PortfoliosLab logoPortfoliosLab logo
OIGS.DE vs. LSMC.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

OIGS.DE vs. LSMC.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi STOXX Europe 600 Energy ESG Screened UCITS ETF Dist (OIGS.DE) and Amundi MSCI Semiconductors ESG Screened UCITS ETF (LSMC.DE). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

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


2026 (YTD)202520242023202220212020201920182017
OIGS.DE
Amundi STOXX Europe 600 Energy ESG Screened UCITS ETF Dist
34.41%39.23%-2.05%-0.33%28.77%21.04%-21.67%11.28%-0.73%1.38%
LSMC.DE
Amundi MSCI Semiconductors ESG Screened UCITS ETF
6.94%32.60%66.54%74.46%-34.66%37.56%23.03%39.73%-5.73%12.36%

Returns By Period

In the year-to-date period, OIGS.DE achieves a 34.41% return, which is significantly higher than LSMC.DE's 6.94% return. Over the past 10 years, OIGS.DE has underperformed LSMC.DE with an annualized return of 12.65%, while LSMC.DE has yielded a comparatively higher 23.20% annualized return.


OIGS.DE

1D
1.87%
1M
12.17%
YTD
34.41%
6M
39.19%
1Y
70.41%
3Y*
21.19%
5Y*
20.95%
10Y*
12.65%

LSMC.DE

1D
-0.98%
1M
-1.00%
YTD
6.94%
6M
14.32%
1Y
73.22%
3Y*
47.37%
5Y*
25.41%
10Y*
23.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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

OIGS.DE has a 0.30% expense ratio, which is lower than LSMC.DE's 0.45% expense ratio.


Return for Risk

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

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

OIGS.DE
OIGS.DE Risk / Return Rank: 9898
Overall Rank
OIGS.DE Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
OIGS.DE Sortino Ratio Rank: 9797
Sortino Ratio Rank
OIGS.DE Omega Ratio Rank: 9797
Omega Ratio Rank
OIGS.DE Calmar Ratio Rank: 9999
Calmar Ratio Rank
OIGS.DE Martin Ratio Rank: 9898
Martin Ratio Rank

LSMC.DE
LSMC.DE Risk / Return Rank: 9292
Overall Rank
LSMC.DE Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
LSMC.DE Sortino Ratio Rank: 9090
Sortino Ratio Rank
LSMC.DE Omega Ratio Rank: 8585
Omega Ratio Rank
LSMC.DE Calmar Ratio Rank: 9898
Calmar Ratio Rank
LSMC.DE Martin Ratio Rank: 9797
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.

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

This table presents a comparison of risk-adjusted performance metrics for Amundi STOXX Europe 600 Energy ESG Screened UCITS ETF Dist (OIGS.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.


OIGS.DELSMC.DEDifference

Sharpe ratio

Return per unit of total volatility

3.39

2.12

+1.27

Sortino ratio

Return per unit of downside risk

3.64

2.65

+1.00

Omega ratio

Gain probability vs. loss probability

1.61

1.35

+0.26

Calmar ratio

Return relative to maximum drawdown

10.57

7.09

+3.48

Martin ratio

Return relative to average drawdown

40.32

22.33

+17.98

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

The current OIGS.DE Sharpe Ratio is 3.39, which is higher than the LSMC.DE Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of OIGS.DE and LSMC.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.


Loading graphics...

Sharpe Ratios by Period


OIGS.DELSMC.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.39

2.12

+1.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.95

0.81

+0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.89

-0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.71

-0.44

Correlation

The correlation between OIGS.DE and LSMC.DE is 0.40, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

OIGS.DE vs. LSMC.DE - Dividend Comparison

Neither OIGS.DE nor LSMC.DE has paid dividends to shareholders.


TTM202520242023202220212020201920182017
OIGS.DE
Amundi STOXX Europe 600 Energy ESG Screened UCITS ETF Dist
0.00%0.00%4.78%0.00%3.66%4.17%7.35%4.04%4.04%1.97%
LSMC.DE
Amundi MSCI Semiconductors ESG Screened UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

OIGS.DE vs. LSMC.DE - Drawdown Comparison

The maximum OIGS.DE drawdown since its inception was -55.79%, which is greater than LSMC.DE's maximum drawdown of -39.77%. Use the drawdown chart below to compare losses from any high point for OIGS.DE and LSMC.DE.


Loading graphics...

Drawdown Indicators


OIGS.DELSMC.DEDifference

Max Drawdown

Largest peak-to-trough decline

-55.79%

-39.77%

-16.02%

Max Drawdown (1Y)

Largest decline over 1 year

-13.85%

-12.53%

-1.32%

Max Drawdown (5Y)

Largest decline over 5 years

-21.44%

-39.77%

+18.33%

Max Drawdown (10Y)

Largest decline over 10 years

-55.79%

-39.77%

-16.02%

Current Drawdown

Current decline from peak

-0.11%

-8.06%

+7.95%

Average Drawdown

Average peak-to-trough decline

-10.65%

-9.45%

-1.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.98%

3.98%

-2.00%

Volatility

OIGS.DE vs. LSMC.DE - Volatility Comparison

The current volatility for Amundi STOXX Europe 600 Energy ESG Screened UCITS ETF Dist (OIGS.DE) is 5.32%, while Amundi MSCI Semiconductors ESG Screened UCITS ETF (LSMC.DE) has a volatility of 8.76%. This indicates that OIGS.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.


Loading graphics...

Volatility by Period


OIGS.DELSMC.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.32%

8.76%

-3.44%

Volatility (6M)

Calculated over the trailing 6-month period

13.06%

22.56%

-9.50%

Volatility (1Y)

Calculated over the trailing 1-year period

20.68%

34.39%

-13.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.88%

30.92%

-9.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.82%

25.72%

-1.90%