LYPD.DE vs. AMEW.DE

Last updated Jun 5, 2026

LYPD.DE (Amundi MSCI World Financials UCITS ETF EUR Acc) and AMEW.DE (Amundi MSCI World UCITS ETF EUR) are both exchange-traded funds - LYPD.DE is a Financials Equities fund tracking the MSCI World Financials, while AMEW.DE is a Global Equities fund tracking the MSCI World. Both are passively managed. Over the past 10 years, LYPD.DE returned 11.83%/yr vs 12.59%/yr for AMEW.DE. A 0.79 correlation means they provide meaningful diversification when combined. LYPD.DE charges 0.30%/yr vs 0.38%/yr for AMEW.DE.

Performance

LYPD.DE vs. AMEW.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi MSCI World Financials UCITS ETF EUR Acc (LYPD.DE) and Amundi MSCI World UCITS ETF EUR (AMEW.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LYPD.DE achieves a 0.92% return, which is significantly lower than AMEW.DE's 10.74% return. Over the past 10 years, LYPD.DE has underperformed AMEW.DE with an annualized return of 11.83%, while AMEW.DE has yielded a comparatively higher 12.59% annualized return.

LYPD.DE

• 1D: 1.87%
• 1M: 1.06%
• YTD: 0.92%
• 6M: 4.40%
• 1Y: 12.40%
• 3Y*: 20.69%
• 5Y*: 12.81%
• 10Y*: 11.83%

AMEW.DE

• 1D: -0.03%
• 1M: 3.73%
• YTD: 10.74%
• 6M: 10.75%
• 1Y: 23.28%
• 3Y*: 17.26%
• 5Y*: 12.62%
• 10Y*: 12.59%

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

LYPD.DE vs. AMEW.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
LYPD.DE Amundi MSCI World Financials UCITS ETF EUR Acc	0.92%	15.56%	33.60%	12.32%	-5.01%	39.46%	-11.53%	29.12%	-13.88%	8.07%
AMEW.DE Amundi MSCI World UCITS ETF EUR	10.74%	7.42%	25.77%	19.94%	-13.88%	32.66%	5.32%	31.10%	-5.22%	7.54%

Correlation

The correlation between LYPD.DE and AMEW.DE is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.68
Correlation (3Y) Calculated over the trailing 3-year period	0.70
Correlation (5Y) Calculated over the trailing 5-year period	0.77
Correlation (10Y) Calculated over the trailing 10-year period	0.79
Correlation (All Time) Calculated using the full available price history since Feb 6, 2012	0.79

The correlation between LYPD.DE and AMEW.DE shifts across timeframes, from 0.68 (1 year) to 0.79 (10 years), reflecting how their relationship changes across market environments.

Return for Risk

LYPD.DE vs. AMEW.DE — Risk / Return Rank

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

LYPD.DE

LYPD.DE Risk / Return Rank: 26
LYPD.DE Sharpe Ratio Rank: 25
LYPD.DE Sortino Ratio Rank: 26
LYPD.DE Omega Ratio Rank: 24
LYPD.DE Calmar Ratio Rank: 26
LYPD.DE Martin Ratio Rank: 28

AMEW.DE

AMEW.DE Risk / Return Rank: 68
AMEW.DE Sharpe Ratio Rank: 64
AMEW.DE Sortino Ratio Rank: 65
AMEW.DE Omega Ratio Rank: 67
AMEW.DE Calmar Ratio Rank: 72
AMEW.DE Martin Ratio Rank: 75

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.

LYPD.DE vs. AMEW.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI World Financials UCITS ETF EUR Acc (LYPD.DE) and Amundi MSCI World UCITS ETF EUR (AMEW.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.

	LYPD.DE	AMEW.DE	Difference
Sharpe ratio: Return per unit of total volatility	0.87	2.10	-1.23
Sortino ratio: Return per unit of downside risk	1.40	2.94	-1.54
Omega ratio: Gain probability vs. loss probability	1.16	1.39	-0.24
Calmar ratio: Return relative to maximum drawdown	1.26	3.54	-2.27
Martin ratio: Return relative to average drawdown	3.81	13.99	-10.18
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LYPD.DE vs. AMEW.DE - Sharpe Ratio Comparison

The current LYPD.DE Sharpe Ratio is 0.87, which is lower than the AMEW.DE Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of LYPD.DE and AMEW.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.

Sharpe Ratios by Period

	LYPD.DE	AMEW.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.87	2.10	-1.23
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.77	0.88	-0.12
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.63	0.83	-0.20
Sharpe Ratio (All Time) Calculated using the full available price history	0.58	0.87	-0.29

Drawdowns

LYPD.DE vs. AMEW.DE - Drawdown Comparison

The maximum LYPD.DE drawdown since its inception was -42.19%, which is greater than AMEW.DE's maximum drawdown of -33.73%. Use the drawdown chart below to compare losses from any high point for LYPD.DE and AMEW.DE.

Drawdown Indicators

	LYPD.DE	AMEW.DE	Difference
Max Drawdown Largest peak-to-trough decline	-42.19%	-33.73%	-8.46%
Max Drawdown (1Y) Largest decline over 1 year	-9.63%	-6.61%	-3.02%
Max Drawdown (3Y) Largest decline over 3 years	-20.02%	-21.69%	+1.67%
Max Drawdown (5Y) Largest decline over 5 years	-20.02%	-21.69%	+1.67%
Max Drawdown (10Y) Largest decline over 10 years	-42.19%	-33.73%	-8.46%
Current Drawdown Current decline from peak	-1.02%	-0.31%	-0.71%
Average Drawdown Average peak-to-trough decline	-7.01%	-4.29%	-2.72%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.20%	1.67%	+1.53%

Volatility

LYPD.DE vs. AMEW.DE - Volatility Comparison

Amundi MSCI World Financials UCITS ETF EUR Acc (LYPD.DE) has a higher volatility of 3.44% compared to Amundi MSCI World UCITS ETF EUR (AMEW.DE) at 2.60%. This indicates that LYPD.DE's price experiences larger fluctuations and is considered to be riskier than AMEW.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LYPD.DE	AMEW.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.44%	2.60%	+0.84%
Volatility (6M) Calculated over the trailing 6-month period	10.35%	7.64%	+2.71%
Volatility (1Y) Calculated over the trailing 1-year period	13.94%	11.11%	+2.83%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.53%	14.16%	+2.37%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.69%	15.03%	+3.66%

LYPD.DE vs. AMEW.DE - Expense Ratio Comparison

LYPD.DE has a 0.30% expense ratio, which is lower than AMEW.DE's 0.38% expense ratio.

Dividends

LYPD.DE vs. AMEW.DE - Dividend Comparison

Neither LYPD.DE nor AMEW.DE has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both LYPD.DE and AMEW.DE in my portfolio?

LYPD.DE and AMEW.DE have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, LYPD.DE or AMEW.DE?

On fees, LYPD.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, LYPD.DE or AMEW.DE?

LYPD.DE is cheaper with a 0.30% expense ratio, compared with 0.38% for AMEW.DE.

What is the main difference between LYPD.DE and AMEW.DE?

LYPD.DE is categorized as Financials Equities, while AMEW.DE is Global Equities. LYPD.DE tracks MSCI World Financials, while AMEW.DE tracks MSCI World. Their fees differ too: 0.30% for LYPD.DE and 0.38% for AMEW.DE.