LYY7.DE vs. CEMT.DE
LYY7.DE (Amundi Dax III UCITS ETF Acc) and CEMT.DE (iShares Edge MSCI Europe Size Factor UCITS ETF) are both Europe Equities funds - LYY7.DE tracks the DAX® while CEMT.DE tracks the MSCI Europe Mid Cap Equal Weighted. Both are passively managed. Over the past 10 years, LYY7.DE returned 8.86%/yr vs 6.44%/yr for CEMT.DE. Their correlation of 0.85 suggests significant overlap in exposure. LYY7.DE charges 0.15%/yr vs 0.25%/yr for CEMT.DE.
Performance
LYY7.DE vs. CEMT.DE - Performance Comparison
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Returns By Period
Over the past 10 years, LYY7.DE has outperformed CEMT.DE with an annualized return of 8.86%, while CEMT.DE has yielded a comparatively lower 6.44% 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%
CEMT.DE
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- 0.00%
- 1Y
- 3.97%
- 3Y*
- 9.41%
- 5Y*
- 4.08%
- 10Y*
- 6.44%
LYY7.DE vs. CEMT.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% |
CEMT.DE iShares Edge MSCI Europe Size Factor UCITS ETF | 0.00% | 17.53% | 5.08% | 14.19% | -18.24% | 19.63% | 1.61% | 28.81% | -13.99% | 13.62% |
Correlation
The correlation between LYY7.DE and CEMT.DE is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.72 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.81 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Jan 21, 2015 | 0.85 |
Over the past year, the correlation between LYY7.DE and CEMT.DE has dropped to 0.43 - well below their long-term average of 0.85, suggesting their price drivers have been diverging.
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Return for Risk
LYY7.DE vs. CEMT.DE — Risk / Return Rank
LYY7.DE
CEMT.DE
LYY7.DE vs. CEMT.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 iShares Edge MSCI Europe Size Factor UCITS ETF (CEMT.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 | CEMT.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.63 | ||
| Sortino ratioReturn per unit of downside risk | -0.75 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.21 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 0.18 | 1.10 | -0.92 |
| Martin ratioReturn relative to average drawdown | 0.56 | 4.03 | -3.48 |
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 | CEMT.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.14 | 0.77 | -0.63 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.28 | +0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 0.40 | +0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.37 | -0.02 |
Drawdowns
LYY7.DE vs. CEMT.DE - Drawdown Comparison
The maximum LYY7.DE drawdown since its inception was -55.24%, which is greater than CEMT.DE's maximum drawdown of -37.66%. Use the drawdown chart below to compare losses from any high point for LYY7.DE and CEMT.DE.
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Drawdown Indicators
| LYY7.DE | CEMT.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.24% | -37.66% | -17.58% |
Max Drawdown (1Y)Largest decline over 1 year | -12.31% | -4.26% | -8.05% |
Max Drawdown (3Y)Largest decline over 3 years | -15.92% | -14.36% | -1.56% |
Max Drawdown (5Y)Largest decline over 5 years | -26.71% | -29.23% | +2.52% |
Max Drawdown (10Y)Largest decline over 10 years | -38.74% | -37.66% | -1.08% |
Current DrawdownCurrent decline from peak | -2.28% | -0.39% | -1.89% |
Average DrawdownAverage peak-to-trough decline | -11.37% | -7.08% | -4.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.99% | 1.16% | +2.83% |
Volatility
LYY7.DE vs. CEMT.DE - Volatility Comparison
Amundi Dax III UCITS ETF Acc (LYY7.DE) has a higher volatility of 5.09% compared to iShares Edge MSCI Europe Size Factor UCITS ETF (CEMT.DE) at 0.00%. This indicates that LYY7.DE's price experiences larger fluctuations and is considered to be riskier than CEMT.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 | CEMT.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.09% | 0.00% | +5.09% |
Volatility (6M)Calculated over the trailing 6-month period | 12.96% | 0.00% | +12.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.09% | 6.11% | +9.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.18% | 14.61% | +2.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.35% | 16.11% | +2.24% |
LYY7.DE vs. CEMT.DE - Expense Ratio Comparison
LYY7.DE has a 0.15% expense ratio, which is lower than CEMT.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. CEMT.DE - Dividend Comparison
Neither LYY7.DE nor CEMT.DE has paid dividends to shareholders.
Frequently Asked Questions
LYY7.DE and CEMT.DE have a correlation of 0.43, 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 CEMT.DE.
LYY7.DE tracks DAX®, while CEMT.DE tracks MSCI Europe Mid Cap Equal Weighted. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.15% for LYY7.DE and 0.25% for CEMT.DE.
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