PortfoliosLab logoPortfoliosLab logo
LMWE.DE vs. WEBN.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LMWE.DE vs. WEBN.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Lyxor FTSE EPRA/NAREIT Global Developed UCITS ETF Dist (EUR) (LMWE.DE) and Amundi Prime All Country World UCITS ETF Acc EUR (WEBN.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, LMWE.DE achieves a 7.51% return, which is significantly lower than WEBN.DE's 12.37% return.


LMWE.DE

1D
-0.04%
1M
-2.48%
YTD
7.51%
6M
7.23%
1Y
9.11%
3Y*
4.39%
5Y*
0.78%
10Y*
2.38%

WEBN.DE

1D
-0.24%
1M
3.63%
YTD
12.37%
6M
12.73%
1Y
26.67%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LMWE.DE vs. WEBN.DE - Yearly Performance Comparison


Correlation

The correlation between LMWE.DE and WEBN.DE is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.46

Correlation (All Time)
Calculated using the full available price history since Jun 27, 2024

0.47

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

LMWE.DE vs. WEBN.DE — Risk / Return Rank

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

LMWE.DE
LMWE.DE Risk / Return Rank: 2626
Overall Rank
LMWE.DE Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
LMWE.DE Sortino Ratio Rank: 2424
Sortino Ratio Rank
LMWE.DE Omega Ratio Rank: 2424
Omega Ratio Rank
LMWE.DE Calmar Ratio Rank: 2727
Calmar Ratio Rank
LMWE.DE Martin Ratio Rank: 2828
Martin Ratio Rank

WEBN.DE
WEBN.DE Risk / Return Rank: 7575
Overall Rank
WEBN.DE Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
WEBN.DE Sortino Ratio Rank: 7171
Sortino Ratio Rank
WEBN.DE Omega Ratio Rank: 7070
Omega Ratio Rank
WEBN.DE Calmar Ratio Rank: 7979
Calmar Ratio Rank
WEBN.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.

LMWE.DE vs. WEBN.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor FTSE EPRA/NAREIT Global Developed UCITS ETF Dist (EUR) (LMWE.DE) and Amundi Prime All Country World UCITS ETF Acc EUR (WEBN.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.


LMWE.DEWEBN.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.42

Sortino ratioReturn per unit of downside risk

-1.93

Omega ratioGain probability vs. loss probability

1.15

1.41

-0.26

Calmar ratioReturn relative to maximum drawdown

1.24

4.03

-2.80

Martin ratioReturn relative to average drawdown

3.96

16.67

-12.70

LMWE.DE vs. WEBN.DE - Sharpe Ratio Comparison

The current LMWE.DE Sharpe Ratio is 0.86, which is lower than the WEBN.DE Sharpe Ratio of 2.28. The chart below compares the historical Sharpe Ratios of LMWE.DE and WEBN.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.


Loading charts...

Sharpe Ratios by Period


LMWE.DEWEBN.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.86

2.28

-1.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

1.08

-0.67

Drawdowns

LMWE.DE vs. WEBN.DE - Drawdown Comparison

The maximum LMWE.DE drawdown since its inception was -42.37%, which is greater than WEBN.DE's maximum drawdown of -21.22%. Use the drawdown chart below to compare losses from any high point for LMWE.DE and WEBN.DE.


Loading charts...

Drawdown Indicators


LMWE.DEWEBN.DEDifference

Max Drawdown

Largest peak-to-trough decline

-42.37%

-21.22%

-21.15%

Max Drawdown (1Y)

Largest decline over 1 year

-7.88%

-6.63%

-1.25%

Max Drawdown (3Y)

Largest decline over 3 years

-20.47%

Max Drawdown (5Y)

Largest decline over 5 years

-30.69%

Max Drawdown (10Y)

Largest decline over 10 years

-42.37%

Current Drawdown

Current decline from peak

-11.34%

-0.65%

-10.69%

Average Drawdown

Average peak-to-trough decline

-10.67%

-3.11%

-7.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.42%

1.61%

+0.81%

Volatility

LMWE.DE vs. WEBN.DE - Volatility Comparison

The current volatility for Lyxor FTSE EPRA/NAREIT Global Developed UCITS ETF Dist (EUR) (LMWE.DE) is 2.75%, while Amundi Prime All Country World UCITS ETF Acc EUR (WEBN.DE) has a volatility of 3.05%. This indicates that LMWE.DE experiences smaller price fluctuations and is considered to be less risky than WEBN.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


LMWE.DEWEBN.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.75%

3.05%

-0.30%

Volatility (6M)

Calculated over the trailing 6-month period

8.23%

8.43%

-0.20%

Volatility (1Y)

Calculated over the trailing 1-year period

11.36%

11.74%

-0.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.24%

14.90%

+0.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.94%

14.90%

+2.04%

LMWE.DE vs. WEBN.DE - Expense Ratio Comparison

LMWE.DE has a 0.45% expense ratio, which is higher than WEBN.DE's 0.07% expense ratio.


Dividends

LMWE.DE vs. WEBN.DE - Dividend Comparison

LMWE.DE's dividend yield for the trailing twelve months is around 2.42%, while WEBN.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
LMWE.DE
Lyxor FTSE EPRA/NAREIT Global Developed UCITS ETF Dist (EUR)
2.42%2.61%3.75%0.00%4.18%2.22%3.76%3.37%3.76%3.44%3.65%4.01%
WEBN.DE
Amundi Prime All Country World UCITS ETF Acc EUR
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


LMWE.DE and WEBN.DE have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, WEBN.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

WEBN.DE is cheaper with a 0.07% expense ratio, compared with 0.45% for LMWE.DE.

LMWE.DE is categorized as REIT, while WEBN.DE is Global Equities. LMWE.DE tracks FTSE EPRA/NAREIT Developed, while WEBN.DE tracks Solactive GBS Global Markets Large & Mid Cap Index. Their fees differ too: 0.45% for LMWE.DE and 0.07% for WEBN.DE.

Portfolio Optimizer

Find the right allocation for LMWE.DE and WEBN.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer