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LYPE.DE vs. VWCE.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


LYPE.DEVWCE.DE
YTD Return15.12%14.79%
1Y Return14.91%19.11%
3Y Return (Ann)7.41%8.02%
5Y Return (Ann)11.07%10.99%
Sharpe Ratio1.592.04
Daily Std Dev10.00%10.52%
Max Drawdown-25.95%-33.43%
Current Drawdown-1.99%-1.57%

Correlation

-0.50.00.51.00.8

The correlation between LYPE.DE and VWCE.DE is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

LYPE.DE vs. VWCE.DE - Performance Comparison

The year-to-date returns for both stocks are quite close, with LYPE.DE having a 15.12% return and VWCE.DE slightly lower at 14.79%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%AprilMayJuneJulyAugustSeptember
9.08%
8.55%
LYPE.DE
VWCE.DE

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


LYPE.DE vs. VWCE.DE - Expense Ratio Comparison

LYPE.DE has a 0.30% expense ratio, which is higher than VWCE.DE's 0.22% expense ratio.


LYPE.DE
Amundi MSCI World Health Care UCITS ETF EUR Acc
Expense ratio chart for LYPE.DE: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%
Expense ratio chart for VWCE.DE: current value at 0.22% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.22%

Risk-Adjusted Performance

LYPE.DE vs. VWCE.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI World Health Care UCITS ETF EUR Acc (LYPE.DE) and Vanguard FTSE All-World UCITS ETF (VWCE.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.


LYPE.DE
Sharpe ratio
The chart of Sharpe ratio for LYPE.DE, currently valued at 1.99, compared to the broader market0.002.004.001.99
Sortino ratio
The chart of Sortino ratio for LYPE.DE, currently valued at 2.80, compared to the broader market-2.000.002.004.006.008.0010.0012.002.80
Omega ratio
The chart of Omega ratio for LYPE.DE, currently valued at 1.35, compared to the broader market0.501.001.502.002.503.003.501.35
Calmar ratio
The chart of Calmar ratio for LYPE.DE, currently valued at 1.60, compared to the broader market0.005.0010.0015.001.60
Martin ratio
The chart of Martin ratio for LYPE.DE, currently valued at 10.15, compared to the broader market0.0020.0040.0060.0080.00100.0010.15
VWCE.DE
Sharpe ratio
The chart of Sharpe ratio for VWCE.DE, currently valued at 2.34, compared to the broader market0.002.004.002.34
Sortino ratio
The chart of Sortino ratio for VWCE.DE, currently valued at 3.30, compared to the broader market-2.000.002.004.006.008.0010.0012.003.30
Omega ratio
The chart of Omega ratio for VWCE.DE, currently valued at 1.43, compared to the broader market0.501.001.502.002.503.003.501.43
Calmar ratio
The chart of Calmar ratio for VWCE.DE, currently valued at 1.90, compared to the broader market0.005.0010.0015.001.90
Martin ratio
The chart of Martin ratio for VWCE.DE, currently valued at 14.04, compared to the broader market0.0020.0040.0060.0080.00100.0014.04

LYPE.DE vs. VWCE.DE - Sharpe Ratio Comparison

The current LYPE.DE Sharpe Ratio is 1.59, which roughly equals the VWCE.DE Sharpe Ratio of 2.04. The chart below compares the 12-month rolling Sharpe Ratio of LYPE.DE and VWCE.DE.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50AprilMayJuneJulyAugustSeptember
1.99
2.34
LYPE.DE
VWCE.DE

Dividends

LYPE.DE vs. VWCE.DE - Dividend Comparison

Neither LYPE.DE nor VWCE.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

LYPE.DE vs. VWCE.DE - Drawdown Comparison

The maximum LYPE.DE drawdown since its inception was -25.95%, smaller than the maximum VWCE.DE drawdown of -33.43%. Use the drawdown chart below to compare losses from any high point for LYPE.DE and VWCE.DE. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember
-1.36%
-0.22%
LYPE.DE
VWCE.DE

Volatility

LYPE.DE vs. VWCE.DE - Volatility Comparison

The current volatility for Amundi MSCI World Health Care UCITS ETF EUR Acc (LYPE.DE) is 2.43%, while Vanguard FTSE All-World UCITS ETF (VWCE.DE) has a volatility of 3.82%. This indicates that LYPE.DE experiences smaller price fluctuations and is considered to be less risky than VWCE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%AprilMayJuneJulyAugustSeptember
2.43%
3.82%
LYPE.DE
VWCE.DE