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AHYE.DE vs. LYPG.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AHYE.DE vs. LYPG.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Euro High Yield Bond ESG UCITS ETF EUR (AHYE.DE) and Amundi MSCI World Information Technology UCITS ETF EUR Acc (LYPG.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, AHYE.DE achieves a 0.37% return, which is significantly lower than LYPG.DE's 25.00% return. Over the past 10 years, AHYE.DE has underperformed LYPG.DE with an annualized return of 2.89%, while LYPG.DE has yielded a comparatively higher 23.74% annualized return.


AHYE.DE

1D
-0.11%
1M
0.43%
YTD
0.37%
6M
0.67%
1Y
3.35%
3Y*
6.16%
5Y*
1.77%
10Y*
2.89%

LYPG.DE

1D
-2.08%
1M
12.62%
YTD
25.00%
6M
23.20%
1Y
47.39%
3Y*
28.91%
5Y*
22.18%
10Y*
23.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AHYE.DE vs. LYPG.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AHYE.DE
Amundi Euro High Yield Bond ESG UCITS ETF EUR
0.37%5.51%5.40%10.19%-10.53%0.94%1.40%10.27%-2.45%5.05%
LYPG.DE
Amundi MSCI World Information Technology UCITS ETF EUR Acc
25.00%9.20%41.03%49.19%-28.32%41.72%30.66%51.20%0.61%20.65%

Correlation

The correlation between AHYE.DE and LYPG.DE is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.49

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

0.39

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

0.45

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

0.47

Correlation (All Time)
Calculated using the full available price history since Apr 30, 2014

0.46

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Return for Risk

AHYE.DE vs. LYPG.DE — Risk / Return Rank

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

AHYE.DE
AHYE.DE Risk / Return Rank: 2828
Overall Rank
AHYE.DE Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
AHYE.DE Sortino Ratio Rank: 3030
Sortino Ratio Rank
AHYE.DE Omega Ratio Rank: 3030
Omega Ratio Rank
AHYE.DE Calmar Ratio Rank: 2323
Calmar Ratio Rank
AHYE.DE Martin Ratio Rank: 2929
Martin Ratio Rank

LYPG.DE
LYPG.DE Risk / Return Rank: 6464
Overall Rank
LYPG.DE Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
LYPG.DE Sortino Ratio Rank: 6868
Sortino Ratio Rank
LYPG.DE Omega Ratio Rank: 6464
Omega Ratio Rank
LYPG.DE Calmar Ratio Rank: 6363
Calmar Ratio Rank
LYPG.DE Martin Ratio Rank: 4949
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.

AHYE.DE vs. LYPG.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Euro High Yield Bond ESG UCITS ETF EUR (AHYE.DE) and Amundi MSCI World Information Technology UCITS ETF EUR Acc (LYPG.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.


AHYE.DELYPG.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.34

Sortino ratioReturn per unit of downside risk

-1.48

Omega ratioGain probability vs. loss probability

1.20

1.38

-0.18

Calmar ratioReturn relative to maximum drawdown

1.01

3.09

-2.09

Martin ratioReturn relative to average drawdown

4.06

8.18

-4.11

AHYE.DE vs. LYPG.DE - Sharpe Ratio Comparison

The current AHYE.DE Sharpe Ratio is 1.01, which is lower than the LYPG.DE Sharpe Ratio of 2.35. The chart below compares the historical Sharpe Ratios of AHYE.DE and LYPG.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


AHYE.DELYPG.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.01

2.35

-1.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

0.97

-0.66

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

1.10

-0.67

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

1.02

-0.62

Drawdowns

AHYE.DE vs. LYPG.DE - Drawdown Comparison

The maximum AHYE.DE drawdown since its inception was -23.41%, smaller than the maximum LYPG.DE drawdown of -31.83%. Use the drawdown chart below to compare losses from any high point for AHYE.DE and LYPG.DE.


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Drawdown Indicators


AHYE.DELYPG.DEDifference

Max Drawdown

Largest peak-to-trough decline

-23.41%

-31.83%

+8.42%

Max Drawdown (1Y)

Largest decline over 1 year

-3.22%

-15.58%

+12.36%

Max Drawdown (3Y)

Largest decline over 3 years

-3.22%

-29.64%

+26.42%

Max Drawdown (5Y)

Largest decline over 5 years

-16.89%

-29.64%

+12.75%

Max Drawdown (10Y)

Largest decline over 10 years

-23.41%

-31.83%

+8.42%

Current Drawdown

Current decline from peak

-0.32%

-2.70%

+2.38%

Average Drawdown

Average peak-to-trough decline

-2.86%

-5.69%

+2.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.80%

5.91%

-5.11%

Volatility

AHYE.DE vs. LYPG.DE - Volatility Comparison

The current volatility for Amundi Euro High Yield Bond ESG UCITS ETF EUR (AHYE.DE) is 0.81%, while Amundi MSCI World Information Technology UCITS ETF EUR Acc (LYPG.DE) has a volatility of 7.17%. This indicates that AHYE.DE experiences smaller price fluctuations and is considered to be less risky than LYPG.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AHYE.DELYPG.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.81%

7.17%

-6.36%

Volatility (6M)

Calculated over the trailing 6-month period

2.76%

15.06%

-12.30%

Volatility (1Y)

Calculated over the trailing 1-year period

3.22%

20.52%

-17.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.57%

22.56%

-16.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.73%

21.45%

-14.72%

AHYE.DE vs. LYPG.DE - Expense Ratio Comparison

AHYE.DE has a 0.40% expense ratio, which is higher than LYPG.DE's 0.30% expense ratio.


Dividends

AHYE.DE vs. LYPG.DE - Dividend Comparison

Neither AHYE.DE nor LYPG.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


AHYE.DE and LYPG.DE have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, LYPG.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LYPG.DE is cheaper with a 0.30% expense ratio, compared with 0.40% for AHYE.DE.

AHYE.DE is categorized as European High Yield Bonds, while LYPG.DE is Technology Equities. AHYE.DE tracks iBoxx MSCI ESG EUR High Yield Corporates, while LYPG.DE tracks MSCI World Information Technology. Their fees differ too: 0.40% for AHYE.DE and 0.30% for LYPG.DE.

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