LYY7.DE vs. 18MK.DE
LYY7.DE (Amundi Dax III UCITS ETF Acc) and 18MK.DE (Amundi MSCI India UCITS ETF EUR) are both exchange-traded funds - LYY7.DE is a Europe Equities fund tracking the DAX®, while 18MK.DE is a Asia Pacific Equities fund tracking the MSCI India. Both are passively managed. Over the past 10 years, LYY7.DE returned 8.86%/yr vs 6.21%/yr for 18MK.DE. At a 0.48 correlation, their price movements are largely independent. LYY7.DE charges 0.15%/yr vs 0.80%/yr for 18MK.DE.
Performance
LYY7.DE vs. 18MK.DE - Performance Comparison
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Returns By Period
In the year-to-date period, LYY7.DE achieves a 1.32% return, which is significantly higher than 18MK.DE's -11.57% return. Over the past 10 years, LYY7.DE has outperformed 18MK.DE with an annualized return of 8.86%, while 18MK.DE has yielded a comparatively lower 6.21% annualized return.
LYY7.DE
- 1D
- 0.49%
- 1M
- -0.07%
- YTD
- 1.32%
- 6M
- 3.35%
- 1Y
- 1.98%
- 3Y*
- 15.46%
- 5Y*
- 9.09%
- 10Y*
- 8.86%
18MK.DE
- 1D
- 0.68%
- 1M
- -3.98%
- YTD
- -11.57%
- 6M
- -13.20%
- 1Y
- -15.27%
- 3Y*
- 1.67%
- 5Y*
- 3.55%
- 10Y*
- 6.21%
LYY7.DE vs. 18MK.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LYY7.DE Amundi Dax III UCITS ETF Acc | 1.32% | 22.58% | 18.16% | 19.56% | -12.88% | 15.21% | 3.01% | 24.70% | -18.55% | 12.11% |
18MK.DE Amundi MSCI India UCITS ETF EUR | -11.57% | -10.32% | 16.35% | 14.11% | -2.28% | 33.62% | 2.72% | 9.58% | -4.91% | 20.20% |
Correlation
The correlation between LYY7.DE and 18MK.DE is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.47 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.36 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.39 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.46 |
Correlation (All Time) Calculated using the full available price history since Feb 25, 2010 | 0.48 |
The correlation between LYY7.DE and 18MK.DE shifts across timeframes, from 0.36 (3 years) to 0.48 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
LYY7.DE vs. 18MK.DE — Risk / Return Rank
LYY7.DE
18MK.DE
LYY7.DE vs. 18MK.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi Dax III UCITS ETF Acc (LYY7.DE) and Amundi MSCI India UCITS ETF EUR (18MK.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.
| LYY7.DE | 18MK.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.03 | ||
| Sortino ratioReturn per unit of downside risk | +1.55 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 0.87 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 0.18 | -0.72 | +0.90 |
| Martin ratioReturn relative to average drawdown | 0.56 | -1.54 | +2.10 |
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
| LYY7.DE | 18MK.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.14 | -0.89 | +1.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.21 | +0.31 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 0.30 | +0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.25 | +0.10 |
Drawdowns
LYY7.DE vs. 18MK.DE - Drawdown Comparison
The maximum LYY7.DE drawdown since its inception was -55.24%, which is greater than 18MK.DE's maximum drawdown of -42.41%. Use the drawdown chart below to compare losses from any high point for LYY7.DE and 18MK.DE.
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Drawdown Indicators
| LYY7.DE | 18MK.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.24% | -42.41% | -12.83% |
Max Drawdown (1Y)Largest decline over 1 year | -12.31% | -20.43% | +8.12% |
Max Drawdown (3Y)Largest decline over 3 years | -15.92% | -29.72% | +13.80% |
Max Drawdown (5Y)Largest decline over 5 years | -26.71% | -29.72% | +3.01% |
Max Drawdown (10Y)Largest decline over 10 years | -38.74% | -41.56% | +2.82% |
Current DrawdownCurrent decline from peak | -2.28% | -26.69% | +24.41% |
Average DrawdownAverage peak-to-trough decline | -11.37% | -12.59% | +1.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.99% | 9.60% | -5.61% |
Volatility
LYY7.DE vs. 18MK.DE - Volatility Comparison
Amundi Dax III UCITS ETF Acc (LYY7.DE) and Amundi MSCI India UCITS ETF EUR (18MK.DE) have volatilities of 5.09% and 5.23%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LYY7.DE | 18MK.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.09% | 5.23% | -0.14% |
Volatility (6M)Calculated over the trailing 6-month period | 12.96% | 13.99% | -1.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.09% | 16.62% | -0.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.18% | 16.58% | +0.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.35% | 20.29% | -1.94% |
LYY7.DE vs. 18MK.DE - Expense Ratio Comparison
LYY7.DE has a 0.15% expense ratio, which is lower than 18MK.DE's 0.80% expense ratio.
Dividends
LYY7.DE vs. 18MK.DE - Dividend Comparison
Neither LYY7.DE nor 18MK.DE has paid dividends to shareholders.
Frequently Asked Questions
LYY7.DE and 18MK.DE have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, LYY7.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
LYY7.DE is cheaper with a 0.15% expense ratio, compared with 0.80% for 18MK.DE.
LYY7.DE is categorized as Europe Equities, while 18MK.DE is Asia Pacific Equities. LYY7.DE tracks DAX®, while 18MK.DE tracks MSCI India. Their fees differ too: 0.15% for LYY7.DE and 0.80% for 18MK.DE.
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