XCO2.DE vs. LSMC.DE
XCO2.DE (Lyxor Global Green Bond 1-10 Y (DR) UCITS ETF - Acc) and LSMC.DE (Amundi MSCI Semiconductors ESG Screened UCITS ETF) are both exchange-traded funds - XCO2.DE is a Global Corporate Bonds fund tracking the Bloomberg Gbl Agg Corp TR USD, 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 5 years, XCO2.DE returned -0.67%/yr vs 36.20%/yr for LSMC.DE. At a 0.08 correlation, their price movements are largely independent. XCO2.DE charges 0.15%/yr vs 0.45%/yr for LSMC.DE.
Performance
XCO2.DE vs. LSMC.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XCO2.DE achieves a 0.67% return, which is significantly lower than LSMC.DE's 63.83% return.
XCO2.DE
- 1D
- 0.16%
- 1M
- 0.43%
- YTD
- 0.67%
- 6M
- 0.74%
- 1Y
- 1.74%
- 3Y*
- 3.31%
- 5Y*
- -0.67%
- 10Y*
- —
LSMC.DE
- 1D
- -3.34%
- 1M
- 12.86%
- YTD
- 63.83%
- 6M
- 63.41%
- 1Y
- 126.99%
- 3Y*
- 62.06%
- 5Y*
- 36.20%
- 10Y*
- 28.49%
XCO2.DE vs. LSMC.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
XCO2.DE Lyxor Global Green Bond 1-10 Y (DR) UCITS ETF - Acc | 0.67% | 1.13% | 4.41% | 5.82% | -15.31% | -2.31% | 3.85% | -2.24% |
LSMC.DE Amundi MSCI Semiconductors ESG Screened UCITS ETF | 63.83% | 32.60% | 66.54% | 74.46% | -34.66% | 37.56% | 23.03% | 14.28% |
Correlation
The correlation between XCO2.DE and LSMC.DE is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.10 |
Correlation (All Time) Calculated using the full available price history since Oct 2, 2019 | 0.08 |
The correlation between XCO2.DE and LSMC.DE shifts across timeframes, from 0.08 (all time) to 0.25 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
XCO2.DE vs. LSMC.DE — Risk / Return Rank
XCO2.DE
LSMC.DE
XCO2.DE vs. LSMC.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyxor Global Green Bond 1-10 Y (DR) UCITS ETF - Acc (XCO2.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.
| XCO2.DE | LSMC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.63 | ||
| Sortino ratioReturn per unit of downside risk | -3.64 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.59 | -0.48 |
| Calmar ratioReturn relative to maximum drawdown | 0.70 | 10.37 | -9.66 |
| Martin ratioReturn relative to average drawdown | 2.22 | 32.83 | -30.61 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XCO2.DE | LSMC.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.65 | 4.27 | -3.63 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.14 | 1.15 | -1.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.09 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.16 | 0.82 | -0.98 |
Drawdowns
XCO2.DE vs. LSMC.DE - Drawdown Comparison
The maximum XCO2.DE drawdown since its inception was -17.90%, smaller than the maximum LSMC.DE drawdown of -39.77%. Use the drawdown chart below to compare losses from any high point for XCO2.DE and LSMC.DE.
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Drawdown Indicators
| XCO2.DE | LSMC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.90% | -39.77% | +21.87% |
Max Drawdown (1Y)Largest decline over 1 year | -2.36% | -12.53% | +10.17% |
Max Drawdown (3Y)Largest decline over 3 years | -2.45% | -36.22% | +33.77% |
Max Drawdown (5Y)Largest decline over 5 years | -17.26% | -39.77% | +22.51% |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.77% | — |
Current DrawdownCurrent decline from peak | -7.63% | -3.34% | -4.29% |
Average DrawdownAverage peak-to-trough decline | -8.62% | -9.37% | +0.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.75% | 3.96% | -3.21% |
Volatility
XCO2.DE vs. LSMC.DE - Volatility Comparison
The current volatility for Lyxor Global Green Bond 1-10 Y (DR) UCITS ETF - Acc (XCO2.DE) is 0.81%, while Amundi MSCI Semiconductors ESG Screened UCITS ETF (LSMC.DE) has a volatility of 11.23%. This indicates that XCO2.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.
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Volatility by Period
| XCO2.DE | LSMC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.81% | 11.23% | -10.42% |
Volatility (6M)Calculated over the trailing 6-month period | 2.01% | 22.18% | -20.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.55% | 30.40% | -27.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.88% | 31.21% | -26.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.25% | 26.06% | -20.81% |
XCO2.DE vs. LSMC.DE - Expense Ratio Comparison
XCO2.DE has a 0.15% expense ratio, which is lower than LSMC.DE's 0.45% expense ratio.
Dividends
XCO2.DE vs. LSMC.DE - Dividend Comparison
Neither XCO2.DE nor LSMC.DE has paid dividends to shareholders.
Frequently Asked Questions
XCO2.DE and LSMC.DE have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XCO2.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XCO2.DE is cheaper with a 0.15% expense ratio, compared with 0.45% for LSMC.DE.
XCO2.DE is categorized as Global Corporate Bonds, while LSMC.DE is Semiconductors. XCO2.DE tracks Bloomberg Gbl Agg Corp TR USD, while LSMC.DE tracks MSCI ACWI Semiconductors & Semiconductor Equipment ESG Filtered NET USD Index. Their fees differ too: 0.15% for XCO2.DE and 0.45% for LSMC.DE.
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