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LYY7.DE vs. LCUJ.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LYY7.DE vs. LCUJ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Dax III UCITS ETF Acc (LYY7.DE) and Amundi MSCI Japan UCITS ETF Acc (LCUJ.DE). The values are adjusted to include any dividend payments, if applicable.

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LYY7.DE vs. LCUJ.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
LYY7.DE
Amundi Dax III UCITS ETF Acc
-5.76%22.58%18.16%19.56%-12.88%15.21%3.01%24.70%-14.47%
LCUJ.DE
Amundi MSCI Japan UCITS ETF Acc
6.84%12.70%13.58%16.52%-12.48%10.04%5.10%22.43%-7.06%

Returns By Period

In the year-to-date period, LYY7.DE achieves a -5.76% return, which is significantly lower than LCUJ.DE's 6.84% return.


LYY7.DE

1D
-0.78%
1M
-2.85%
YTD
-5.76%
6M
-5.48%
1Y
2.73%
3Y*
13.46%
5Y*
8.29%
10Y*
8.37%

LCUJ.DE

1D
-1.71%
1M
0.74%
YTD
6.84%
6M
12.35%
1Y
23.80%
3Y*
14.64%
5Y*
7.60%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LYY7.DE vs. LCUJ.DE - Expense Ratio Comparison

LYY7.DE has a 0.15% expense ratio, which is higher than LCUJ.DE's 0.12% 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%.


Return for Risk

LYY7.DE vs. LCUJ.DE — 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: 1717
Overall Rank
LYY7.DE Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
LYY7.DE Sortino Ratio Rank: 1414
Sortino Ratio Rank
LYY7.DE Omega Ratio Rank: 1414
Omega Ratio Rank
LYY7.DE Calmar Ratio Rank: 1919
Calmar Ratio Rank
LYY7.DE Martin Ratio Rank: 2121
Martin Ratio Rank

LCUJ.DE
LCUJ.DE Risk / Return Rank: 6969
Overall Rank
LCUJ.DE Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
LCUJ.DE Sortino Ratio Rank: 6262
Sortino Ratio Rank
LCUJ.DE Omega Ratio Rank: 5959
Omega Ratio Rank
LCUJ.DE Calmar Ratio Rank: 8585
Calmar Ratio Rank
LCUJ.DE Martin Ratio Rank: 7878
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.

LYY7.DE vs. LCUJ.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 Japan UCITS ETF Acc (LCUJ.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.DELCUJ.DEDifference

Sharpe ratio

Return per unit of total volatility

0.15

1.14

-0.99

Sortino ratio

Return per unit of downside risk

0.33

1.68

-1.35

Omega ratio

Gain probability vs. loss probability

1.04

1.23

-0.19

Calmar ratio

Return relative to maximum drawdown

0.48

3.04

-2.55

Martin ratio

Return relative to average drawdown

1.68

9.96

-8.27

LYY7.DE vs. LCUJ.DE - Sharpe Ratio Comparison

The current LYY7.DE Sharpe Ratio is 0.15, which is lower than the LCUJ.DE Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of LYY7.DE and LCUJ.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


LYY7.DELCUJ.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.15

1.14

-0.99

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.46

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.46

-0.12

Correlation

The correlation between LYY7.DE and LCUJ.DE is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

LYY7.DE vs. LCUJ.DE - Dividend Comparison

Neither LYY7.DE nor LCUJ.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

LYY7.DE vs. LCUJ.DE - Drawdown Comparison

The maximum LYY7.DE drawdown since its inception was -55.24%, which is greater than LCUJ.DE's maximum drawdown of -28.01%. Use the drawdown chart below to compare losses from any high point for LYY7.DE and LCUJ.DE.


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Drawdown Indicators


LYY7.DELCUJ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-55.24%

-28.01%

-27.23%

Max Drawdown (1Y)

Largest decline over 1 year

-12.31%

-10.08%

-2.23%

Max Drawdown (5Y)

Largest decline over 5 years

-26.71%

-19.10%

-7.61%

Max Drawdown (10Y)

Largest decline over 10 years

-38.74%

Current Drawdown

Current decline from peak

-9.11%

-6.48%

-2.63%

Average Drawdown

Average peak-to-trough decline

-11.43%

-5.99%

-5.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.54%

3.08%

+0.46%

Volatility

LYY7.DE vs. LCUJ.DE - Volatility Comparison

The current volatility for Amundi Dax III UCITS ETF Acc (LYY7.DE) is 6.69%, while Amundi MSCI Japan UCITS ETF Acc (LCUJ.DE) has a volatility of 8.45%. This indicates that LYY7.DE experiences smaller price fluctuations and is considered to be less risky than LCUJ.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.DELCUJ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.69%

8.45%

-1.76%

Volatility (6M)

Calculated over the trailing 6-month period

11.35%

14.79%

-3.44%

Volatility (1Y)

Calculated over the trailing 1-year period

17.57%

20.76%

-3.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.95%

16.48%

+0.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.30%

17.04%

+1.26%