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LYXI.DE vs. EIDO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LYXI.DE vs. EIDO - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi MSCI Indonesia UCITS ETF Acc (LYXI.DE) and iShares MSCI Indonesia ETF (EIDO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

The year-to-date returns for both investments are quite close, with LYXI.DE having a -38.89% return and EIDO slightly higher at -38.77%. Over the past 10 years, LYXI.DE has outperformed EIDO with an annualized return of -4.30%, while EIDO has yielded a comparatively lower -5.21% annualized return.


LYXI.DE

1D
-2.92%
1M
-19.85%
YTD
-38.89%
6M
-39.91%
1Y
-41.32%
3Y*
-23.00%
5Y*
-9.02%
10Y*
-4.30%

EIDO

1D
-5.59%
1M
-24.26%
YTD
-38.77%
6M
-39.12%
1Y
-37.69%
3Y*
-21.10%
5Y*
-9.33%
10Y*
-5.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LYXI.DE vs. EIDO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LYXI.DE
Amundi MSCI Indonesia UCITS ETF Acc
-38.89%-12.39%-8.49%1.67%9.36%10.13%-15.92%11.61%-6.26%7.62%
EIDO
iShares MSCI Indonesia ETF
-38.77%-7.55%-7.28%-0.51%6.03%6.84%-14.79%7.68%-6.69%4.73%

Correlation

The correlation between LYXI.DE and EIDO is 0.83, 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

0.83

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

0.83

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

0.83

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

0.78

Correlation (All Time)
Calculated using the full available price history since Jan 25, 2012

0.76

The correlation between LYXI.DE and EIDO has been stable across timeframes, ranging from 0.76 to 0.83 - a consistent structural relationship.

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Return for Risk

LYXI.DE vs. EIDO — Risk / Return Rank

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

LYXI.DE
LYXI.DE Risk / Return Rank: 00
Overall Rank
LYXI.DE Sharpe Ratio Rank: 00
Sharpe Ratio Rank
LYXI.DE Sortino Ratio Rank: 00
Sortino Ratio Rank
LYXI.DE Omega Ratio Rank: 00
Omega Ratio Rank
LYXI.DE Calmar Ratio Rank: 11
Calmar Ratio Rank
LYXI.DE Martin Ratio Rank: 00
Martin Ratio Rank

EIDO
EIDO Risk / Return Rank: 00
Overall Rank
EIDO Sharpe Ratio Rank: 00
Sharpe Ratio Rank
EIDO Sortino Ratio Rank: 00
Sortino Ratio Rank
EIDO Omega Ratio Rank: 00
Omega Ratio Rank
EIDO Calmar Ratio Rank: 11
Calmar Ratio Rank
EIDO Martin Ratio Rank: 00
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.

LYXI.DE vs. EIDO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI Indonesia UCITS ETF Acc (LYXI.DE) and iShares MSCI Indonesia ETF (EIDO). 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.


LYXI.DEEIDODifference
Sharpe ratioReturn per unit of total volatility

0.00

Sortino ratioReturn per unit of downside risk

-0.14

Omega ratioGain probability vs. loss probability

0.71

0.70

+0.01

Calmar ratioReturn relative to maximum drawdown

-0.96

-0.92

-0.04

Martin ratioReturn relative to average drawdown

-2.68

-2.95

+0.27

LYXI.DE vs. EIDO - Sharpe Ratio Comparison

The current LYXI.DE Sharpe Ratio is -1.67, which is comparable to the EIDO Sharpe Ratio of -1.66. The chart below compares the historical Sharpe Ratios of LYXI.DE and EIDO, 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


LYXI.DEEIDODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.67

-1.66

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.44

-0.49

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.18

-0.22

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.13

-0.06

-0.07

Drawdowns

LYXI.DE vs. EIDO - Drawdown Comparison

The maximum LYXI.DE drawdown since its inception was -56.77%, roughly equal to the maximum EIDO drawdown of -55.80%. Use the drawdown chart below to compare losses from any high point for LYXI.DE and EIDO.


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Drawdown Indicators


LYXI.DEEIDODifference

Max Drawdown

Largest peak-to-trough decline

-56.77%

-55.80%

-0.97%

Max Drawdown (1Y)

Largest decline over 1 year

-41.92%

-41.12%

-0.80%

Max Drawdown (3Y)

Largest decline over 3 years

-55.00%

-51.33%

-3.67%

Max Drawdown (5Y)

Largest decline over 5 years

-56.77%

-55.43%

-1.34%

Max Drawdown (10Y)

Largest decline over 10 years

-56.77%

-55.43%

-1.34%

Current Drawdown

Current decline from peak

-56.77%

-55.43%

-1.34%

Average Drawdown

Average peak-to-trough decline

-15.62%

-17.21%

+1.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.12%

12.78%

+2.34%

Volatility

LYXI.DE vs. EIDO - Volatility Comparison

The current volatility for Amundi MSCI Indonesia UCITS ETF Acc (LYXI.DE) is 6.84%, while iShares MSCI Indonesia ETF (EIDO) has a volatility of 8.07%. This indicates that LYXI.DE experiences smaller price fluctuations and is considered to be less risky than EIDO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LYXI.DEEIDODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.84%

8.07%

-1.23%

Volatility (6M)

Calculated over the trailing 6-month period

19.52%

18.23%

+1.29%

Volatility (1Y)

Calculated over the trailing 1-year period

24.26%

22.72%

+1.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.25%

19.16%

+1.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.05%

24.27%

-0.22%

LYXI.DE vs. EIDO - Expense Ratio Comparison

LYXI.DE has a 0.45% expense ratio, which is lower than EIDO's 0.59% expense ratio.


Dividends

LYXI.DE vs. EIDO - Dividend Comparison

LYXI.DE has not paid dividends to shareholders, while EIDO's dividend yield for the trailing twelve months is around 5.93%.


PositionTTM20252024202320222021202020192018201720162015
EIDO
iShares MSCI Indonesia ETF
5.93%3.56%5.20%2.94%2.53%1.33%1.51%1.78%1.99%1.26%1.16%1.67%
LYXI.DE
Amundi MSCI Indonesia 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


LYXI.DE and EIDO have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

LYXI.DE is cheaper with a 0.45% expense ratio, compared with 0.59% for EIDO.

LYXI.DE tracks MSCI Indonesia, while EIDO tracks MSCI Indonesia Investable Market Index. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.45% for LYXI.DE and 0.59% for EIDO.

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