LYSX.DE vs. ISX5.L

Last updated Apr 3, 2026

Compare and contrast key facts about Amundi EURO STOXX 50 II UCITS ETF Acc (LYSX.DE) and iShares Core EURO STOXX 50 UCITS ETF (ISX5.L).

LYSX.DE and ISX5.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. LYSX.DE is a passively managed fund by Amundi that tracks the performance of the EURO STOXX® 50. It was launched on Feb 19, 2001. ISX5.L is a passively managed fund by iShares that tracks the performance of the MSCI EMU NR EUR. It was launched on Jan 26, 2010. Both LYSX.DE and ISX5.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

LYSX.DE vs. ISX5.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi EURO STOXX 50 II UCITS ETF Acc (LYSX.DE) and iShares Core EURO STOXX 50 UCITS ETF (ISX5.L). The values are adjusted to include any dividend payments, if applicable.

LYSX.DE vs. ISX5.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
LYSX.DE Amundi EURO STOXX 50 II UCITS ETF Acc	-1.42%	22.03%	11.00%	22.54%	-8.86%	23.39%	-2.89%	29.99%	-12.14%	9.97%
ISX5.L iShares Core EURO STOXX 50 UCITS ETF	-1.14%	21.05%	12.08%	22.35%	-8.29%	23.18%	-2.40%	28.37%	-11.58%	10.47%

Different Trading Currencies

LYSX.DE is traded in EUR, while ISX5.L is traded in USD. To make them comparable, the ISX5.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, LYSX.DE achieves a -1.42% return, which is significantly lower than ISX5.L's -1.14% return.

LYSX.DE

• 1D: -0.61%
• 1M: -1.21%
• YTD: -1.42%
• 6M: 1.56%
• 1Y: 10.45%
• 3Y*: 12.94%
• 5Y*: 10.68%
• 10Y*: 9.89%

ISX5.L

• 1D: -0.73%
• 1M: -0.88%
• YTD: -1.14%
• 6M: 1.66%
• 1Y: 10.40%
• 3Y*: 13.09%
• 5Y*: 10.89%
• 10Y*: —

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

LYSX.DE vs. ISX5.L - Expense Ratio Comparison

LYSX.DE has a 0.20% expense ratio, which is higher than ISX5.L's 0.00% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

LYSX.DE

Amundi EURO STOXX 50 II UCITS ETF Acc

ISX5.L

iShares Core EURO STOXX 50 UCITS ETF

Return for Risk

LYSX.DE vs. ISX5.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LYSX.DE

LYSX.DE Risk / Return Rank: 34
LYSX.DE Sharpe Ratio Rank: 29
LYSX.DE Sortino Ratio Rank: 29
LYSX.DE Omega Ratio Rank: 27
LYSX.DE Calmar Ratio Rank: 42
LYSX.DE Martin Ratio Rank: 42

ISX5.L

ISX5.L Risk / Return Rank: 47
ISX5.L Sharpe Ratio Rank: 47
ISX5.L Sortino Ratio Rank: 45
ISX5.L Omega Ratio Rank: 43
ISX5.L Calmar Ratio Rank: 50
ISX5.L Martin Ratio Rank: 50

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.

LYSX.DE vs. ISX5.L - 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 Core EURO STOXX 50 UCITS ETF (ISX5.L). 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	ISX5.L	Difference
Sharpe ratio Return per unit of total volatility	0.60	0.58	+0.02
Sortino ratio Return per unit of downside risk	0.91	0.88	+0.04
Omega ratio Gain probability vs. loss probability	1.12	1.12	0.00
Calmar ratio Return relative to maximum drawdown	1.34	1.36	-0.02
Martin ratio Return relative to average drawdown	4.92	4.90	+0.01
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LYSX.DE vs. ISX5.L - Sharpe Ratio Comparison

The current LYSX.DE Sharpe Ratio is 0.60, which is comparable to the ISX5.L Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of LYSX.DE and ISX5.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	LYSX.DE	ISX5.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.60	0.58	+0.02
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.61	0.62	-0.01
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.54	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.31	0.61	-0.30

Correlation

The correlation between LYSX.DE and ISX5.L is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

LYSX.DE vs. ISX5.L - Dividend Comparison

Neither LYSX.DE nor ISX5.L has paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
ISX5.L iShares Core EURO STOXX 50 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%

Drawdowns

LYSX.DE vs. ISX5.L - Drawdown Comparison

The maximum LYSX.DE drawdown since its inception was -57.63%, which is greater than ISX5.L's maximum drawdown of -36.52%. Use the drawdown chart below to compare losses from any high point for LYSX.DE and ISX5.L.

Drawdown Indicators

	LYSX.DE	ISX5.L	Difference
Max Drawdown Largest peak-to-trough decline	-57.63%	-37.94%	-19.69%
Max Drawdown (1Y) Largest decline over 1 year	-10.87%	-12.92%	+2.05%
Max Drawdown (5Y) Largest decline over 5 years	-23.32%	-34.86%	+11.54%
Max Drawdown (10Y) Largest decline over 10 years	-38.38%	—	—
Current Drawdown Current decline from peak	-7.60%	-9.62%	+2.02%
Average Drawdown Average peak-to-trough decline	-13.23%	-7.62%	-5.61%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.97%	3.50%	-0.53%

Volatility

LYSX.DE vs. ISX5.L - Volatility Comparison

The current volatility for Amundi EURO STOXX 50 II UCITS ETF Acc (LYSX.DE) is 6.28%, while iShares Core EURO STOXX 50 UCITS ETF (ISX5.L) has a volatility of 7.23%. This indicates that LYSX.DE experiences smaller price fluctuations and is considered to be less risky than ISX5.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LYSX.DE	ISX5.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.28%	7.23%	-0.95%
Volatility (6M) Calculated over the trailing 6-month period	10.92%	11.81%	-0.89%
Volatility (1Y) Calculated over the trailing 1-year period	17.35%	18.00%	-0.65%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.21%	18.53%	-1.32%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.17%	21.06%	-2.89%