XGLF.DE vs. LYMH.DE

Last updated Jul 4, 2026

XGLF.DE (Xtrackers MSCI GCC Select Swap UCITS ETF (Acc)) and LYMH.DE (Amundi MSCI Greece UCITS ETF (Dist)) are both Emerging Markets Equities funds - XGLF.DE tracks the MSCI GCC Countries ex Select Securities Index while LYMH.DE tracks the MSCI Greece IMI + Coca-Cola 20/35 Index. Both are passively managed. Over the past 10 years, XGLF.DE returned 8.00%/yr vs 18.24%/yr for LYMH.DE. At a 0.23 correlation, their price movements are largely independent. XGLF.DE charges 0.65%/yr vs 0.45%/yr for LYMH.DE.

Performance

XGLF.DE vs. LYMH.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI GCC Select Swap UCITS ETF (Acc) (XGLF.DE) and Amundi MSCI Greece UCITS ETF (Dist) (LYMH.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, XGLF.DE achieves a 6.06% return, which is significantly lower than LYMH.DE's 24.02% return. Over the past 10 years, XGLF.DE has underperformed LYMH.DE with an annualized return of 8.00%, while LYMH.DE has yielded a comparatively higher 18.24% annualized return.

XGLF.DE

• 1D: 0.50%
• 1M: 2.01%
• 6M: 5.05%
• YTD: 6.06%
• 1Y: 5.74%
• 3Y*: 3.33%
• 5Y*: 5.16%
• 10Y*: 8.00%

LYMH.DE

• 1D: 1.43%
• 1M: 10.51%
• 6M: 20.85%
• YTD: 24.02%
• 1Y: 34.86%
• 3Y*: 30.77%
• 5Y*: 26.77%
• 10Y*: 18.24%

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

XGLF.DE vs. LYMH.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
XGLF.DE Xtrackers MSCI GCC Select Swap UCITS ETF (Acc)	6.06%	-5.36%	9.58%	0.55%	1.24%	48.84%	-9.49%	9.50%	22.95%	-7.49%
LYMH.DE Amundi MSCI Greece UCITS ETF (Dist)	24.02%	54.23%	17.75%	39.74%	2.60%	14.80%	-16.11%	50.03%	-25.49%	23.38%

Correlation

The correlation between XGLF.DE and LYMH.DE is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.24
Correlation (3Y) Calculated over the trailing 3-year period	0.22
Correlation (5Y) Calculated over the trailing 5-year period	0.22
Correlation (10Y) Calculated over the trailing 10-year period	0.25
Correlation (All Time) Calculated using the full available price history since Feb 5, 2015	0.23

Return for Risk

XGLF.DE vs. LYMH.DE — Risk / Return Rank

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

XGLF.DE

XGLF.DE Risk / Return Rank: 16
XGLF.DE Sharpe Ratio Rank: 17
XGLF.DE Sortino Ratio Rank: 16
XGLF.DE Omega Ratio Rank: 15
XGLF.DE Calmar Ratio Rank: 17
XGLF.DE Martin Ratio Rank: 16

LYMH.DE

LYMH.DE Risk / Return Rank: 50
LYMH.DE Sharpe Ratio Rank: 53
LYMH.DE Sortino Ratio Rank: 56
LYMH.DE Omega Ratio Rank: 52
LYMH.DE Calmar Ratio Rank: 48
LYMH.DE Martin Ratio Rank: 42

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.

XGLF.DE vs. LYMH.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI GCC Select Swap UCITS ETF (Acc) (XGLF.DE) and Amundi MSCI Greece UCITS ETF (Dist) (LYMH.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.

	XGLF.DE	LYMH.DE	Difference
Sharpe ratio: Return per unit of total volatility	0.46	1.52	-1.06
Sortino ratio: Return per unit of downside risk	0.74	2.27	-1.52
Omega ratio: Gain probability vs. loss probability	1.09	1.27	-0.18
Calmar ratio: Return relative to maximum drawdown	0.63	2.01	-1.38
Martin ratio: Return relative to average drawdown	1.39	5.75	-4.35

XGLF.DE vs. LYMH.DE - Sharpe Ratio Comparison

The current XGLF.DE Sharpe Ratio is 0.46, which is lower than the LYMH.DE Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of XGLF.DE and LYMH.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

XGLF.DE vs. LYMH.DE - Drawdown Comparison

The maximum XGLF.DE drawdown since its inception was -42.15%, smaller than the maximum LYMH.DE drawdown of -96.06%. Use the drawdown chart below to compare losses from any high point for XGLF.DE and LYMH.DE.

Drawdown Indicators

	XGLF.DE	LYMH.DE	Difference
Max Drawdown Largest peak-to-trough decline	-42.15%	-96.06%	+53.91%
Max Drawdown (1Y) Largest decline over 1 year	-9.05%	-17.29%	+8.24%
Max Drawdown (3Y) Largest decline over 3 years	-18.41%	-17.81%	-0.60%
Max Drawdown (5Y) Largest decline over 5 years	-31.29%	-22.30%	-8.99%
Max Drawdown (10Y) Largest decline over 10 years	-35.16%	-50.10%	+14.94%
Current Drawdown Current decline from peak	-17.78%	-73.27%	+55.49%
Average Drawdown Average peak-to-trough decline	-18.26%	-85.13%	+66.87%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.11%	6.05%	-1.94%

Volatility

XGLF.DE vs. LYMH.DE - Volatility Comparison

Xtrackers MSCI GCC Select Swap UCITS ETF (Acc) (XGLF.DE) and Amundi MSCI Greece UCITS ETF (Dist) (LYMH.DE) have volatilities of 4.44% and 4.41%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XGLF.DE	LYMH.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.44%	4.41%	+0.03%
Volatility (6M) Calculated over the trailing 6-month period	9.30%	19.33%	-10.03%
Volatility (1Y) Calculated over the trailing 1-year period	12.62%	22.95%	-10.33%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.35%	21.88%	-6.53%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.34%	24.34%	-6.00%

XGLF.DE vs. LYMH.DE - Expense Ratio Comparison

XGLF.DE has a 0.65% expense ratio, which is higher than LYMH.DE's 0.45% expense ratio.

Dividends

XGLF.DE vs. LYMH.DE - Dividend Comparison

XGLF.DE has not paid dividends to shareholders, while LYMH.DE's dividend yield for the trailing twelve months is around 2.46%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
LYMH.DE Amundi MSCI Greece UCITS ETF (Dist)	2.46%	3.06%	3.92%	2.22%	2.02%	2.03%	1.14%	1.89%	2.77%	2.02%	1.22%	1.17%
XGLF.DE Xtrackers MSCI GCC Select Swap 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 XGLF.DE and LYMH.DE in my portfolio?

XGLF.DE and LYMH.DE have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, XGLF.DE or LYMH.DE?

On fees, LYMH.DE is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, XGLF.DE or LYMH.DE?

LYMH.DE is cheaper with a 0.45% expense ratio, compared with 0.65% for XGLF.DE.

What is the main difference between XGLF.DE and LYMH.DE?

XGLF.DE tracks MSCI GCC Countries ex Select Securities Index, while LYMH.DE tracks MSCI Greece IMI + Coca-Cola 20/35 Index. They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.65% for XGLF.DE and 0.45% for LYMH.DE.