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ANXG.L vs. LYPG.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ANXG.L vs. LYPG.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Amundi Nasdaq-100 UCITS USD (ANXG.L) 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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Different Trading Currencies

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

Returns By Period

In the year-to-date period, ANXG.L achieves a 17.42% return, which is significantly lower than LYPG.DE's 23.96% return. Over the past 10 years, ANXG.L has underperformed LYPG.DE with an annualized return of 18.08%, while LYPG.DE has yielded a comparatively higher 24.94% annualized return.


ANXG.L

1D
-0.07%
1M
3.84%
YTD
17.42%
6M
15.28%
1Y
38.24%
3Y*
24.81%
5Y*
18.36%
10Y*
18.08%

LYPG.DE

1D
-2.01%
1M
10.00%
YTD
23.96%
6M
22.00%
1Y
51.33%
3Y*
29.08%
5Y*
22.34%
10Y*
24.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ANXG.L vs. LYPG.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ANXG.L
Amundi Nasdaq-100 UCITS USD
17.42%11.70%28.70%48.00%-25.42%29.85%43.37%34.20%-22.02%32.58%
LYPG.DE
Amundi MSCI World Information Technology UCITS ETF EUR Acc
23.96%14.88%34.88%46.22%-24.39%31.72%38.04%43.33%2.03%25.81%

Correlation

The correlation between ANXG.L and LYPG.DE is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.90

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

0.92

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

0.92

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

0.83

Correlation (All Time)
Calculated using the full available price history since Sep 30, 2010

0.71

The correlation between ANXG.L and LYPG.DE shifts across timeframes, from 0.71 (all time) to 0.92 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

ANXG.L vs. LYPG.DE — Risk / Return Rank

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

ANXG.L
ANXG.L Risk / Return Rank: 7878
Overall Rank
ANXG.L Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
ANXG.L Sortino Ratio Rank: 8484
Sortino Ratio Rank
ANXG.L Omega Ratio Rank: 8383
Omega Ratio Rank
ANXG.L Calmar Ratio Rank: 7575
Calmar Ratio Rank
ANXG.L Martin Ratio Rank: 6262
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.

ANXG.L vs. LYPG.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Nasdaq-100 UCITS USD (ANXG.L) 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.


ANXG.LLYPG.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.03

Sortino ratioReturn per unit of downside risk

+0.03

Omega ratioGain probability vs. loss probability

1.45

1.42

+0.03

Calmar ratioReturn relative to maximum drawdown

3.45

3.18

+0.26

Martin ratioReturn relative to average drawdown

10.11

8.21

+1.90

ANXG.L vs. LYPG.DE - Sharpe Ratio Comparison

The current ANXG.L Sharpe Ratio is 2.56, which is comparable to the LYPG.DE Sharpe Ratio of 2.60. The chart below compares the historical Sharpe Ratios of ANXG.L 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


ANXG.LLYPG.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.56

2.60

-0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.96

1.00

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.86

1.17

-0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.91

1.04

-0.12

Drawdowns

ANXG.L vs. LYPG.DE - Drawdown Comparison

The maximum ANXG.L drawdown since its inception was -33.00%, which is greater than LYPG.DE's maximum drawdown of -28.29%. Use the drawdown chart below to compare losses from any high point for ANXG.L and LYPG.DE.


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Drawdown Indicators


ANXG.LLYPG.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.00%

-28.29%

-4.71%

Max Drawdown (1Y)

Largest decline over 1 year

-11.04%

-16.37%

+5.33%

Max Drawdown (3Y)

Largest decline over 3 years

-24.54%

-28.29%

+3.75%

Max Drawdown (5Y)

Largest decline over 5 years

-27.69%

-28.29%

+0.60%

Max Drawdown (10Y)

Largest decline over 10 years

-33.00%

-28.29%

-4.71%

Current Drawdown

Current decline from peak

-2.68%

-2.55%

-0.13%

Average Drawdown

Average peak-to-trough decline

-6.03%

-5.15%

-0.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.77%

6.36%

-2.59%

Volatility

ANXG.L vs. LYPG.DE - Volatility Comparison

The current volatility for Amundi Nasdaq-100 UCITS USD (ANXG.L) is 4.63%, while Amundi MSCI World Information Technology UCITS ETF EUR Acc (LYPG.DE) has a volatility of 7.32%. This indicates that ANXG.L 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


ANXG.LLYPG.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.63%

7.32%

-2.69%

Volatility (6M)

Calculated over the trailing 6-month period

10.57%

14.82%

-4.25%

Volatility (1Y)

Calculated over the trailing 1-year period

14.89%

20.08%

-5.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.16%

22.07%

-2.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.10%

21.27%

-0.17%

ANXG.L vs. LYPG.DE - Expense Ratio Comparison

ANXG.L has a 0.13% expense ratio, which is lower than LYPG.DE's 0.30% expense ratio.


Dividends

ANXG.L vs. LYPG.DE - Dividend Comparison

Neither ANXG.L nor LYPG.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.90, ANXG.L and LYPG.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, ANXG.L is cheaper at 0.13% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ANXG.L is cheaper with a 0.13% expense ratio, compared with 0.30% for LYPG.DE.

ANXG.L is categorized as Nasdaq-100, while LYPG.DE is Technology Equities. ANXG.L tracks NASDAQ-100 Index, while LYPG.DE tracks MSCI World Information Technology. Their fees differ too: 0.13% for ANXG.L and 0.30% for LYPG.DE.

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