IEVL.L vs. LYPG.DE
IEVL.L (iShares Edge MSCI Europe Value Factor UCITS ETF EUR Accumulating) and LYPG.DE (Amundi MSCI World Information Technology UCITS ETF EUR Acc) are both exchange-traded funds - IEVL.L is a Europe Equities fund tracking the MSCI Europe Enhanced Value Index, while LYPG.DE is a Technology Equities fund tracking the MSCI World Information Technology. Both are passively managed. Over the past 10 years, IEVL.L returned 10.93%/yr vs 22.32%/yr for LYPG.DE. A 0.54 correlation means they provide meaningful diversification when combined. IEVL.L charges 0.25%/yr vs 0.30%/yr for LYPG.DE.
Performance
IEVL.L vs. LYPG.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IEVL.L achieves a 15.33% return, which is significantly lower than LYPG.DE's 19.31% return. Over the past 10 years, IEVL.L has underperformed LYPG.DE with an annualized return of 10.93%, while LYPG.DE has yielded a comparatively higher 22.32% annualized return.
IEVL.L
- 1D
- -0.36%
- 1M
- 0.96%
- 6M
- 12.86%
- YTD
- 15.33%
- 1Y
- 32.91%
- 3Y*
- 20.62%
- 5Y*
- 15.46%
- 10Y*
- 10.93%
- ALL TIME*
- 8.97%
LYPG.DE
- 1D
- 1.23%
- 1M
- -4.19%
- 6M
- 21.25%
- YTD
- 19.31%
- 1Y
- 31.52%
- 3Y*
- 26.16%
- 5Y*
- 18.41%
- 10Y*
- 22.32%
- ALL TIME*
- 20.10%
IEVL.L vs. LYPG.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IEVL.L iShares Edge MSCI Europe Value Factor UCITS ETF EUR Accumulating | 15.33% | 35.04% | 10.57% | 13.52% | -3.79% | 26.68% | -8.75% | 21.79% | -13.55% | 10.54% |
LYPG.DE Amundi MSCI World Information Technology UCITS ETF EUR Acc | 19.31% | 9.20% | 41.03% | 49.19% | -28.32% | 41.72% | 30.66% | 51.20% | 0.61% | 20.65% |
Correlation
The correlation between IEVL.L and LYPG.DE is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.34 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.44 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.50 |
Correlation (All Time) Calculated using the full available price history since Jan 19, 2015 | 0.54 |
The correlation between IEVL.L and LYPG.DE shifts across timeframes, from 0.34 (3 years) to 0.54 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IEVL.L vs. LYPG.DE — Risk / Return Rank
IEVL.L
LYPG.DE
IEVL.L vs. LYPG.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI Europe Value Factor UCITS ETF EUR Accumulating (IEVL.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.
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.
| IEVL.L | LYPG.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.89 | ||
| Sortino ratioReturn per unit of downside risk | +1.24 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.24 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 3.35 | 2.01 | +1.33 |
| Martin ratioReturn relative to average drawdown | 12.57 | 5.01 | +7.56 |
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Drawdowns
IEVL.L vs. LYPG.DE - Drawdown Comparison
The maximum IEVL.L drawdown since its inception was -40.09%, 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 IEVL.L and LYPG.DE.
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Drawdown Indicators
| IEVL.L | LYPG.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.09% | -31.83% | -8.26% |
Max Drawdown (1Y)Largest decline over 1 year | -9.79% | -15.58% | +5.79% |
Max Drawdown (3Y)Largest decline over 3 years | -17.43% | -29.64% | +12.21% |
Max Drawdown (5Y)Largest decline over 5 years | -19.55% | -29.64% | +10.09% |
Max Drawdown (10Y)Largest decline over 10 years | -40.09% | -31.83% | -8.26% |
Current DrawdownCurrent decline from peak | -1.93% | -7.13% | +5.20% |
Average DrawdownAverage peak-to-trough decline | -7.43% | -5.66% | -1.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.61% | 6.28% | -3.67% |
Volatility
IEVL.L vs. LYPG.DE - Volatility Comparison
The current volatility for iShares Edge MSCI Europe Value Factor UCITS ETF EUR Accumulating (IEVL.L) is 4.20%, while Amundi MSCI World Information Technology UCITS ETF EUR Acc (LYPG.DE) has a volatility of 7.51%. This indicates that IEVL.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
| IEVL.L | LYPG.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.20% | 7.51% | -3.31% |
Volatility (6M)Calculated over the trailing 6-month period | 11.81% | 16.75% | -4.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.12% | 21.90% | -7.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.31% | 22.85% | -7.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.28% | 21.57% | -4.29% |
IEVL.L vs. LYPG.DE - Expense Ratio Comparison
IEVL.L has a 0.25% expense ratio, which is lower than LYPG.DE's 0.30% expense ratio.
Dividends
IEVL.L vs. LYPG.DE - Dividend Comparison
Neither IEVL.L nor LYPG.DE has paid dividends to shareholders.
Frequently Asked Questions
IEVL.L and LYPG.DE have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IEVL.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IEVL.L is cheaper with a 0.25% expense ratio, compared with 0.30% for LYPG.DE.
IEVL.L is categorized as Europe Equities, while LYPG.DE is Technology Equities. IEVL.L tracks MSCI Europe Enhanced Value Index, while LYPG.DE tracks MSCI World Information Technology. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.25% for IEVL.L and 0.30% for LYPG.DE.
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