LYP2.DE vs. WEBG.DE

Last updated Jul 4, 2026

LYP2.DE (Amundi Core S&P 500 Swap UCITS ETF EUR Hedged (Dist)) and WEBG.DE (Amundi Prime All Country World UCITS ETF Dist) are both exchange-traded funds - LYP2.DE is a S&P 500 fund tracking the S&P 500 Index (EUR Hedged), while WEBG.DE is a Global Equities fund tracking the Solactive GBS Global Markets Large & Mid Cap Index. Both are passively managed. Over the past year, LYP2.DE returned 17.76% vs 25.99% for WEBG.DE. Their correlation of 0.84 suggests significant overlap in exposure. Both charge a 0.07% expense ratio.

Performance

LYP2.DE vs. WEBG.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Core S&P 500 Swap UCITS ETF EUR Hedged (Dist) (LYP2.DE) and Amundi Prime All Country World UCITS ETF Dist (WEBG.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LYP2.DE achieves a 7.84% return, which is significantly lower than WEBG.DE's 13.52% return.

LYP2.DE

• 1D: 0.18%
• 1M: -0.97%
• 6M: 8.72%
• YTD: 7.84%
• 1Y: 17.76%
• 3Y*: 17.85%
• 5Y*: 10.48%
• 10Y*: 12.62%

WEBG.DE

• 1D: 0.00%
• 1M: 0.41%
• 6M: 13.58%
• YTD: 13.52%
• 1Y: 25.99%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

LYP2.DE vs. WEBG.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024
LYP2.DE Amundi Core S&P 500 Swap UCITS ETF EUR Hedged (Dist)	7.84%	15.46%	14.12%
WEBG.DE Amundi Prime All Country World UCITS ETF Dist	13.52%	9.19%	6.71%

Correlation

The correlation between LYP2.DE and WEBG.DE is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.84
Correlation (All Time) Calculated using the full available price history since Mar 11, 2024	0.84

The correlation between LYP2.DE and WEBG.DE has been stable across timeframes, ranging from 0.84 to 0.84 - a consistent structural relationship.

Return for Risk

LYP2.DE vs. WEBG.DE — Risk / Return Rank

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

LYP2.DE

LYP2.DE Risk / Return Rank: 52
LYP2.DE Sharpe Ratio Rank: 50
LYP2.DE Sortino Ratio Rank: 55
LYP2.DE Omega Ratio Rank: 49
LYP2.DE Calmar Ratio Rank: 49
LYP2.DE Martin Ratio Rank: 57

WEBG.DE

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

LYP2.DE vs. WEBG.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Core S&P 500 Swap UCITS ETF EUR Hedged (Dist) (LYP2.DE) and Amundi Prime All Country World UCITS ETF Dist (WEBG.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.

	LYP2.DE	WEBG.DE	Difference
Sharpe ratio: Return per unit of total volatility	1.46	1.07	+0.40
Sortino ratio: Return per unit of downside risk	2.21	1.71	+0.51
Omega ratio: Gain probability vs. loss probability	1.26	1.36	-0.10
Calmar ratio: Return relative to maximum drawdown	2.04	1.65	+0.39
Martin ratio: Return relative to average drawdown	8.21	2.93	+5.29

LYP2.DE vs. WEBG.DE - Sharpe Ratio Comparison

The current LYP2.DE Sharpe Ratio is 1.46, which is higher than the WEBG.DE Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of LYP2.DE and WEBG.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.

Drawdowns

LYP2.DE vs. WEBG.DE - Drawdown Comparison

The maximum LYP2.DE drawdown since its inception was -33.94%, which is greater than WEBG.DE's maximum drawdown of -21.31%. Use the drawdown chart below to compare losses from any high point for LYP2.DE and WEBG.DE.

Drawdown Indicators

	LYP2.DE	WEBG.DE	Difference
Max Drawdown Largest peak-to-trough decline	-33.94%	-21.31%	-12.63%
Max Drawdown (1Y) Largest decline over 1 year	-8.67%	-15.74%	+7.07%
Max Drawdown (3Y) Largest decline over 3 years	-18.39%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-25.88%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-33.94%	—	—
Current Drawdown Current decline from peak	-1.53%	-1.30%	-0.23%
Average Drawdown Average peak-to-trough decline	-4.51%	-5.93%	+1.42%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.16%	8.88%	-6.72%

Volatility

LYP2.DE vs. WEBG.DE - Volatility Comparison

Amundi Core S&P 500 Swap UCITS ETF EUR Hedged (Dist) (LYP2.DE) has a higher volatility of 4.05% compared to Amundi Prime All Country World UCITS ETF Dist (WEBG.DE) at 3.76%. This indicates that LYP2.DE's price experiences larger fluctuations and is considered to be riskier than WEBG.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LYP2.DE	WEBG.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.05%	3.76%	+0.29%
Volatility (6M) Calculated over the trailing 6-month period	9.28%	8.89%	+0.39%
Volatility (1Y) Calculated over the trailing 1-year period	12.13%	24.40%	-12.27%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.05%	20.64%	-4.59%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.16%	20.64%	-4.48%

LYP2.DE vs. WEBG.DE - Expense Ratio Comparison

Both LYP2.DE and WEBG.DE have an expense ratio of 0.07%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

Dividends

LYP2.DE vs. WEBG.DE - Dividend Comparison

LYP2.DE's dividend yield for the trailing twelve months is around 0.92%, while WEBG.DE has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
LYP2.DE Amundi Core S&P 500 Swap UCITS ETF EUR Hedged (Dist)	0.92%	0.99%	1.27%	1.04%	2.05%	1.11%	1.43%	1.67%	1.99%	1.69%
WEBG.DE Amundi Prime All Country World UCITS ETF Dist	1.22%	1.32%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both LYP2.DE and WEBG.DE in my portfolio?

LYP2.DE and WEBG.DE have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, LYP2.DE or WEBG.DE?

Both ETFs have the same 0.07% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, LYP2.DE or WEBG.DE?

LYP2.DE and WEBG.DE have the same expense ratio: 0.07% per year.

What is the main difference between LYP2.DE and WEBG.DE?

LYP2.DE is categorized as S&P 500, while WEBG.DE is Global Equities. LYP2.DE tracks S&P 500 Index (EUR Hedged), while WEBG.DE tracks Solactive GBS Global Markets Large & Mid Cap Index.