NADA.DE vs. LSMC.DE

Last updated Jun 26, 2026

NADA.DE (Amundi Core MSCI Japan UCITS ETF Distributing) and LSMC.DE (Amundi MSCI Semiconductors ESG Screened UCITS ETF) are both exchange-traded funds - NADA.DE is a Japan Equities fund tracking the MSCI Japan Index, while LSMC.DE is a Semiconductors fund tracking the MSCI ACWI Semiconductors & Semiconductor Equipment ESG Filtered NET USD Index. Both are passively managed. Over the past 3 years, NADA.DE returned 17.56%/yr vs 63.68%/yr for LSMC.DE. At a 0.49 correlation, their price movements are largely independent. NADA.DE charges 0.12%/yr vs 0.45%/yr for LSMC.DE.

Performance

NADA.DE vs. LSMC.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Core MSCI Japan UCITS ETF Distributing (NADA.DE) and Amundi MSCI Semiconductors ESG Screened UCITS ETF (LSMC.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, NADA.DE achieves a 19.90% return, which is significantly lower than LSMC.DE's 70.12% return.

NADA.DE

• 1D: 0.49%
• 1M: 3.64%
• YTD: 19.90%
• 6M: 20.31%
• 1Y: 38.41%
• 3Y*: 17.56%
• 5Y*: 10.47%
• 10Y*: —

LSMC.DE

• 1D: 1.74%
• 1M: 7.04%
• YTD: 70.12%
• 6M: 72.08%
• 1Y: 124.98%
• 3Y*: 63.68%
• 5Y*: —
• 10Y*: —

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

NADA.DE vs. LSMC.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
NADA.DE Amundi Core MSCI Japan UCITS ETF Distributing	19.90%	12.75%	13.65%	16.45%	-12.50%	-1.95%
LSMC.DE Amundi MSCI Semiconductors ESG Screened UCITS ETF	70.12%	32.60%	66.51%	74.52%	-34.67%	-0.88%

Correlation

The correlation between NADA.DE and LSMC.DE is 0.51, 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	0.51
Correlation (3Y) Calculated over the trailing 3-year period	0.45
Correlation (All Time) Calculated using the full available price history since Dec 8, 2021	0.49

The correlation between NADA.DE and LSMC.DE has been stable across timeframes, ranging from 0.45 to 0.51 - a consistent structural relationship.

Return for Risk

NADA.DE vs. LSMC.DE — Risk / Return Rank

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

NADA.DE

NADA.DE Risk / Return Rank: 74
NADA.DE Sharpe Ratio Rank: 69
NADA.DE Sortino Ratio Rank: 72
NADA.DE Omega Ratio Rank: 72
NADA.DE Calmar Ratio Rank: 82
NADA.DE Martin Ratio Rank: 74

LSMC.DE

LSMC.DE Risk / Return Rank: 95
LSMC.DE Sharpe Ratio Rank: 97
LSMC.DE Sortino Ratio Rank: 93
LSMC.DE Omega Ratio Rank: 92
LSMC.DE Calmar Ratio Rank: 97
LSMC.DE Martin Ratio Rank: 96

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.

NADA.DE vs. LSMC.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Core MSCI Japan UCITS ETF Distributing (NADA.DE) and Amundi MSCI Semiconductors ESG Screened UCITS ETF (LSMC.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	NADA.DE	LSMC.DE	Difference
Sharpe ratio: Return per unit of total volatility	1.98	3.85	-1.88
Sortino ratio: Return per unit of downside risk	2.86	4.10	-1.24
Omega ratio: Gain probability vs. loss probability	1.37	1.53	-0.16
Calmar ratio: Return relative to maximum drawdown	3.83	9.68	-5.85
Martin ratio: Return relative to average drawdown	12.27	29.90	-17.63

NADA.DE vs. LSMC.DE - Sharpe Ratio Comparison

The current NADA.DE Sharpe Ratio is 1.98, which is lower than the LSMC.DE Sharpe Ratio of 3.85. The chart below compares the historical Sharpe Ratios of NADA.DE and LSMC.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

NADA.DE vs. LSMC.DE - Drawdown Comparison

The maximum NADA.DE drawdown since its inception was -19.09%, smaller than the maximum LSMC.DE drawdown of -39.64%. Use the drawdown chart below to compare losses from any high point for NADA.DE and LSMC.DE.

Drawdown Indicators

	NADA.DE	LSMC.DE	Difference
Max Drawdown Largest peak-to-trough decline	-19.09%	-39.64%	+20.55%
Max Drawdown (1Y) Largest decline over 1 year	-9.99%	-12.84%	+2.85%
Max Drawdown (3Y) Largest decline over 3 years	-16.93%	-36.22%	+19.29%
Max Drawdown (5Y) Largest decline over 5 years	-19.09%	—	—
Current Drawdown Current decline from peak	-2.85%	-4.34%	+1.49%
Average Drawdown Average peak-to-trough decline	-5.59%	-11.36%	+5.77%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.12%	4.16%	-1.04%

Volatility

NADA.DE vs. LSMC.DE - Volatility Comparison

The current volatility for Amundi Core MSCI Japan UCITS ETF Distributing (NADA.DE) is 6.21%, while Amundi MSCI Semiconductors ESG Screened UCITS ETF (LSMC.DE) has a volatility of 12.90%. This indicates that NADA.DE experiences smaller price fluctuations and is considered to be less risky than LSMC.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	NADA.DE	LSMC.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.21%	12.90%	-6.69%
Volatility (6M) Calculated over the trailing 6-month period	15.74%	23.77%	-8.03%
Volatility (1Y) Calculated over the trailing 1-year period	19.33%	32.25%	-12.92%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.75%	32.45%	-15.70%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.38%	32.45%	-16.07%

NADA.DE vs. LSMC.DE - Expense Ratio Comparison

NADA.DE has a 0.12% expense ratio, which is lower than LSMC.DE's 0.45% expense ratio.

Dividends

NADA.DE vs. LSMC.DE - Dividend Comparison

NADA.DE's dividend yield for the trailing twelve months is around 1.59%, while LSMC.DE has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020
LSMC.DE Amundi MSCI Semiconductors ESG Screened UCITS ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
NADA.DE Amundi Core MSCI Japan UCITS ETF Distributing	1.59%	1.90%	1.93%	1.75%	2.64%	1.95%	0.60%

Frequently Asked Questions

Can I hold both NADA.DE and LSMC.DE in my portfolio?

NADA.DE and LSMC.DE have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, NADA.DE or LSMC.DE?

On fees, NADA.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, NADA.DE or LSMC.DE?

NADA.DE is cheaper with a 0.12% expense ratio, compared with 0.45% for LSMC.DE.

What is the main difference between NADA.DE and LSMC.DE?

NADA.DE is categorized as Japan Equities, while LSMC.DE is Semiconductors. NADA.DE tracks MSCI Japan Index, while LSMC.DE tracks MSCI ACWI Semiconductors & Semiconductor Equipment ESG Filtered NET USD Index. Their fees differ too: 0.12% for NADA.DE and 0.45% for LSMC.DE.