LYY7.DE vs. AMES.DE
LYY7.DE (Amundi Dax III UCITS ETF Acc) and AMES.DE (Amundi ETF MSCI Spain UCITS ETF EUR) are both Europe Equities funds from Amundi - LYY7.DE tracks the DAX® while AMES.DE tracks the MSCI Spain. Both are passively managed. Over the past 10 years, LYY7.DE returned 8.86%/yr vs 11.05%/yr for AMES.DE. A 0.64 correlation means they provide meaningful diversification when combined. LYY7.DE charges 0.15%/yr vs 0.25%/yr for AMES.DE.
Performance
LYY7.DE vs. AMES.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 lower than AMES.DE's 7.00% return. Over the past 10 years, LYY7.DE has underperformed AMES.DE with an annualized return of 8.86%, while AMES.DE has yielded a comparatively higher 11.05% 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%
AMES.DE
- 1D
- 0.51%
- 1M
- 1.18%
- YTD
- 7.00%
- 6M
- 11.24%
- 1Y
- 32.97%
- 3Y*
- 29.84%
- 5Y*
- 19.21%
- 10Y*
- 11.05%
LYY7.DE vs. AMES.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% |
AMES.DE Amundi ETF MSCI Spain UCITS ETF EUR | 7.00% | 55.41% | 19.00% | 25.94% | 0.03% | 6.96% | -12.87% | 15.76% | -12.77% | 11.84% |
Correlation
The correlation between LYY7.DE and AMES.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 | 0.72 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.68 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.65 |
Correlation (All Time) Calculated using the full available price history since Dec 2, 2011 | 0.64 |
The correlation between LYY7.DE and AMES.DE shifts across timeframes, from 0.64 (all time) to 0.77 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
LYY7.DE vs. AMES.DE — Risk / Return Rank
LYY7.DE
AMES.DE
LYY7.DE vs. AMES.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 ETF MSCI Spain UCITS ETF EUR (AMES.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 | AMES.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.92 | ||
| Sortino ratioReturn per unit of downside risk | -2.51 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.37 | -0.33 |
| Calmar ratioReturn relative to maximum drawdown | 0.18 | 3.40 | -3.22 |
| Martin ratioReturn relative to average drawdown | 0.56 | 11.80 | -11.24 |
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 | AMES.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.14 | 2.06 | -1.92 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 1.20 | -0.68 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 0.62 | -0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.48 | -0.13 |
Drawdowns
LYY7.DE vs. AMES.DE - Drawdown Comparison
The maximum LYY7.DE drawdown since its inception was -55.24%, which is greater than AMES.DE's maximum drawdown of -40.98%. Use the drawdown chart below to compare losses from any high point for LYY7.DE and AMES.DE.
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Drawdown Indicators
| LYY7.DE | AMES.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.24% | -40.98% | -14.26% |
Max Drawdown (1Y)Largest decline over 1 year | -12.31% | -9.95% | -2.36% |
Max Drawdown (3Y)Largest decline over 3 years | -15.92% | -12.58% | -3.34% |
Max Drawdown (5Y)Largest decline over 5 years | -26.71% | -17.77% | -8.94% |
Max Drawdown (10Y)Largest decline over 10 years | -38.74% | -40.98% | +2.24% |
Current DrawdownCurrent decline from peak | -2.28% | -0.52% | -1.76% |
Average DrawdownAverage peak-to-trough decline | -11.37% | -9.76% | -1.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.99% | 2.87% | +1.12% |
Volatility
LYY7.DE vs. AMES.DE - Volatility Comparison
Amundi Dax III UCITS ETF Acc (LYY7.DE) has a higher volatility of 5.09% compared to Amundi ETF MSCI Spain UCITS ETF EUR (AMES.DE) at 4.59%. This indicates that LYY7.DE's price experiences larger fluctuations and is considered to be riskier than AMES.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LYY7.DE | AMES.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.09% | 4.59% | +0.50% |
Volatility (6M)Calculated over the trailing 6-month period | 12.96% | 13.65% | -0.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.09% | 16.43% | -0.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.18% | 18.01% | -0.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.35% | 20.82% | -2.47% |
LYY7.DE vs. AMES.DE - Expense Ratio Comparison
LYY7.DE has a 0.15% expense ratio, which is lower than AMES.DE's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
LYY7.DE vs. AMES.DE - Dividend Comparison
Neither LYY7.DE nor AMES.DE has paid dividends to shareholders.
Frequently Asked Questions
LYY7.DE and AMES.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.
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 0.25% for AMES.DE.
LYY7.DE tracks DAX®, while AMES.DE tracks MSCI Spain. Their fees differ too: 0.15% for LYY7.DE and 0.25% for AMES.DE.
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