX 50 II UCITS ETF Acc (LYSX.DE) and iShares Edge MSCI Europe Value Factor UCITS ETF (CEMS.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.
| LYSX.DE | CEMS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.38 | ||
| Sortino ratioReturn per unit of downside risk | -1.71 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.43 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | 1.44 | 3.29 | -1.85 |
| Martin ratioReturn relative to average drawdown | 4.85 | 12.37 | -7.51 |
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
| LYSX.DE | CEMS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.99 | 2.37 | -1.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.94 | -0.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.61 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 0.49 | -0.16 |
Drawdowns
LYSX.DE vs. CEMS.DE - Drawdown Comparison
The maximum LYSX.DE drawdown since its inception was -57.63%, which is greater than CEMS.DE's maximum drawdown of -40.20%. Use the drawdown chart below to compare losses from any high point for LYSX.DE and CEMS.DE.
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Drawdown Indicators
| LYSX.DE | CEMS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.63% | -40.20% | -17.43% |
Max Drawdown (1Y)Largest decline over 1 year | -10.87% | -9.99% | -0.88% |
Max Drawdown (3Y)Largest decline over 3 years | -16.49% | -17.57% | +1.08% |
Max Drawdown (5Y)Largest decline over 5 years | -23.32% | -19.55% | -3.77% |
Max Drawdown (10Y)Largest decline over 10 years | -38.38% | -40.20% | +1.82% |
Current DrawdownCurrent decline from peak | -0.53% | -1.26% | +0.73% |
Average DrawdownAverage peak-to-trough decline | -13.15% | -7.49% | -5.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.24% | 2.66% | +0.58% |
Volatility
LYSX.DE vs. CEMS.DE - Volatility Comparison
Amundi EURO STOXX 50 II UCITS ETF Acc (LYSX.DE) has a higher volatility of 4.96% compared to iShares Edge MSCI Europe Value Factor UCITS ETF (CEMS.DE) at 4.65%. This indicates that LYSX.DE's price experiences larger fluctuations and is considered to be riskier than CEMS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LYSX.DE | CEMS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.96% | 4.65% | +0.31% |
Volatility (6M)Calculated over the trailing 6-month period | 12.92% | 11.17% | +1.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.90% | 13.87% | +2.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.47% | 15.23% | +2.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.22% | 17.43% | +0.79% |
LYSX.DE vs. CEMS.DE - Expense Ratio Comparison
LYSX.DE has a 0.20% expense ratio, which is lower than CEMS.DE's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
LYSX.DE vs. CEMS.DE - Dividend Comparison
Neither LYSX.DE nor CEMS.DE has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CEMS.DE iShares Edge MSCI Europe Value Factor 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% |
LYSX.DE Amundi EURO STOXX 50 II UCITS ETF Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 2.19% | 3.26% | 3.89% | 3.19% | 3.71% | 3.85% |
Frequently Asked Questions
LYSX.DE and CEMS.DE have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, LYSX.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
LYSX.DE is cheaper with a 0.20% expense ratio, compared with 0.25% for CEMS.DE.
LYSX.DE tracks EURO STOXX® 50, while CEMS.DE tracks MSCI Europe Enhanced Value. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.20% for LYSX.DE and 0.25% for CEMS.DE.
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