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LYPE.DE vs. WH2E.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LYPE.DE vs. WH2E.DE - 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 Invesco S&P World Health Care ESG UCITS ETF Acc (WH2E.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, LYPE.DE achieves a 3.22% return, which is significantly higher than WH2E.DE's -0.57% return.


LYPE.DE

1D
1.50%
1M
6.33%
YTD
3.22%
6M
3.54%
1Y
18.02%
3Y*
4.99%
5Y*
5.31%
10Y*
8.35%

WH2E.DE

1D
0.00%
1M
3.97%
YTD
-0.57%
6M
-0.23%
1Y
15.63%
3Y*
5.05%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LYPE.DE vs. WH2E.DE - Yearly Performance Comparison


2026 (YTD)202520242023
LYPE.DE
Amundi MSCI World Health Care UCITS ETF EUR Acc
3.22%2.17%7.03%0.52%
WH2E.DE
Invesco S&P World Health Care ESG UCITS ETF Acc
-0.57%2.78%7.94%1.65%

Correlation

The correlation between LYPE.DE and WH2E.DE is 0.92, 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

0.92

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

0.95

Correlation (All Time)
Calculated using the full available price history since Apr 17, 2023

0.95

The correlation between LYPE.DE and WH2E.DE has been stable across timeframes, ranging from 0.92 to 0.95 - a consistent structural relationship.

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Return for Risk

LYPE.DE vs. WH2E.DE — 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: 3838
Overall Rank
LYPE.DE Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
LYPE.DE Sortino Ratio Rank: 4343
Sortino Ratio Rank
LYPE.DE Omega Ratio Rank: 3636
Omega Ratio Rank
LYPE.DE Calmar Ratio Rank: 4040
Calmar Ratio Rank
LYPE.DE Martin Ratio Rank: 3333
Martin Ratio Rank

WH2E.DE
WH2E.DE Risk / Return Rank: 2929
Overall Rank
WH2E.DE Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
WH2E.DE Sortino Ratio Rank: 3434
Sortino Ratio Rank
WH2E.DE Omega Ratio Rank: 2929
Omega Ratio Rank
WH2E.DE Calmar Ratio Rank: 2828
Calmar Ratio Rank
WH2E.DE Martin Ratio Rank: 2626
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. WH2E.DE - 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 Invesco S&P World Health Care ESG UCITS ETF Acc (WH2E.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


LYPE.DEWH2E.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.23

Sortino ratioReturn per unit of downside risk

+0.31

Omega ratioGain probability vs. loss probability

1.22

1.19

+0.04

Calmar ratioReturn relative to maximum drawdown

1.83

1.28

+0.54

Martin ratioReturn relative to average drawdown

4.62

3.25

+1.37

LYPE.DE vs. WH2E.DE - Sharpe Ratio Comparison

The current LYPE.DE Sharpe Ratio is 1.26, which is comparable to the WH2E.DE Sharpe Ratio of 1.03. The chart below compares the historical Sharpe Ratios of LYPE.DE and WH2E.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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Drawdowns

LYPE.DE vs. WH2E.DE - Drawdown Comparison

The maximum LYPE.DE drawdown since its inception was -25.95%, which is greater than WH2E.DE's maximum drawdown of -22.19%. Use the drawdown chart below to compare losses from any high point for LYPE.DE and WH2E.DE.


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Drawdown Indicators


LYPE.DEWH2E.DEDifference

Max Drawdown

Largest peak-to-trough decline

-25.95%

-22.19%

-3.76%

Max Drawdown (1Y)

Largest decline over 1 year

-9.83%

-12.23%

+2.40%

Max Drawdown (3Y)

Largest decline over 3 years

-21.30%

-22.19%

+0.89%

Max Drawdown (5Y)

Largest decline over 5 years

-21.30%

Max Drawdown (10Y)

Largest decline over 10 years

-25.95%

Current Drawdown

Current decline from peak

-3.90%

-7.98%

+4.08%

Average Drawdown

Average peak-to-trough decline

-5.06%

-6.98%

+1.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.89%

4.82%

-0.93%

Volatility

LYPE.DE vs. WH2E.DE - Volatility Comparison

Amundi MSCI World Health Care UCITS ETF EUR Acc (LYPE.DE) and Invesco S&P World Health Care ESG UCITS ETF Acc (WH2E.DE) have volatilities of 5.17% and 5.13%, 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


LYPE.DEWH2E.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.17%

5.13%

+0.04%

Volatility (6M)

Calculated over the trailing 6-month period

10.15%

10.80%

-0.65%

Volatility (1Y)

Calculated over the trailing 1-year period

14.20%

15.17%

-0.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.47%

13.93%

-0.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.65%

13.93%

+0.72%

LYPE.DE vs. WH2E.DE - Expense Ratio Comparison

LYPE.DE has a 0.30% expense ratio, which is higher than WH2E.DE's 0.18% expense ratio.


Dividends

LYPE.DE vs. WH2E.DE - Dividend Comparison

Neither LYPE.DE nor WH2E.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.92, LYPE.DE and WH2E.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, WH2E.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

WH2E.DE is cheaper with a 0.18% expense ratio, compared with 0.30% for LYPE.DE.

LYPE.DE tracks MSCI World Health Care, while WH2E.DE tracks S&P Developed Ex-Korea LargeMidCap ESG Enhanced Health Care. They also come from different issuers: Amundi and Invesco. Their fees differ too: 0.30% for LYPE.DE and 0.18% for WH2E.DE.

Portfolio Optimizer

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