LYY7.DE vs. ISX5.L

Last updated Jun 5, 2026

LYY7.DE (Amundi Dax III UCITS ETF Acc) and ISX5.L (iShares Core EURO STOXX 50 UCITS ETF) are both Europe Equities funds - LYY7.DE tracks the DAX® while ISX5.L tracks the MSCI EMU NR EUR. Both are passively managed. Over the past 5 years, LYY7.DE returned 9.09%/yr vs 11.54%/yr for ISX5.L. A 0.72 correlation means they provide meaningful diversification when combined. LYY7.DE charges 0.15%/yr vs 0.00%/yr for ISX5.L.

Performance

LYY7.DE vs. ISX5.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Dax III UCITS ETF Acc (LYY7.DE) and iShares Core EURO STOXX 50 UCITS ETF (ISX5.L). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

LYY7.DE is traded in EUR, while ISX5.L is traded in USD. To make them comparable, the ISX5.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, LYY7.DE achieves a 1.32% return, which is significantly lower than ISX5.L's 7.60% 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%

ISX5.L

• 1D: 0.79%
• 1M: 4.63%
• YTD: 7.60%
• 6M: 8.66%
• 1Y: 15.81%
• 3Y*: 15.29%
• 5Y*: 11.54%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

LYY7.DE vs. ISX5.L - 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%
ISX5.L iShares Core EURO STOXX 50 UCITS ETF	7.61%	21.05%	12.08%	22.35%	-8.29%	23.18%	-2.40%	28.37%	-11.58%	10.47%

Correlation

The correlation between LYY7.DE and ISX5.L 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	0.85
Correlation (5Y) Calculated over the trailing 5-year period	0.84
Correlation (All Time) Calculated using the full available price history since Nov 30, 2016	0.72

The correlation between LYY7.DE and ISX5.L shifts across timeframes, from 0.72 (all time) to 0.85 (3 years), reflecting how their relationship changes across market environments.

Return for Risk

LYY7.DE vs. ISX5.L — Risk / Return Rank

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

LYY7.DE

LYY7.DE Risk / Return Rank: 11
LYY7.DE Sharpe Ratio Rank: 11
LYY7.DE Sortino Ratio Rank: 11
LYY7.DE Omega Ratio Rank: 11
LYY7.DE Calmar Ratio Rank: 11
LYY7.DE Martin Ratio Rank: 12

ISX5.L

ISX5.L Risk / Return Rank: 29
ISX5.L Sharpe Ratio Rank: 28
ISX5.L Sortino Ratio Rank: 29
ISX5.L Omega Ratio Rank: 29
ISX5.L Calmar Ratio Rank: 29
ISX5.L Martin Ratio Rank: 32

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.

LYY7.DE vs. ISX5.L - 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 Core EURO STOXX 50 UCITS ETF (ISX5.L). 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	ISX5.L	Difference
Sharpe ratio: Return per unit of total volatility	0.14	0.93	-0.79
Sortino ratio: Return per unit of downside risk	0.32	1.46	-1.14
Omega ratio: Gain probability vs. loss probability	1.04	1.18	-0.14
Calmar ratio: Return relative to maximum drawdown	0.18	1.46	-1.28
Martin ratio: Return relative to average drawdown	0.56	4.93	-4.37
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LYY7.DE vs. ISX5.L - Sharpe Ratio Comparison

The current LYY7.DE Sharpe Ratio is 0.14, which is lower than the ISX5.L Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of LYY7.DE and ISX5.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	LYY7.DE	ISX5.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.14	0.93	-0.79
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.52	0.65	-0.13
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.48	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.35	0.66	-0.31

Drawdowns

LYY7.DE vs. ISX5.L - Drawdown Comparison

The maximum LYY7.DE drawdown since its inception was -55.24%, which is greater than ISX5.L's maximum drawdown of -36.52%. Use the drawdown chart below to compare losses from any high point for LYY7.DE and ISX5.L.

Drawdown Indicators

	LYY7.DE	ISX5.L	Difference
Max Drawdown Largest peak-to-trough decline	-55.24%	-36.52%	-18.72%
Max Drawdown (1Y) Largest decline over 1 year	-12.31%	-10.77%	-1.54%
Max Drawdown (3Y) Largest decline over 3 years	-15.92%	-16.22%	+0.30%
Max Drawdown (5Y) Largest decline over 5 years	-26.71%	-24.00%	-2.71%
Max Drawdown (10Y) Largest decline over 10 years	-38.74%	—	—
Current Drawdown Current decline from peak	-2.28%	0.00%	-2.28%
Average Drawdown Average peak-to-trough decline	-11.37%	-5.38%	-5.99%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.99%	3.20%	+0.79%

Volatility

LYY7.DE vs. ISX5.L - Volatility Comparison

The current volatility for Amundi Dax III UCITS ETF Acc (LYY7.DE) is 5.09%, while iShares Core EURO STOXX 50 UCITS ETF (ISX5.L) has a volatility of 5.58%. This indicates that LYY7.DE experiences smaller price fluctuations and is considered to be less risky than ISX5.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LYY7.DE	ISX5.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.09%	5.58%	-0.49%
Volatility (6M) Calculated over the trailing 6-month period	12.96%	13.85%	-0.89%
Volatility (1Y) Calculated over the trailing 1-year period	16.09%	16.96%	-0.87%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.18%	18.77%	-1.59%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.35%	21.09%	-2.74%

LYY7.DE vs. ISX5.L - Expense Ratio Comparison

LYY7.DE has a 0.15% expense ratio, which is higher than ISX5.L's 0.00% expense ratio. However, 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. ISX5.L - Dividend Comparison

Neither LYY7.DE nor ISX5.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both LYY7.DE and ISX5.L in my portfolio?

LYY7.DE and ISX5.L 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.

Which ETF is better, LYY7.DE or ISX5.L?

On fees, ISX5.L is cheaper at 0.00% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, LYY7.DE or ISX5.L?

ISX5.L is cheaper with a 0.00% expense ratio, compared with 0.15% for LYY7.DE.

What is the main difference between LYY7.DE and ISX5.L?

LYY7.DE tracks DAX®, while ISX5.L tracks MSCI EMU NR EUR. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.15% for LYY7.DE and 0.00% for ISX5.L.