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LGQI.DE vs. LYPG.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LGQI.DE vs. LYPG.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Global Equity Quality Income UCITS ETF Dist (LGQI.DE) 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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LGQI.DE vs. LYPG.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LGQI.DE
Amundi Global Equity Quality Income UCITS ETF Dist
9.35%9.73%15.24%5.20%1.74%20.03%-11.62%20.29%-6.25%2.10%
LYPG.DE
Amundi MSCI World Information Technology UCITS ETF EUR Acc
-7.04%9.20%41.03%49.19%-28.32%41.72%30.66%51.20%0.61%20.65%

Returns By Period

In the year-to-date period, LGQI.DE achieves a 9.35% return, which is significantly higher than LYPG.DE's -7.04% return. Over the past 10 years, LGQI.DE has underperformed LYPG.DE with an annualized return of 6.97%, while LYPG.DE has yielded a comparatively higher 20.12% annualized return.


LGQI.DE

1D
0.34%
1M
-2.65%
YTD
9.35%
6M
11.29%
1Y
11.91%
3Y*
12.11%
5Y*
9.98%
10Y*
6.97%

LYPG.DE

1D
3.41%
1M
-2.23%
YTD
-7.04%
6M
-5.50%
1Y
20.03%
3Y*
21.54%
5Y*
15.11%
10Y*
20.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LGQI.DE vs. LYPG.DE - Expense Ratio Comparison

LGQI.DE has a 0.45% expense ratio, which is higher than LYPG.DE's 0.30% expense ratio.


Return for Risk

LGQI.DE vs. LYPG.DE — Risk / Return Rank

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

LGQI.DE
LGQI.DE Risk / Return Rank: 4848
Overall Rank
LGQI.DE Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
LGQI.DE Sortino Ratio Rank: 4949
Sortino Ratio Rank
LGQI.DE Omega Ratio Rank: 4949
Omega Ratio Rank
LGQI.DE Calmar Ratio Rank: 4141
Calmar Ratio Rank
LGQI.DE Martin Ratio Rank: 4848
Martin Ratio Rank

LYPG.DE
LYPG.DE Risk / Return Rank: 4040
Overall Rank
LYPG.DE Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
LYPG.DE Sortino Ratio Rank: 4141
Sortino Ratio Rank
LYPG.DE Omega Ratio Rank: 3939
Omega Ratio Rank
LYPG.DE Calmar Ratio Rank: 4545
Calmar Ratio Rank
LYPG.DE Martin Ratio Rank: 3636
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.

LGQI.DE vs. LYPG.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Global Equity Quality Income UCITS ETF Dist (LGQI.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.


LGQI.DELYPG.DEDifference

Sharpe ratio

Return per unit of total volatility

1.01

0.80

+0.21

Sortino ratio

Return per unit of downside risk

1.41

1.23

+0.18

Omega ratio

Gain probability vs. loss probability

1.20

1.16

+0.04

Calmar ratio

Return relative to maximum drawdown

1.26

1.25

+0.01

Martin ratio

Return relative to average drawdown

5.35

3.40

+1.95

LGQI.DE vs. LYPG.DE - Sharpe Ratio Comparison

The current LGQI.DE Sharpe Ratio is 1.01, which is comparable to the LYPG.DE Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of LGQI.DE and LYPG.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


LGQI.DELYPG.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.01

0.80

+0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.96

0.67

+0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

0.94

-0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.92

-0.31

Correlation

The correlation between LGQI.DE and LYPG.DE is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

LGQI.DE vs. LYPG.DE - Dividend Comparison

LGQI.DE's dividend yield for the trailing twelve months is around 3.11%, while LYPG.DE has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
LGQI.DE
Amundi Global Equity Quality Income UCITS ETF Dist
3.11%3.40%4.18%4.56%5.04%3.60%4.16%4.52%4.72%4.16%4.06%4.37%
LYPG.DE
Amundi MSCI World Information Technology UCITS ETF EUR Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

LGQI.DE vs. LYPG.DE - Drawdown Comparison

The maximum LGQI.DE drawdown since its inception was -33.28%, roughly equal to the maximum LYPG.DE drawdown of -31.83%. Use the drawdown chart below to compare losses from any high point for LGQI.DE and LYPG.DE.


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Drawdown Indicators


LGQI.DELYPG.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.28%

-31.83%

-1.45%

Max Drawdown (1Y)

Largest decline over 1 year

-9.79%

-15.58%

+5.79%

Max Drawdown (5Y)

Largest decline over 5 years

-13.08%

-29.64%

+16.56%

Max Drawdown (10Y)

Largest decline over 10 years

-33.28%

-31.83%

-1.45%

Current Drawdown

Current decline from peak

-2.67%

-12.70%

+10.03%

Average Drawdown

Average peak-to-trough decline

-4.68%

-5.72%

+1.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.56%

5.72%

-3.16%

Volatility

LGQI.DE vs. LYPG.DE - Volatility Comparison

The current volatility for Amundi Global Equity Quality Income UCITS ETF Dist (LGQI.DE) is 3.64%, while Amundi MSCI World Information Technology UCITS ETF EUR Acc (LYPG.DE) has a volatility of 5.82%. This indicates that LGQI.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


LGQI.DELYPG.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.64%

5.82%

-2.18%

Volatility (6M)

Calculated over the trailing 6-month period

6.68%

15.28%

-8.60%

Volatility (1Y)

Calculated over the trailing 1-year period

11.98%

24.97%

-12.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.78%

22.38%

-11.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.76%

21.35%

-8.59%