S0LR.DE vs. LYM9.DE

Last updated Jun 5, 2026

S0LR.DE (Invesco Solar Energy UCITS ETF Acc) and LYM9.DE (Amundi MSCI New Energy ESG Screened UCITS ETF Dist) are both Energy Equities funds - S0LR.DE tracks the MAC Global Solar Energy while LYM9.DE tracks the MSCI ACWI IMI New Energy ESG Filtered. Both are passively managed. Over the past 3 years, S0LR.DE returned -3.99%/yr vs 8.72%/yr for LYM9.DE. A 0.79 correlation means they provide meaningful diversification when combined. S0LR.DE charges 0.69%/yr vs 0.60%/yr for LYM9.DE.

Performance

S0LR.DE vs. LYM9.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco Solar Energy UCITS ETF Acc (S0LR.DE) and Amundi MSCI New Energy ESG Screened UCITS ETF Dist (LYM9.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with S0LR.DE having a 39.14% return and LYM9.DE slightly lower at 37.23%.

S0LR.DE

• 1D: -2.10%
• 1M: 15.39%
• YTD: 39.14%
• 6M: 44.58%
• 1Y: 102.95%
• 3Y*: -3.99%
• 5Y*: —
• 10Y*: —

LYM9.DE

• 1D: -2.36%
• 1M: 1.36%
• YTD: 37.23%
• 6M: 37.66%
• 1Y: 74.23%
• 3Y*: 8.72%
• 5Y*: 3.61%
• 10Y*: 11.14%

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

S0LR.DE vs. LYM9.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
S0LR.DE Invesco Solar Energy UCITS ETF Acc	39.14%	31.50%	-33.95%	-27.80%	1.22%	-8.13%
LYM9.DE Amundi MSCI New Energy ESG Screened UCITS ETF Dist	37.23%	29.63%	-7.97%	-21.17%	-13.14%	-3.19%

Correlation

The correlation between S0LR.DE and LYM9.DE is 0.56, 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	0.56
Correlation (3Y) Calculated over the trailing 3-year period	0.73
Correlation (All Time) Calculated using the full available price history since Aug 9, 2021	0.79

Over the past year, the correlation between S0LR.DE and LYM9.DE has dropped to 0.56 - well below their long-term average of 0.79, suggesting their price drivers have been diverging.

Return for Risk

S0LR.DE vs. LYM9.DE — Risk / Return Rank

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

S0LR.DE

S0LR.DE Risk / Return Rank: 87
S0LR.DE Sharpe Ratio Rank: 90
S0LR.DE Sortino Ratio Rank: 81
S0LR.DE Omega Ratio Rank: 76
S0LR.DE Calmar Ratio Rank: 96
S0LR.DE Martin Ratio Rank: 91

LYM9.DE

LYM9.DE Risk / Return Rank: 94
LYM9.DE Sharpe Ratio Rank: 94
LYM9.DE Sortino Ratio Rank: 92
LYM9.DE Omega Ratio Rank: 91
LYM9.DE Calmar Ratio Rank: 96
LYM9.DE Martin Ratio Rank: 95

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.

S0LR.DE vs. LYM9.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Solar Energy UCITS ETF Acc (S0LR.DE) and Amundi MSCI New Energy ESG Screened UCITS ETF Dist (LYM9.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.

	S0LR.DE	LYM9.DE	Difference
Sharpe ratio: Return per unit of total volatility	3.02	3.65	-0.63
Sortino ratio: Return per unit of downside risk	3.57	4.46	-0.89
Omega ratio: Gain probability vs. loss probability	1.44	1.59	-0.15
Calmar ratio: Return relative to maximum drawdown	8.71	9.45	-0.74
Martin ratio: Return relative to average drawdown	21.79	31.90	-10.11
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

S0LR.DE vs. LYM9.DE - Sharpe Ratio Comparison

The current S0LR.DE Sharpe Ratio is 3.02, which is comparable to the LYM9.DE Sharpe Ratio of 3.65. The chart below compares the historical Sharpe Ratios of S0LR.DE and LYM9.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.

Sharpe Ratios by Period

	S0LR.DE	LYM9.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.02	3.65	-0.63
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.16	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.51	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.12	0.05	-0.16

Drawdowns

S0LR.DE vs. LYM9.DE - Drawdown Comparison

The maximum S0LR.DE drawdown since its inception was -73.43%, roughly equal to the maximum LYM9.DE drawdown of -72.01%. Use the drawdown chart below to compare losses from any high point for S0LR.DE and LYM9.DE.

Drawdown Indicators

	S0LR.DE	LYM9.DE	Difference
Max Drawdown Largest peak-to-trough decline	-73.43%	-72.01%	-1.42%
Max Drawdown (1Y) Largest decline over 1 year	-11.75%	-7.81%	-3.94%
Max Drawdown (3Y) Largest decline over 3 years	-65.01%	-41.61%	-23.40%
Max Drawdown (5Y) Largest decline over 5 years	—	-55.00%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-55.00%	—
Current Drawdown Current decline from peak	-32.82%	-2.77%	-30.05%
Average Drawdown Average peak-to-trough decline	-39.70%	-42.85%	+3.15%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.71%	2.32%	+2.39%

Volatility

S0LR.DE vs. LYM9.DE - Volatility Comparison

Invesco Solar Energy UCITS ETF Acc (S0LR.DE) has a higher volatility of 12.56% compared to Amundi MSCI New Energy ESG Screened UCITS ETF Dist (LYM9.DE) at 7.97%. This indicates that S0LR.DE's price experiences larger fluctuations and is considered to be riskier than LYM9.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	S0LR.DE	LYM9.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.56%	7.97%	+4.59%
Volatility (6M) Calculated over the trailing 6-month period	23.50%	15.84%	+7.66%
Volatility (1Y) Calculated over the trailing 1-year period	33.92%	20.25%	+13.67%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	36.23%	22.20%	+14.03%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	36.23%	21.82%	+14.41%

S0LR.DE vs. LYM9.DE - Expense Ratio Comparison

S0LR.DE has a 0.69% expense ratio, which is higher than LYM9.DE's 0.60% expense ratio.

Dividends

S0LR.DE vs. LYM9.DE - Dividend Comparison

S0LR.DE has not paid dividends to shareholders, while LYM9.DE's dividend yield for the trailing twelve months is around 0.31%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
LYM9.DE Amundi MSCI New Energy ESG Screened UCITS ETF Dist	0.31%	0.42%	0.74%	0.78%	0.25%	0.31%	0.70%	1.12%	0.67%	0.89%	1.50%	2.23%
S0LR.DE Invesco Solar Energy UCITS ETF Acc	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both S0LR.DE and LYM9.DE in my portfolio?

S0LR.DE and LYM9.DE have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, S0LR.DE or LYM9.DE?

On fees, LYM9.DE is cheaper at 0.60% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, S0LR.DE or LYM9.DE?

LYM9.DE is cheaper with a 0.60% expense ratio, compared with 0.69% for S0LR.DE.

What is the main difference between S0LR.DE and LYM9.DE?

S0LR.DE tracks MAC Global Solar Energy, while LYM9.DE tracks MSCI ACWI IMI New Energy ESG Filtered. They also come from different issuers: Invesco and Amundi. Their fees differ too: 0.69% for S0LR.DE and 0.60% for LYM9.DE.