LYPG.DE vs. AMEM.DE

Last updated Jul 21, 2026

LYPG.DE (Amundi MSCI World Information Technology UCITS ETF EUR Acc) and AMEM.DE (Amundi MSCI Emerging Markets UCITS ETF EUR) are both exchange-traded funds - LYPG.DE is a Technology Equities fund tracking the MSCI World Information Technology, while AMEM.DE is a Emerging Markets Equities fund tracking the MSCI Emerging Markets. Both are passively managed. Over the past 10 years, LYPG.DE returned 22.32%/yr vs 8.29%/yr for AMEM.DE. A 0.63 correlation means they provide meaningful diversification when combined. LYPG.DE charges 0.30%/yr vs 0.20%/yr for AMEM.DE.

Performance

LYPG.DE vs. AMEM.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi MSCI World Information Technology UCITS ETF EUR Acc (LYPG.DE) and Amundi MSCI Emerging Markets UCITS ETF EUR (AMEM.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LYPG.DE achieves a 19.31% return, which is significantly lower than AMEM.DE's 20.68% return. Over the past 10 years, LYPG.DE has outperformed AMEM.DE with an annualized return of 22.32%, while AMEM.DE has yielded a comparatively lower 8.29% annualized return.

LYPG.DE

• 1D: 1.23%
• 1M: -4.19%
• 6M: 21.25%
• YTD: 19.31%
• 1Y: 31.52%
• 3Y*: 26.16%
• 5Y*: 18.41%
• 10Y*: 22.32%
• ALL TIME*: 20.10%

AMEM.DE

• 1D: 1.23%
• 1M: -8.29%
• 6M: 12.96%
• YTD: 20.68%
• 1Y: 35.22%
• 3Y*: 18.88%
• 5Y*: 7.63%
• 10Y*: 8.29%
• ALL TIME*: 6.16%

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

LYPG.DE vs. AMEM.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
LYPG.DE Amundi MSCI World Information Technology UCITS ETF EUR Acc	19.31%	9.20%	41.03%	49.19%	-28.32%	41.72%	30.66%	51.20%	0.61%	20.65%
AMEM.DE Amundi MSCI Emerging Markets UCITS ETF EUR	20.68%	19.22%	13.69%	5.35%	-13.83%	3.96%	6.43%	21.24%	-11.00%	20.46%

Correlation

The correlation between LYPG.DE and AMEM.DE is 0.68, 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	0.68
Correlation (3Y) Calculated over the trailing 3-year period	0.58
Correlation (5Y) Calculated over the trailing 5-year period	0.58
Correlation (10Y) Calculated over the trailing 10-year period	0.63
Correlation (All Time) Calculated using the full available price history since Mar 16, 2011	0.63

The correlation between LYPG.DE and AMEM.DE shifts across timeframes, from 0.58 (5 years) to 0.68 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

LYPG.DE vs. AMEM.DE — Risk / Return Rank

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

LYPG.DE

LYPG.DE Risk / Return Rank: 51
LYPG.DE Sharpe Ratio Rank: 57
LYPG.DE Sortino Ratio Rank: 53
LYPG.DE Omega Ratio Rank: 51
LYPG.DE Calmar Ratio Rank: 53
LYPG.DE Martin Ratio Rank: 42

AMEM.DE

AMEM.DE Risk / Return Rank: 74
AMEM.DE Sharpe Ratio Rank: 73
AMEM.DE Sortino Ratio Rank: 69
AMEM.DE Omega Ratio Rank: 72
AMEM.DE Calmar Ratio Rank: 81
AMEM.DE Martin Ratio Rank: 72

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.

LYPG.DE vs. AMEM.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI World Information Technology UCITS ETF EUR Acc (LYPG.DE) and Amundi MSCI Emerging Markets UCITS ETF EUR (AMEM.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.

	LYPG.DE	AMEM.DE	Difference
Sharpe ratio: Return per unit of total volatility	1.44	1.74	-0.31
Sortino ratio: Return per unit of downside risk	1.97	2.36	-0.39
Omega ratio: Gain probability vs. loss probability	1.24	1.32	-0.08
Calmar ratio: Return relative to maximum drawdown	2.01	3.17	-1.16
Martin ratio: Return relative to average drawdown	5.01	9.65	-4.64

LYPG.DE vs. AMEM.DE - Sharpe Ratio Comparison

The current LYPG.DE Sharpe Ratio is 1.44, which is comparable to the AMEM.DE Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of LYPG.DE and AMEM.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.

Drawdowns

LYPG.DE vs. AMEM.DE - Drawdown Comparison

The maximum LYPG.DE drawdown since its inception was -31.83%, smaller than the maximum AMEM.DE drawdown of -35.91%. Use the drawdown chart below to compare losses from any high point for LYPG.DE and AMEM.DE.

Drawdown Indicators

	LYPG.DE	AMEM.DE	Difference
Max Drawdown Largest peak-to-trough decline	-31.83%	-35.91%	+4.08%
Max Drawdown (1Y) Largest decline over 1 year	-15.58%	-11.06%	-4.52%
Max Drawdown (3Y) Largest decline over 3 years	-29.64%	-19.20%	-10.44%
Max Drawdown (5Y) Largest decline over 5 years	-29.64%	-22.67%	-6.97%
Max Drawdown (10Y) Largest decline over 10 years	-31.83%	-31.83%	0.00%
Current Drawdown Current decline from peak	-7.13%	-9.96%	+2.83%
Average Drawdown Average peak-to-trough decline	-5.66%	-10.19%	+4.53%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.28%	3.64%	+2.64%

Volatility

LYPG.DE vs. AMEM.DE - Volatility Comparison

The current volatility for Amundi MSCI World Information Technology UCITS ETF EUR Acc (LYPG.DE) is 7.51%, while Amundi MSCI Emerging Markets UCITS ETF EUR (AMEM.DE) has a volatility of 8.54%. This indicates that LYPG.DE experiences smaller price fluctuations and is considered to be less risky than AMEM.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LYPG.DE	AMEM.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.51%	8.54%	-1.03%
Volatility (6M) Calculated over the trailing 6-month period	16.75%	17.72%	-0.97%
Volatility (1Y) Calculated over the trailing 1-year period	21.90%	20.15%	+1.75%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.85%	17.27%	+5.58%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.57%	18.48%	+3.09%

LYPG.DE vs. AMEM.DE - Expense Ratio Comparison

LYPG.DE has a 0.30% expense ratio, which is higher than AMEM.DE's 0.20% expense ratio.

Dividends

LYPG.DE vs. AMEM.DE - Dividend Comparison

Neither LYPG.DE nor AMEM.DE has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both LYPG.DE and AMEM.DE in my portfolio?

LYPG.DE and AMEM.DE have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, LYPG.DE or AMEM.DE?

On fees, AMEM.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, LYPG.DE or AMEM.DE?

AMEM.DE is cheaper with a 0.20% expense ratio, compared with 0.30% for LYPG.DE.

What is the main difference between LYPG.DE and AMEM.DE?

LYPG.DE is categorized as Technology Equities, while AMEM.DE is Emerging Markets Equities. LYPG.DE tracks MSCI World Information Technology, while AMEM.DE tracks MSCI Emerging Markets. Their fees differ too: 0.30% for LYPG.DE and 0.20% for AMEM.DE.