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LYPE.DE vs. PPH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LYPE.DE vs. PPH - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi MSCI World Health Care UCITS ETF EUR Acc (LYPE.DE) and VanEck Vectors Pharmaceutical ETF (PPH). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

LYPE.DE is traded in EUR, while PPH is traded in USD. To make them comparable, the PPH values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, LYPE.DE achieves a -2.00% return, which is significantly lower than PPH's 5.37% return. Both investments have delivered pretty close results over the past 10 years, with LYPE.DE having a 7.45% annualized return and PPH not far ahead at 7.73%.


LYPE.DE

1D
2.79%
1M
3.48%
YTD
-2.00%
6M
-1.61%
1Y
9.70%
3Y*
2.46%
5Y*
5.27%
10Y*
7.45%

PPH

1D
1.50%
1M
5.49%
YTD
5.37%
6M
8.48%
1Y
21.51%
3Y*
10.67%
5Y*
11.31%
10Y*
7.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LYPE.DE vs. PPH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LYPE.DE
Amundi MSCI World Health Care UCITS ETF EUR Acc
-2.00%2.17%7.03%-0.27%-0.17%30.38%2.44%27.39%5.67%5.56%
PPH
VanEck Vectors Pharmaceutical ETF
5.37%7.52%15.18%3.74%9.00%26.61%-3.21%22.09%-1.47%1.07%

Correlation

The correlation between LYPE.DE and PPH is 0.73, 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

0.73

Correlation (3Y)
Calculated over the trailing 3-year period

0.62

Correlation (5Y)
Calculated over the trailing 5-year period

0.60

Correlation (10Y)
Calculated over the trailing 10-year period

0.60

Correlation (All Time)
Calculated using the full available price history since Sep 30, 2010

0.61

The correlation between LYPE.DE and PPH shifts across timeframes, from 0.60 (5 years) to 0.73 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

LYPE.DE vs. PPH — Risk / Return Rank

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

LYPE.DE
LYPE.DE Risk / Return Rank: 2121
Overall Rank
LYPE.DE Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
LYPE.DE Sortino Ratio Rank: 2222
Sortino Ratio Rank
LYPE.DE Omega Ratio Rank: 2020
Omega Ratio Rank
LYPE.DE Calmar Ratio Rank: 2121
Calmar Ratio Rank
LYPE.DE Martin Ratio Rank: 2020
Martin Ratio Rank

PPH
PPH Risk / Return Rank: 3838
Overall Rank
PPH Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
PPH Sortino Ratio Rank: 4040
Sortino Ratio Rank
PPH Omega Ratio Rank: 3636
Omega Ratio Rank
PPH Calmar Ratio Rank: 4444
Calmar Ratio Rank
PPH Martin Ratio Rank: 3333
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.

LYPE.DE vs. PPH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI World Health Care UCITS ETF EUR Acc (LYPE.DE) and VanEck Vectors Pharmaceutical ETF (PPH). 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.


LYPE.DEPPHDifference
Sharpe ratioReturn per unit of total volatility

-0.58

Sortino ratioReturn per unit of downside risk

-0.85

Omega ratioGain probability vs. loss probability

1.13

1.23

-0.10

Calmar ratioReturn relative to maximum drawdown

0.93

2.16

-1.23

Martin ratioReturn relative to average drawdown

2.27

4.97

-2.71

LYPE.DE vs. PPH - Sharpe Ratio Comparison

The current LYPE.DE Sharpe Ratio is 0.68, which is lower than the PPH Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of LYPE.DE and PPH, 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


LYPE.DEPPHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.68

1.26

-0.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

0.75

-0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.44

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.76

0.53

+0.23

Drawdowns

LYPE.DE vs. PPH - Drawdown Comparison

The maximum LYPE.DE drawdown since its inception was -25.95%, smaller than the maximum PPH drawdown of -31.54%. Use the drawdown chart below to compare losses from any high point for LYPE.DE and PPH.


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Drawdown Indicators


LYPE.DEPPHDifference

Max Drawdown

Largest peak-to-trough decline

-25.95%

-31.54%

+5.59%

Max Drawdown (1Y)

Largest decline over 1 year

-10.21%

-10.02%

-0.19%

Max Drawdown (3Y)

Largest decline over 3 years

-21.30%

-20.54%

-0.76%

Max Drawdown (5Y)

Largest decline over 5 years

-21.30%

-20.54%

-0.76%

Max Drawdown (10Y)

Largest decline over 10 years

-25.95%

-28.74%

+2.79%

Current Drawdown

Current decline from peak

-8.75%

-2.05%

-6.70%

Average Drawdown

Average peak-to-trough decline

-5.06%

-9.92%

+4.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.18%

4.34%

-0.16%

Volatility

LYPE.DE vs. PPH - Volatility Comparison

The current volatility for Amundi MSCI World Health Care UCITS ETF EUR Acc (LYPE.DE) is 4.96%, while VanEck Vectors Pharmaceutical ETF (PPH) has a volatility of 6.11%. This indicates that LYPE.DE experiences smaller price fluctuations and is considered to be less risky than PPH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LYPE.DEPPHDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.96%

6.11%

-1.15%

Volatility (6M)

Calculated over the trailing 6-month period

9.76%

12.03%

-2.27%

Volatility (1Y)

Calculated over the trailing 1-year period

13.82%

17.13%

-3.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.41%

15.19%

-1.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.64%

17.46%

-2.82%

LYPE.DE vs. PPH - Expense Ratio Comparison

LYPE.DE has a 0.30% expense ratio, which is lower than PPH's 0.36% expense ratio.


Dividends

LYPE.DE vs. PPH - Dividend Comparison

LYPE.DE has not paid dividends to shareholders, while PPH's dividend yield for the trailing twelve months is around 2.04%.


PositionTTM20252024202320222021202020192018201720162015
LYPE.DE
Amundi MSCI World Health Care UCITS ETF EUR Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PPH
VanEck Vectors Pharmaceutical ETF
2.04%1.78%1.98%2.09%1.55%1.62%1.66%1.77%1.97%1.92%2.43%1.93%

Frequently Asked Questions


LYPE.DE and PPH have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

LYPE.DE is cheaper with a 0.30% expense ratio, compared with 0.36% for PPH.

LYPE.DE tracks MSCI World Health Care, while PPH tracks MVIS US Listed Pharmaceutical 25 Index. They also come from different issuers: Amundi and VanEck. Their fees differ too: 0.30% for LYPE.DE and 0.36% for PPH.

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