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D5BK.DE vs. LYYA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

D5BK.DE vs. LYYA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C (D5BK.DE) and Amundi MSCI World II UCITS ETF Dist (LYYA.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, D5BK.DE achieves a 1.25% return, which is significantly lower than LYYA.DE's 9.94% return. Over the past 10 years, D5BK.DE has underperformed LYYA.DE with an annualized return of 0.42%, while LYYA.DE has yielded a comparatively higher 12.98% annualized return.


D5BK.DE

1D
1.84%
1M
2.19%
YTD
1.25%
6M
4.38%
1Y
-0.90%
3Y*
7.63%
5Y*
-4.66%
10Y*
0.42%

LYYA.DE

1D
1.68%
1M
2.06%
YTD
9.94%
6M
11.38%
1Y
23.39%
3Y*
16.79%
5Y*
12.49%
10Y*
12.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

D5BK.DE vs. LYYA.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
D5BK.DE
Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C
1.25%5.96%-4.03%15.92%-36.47%16.81%-10.27%29.66%-8.93%12.62%
LYYA.DE
Amundi MSCI World II UCITS ETF Dist
9.94%7.88%26.02%20.23%-13.67%32.82%5.50%31.13%-5.06%7.74%

Correlation

The correlation between D5BK.DE and LYYA.DE is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.34

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

0.36

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

0.46

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

0.47

Correlation (All Time)
Calculated using the full available price history since Mar 25, 2010

0.55

Over the past year, the correlation between D5BK.DE and LYYA.DE has dropped to 0.34 - well below their long-term average of 0.55, suggesting their price drivers have been diverging.

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Return for Risk

D5BK.DE vs. LYYA.DE — Risk / Return Rank

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

D5BK.DE
D5BK.DE Risk / Return Rank: 99
Overall Rank
D5BK.DE Sharpe Ratio Rank: 99
Sharpe Ratio Rank
D5BK.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
D5BK.DE Omega Ratio Rank: 88
Omega Ratio Rank
D5BK.DE Calmar Ratio Rank: 99
Calmar Ratio Rank
D5BK.DE Martin Ratio Rank: 99
Martin Ratio Rank

LYYA.DE
LYYA.DE Risk / Return Rank: 7777
Overall Rank
LYYA.DE Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
LYYA.DE Sortino Ratio Rank: 7474
Sortino Ratio Rank
LYYA.DE Omega Ratio Rank: 7575
Omega Ratio Rank
LYYA.DE Calmar Ratio Rank: 7979
Calmar Ratio Rank
LYYA.DE Martin Ratio Rank: 8383
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.

D5BK.DE vs. LYYA.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C (D5BK.DE) and Amundi MSCI World II UCITS ETF Dist (LYYA.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.


D5BK.DELYYA.DEDifference
Sharpe ratioReturn per unit of total volatility

-2.12

Sortino ratioReturn per unit of downside risk

-2.86

Omega ratioGain probability vs. loss probability

1.00

1.38

-0.38

Calmar ratioReturn relative to maximum drawdown

-0.06

3.62

-3.68

Martin ratioReturn relative to average drawdown

-0.14

14.54

-14.68

D5BK.DE vs. LYYA.DE - Sharpe Ratio Comparison

The current D5BK.DE Sharpe Ratio is -0.06, which is lower than the LYYA.DE Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of D5BK.DE and LYYA.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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Drawdowns

D5BK.DE vs. LYYA.DE - Drawdown Comparison

The maximum D5BK.DE drawdown since its inception was -46.42%, smaller than the maximum LYYA.DE drawdown of -54.50%. Use the drawdown chart below to compare losses from any high point for D5BK.DE and LYYA.DE.


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Drawdown Indicators


D5BK.DELYYA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-46.42%

-54.50%

+8.08%

Max Drawdown (1Y)

Largest decline over 1 year

-15.59%

-6.43%

-9.16%

Max Drawdown (3Y)

Largest decline over 3 years

-21.63%

-21.64%

+0.01%

Max Drawdown (5Y)

Largest decline over 5 years

-46.42%

-21.64%

-24.78%

Max Drawdown (10Y)

Largest decline over 10 years

-46.42%

-33.90%

-12.52%

Current Drawdown

Current decline from peak

-26.88%

-1.18%

-25.70%

Average Drawdown

Average peak-to-trough decline

-13.25%

-9.84%

-3.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.27%

1.60%

+4.67%

Volatility

D5BK.DE vs. LYYA.DE - Volatility Comparison

Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C (D5BK.DE) has a higher volatility of 5.11% compared to Amundi MSCI World II UCITS ETF Dist (LYYA.DE) at 3.12%. This indicates that D5BK.DE's price experiences larger fluctuations and is considered to be riskier than LYYA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


D5BK.DELYYA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.11%

3.12%

+1.99%

Volatility (6M)

Calculated over the trailing 6-month period

13.34%

8.05%

+5.29%

Volatility (1Y)

Calculated over the trailing 1-year period

15.97%

11.32%

+4.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.54%

14.19%

+7.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.94%

15.13%

+4.81%

D5BK.DE vs. LYYA.DE - Expense Ratio Comparison

D5BK.DE has a 0.33% expense ratio, which is higher than LYYA.DE's 0.30% expense ratio.


Dividends

D5BK.DE vs. LYYA.DE - Dividend Comparison

D5BK.DE has not paid dividends to shareholders, while LYYA.DE's dividend yield for the trailing twelve months is around 1.14%.


PositionTTM20252024202320222021202020192018201720162015
D5BK.DE
Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LYYA.DE
Amundi MSCI World II UCITS ETF Dist
1.14%1.26%1.63%1.35%1.95%1.31%1.58%1.49%2.36%2.05%2.33%2.55%

Frequently Asked Questions


D5BK.DE and LYYA.DE have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

LYYA.DE is cheaper with a 0.30% expense ratio, compared with 0.33% for D5BK.DE.

D5BK.DE is categorized as REIT, while LYYA.DE is Global Equities. D5BK.DE tracks FTSE EPRA/NAREIT Developed Europe, while LYYA.DE tracks MSCI World. They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.33% for D5BK.DE and 0.30% for LYYA.DE.

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