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AHYQ.DE vs. ETLQ.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AHYQ.DE vs. ETLQ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi MSCI World III UCITS ETF Dist (AHYQ.DE) and L&G Global Equity UCITS ETF (ETLQ.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with AHYQ.DE having a 10.93% return and ETLQ.DE slightly lower at 10.88%.


AHYQ.DE

1D
-0.03%
1M
3.77%
YTD
10.93%
6M
10.78%
1Y
23.61%
3Y*
17.53%
5Y*
12.23%
10Y*
11.90%

ETLQ.DE

1D
0.00%
1M
3.89%
YTD
10.88%
6M
10.99%
1Y
23.85%
3Y*
17.73%
5Y*
13.10%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AHYQ.DE vs. ETLQ.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
AHYQ.DE
Amundi MSCI World III UCITS ETF Dist
10.93%7.92%25.91%20.09%-15.16%31.20%3.93%22.30%
ETLQ.DE
L&G Global Equity UCITS ETF
10.88%8.14%26.10%20.83%-13.64%32.63%5.63%24.59%

Correlation

The correlation between AHYQ.DE and ETLQ.DE is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.99

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

0.99

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

0.99

Correlation (All Time)
Calculated using the full available price history since Jan 17, 2019

0.97

The correlation between AHYQ.DE and ETLQ.DE has been stable across timeframes, ranging from 0.97 to 0.99 - a consistent structural relationship.

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Return for Risk

AHYQ.DE vs. ETLQ.DE — Risk / Return Rank

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

AHYQ.DE
AHYQ.DE Risk / Return Rank: 6969
Overall Rank
AHYQ.DE Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
AHYQ.DE Sortino Ratio Rank: 6363
Sortino Ratio Rank
AHYQ.DE Omega Ratio Rank: 6666
Omega Ratio Rank
AHYQ.DE Calmar Ratio Rank: 7373
Calmar Ratio Rank
AHYQ.DE Martin Ratio Rank: 7676
Martin Ratio Rank

ETLQ.DE
ETLQ.DE Risk / Return Rank: 6969
Overall Rank
ETLQ.DE Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
ETLQ.DE Sortino Ratio Rank: 6565
Sortino Ratio Rank
ETLQ.DE Omega Ratio Rank: 6666
Omega Ratio Rank
ETLQ.DE Calmar Ratio Rank: 7272
Calmar Ratio Rank
ETLQ.DE Martin Ratio Rank: 7676
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.

AHYQ.DE vs. ETLQ.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI World III UCITS ETF Dist (AHYQ.DE) and L&G Global Equity UCITS ETF (ETLQ.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.


AHYQ.DEETLQ.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.04

Sortino ratioReturn per unit of downside risk

-0.06

Omega ratioGain probability vs. loss probability

1.39

1.39

0.00

Calmar ratioReturn relative to maximum drawdown

3.58

3.56

+0.01

Martin ratioReturn relative to average drawdown

14.39

14.23

+0.16

AHYQ.DE vs. ETLQ.DE - Sharpe Ratio Comparison

The current AHYQ.DE Sharpe Ratio is 2.09, which is comparable to the ETLQ.DE Sharpe Ratio of 2.13. The chart below compares the historical Sharpe Ratios of AHYQ.DE and ETLQ.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


AHYQ.DEETLQ.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.09

2.13

-0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.84

0.92

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

Sharpe Ratio (All Time)

Calculated using the full available price history

0.81

0.93

-0.12

Drawdowns

AHYQ.DE vs. ETLQ.DE - Drawdown Comparison

The maximum AHYQ.DE drawdown since its inception was -33.70%, roughly equal to the maximum ETLQ.DE drawdown of -33.38%. Use the drawdown chart below to compare losses from any high point for AHYQ.DE and ETLQ.DE.


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Drawdown Indicators


AHYQ.DEETLQ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.70%

-33.38%

-0.32%

Max Drawdown (1Y)

Largest decline over 1 year

-6.60%

-6.68%

+0.08%

Max Drawdown (3Y)

Largest decline over 3 years

-21.77%

-21.58%

-0.19%

Max Drawdown (5Y)

Largest decline over 5 years

-21.77%

-21.58%

-0.19%

Max Drawdown (10Y)

Largest decline over 10 years

-33.70%

Current Drawdown

Current decline from peak

-0.37%

-0.34%

-0.03%

Average Drawdown

Average peak-to-trough decline

-4.49%

-4.33%

-0.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.65%

1.68%

-0.03%

Volatility

AHYQ.DE vs. ETLQ.DE - Volatility Comparison

Amundi MSCI World III UCITS ETF Dist (AHYQ.DE) and L&G Global Equity UCITS ETF (ETLQ.DE) have volatilities of 2.64% and 2.68%, 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.


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Volatility by Period


AHYQ.DEETLQ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.64%

2.68%

-0.04%

Volatility (6M)

Calculated over the trailing 6-month period

7.77%

7.77%

0.00%

Volatility (1Y)

Calculated over the trailing 1-year period

11.28%

11.18%

+0.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.33%

14.06%

+0.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.29%

15.74%

-0.45%

AHYQ.DE vs. ETLQ.DE - Expense Ratio Comparison

AHYQ.DE has a 0.20% expense ratio, which is higher than ETLQ.DE's 0.10% 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

AHYQ.DE vs. ETLQ.DE - Dividend Comparison

AHYQ.DE's dividend yield for the trailing twelve months is around 1.06%, while ETLQ.DE has not paid dividends to shareholders.


PositionTTM202520242023
AHYQ.DE
Amundi MSCI World III UCITS ETF Dist
1.06%1.18%1.65%1.78%
ETLQ.DE
L&G Global Equity UCITS ETF
0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.99, AHYQ.DE and ETLQ.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, ETLQ.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ETLQ.DE is cheaper with a 0.10% expense ratio, compared with 0.20% for AHYQ.DE.

AHYQ.DE tracks MSCI World, while ETLQ.DE tracks Solactive Core Developed Markets Large & Mid Cap. They also come from different issuers: Amundi and Legal & General. Their fees differ too: 0.20% for AHYQ.DE and 0.10% for ETLQ.DE.

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