LYPD.DE vs. WEBG.DE

Last updated Jun 5, 2026

LYPD.DE (Amundi MSCI World Financials UCITS ETF EUR Acc) and WEBG.DE (Amundi Prime All Country World UCITS ETF Dist) are both exchange-traded funds - LYPD.DE is a Financials Equities fund tracking the MSCI World Financials, 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, LYPD.DE returned 12.40% vs 26.64% for WEBG.DE. A 0.68 correlation means they provide meaningful diversification when combined. LYPD.DE charges 0.30%/yr vs 0.07%/yr for WEBG.DE.

Performance

LYPD.DE vs. WEBG.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 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, LYPD.DE achieves a 0.92% return, which is significantly lower than WEBG.DE's 12.80% 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%

WEBG.DE

• 1D: -0.23%
• 1M: 3.70%
• YTD: 12.80%
• 6M: 12.74%
• 1Y: 26.64%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

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

	2026 (YTD)	2025	2024
LYPD.DE Amundi MSCI World Financials UCITS ETF EUR Acc	0.92%	15.56%	22.48%
WEBG.DE Amundi Prime All Country World UCITS ETF Dist	12.80%	9.19%	16.33%

Correlation

The correlation between LYPD.DE and WEBG.DE is 0.65, 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	0.65
Correlation (All Time) Calculated using the full available price history since Mar 18, 2024	0.68

The correlation between LYPD.DE and WEBG.DE has been stable across timeframes, ranging from 0.65 to 0.68 - a consistent structural relationship.

Return for Risk

LYPD.DE vs. WEBG.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

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. WEBG.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 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.

	LYPD.DE	WEBG.DE	Difference
Sharpe ratio: Return per unit of total volatility	0.87	2.33	-1.45
Sortino ratio: Return per unit of downside risk	1.40	3.26	-1.86
Omega ratio: Gain probability vs. loss probability	1.16	1.44	-0.28
Calmar ratio: Return relative to maximum drawdown	1.26	4.11	-2.85
Martin ratio: Return relative to average drawdown	3.81	16.53	-12.72
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. WEBG.DE - Sharpe Ratio Comparison

The current LYPD.DE Sharpe Ratio is 0.87, which is lower than the WEBG.DE Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of LYPD.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.

Sharpe Ratios by Period

	LYPD.DE	WEBG.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.87	2.33	-1.45
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.77	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.63	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.58	1.24	-0.66

Drawdowns

LYPD.DE vs. WEBG.DE - Drawdown Comparison

The maximum LYPD.DE drawdown since its inception was -42.19%, 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 LYPD.DE and WEBG.DE.

Drawdown Indicators

	LYPD.DE	WEBG.DE	Difference
Max Drawdown Largest peak-to-trough decline	-42.19%	-21.31%	-20.88%
Max Drawdown (1Y) Largest decline over 1 year	-9.63%	-6.50%	-3.13%
Max Drawdown (3Y) Largest decline over 3 years	-20.02%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-20.02%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-42.19%	—	—
Current Drawdown Current decline from peak	-1.02%	-0.63%	-0.39%
Average Drawdown Average peak-to-trough decline	-7.01%	-2.81%	-4.20%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.20%	1.62%	+1.58%

Volatility

LYPD.DE vs. WEBG.DE - Volatility Comparison

Amundi MSCI World Financials UCITS ETF EUR Acc (LYPD.DE) has a higher volatility of 3.44% compared to Amundi Prime All Country World UCITS ETF Dist (WEBG.DE) at 3.10%. This indicates that LYPD.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

	LYPD.DE	WEBG.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.44%	3.10%	+0.34%
Volatility (6M) Calculated over the trailing 6-month period	10.35%	8.28%	+2.07%
Volatility (1Y) Calculated over the trailing 1-year period	13.94%	11.48%	+2.46%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.53%	14.15%	+2.38%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.69%	14.15%	+4.54%

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

LYPD.DE has a 0.30% expense ratio, which is higher than WEBG.DE's 0.07% expense ratio.

Dividends

LYPD.DE vs. WEBG.DE - Dividend Comparison

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

Position	TTM	2025
LYPD.DE Amundi MSCI World Financials UCITS ETF EUR Acc	0.00%	0.00%
WEBG.DE Amundi Prime All Country World UCITS ETF Dist	1.22%	1.32%

Frequently Asked Questions

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

LYPD.DE and WEBG.DE have a correlation of 0.65, 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 WEBG.DE?

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

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

WEBG.DE is cheaper with a 0.07% expense ratio, compared with 0.30% for LYPD.DE.

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

LYPD.DE is categorized as Financials Equities, while WEBG.DE is Global Equities. LYPD.DE tracks MSCI World Financials, while WEBG.DE tracks Solactive GBS Global Markets Large & Mid Cap Index. Their fees differ too: 0.30% for LYPD.DE and 0.07% for WEBG.DE.