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XSNR.L vs. LYY7.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XSNR.L vs. LYY7.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers MSCI Europe Industrials ESG Screened UCITS ETF 1C (XSNR.L) and Amundi Dax III UCITS ETF Acc (LYY7.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XSNR.L is traded in GBp, while LYY7.DE is traded in EUR. To make them comparable, the LYY7.DE values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, XSNR.L achieves a 7.81% return, which is significantly higher than LYY7.DE's 0.52% return. Over the past 10 years, XSNR.L has outperformed LYY7.DE with an annualized return of 12.04%, while LYY7.DE has yielded a comparatively lower 9.92% annualized return.


XSNR.L

1D
0.37%
1M
-0.26%
YTD
7.81%
6M
9.55%
1Y
17.56%
3Y*
14.21%
5Y*
9.16%
10Y*
12.04%

LYY7.DE

1D
0.61%
1M
2.21%
YTD
0.52%
6M
2.96%
1Y
4.99%
3Y*
15.63%
5Y*
9.25%
10Y*
9.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XSNR.L vs. LYY7.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XSNR.L
Xtrackers MSCI Europe Industrials ESG Screened UCITS ETF 1C
7.81%20.64%5.20%21.57%-14.54%21.19%12.17%27.37%-12.09%21.42%
LYY7.DE
Amundi Dax III UCITS ETF Acc
0.52%28.96%13.01%17.17%-8.10%7.08%8.82%18.21%-17.40%16.90%

Correlation

The correlation between XSNR.L and LYY7.DE is 0.78, 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

0.78

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

0.80

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

0.82

Correlation (10Y)
Calculated over the trailing 10-year period

0.83

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2009

0.70

The correlation between XSNR.L and LYY7.DE shifts across timeframes, from 0.70 (all time) to 0.83 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

XSNR.L vs. LYY7.DE — Risk / Return Rank

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

XSNR.L
XSNR.L Risk / Return Rank: 2828
Overall Rank
XSNR.L Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
XSNR.L Sortino Ratio Rank: 2727
Sortino Ratio Rank
XSNR.L Omega Ratio Rank: 2727
Omega Ratio Rank
XSNR.L Calmar Ratio Rank: 2626
Calmar Ratio Rank
XSNR.L Martin Ratio Rank: 3030
Martin Ratio Rank

LYY7.DE
LYY7.DE Risk / Return Rank: 1111
Overall Rank
LYY7.DE Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
LYY7.DE Sortino Ratio Rank: 1111
Sortino Ratio Rank
LYY7.DE Omega Ratio Rank: 1111
Omega Ratio Rank
LYY7.DE Calmar Ratio Rank: 1111
Calmar Ratio Rank
LYY7.DE Martin Ratio Rank: 1212
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.

XSNR.L vs. LYY7.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe Industrials ESG Screened UCITS ETF 1C (XSNR.L) and Amundi Dax III UCITS ETF Acc (LYY7.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.


XSNR.LLYY7.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.63

Sortino ratioReturn per unit of downside risk

+0.90

Omega ratioGain probability vs. loss probability

1.18

1.07

+0.11

Calmar ratioReturn relative to maximum drawdown

1.22

0.39

+0.83

Martin ratioReturn relative to average drawdown

4.33

1.26

+3.07

XSNR.L vs. LYY7.DE - Sharpe Ratio Comparison

The current XSNR.L Sharpe Ratio is 0.95, which is higher than the LYY7.DE Sharpe Ratio of 0.32. The chart below compares the historical Sharpe Ratios of XSNR.L and LYY7.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


XSNR.LLYY7.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.95

0.32

+0.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.53

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

0.54

+0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.32

+0.33

Drawdowns

XSNR.L vs. LYY7.DE - Drawdown Comparison

The maximum XSNR.L drawdown since its inception was -36.07%, smaller than the maximum LYY7.DE drawdown of -45.04%. Use the drawdown chart below to compare losses from any high point for XSNR.L and LYY7.DE.


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Drawdown Indicators


XSNR.LLYY7.DEDifference

Max Drawdown

Largest peak-to-trough decline

-36.07%

-45.04%

+8.97%

Max Drawdown (1Y)

Largest decline over 1 year

-14.30%

-12.65%

-1.65%

Max Drawdown (3Y)

Largest decline over 3 years

-17.10%

-14.74%

-2.36%

Max Drawdown (5Y)

Largest decline over 5 years

-27.20%

-23.64%

-3.56%

Max Drawdown (10Y)

Largest decline over 10 years

-36.07%

-34.48%

-1.59%

Current Drawdown

Current decline from peak

-3.35%

-2.95%

-0.40%

Average Drawdown

Average peak-to-trough decline

-6.09%

-9.16%

+3.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.05%

3.96%

+0.09%

Volatility

XSNR.L vs. LYY7.DE - Volatility Comparison

Xtrackers MSCI Europe Industrials ESG Screened UCITS ETF 1C (XSNR.L) has a higher volatility of 6.25% compared to Amundi Dax III UCITS ETF Acc (LYY7.DE) at 4.81%. This indicates that XSNR.L's price experiences larger fluctuations and is considered to be riskier than LYY7.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XSNR.LLYY7.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.25%

4.81%

+1.44%

Volatility (6M)

Calculated over the trailing 6-month period

15.20%

12.83%

+2.37%

Volatility (1Y)

Calculated over the trailing 1-year period

18.47%

15.71%

+2.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.87%

17.26%

+1.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.89%

18.16%

+0.73%

XSNR.L vs. LYY7.DE - Expense Ratio Comparison

XSNR.L has a 0.20% expense ratio, which is higher than LYY7.DE's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

XSNR.L vs. LYY7.DE - Dividend Comparison

Neither XSNR.L nor LYY7.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XSNR.L and LYY7.DE have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, LYY7.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LYY7.DE is cheaper with a 0.15% expense ratio, compared with 0.20% for XSNR.L.

XSNR.L is categorized as Industrials Equities, while LYY7.DE is Europe Equities. XSNR.L tracks MSCI World/Materials NR USD, while LYY7.DE tracks DAX®. They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.20% for XSNR.L and 0.15% for LYY7.DE.

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