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IWDG.L vs. LYP6.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

IWDG.L vs. LYP6.DE

Last updated Apr 2, 2026

Compare and contrast key facts about iShares Core MSCI World UCITS ETF (IWDG.L) and Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc (LYP6.DE).

IWDG.L and LYP6.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IWDG.L is a passively managed fund by iShares that tracks the performance of the MSCI World Index. It was launched on Jul 28, 2023. LYP6.DE is a passively managed fund by Amundi that tracks the performance of the STOXX® Europe 600. It was launched on Dec 7, 2017. Both IWDG.L and LYP6.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

IWDG.L vs. LYP6.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Core MSCI World UCITS ETF (IWDG.L) and Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc (LYP6.DE). The values are adjusted to include any dividend payments, if applicable.

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IWDG.L vs. LYP6.DE - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IWDG.L
iShares Core MSCI World UCITS ETF		-2.02%18.71%21.37%23.13%-17.43%24.30%11.80%24.91%-8.73%6.72%
LYP6.DE
Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc		1.82%27.11%3.53%13.65%-5.50%16.00%3.83%21.90%-10.03%2.65%
Different Trading Currencies

IWDG.L is traded in GBp, while LYP6.DE is traded in EUR. To make them comparable, the LYP6.DE values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, IWDG.L achieves a -2.02% return, which is significantly lower than LYP6.DE's 1.82% return.

IWDG.L

1D
2.60%
1M
-3.53%
YTD
-2.02%
6M
1.65%
1Y
19.24%
3Y*
17.55%
5Y*
10.70%
10Y*
—

LYP6.DE

1D
2.65%
1M
-3.37%
YTD
1.82%
6M
7.42%
1Y
19.62%
3Y*
12.33%
5Y*
10.35%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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iShares Core MSCI World UCITS ETF

Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc

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Often compared with LYP6.DE:
LYP6.DE vs. EUNK.DELYP6.DE vs. XESC.DELYP6.DE vs. VOOLYP6.DE vs. 8PSG.DELYP6.DE vs. EXIE.DELYP6.DE vs. LCUW.DELYP6.DE vs. ZPDX.DE

IWDG.L vs. LYP6.DE - Expense Ratio Comparison

IWDG.L has a 0.30% expense ratio, which is higher than LYP6.DE's 0.07% expense ratio.

IWDG.L
iShares Core MSCI World UCITS ETF
LYP6.DE
Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc

Return for Risk

IWDG.L vs. LYP6.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IWDG.L
IWDG.L Risk / Return Rank: 7171
Overall Rank
IWDG.L Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
IWDG.L Sortino Ratio Rank: 6666
Sortino Ratio Rank
IWDG.L Omega Ratio Rank: 6767
Omega Ratio Rank
IWDG.L Calmar Ratio Rank: 7676
Calmar Ratio Rank
IWDG.L Martin Ratio Rank: 8181
Martin Ratio Rank
LYP6.DE
LYP6.DE Risk / Return Rank: 5151
Overall Rank
LYP6.DE Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
LYP6.DE Sortino Ratio Rank: 4444
Sortino Ratio Rank
LYP6.DE Omega Ratio Rank: 5050
Omega Ratio Rank
LYP6.DE Calmar Ratio Rank: 5555
Calmar Ratio Rank
LYP6.DE Martin Ratio Rank: 5656
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.

IWDG.L vs. LYP6.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI World UCITS ETF (IWDG.L) and Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc (LYP6.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.

IWDG.LLYP6.DEDifference

Sharpe ratio

Return per unit of total volatility

1.23

1.33

-0.09

Sortino ratio

Return per unit of downside risk

1.74

1.79

-0.05

Omega ratio

Gain probability vs. loss probability

1.26

1.27

-0.01

Calmar ratio

Return relative to maximum drawdown

2.25

1.95

+0.30

Martin ratio

Return relative to average drawdown

9.77

7.57

+2.19

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IWDG.L vs. LYP6.DE - Sharpe Ratio Comparison

The current IWDG.L Sharpe Ratio is 1.23, which is comparable to the LYP6.DE Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of IWDG.L and LYP6.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

IWDG.LLYP6.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.23

1.33

-0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

0.72

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

0.52

+0.15

Correlation

The correlation between IWDG.L and LYP6.DE is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

IWDG.L vs. LYP6.DE - Dividend Comparison

IWDG.L's dividend yield for the trailing twelve months is around 1.12%, while LYP6.DE has not paid dividends to shareholders.

TTM202520242023202220212020201920182017
IWDG.L
iShares Core MSCI World UCITS ETF		1.12%1.11%1.24%1.42%1.74%1.19%1.35%1.83%2.14%0.61%
LYP6.DE
Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

IWDG.L vs. LYP6.DE - Drawdown Comparison

The maximum IWDG.L drawdown since its inception was -34.20%, which is greater than LYP6.DE's maximum drawdown of -27.65%. Use the drawdown chart below to compare losses from any high point for IWDG.L and LYP6.DE.

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Drawdown Indicators

IWDG.LLYP6.DEDifference

Max Drawdown

Largest peak-to-trough decline

-34.20%

-35.51%

+1.31%

Max Drawdown (1Y)

Largest decline over 1 year

-11.81%

-12.40%

+0.59%

Max Drawdown (5Y)

Largest decline over 5 years

-22.82%

-20.71%

-2.11%

Current Drawdown

Current decline from peak

-4.57%

-5.22%

+0.65%

Average Drawdown

Average peak-to-trough decline

-4.70%

-4.90%

+0.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.94%

2.59%

-0.65%

Volatility

IWDG.L vs. LYP6.DE - Volatility Comparison

The current volatility for iShares Core MSCI World UCITS ETF (IWDG.L) is 5.09%, while Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc (LYP6.DE) has a volatility of 5.93%. This indicates that IWDG.L experiences smaller price fluctuations and is considered to be less risky than LYP6.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IWDG.LLYP6.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.09%

5.93%

-0.84%

Volatility (6M)

Calculated over the trailing 6-month period

8.72%

9.50%

-0.78%

Volatility (1Y)

Calculated over the trailing 1-year period

15.57%

14.74%

+0.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.81%

14.18%

+0.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.00%

15.54%

+0.46%