H1D5.DE vs. LYPG.DE
H1D5.DE (Amundi S&P 500 Swap UCITS ETF EUR Hedged (Acc)) and LYPG.DE (Amundi MSCI World Information Technology UCITS ETF EUR Acc) are both exchange-traded funds - H1D5.DE is a S&P 500 fund tracking the S&P 500 Index (EUR Hedged), while LYPG.DE is a Technology Equities fund tracking the MSCI World Information Technology. Both are passively managed. Over the past 10 years, H1D5.DE returned 12.69%/yr vs 23.46%/yr for LYPG.DE. A 0.76 correlation means they provide meaningful diversification when combined. H1D5.DE charges 0.28%/yr vs 0.30%/yr for LYPG.DE.
Performance
H1D5.DE vs. LYPG.DE - Performance Comparison
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Returns By Period
In the year-to-date period, H1D5.DE achieves a 7.77% return, which is significantly lower than LYPG.DE's 20.93% return. Over the past 10 years, H1D5.DE has underperformed LYPG.DE with an annualized return of 12.69%, while LYPG.DE has yielded a comparatively higher 23.46% annualized return.
H1D5.DE
- 1D
- 0.16%
- 1M
- -1.01%
- 6M
- 8.69%
- YTD
- 7.77%
- 1Y
- 17.66%
- 3Y*
- 17.64%
- 5Y*
- 10.23%
- 10Y*
- 12.69%
LYPG.DE
- 1D
- 0.55%
- 1M
- -5.27%
- 6M
- 21.91%
- YTD
- 20.93%
- 1Y
- 36.79%
- 3Y*
- 26.69%
- 5Y*
- 19.14%
- 10Y*
- 23.46%
H1D5.DE vs. LYPG.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
H1D5.DE Amundi S&P 500 Swap UCITS ETF EUR Hedged (Acc) | 7.77% | 15.23% | 22.75% | 23.18% | -21.57% | 28.78% | 15.86% | 27.46% | -8.35% | 19.09% |
LYPG.DE Amundi MSCI World Information Technology UCITS ETF EUR Acc | 20.93% | 9.20% | 41.03% | 49.19% | -28.32% | 41.72% | 30.66% | 51.20% | 0.61% | 20.65% |
Correlation
The correlation between H1D5.DE and LYPG.DE is 0.77, 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 | 0.77 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.77 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.81 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.80 |
Correlation (All Time) Calculated using the full available price history since May 9, 2012 | 0.76 |
The correlation between H1D5.DE and LYPG.DE has been stable across timeframes, ranging from 0.76 to 0.81 - a consistent structural relationship.
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Return for Risk
H1D5.DE vs. LYPG.DE — Risk / Return Rank
H1D5.DE
LYPG.DE
H1D5.DE vs. LYPG.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi S&P 500 Swap UCITS ETF EUR Hedged (Acc) (H1D5.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.
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.
| H1D5.DE | LYPG.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.23 | ||
| Sortino ratioReturn per unit of downside risk | -0.07 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.28 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.03 | 2.35 | -0.32 |
| Martin ratioReturn relative to average drawdown | 8.17 | 5.97 | +2.20 |
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Drawdowns
H1D5.DE vs. LYPG.DE - Drawdown Comparison
The maximum H1D5.DE drawdown since its inception was -33.97%, which is greater than LYPG.DE's maximum drawdown of -31.83%. Use the drawdown chart below to compare losses from any high point for H1D5.DE and LYPG.DE.
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Drawdown Indicators
| H1D5.DE | LYPG.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.97% | -31.83% | -2.14% |
Max Drawdown (1Y)Largest decline over 1 year | -8.66% | -15.58% | +6.92% |
Max Drawdown (3Y)Largest decline over 3 years | -18.36% | -29.64% | +11.28% |
Max Drawdown (5Y)Largest decline over 5 years | -25.97% | -29.64% | +3.67% |
Max Drawdown (10Y)Largest decline over 10 years | -33.97% | -31.83% | -2.14% |
Current DrawdownCurrent decline from peak | -1.58% | -5.87% | +4.29% |
Average DrawdownAverage peak-to-trough decline | -4.18% | -5.65% | +1.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.16% | 6.14% | -3.98% |
Volatility
H1D5.DE vs. LYPG.DE - Volatility Comparison
The current volatility for Amundi S&P 500 Swap UCITS ETF EUR Hedged (Acc) (H1D5.DE) is 4.07%, while Amundi MSCI World Information Technology UCITS ETF EUR Acc (LYPG.DE) has a volatility of 8.14%. This indicates that H1D5.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
| H1D5.DE | LYPG.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.07% | 8.14% | -4.07% |
Volatility (6M)Calculated over the trailing 6-month period | 9.25% | 16.53% | -7.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.08% | 21.74% | -9.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.03% | 22.77% | -6.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.12% | 21.52% | -5.40% |
H1D5.DE vs. LYPG.DE - Expense Ratio Comparison
H1D5.DE has a 0.28% expense ratio, which is lower than LYPG.DE's 0.30% expense ratio.
Dividends
H1D5.DE vs. LYPG.DE - Dividend Comparison
Neither H1D5.DE nor LYPG.DE has paid dividends to shareholders.
Frequently Asked Questions
H1D5.DE and LYPG.DE have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, H1D5.DE is cheaper at 0.28% per year. The better choice depends on whether you care most about return, fees, risk, or income.
H1D5.DE is cheaper with a 0.28% expense ratio, compared with 0.30% for LYPG.DE.
H1D5.DE is categorized as S&P 500, while LYPG.DE is Technology Equities. H1D5.DE tracks S&P 500 Index (EUR Hedged), while LYPG.DE tracks MSCI World Information Technology. Their fees differ too: 0.28% for H1D5.DE and 0.30% for LYPG.DE.
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