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LYSX.DE vs. LSMC.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LYSX.DE vs. LSMC.DE - 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 Amundi MSCI Semiconductors ESG Screened UCITS ETF (LSMC.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, LYSX.DE achieves a 7.10% return, which is significantly lower than LSMC.DE's 63.83% return. Over the past 10 years, LYSX.DE has underperformed LSMC.DE with an annualized return of 10.40%, while LSMC.DE has yielded a comparatively higher 28.49% annualized return.


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%

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

LYSX.DE vs. LSMC.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
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 LYSX.DE and LSMC.DE is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.54

Correlation (3Y)
Calculated over the trailing 3-year period

0.51

Correlation (5Y)
Calculated over the trailing 5-year period

0.58

Correlation (10Y)
Calculated over the trailing 10-year period

0.57

Correlation (All Time)
Calculated using the full available price history since Oct 10, 2008

0.51

The correlation between LYSX.DE and LSMC.DE has been stable across timeframes, ranging from 0.51 to 0.58 - a consistent structural relationship.

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Return for Risk

LYSX.DE vs. LSMC.DE — 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: 3030
Overall Rank
LYSX.DE Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
LYSX.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
LYSX.DE Omega Ratio Rank: 2828
Omega Ratio Rank
LYSX.DE Calmar Ratio Rank: 3030
Calmar Ratio Rank
LYSX.DE Martin Ratio Rank: 3333
Martin Ratio Rank

LSMC.DE
LSMC.DE Risk / Return Rank: 9494
Overall Rank
LSMC.DE Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
LSMC.DE Sortino Ratio Rank: 9393
Sortino Ratio Rank
LSMC.DE Omega Ratio Rank: 9191
Omega Ratio Rank
LSMC.DE Calmar Ratio Rank: 9797
Calmar Ratio Rank
LSMC.DE Martin Ratio Rank: 9696
Martin Ratio Rank
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. LSMC.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 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.


LYSX.DELSMC.DEDifference
Sharpe ratioReturn per unit of total volatility

-3.29

Sortino ratioReturn per unit of downside risk

-3.05

Omega ratioGain probability vs. loss probability

1.18

1.59

-0.41

Calmar ratioReturn relative to maximum drawdown

1.44

10.37

-8.92

Martin ratioReturn relative to average drawdown

4.85

32.83

-27.97

LYSX.DE vs. LSMC.DE - Sharpe Ratio Comparison

The current LYSX.DE Sharpe Ratio is 0.99, which is lower than the LSMC.DE Sharpe Ratio of 4.27. The chart below compares the historical Sharpe Ratios of LYSX.DE and LSMC.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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Sharpe Ratios by Period


LYSX.DELSMC.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.99

4.27

-3.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

1.15

-0.50

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

1.09

-0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.82

-0.49

Drawdowns

LYSX.DE vs. LSMC.DE - Drawdown Comparison

The maximum LYSX.DE drawdown since its inception was -57.63%, which is greater than LSMC.DE's maximum drawdown of -39.77%. Use the drawdown chart below to compare losses from any high point for LYSX.DE and LSMC.DE.


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Drawdown Indicators


LYSX.DELSMC.DEDifference

Max Drawdown

Largest peak-to-trough decline

-57.63%

-39.77%

-17.86%

Max Drawdown (1Y)

Largest decline over 1 year

-10.87%

-12.53%

+1.66%

Max Drawdown (3Y)

Largest decline over 3 years

-16.49%

-36.22%

+19.73%

Max Drawdown (5Y)

Largest decline over 5 years

-23.32%

-39.77%

+16.45%

Max Drawdown (10Y)

Largest decline over 10 years

-38.38%

-39.77%

+1.39%

Current Drawdown

Current decline from peak

-0.53%

-3.34%

+2.81%

Average Drawdown

Average peak-to-trough decline

-13.15%

-9.37%

-3.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.24%

3.96%

-0.72%

Volatility

LYSX.DE vs. LSMC.DE - Volatility Comparison

The current volatility for Amundi EURO STOXX 50 II UCITS ETF Acc (LYSX.DE) is 4.96%, while Amundi MSCI Semiconductors ESG Screened UCITS ETF (LSMC.DE) has a volatility of 11.23%. This indicates that LYSX.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


LYSX.DELSMC.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.96%

11.23%

-6.27%

Volatility (6M)

Calculated over the trailing 6-month period

12.92%

22.18%

-9.26%

Volatility (1Y)

Calculated over the trailing 1-year period

15.90%

30.40%

-14.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.47%

31.21%

-13.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.22%

26.06%

-7.84%

LYSX.DE vs. LSMC.DE - Expense Ratio Comparison

LYSX.DE has a 0.20% expense ratio, which is lower than LSMC.DE's 0.45% expense ratio.


Dividends

LYSX.DE vs. LSMC.DE - Dividend Comparison

Neither LYSX.DE nor LSMC.DE has paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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%
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 LSMC.DE have a correlation of 0.54, 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 0.45% for LSMC.DE.

LYSX.DE is categorized as Europe Equities, while LSMC.DE is Semiconductors. LYSX.DE tracks EURO STOXX® 50, while LSMC.DE tracks MSCI ACWI Semiconductors & Semiconductor Equipment ESG Filtered NET USD Index. Their fees differ too: 0.20% for LYSX.DE and 0.45% for LSMC.DE.

Portfolio Optimizer

Find the right allocation for LYSX.DE and LSMC.DE

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