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LYY0.DE vs. LSMC.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LYY0.DE vs. LSMC.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi MSCI All Country World UCITS ETF EUR Acc (LYY0.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, LYY0.DE achieves a 12.53% return, which is significantly lower than LSMC.DE's 63.83% return. Over the past 10 years, LYY0.DE has underperformed LSMC.DE with an annualized return of 12.25%, while LSMC.DE has yielded a comparatively higher 28.49% annualized return.


LYY0.DE

1D
-0.25%
1M
3.72%
YTD
12.53%
6M
12.76%
1Y
26.11%
3Y*
17.75%
5Y*
12.16%
10Y*
12.25%

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)

LYY0.DE vs. LSMC.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LYY0.DE
Amundi MSCI All Country World UCITS ETF EUR Acc
12.53%8.83%24.54%18.29%-14.00%28.74%5.38%29.90%-5.99%8.81%
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 LYY0.DE and LSMC.DE is 0.77, 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

0.77

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

0.73

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

0.75

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

0.72

Correlation (All Time)
Calculated using the full available price history since Feb 16, 2012

0.65

The correlation between LYY0.DE and LSMC.DE shifts across timeframes, from 0.65 (all time) to 0.77 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

LYY0.DE vs. LSMC.DE — Risk / Return Rank

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

LYY0.DE
LYY0.DE Risk / Return Rank: 7575
Overall Rank
LYY0.DE Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
LYY0.DE Sortino Ratio Rank: 7272
Sortino Ratio Rank
LYY0.DE Omega Ratio Rank: 7474
Omega Ratio Rank
LYY0.DE Calmar Ratio Rank: 7979
Calmar Ratio Rank
LYY0.DE Martin Ratio Rank: 8282
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.

LYY0.DE vs. LSMC.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI All Country World UCITS ETF EUR Acc (LYY0.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.


LYY0.DELSMC.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.98

Sortino ratioReturn per unit of downside risk

-1.41

Omega ratioGain probability vs. loss probability

1.43

1.59

-0.16

Calmar ratioReturn relative to maximum drawdown

4.01

10.37

-6.35

Martin ratioReturn relative to average drawdown

16.14

32.83

-16.68

LYY0.DE vs. LSMC.DE - Sharpe Ratio Comparison

The current LYY0.DE Sharpe Ratio is 2.29, which is lower than the LSMC.DE Sharpe Ratio of 4.27. The chart below compares the historical Sharpe Ratios of LYY0.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


LYY0.DELSMC.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.29

4.27

-1.98

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.86

1.15

-0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.81

1.09

-0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.84

0.82

+0.02

Drawdowns

LYY0.DE vs. LSMC.DE - Drawdown Comparison

The maximum LYY0.DE drawdown since its inception was -33.27%, smaller than the maximum LSMC.DE drawdown of -39.77%. Use the drawdown chart below to compare losses from any high point for LYY0.DE and LSMC.DE.


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Drawdown Indicators


LYY0.DELSMC.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.27%

-39.77%

+6.50%

Max Drawdown (1Y)

Largest decline over 1 year

-6.54%

-12.53%

+5.99%

Max Drawdown (3Y)

Largest decline over 3 years

-21.28%

-36.22%

+14.94%

Max Drawdown (5Y)

Largest decline over 5 years

-21.28%

-39.77%

+18.49%

Max Drawdown (10Y)

Largest decline over 10 years

-33.27%

-39.77%

+6.50%

Current Drawdown

Current decline from peak

-0.65%

-3.34%

+2.69%

Average Drawdown

Average peak-to-trough decline

-4.50%

-9.37%

+4.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.63%

3.96%

-2.33%

Volatility

LYY0.DE vs. LSMC.DE - Volatility Comparison

The current volatility for Amundi MSCI All Country World UCITS ETF EUR Acc (LYY0.DE) is 3.10%, while Amundi MSCI Semiconductors ESG Screened UCITS ETF (LSMC.DE) has a volatility of 11.23%. This indicates that LYY0.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


LYY0.DELSMC.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.10%

11.23%

-8.13%

Volatility (6M)

Calculated over the trailing 6-month period

8.23%

22.18%

-13.95%

Volatility (1Y)

Calculated over the trailing 1-year period

11.45%

30.40%

-18.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.93%

31.21%

-17.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.00%

26.06%

-11.06%

LYY0.DE vs. LSMC.DE - Expense Ratio Comparison

Both LYY0.DE and LSMC.DE have an expense ratio of 0.45%.


Dividends

LYY0.DE vs. LSMC.DE - Dividend Comparison

Neither LYY0.DE nor LSMC.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


LYY0.DE and LSMC.DE have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.45% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

LYY0.DE and LSMC.DE have the same expense ratio: 0.45% per year.

LYY0.DE is categorized as Global Equities, while LSMC.DE is Semiconductors. LYY0.DE tracks MSCI All Country World (ACWI), while LSMC.DE tracks MSCI ACWI Semiconductors & Semiconductor Equipment ESG Filtered NET USD Index.

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