LYPD.DE vs. WF1E.DE
LYPD.DE (Amundi MSCI World Financials UCITS ETF EUR Acc) and WF1E.DE (Invesco S&P World Financials ESG UCITS ETF Acc) are both Financials Equities funds - LYPD.DE tracks the MSCI World Financials while WF1E.DE tracks the S&P Developed Ex-Korea LargeMidCap ESG Enhanced Financials. Both are passively managed. Over the past 3 years, LYPD.DE returned 20.69%/yr vs 20.18%/yr for WF1E.DE. Their correlation of 0.92 suggests significant overlap in exposure. LYPD.DE charges 0.30%/yr vs 0.18%/yr for WF1E.DE.
Performance
LYPD.DE vs. WF1E.DE - Performance Comparison
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Returns By Period
In the year-to-date period, LYPD.DE achieves a 0.92% return, which is significantly lower than WF1E.DE's 1.34% 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%
WF1E.DE
- 1D
- 1.98%
- 1M
- 1.45%
- YTD
- 1.34%
- 6M
- 5.57%
- 1Y
- 10.72%
- 3Y*
- 20.18%
- 5Y*
- —
- 10Y*
- —
LYPD.DE vs. WF1E.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
LYPD.DE Amundi MSCI World Financials UCITS ETF EUR Acc | 0.92% | 15.56% | 33.60% | 13.86% |
WF1E.DE Invesco S&P World Financials ESG UCITS ETF Acc | 1.34% | 13.85% | 32.68% | 14.22% |
Correlation
The correlation between LYPD.DE and WF1E.DE is 0.91, 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 | 0.91 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since Apr 18, 2023 | 0.92 |
The correlation between LYPD.DE and WF1E.DE has been stable across timeframes, ranging from 0.91 to 0.92 - a consistent structural relationship.
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Return for Risk
LYPD.DE vs. WF1E.DE — Risk / Return Rank
LYPD.DE
WF1E.DE
LYPD.DE vs. WF1E.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 Invesco S&P World Financials ESG UCITS ETF Acc (WF1E.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 | WF1E.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.03 | ||
| Sortino ratioReturn per unit of downside risk | +0.14 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.15 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.26 | 1.19 | +0.07 |
| Martin ratioReturn relative to average drawdown | 3.81 | 3.65 | +0.16 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| LYPD.DE | WF1E.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.87 | 0.84 | +0.03 |
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 | 1.34 | -0.76 |
Drawdowns
LYPD.DE vs. WF1E.DE - Drawdown Comparison
The maximum LYPD.DE drawdown since its inception was -42.19%, which is greater than WF1E.DE's maximum drawdown of -19.97%. Use the drawdown chart below to compare losses from any high point for LYPD.DE and WF1E.DE.
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Drawdown Indicators
| LYPD.DE | WF1E.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.19% | -19.97% | -22.22% |
Max Drawdown (1Y)Largest decline over 1 year | -9.63% | -8.92% | -0.71% |
Max Drawdown (3Y)Largest decline over 3 years | -20.02% | -19.97% | -0.05% |
Max Drawdown (5Y)Largest decline over 5 years | -20.02% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -42.19% | — | — |
Current DrawdownCurrent decline from peak | -1.02% | -0.87% | -0.15% |
Average DrawdownAverage peak-to-trough decline | -7.01% | -2.63% | -4.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.20% | 2.92% | +0.28% |
Volatility
LYPD.DE vs. WF1E.DE - Volatility Comparison
Amundi MSCI World Financials UCITS ETF EUR Acc (LYPD.DE) and Invesco S&P World Financials ESG UCITS ETF Acc (WF1E.DE) have volatilities of 3.44% and 3.46%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LYPD.DE | WF1E.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.44% | 3.46% | -0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 10.35% | 9.46% | +0.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.94% | 12.69% | +1.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.53% | 14.49% | +2.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.69% | 14.49% | +4.20% |
LYPD.DE vs. WF1E.DE - Expense Ratio Comparison
LYPD.DE has a 0.30% expense ratio, which is higher than WF1E.DE's 0.18% expense ratio.
Dividends
LYPD.DE vs. WF1E.DE - Dividend Comparison
Neither LYPD.DE nor WF1E.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.91, LYPD.DE and WF1E.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, WF1E.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
WF1E.DE is cheaper with a 0.18% expense ratio, compared with 0.30% for LYPD.DE.
LYPD.DE tracks MSCI World Financials, while WF1E.DE tracks S&P Developed Ex-Korea LargeMidCap ESG Enhanced Financials. They also come from different issuers: Amundi and Invesco. Their fees differ too: 0.30% for LYPD.DE and 0.18% for WF1E.DE.
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