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LYPD.DE vs. WF1E.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LYPD.DE vs. WF1E.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 Invesco S&P World Financials ESG UCITS ETF Acc (WF1E.DE). The values are adjusted to include any dividend payments, if applicable.

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

LYPD.DE vs. WF1E.DE - Yearly Performance Comparison


2026 (YTD)202520242023
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

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

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

WF1E.DE
WF1E.DE Risk / Return Rank: 2525
Overall Rank
WF1E.DE Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
WF1E.DE Sortino Ratio Rank: 2424
Sortino Ratio Rank
WF1E.DE Omega Ratio Rank: 2222
Omega Ratio Rank
WF1E.DE Calmar Ratio Rank: 2626
Calmar Ratio Rank
WF1E.DE Martin Ratio Rank: 2727
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.

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.DEWF1E.DEDifference
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

LYPD.DE vs. WF1E.DE - Sharpe Ratio Comparison

The current LYPD.DE Sharpe Ratio is 0.87, which is comparable to the WF1E.DE Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of LYPD.DE and WF1E.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.


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Sharpe Ratios by Period


LYPD.DEWF1E.DEDifference

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.DEWF1E.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-1.02%

-0.87%

-0.15%

Average Drawdown

Average peak-to-trough decline

-7.01%

-2.63%

-4.38%

Ulcer Index

Depth 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.DEWF1E.DEDifference

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.


Tickers have no history of dividend payments

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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