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QDV5.DE vs. LYMD.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QDV5.DE vs. LYMD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI India UCITS ETF USD (Acc) (QDV5.DE) and Amundi MSCI India II UCITS ETF EUR Acc (LYMD.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, QDV5.DE achieves a -11.72% return, which is significantly lower than LYMD.DE's -11.03% return.


QDV5.DE

1D
1.21%
1M
-4.24%
YTD
-11.72%
6M
-13.23%
1Y
-14.33%
3Y*
2.49%
5Y*
4.37%
10Y*

LYMD.DE

1D
0.99%
1M
-3.80%
YTD
-11.03%
6M
-12.28%
1Y
-15.14%
3Y*
1.77%
5Y*
3.60%
10Y*
6.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QDV5.DE vs. LYMD.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
QDV5.DE
iShares MSCI India UCITS ETF USD (Acc)
-11.72%-7.96%15.56%14.91%-1.74%34.99%3.47%10.62%1.31%
LYMD.DE
Amundi MSCI India II UCITS ETF EUR Acc
-11.03%-10.62%15.81%14.99%-2.96%34.12%2.23%9.49%0.06%

Correlation

The correlation between QDV5.DE and LYMD.DE is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.96

Correlation (3Y)
Calculated over the trailing 3-year period

0.98

Correlation (5Y)
Calculated over the trailing 5-year period

0.98

Correlation (All Time)
Calculated using the full available price history since May 31, 2018

0.99

The correlation between QDV5.DE and LYMD.DE has been stable across timeframes, ranging from 0.96 to 0.99 - a consistent structural relationship.

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Return for Risk

QDV5.DE vs. LYMD.DE — Risk / Return Rank

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

QDV5.DE
QDV5.DE Risk / Return Rank: 22
Overall Rank
QDV5.DE Sharpe Ratio Rank: 22
Sharpe Ratio Rank
QDV5.DE Sortino Ratio Rank: 33
Sortino Ratio Rank
QDV5.DE Omega Ratio Rank: 33
Omega Ratio Rank
QDV5.DE Calmar Ratio Rank: 33
Calmar Ratio Rank
QDV5.DE Martin Ratio Rank: 11
Martin Ratio Rank

LYMD.DE
LYMD.DE Risk / Return Rank: 22
Overall Rank
LYMD.DE Sharpe Ratio Rank: 22
Sharpe Ratio Rank
LYMD.DE Sortino Ratio Rank: 22
Sortino Ratio Rank
LYMD.DE Omega Ratio Rank: 22
Omega Ratio Rank
LYMD.DE Calmar Ratio Rank: 33
Calmar Ratio Rank
LYMD.DE Martin Ratio Rank: 11
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.

QDV5.DE vs. LYMD.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI India UCITS ETF USD (Acc) (QDV5.DE) and Amundi MSCI India II UCITS ETF EUR Acc (LYMD.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.


QDV5.DELYMD.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.06

Sortino ratioReturn per unit of downside risk

+0.11

Omega ratioGain probability vs. loss probability

0.87

0.86

+0.01

Calmar ratioReturn relative to maximum drawdown

-0.69

-0.71

+0.02

Martin ratioReturn relative to average drawdown

-1.54

-1.49

-0.06

QDV5.DE vs. LYMD.DE - Sharpe Ratio Comparison

The current QDV5.DE Sharpe Ratio is -0.85, which is comparable to the LYMD.DE Sharpe Ratio of -0.91. The chart below compares the historical Sharpe Ratios of QDV5.DE and LYMD.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.


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Sharpe Ratios by Period


QDV5.DELYMD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.85

-0.91

+0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.26

0.22

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.17

+0.13

Drawdowns

QDV5.DE vs. LYMD.DE - Drawdown Comparison

The maximum QDV5.DE drawdown since its inception was -41.06%, smaller than the maximum LYMD.DE drawdown of -68.71%. Use the drawdown chart below to compare losses from any high point for QDV5.DE and LYMD.DE.


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Drawdown Indicators


QDV5.DELYMD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-41.06%

-68.71%

+27.65%

Max Drawdown (1Y)

Largest decline over 1 year

-19.83%

-20.60%

+0.77%

Max Drawdown (3Y)

Largest decline over 3 years

-27.44%

-29.55%

+2.11%

Max Drawdown (5Y)

Largest decline over 5 years

-27.44%

-29.55%

+2.11%

Max Drawdown (10Y)

Largest decline over 10 years

-41.38%

Current Drawdown

Current decline from peak

-24.03%

-26.17%

+2.14%

Average Drawdown

Average peak-to-trough decline

-8.12%

-18.32%

+10.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.90%

9.84%

-0.94%

Volatility

QDV5.DE vs. LYMD.DE - Volatility Comparison

iShares MSCI India UCITS ETF USD (Acc) (QDV5.DE) has a higher volatility of 6.04% compared to Amundi MSCI India II UCITS ETF EUR Acc (LYMD.DE) at 5.64%. This indicates that QDV5.DE's price experiences larger fluctuations and is considered to be riskier than LYMD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QDV5.DELYMD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.04%

5.64%

+0.40%

Volatility (6M)

Calculated over the trailing 6-month period

13.58%

13.24%

+0.34%

Volatility (1Y)

Calculated over the trailing 1-year period

16.20%

16.06%

+0.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.43%

16.15%

+0.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.60%

20.15%

+1.45%

QDV5.DE vs. LYMD.DE - Expense Ratio Comparison

QDV5.DE has a 0.65% expense ratio, which is lower than LYMD.DE's 0.85% expense ratio.


Dividends

QDV5.DE vs. LYMD.DE - Dividend Comparison

Neither QDV5.DE nor LYMD.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.96, QDV5.DE and LYMD.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, QDV5.DE is cheaper at 0.65% per year. The better choice depends on whether you care most about return, fees, risk, or income.

QDV5.DE is cheaper with a 0.65% expense ratio, compared with 0.85% for LYMD.DE.

Both ETFs track MSCI India. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.65% for QDV5.DE and 0.85% for LYMD.DE.

Portfolio Optimizer

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