LYPG.DE vs. AUM5.DE
LYPG.DE (Amundi MSCI World Information Technology UCITS ETF EUR Acc) and AUM5.DE (Amundi S&P 500 UCITS ETF EUR) are both exchange-traded funds - LYPG.DE is a Technology Equities fund tracking the MSCI World Information Technology, while AUM5.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, LYPG.DE returned 23.74%/yr vs 15.11%/yr for AUM5.DE. Their correlation of 0.86 suggests significant overlap in exposure. LYPG.DE charges 0.30%/yr vs 0.15%/yr for AUM5.DE.
Performance
LYPG.DE vs. AUM5.DE - Performance Comparison
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Returns By Period
In the year-to-date period, LYPG.DE achieves a 25.00% return, which is significantly higher than AUM5.DE's 11.38% return. Over the past 10 years, LYPG.DE has outperformed AUM5.DE with an annualized return of 23.74%, while AUM5.DE has yielded a comparatively lower 15.11% annualized return.
LYPG.DE
- 1D
- -2.08%
- 1M
- 12.62%
- YTD
- 25.00%
- 6M
- 23.20%
- 1Y
- 47.39%
- 3Y*
- 28.91%
- 5Y*
- 22.18%
- 10Y*
- 23.74%
AUM5.DE
- 1D
- -0.16%
- 1M
- 4.40%
- YTD
- 11.38%
- 6M
- 10.89%
- 1Y
- 25.63%
- 3Y*
- 18.95%
- 5Y*
- 14.88%
- 10Y*
- 15.11%
LYPG.DE vs. AUM5.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 | 25.00% | 9.20% | 41.03% | 49.19% | -28.32% | 41.72% | 30.66% | 51.20% | 0.61% | 20.65% |
AUM5.DE Amundi S&P 500 UCITS ETF EUR | 11.38% | 4.80% | 32.39% | 22.64% | -14.14% | 40.96% | 7.10% | 34.94% | -1.01% | 6.82% |
Correlation
The correlation between LYPG.DE and AUM5.DE is 0.87, 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 | 0.87 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.86 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.88 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.87 |
Correlation (All Time) Calculated using the full available price history since Sep 30, 2010 | 0.86 |
The correlation between LYPG.DE and AUM5.DE has been stable across timeframes, ranging from 0.86 to 0.88 - a consistent structural relationship.
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Return for Risk
LYPG.DE vs. AUM5.DE — Risk / Return Rank
LYPG.DE
AUM5.DE
LYPG.DE vs. AUM5.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 S&P 500 UCITS ETF EUR (AUM5.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.
| LYPG.DE | AUM5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.15 | ||
| Sortino ratioReturn per unit of downside risk | +0.05 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.41 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.09 | 3.57 | -0.48 |
| Martin ratioReturn relative to average drawdown | 8.18 | 12.74 | -4.57 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| LYPG.DE | AUM5.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.35 | 2.20 | +0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.97 | 0.97 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.10 | 0.93 | +0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.02 | 0.96 | +0.06 |
Drawdowns
LYPG.DE vs. AUM5.DE - Drawdown Comparison
The maximum LYPG.DE drawdown since its inception was -31.83%, smaller than the maximum AUM5.DE drawdown of -33.66%. Use the drawdown chart below to compare losses from any high point for LYPG.DE and AUM5.DE.
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Drawdown Indicators
| LYPG.DE | AUM5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.83% | -33.66% | +1.83% |
Max Drawdown (1Y)Largest decline over 1 year | -15.58% | -7.15% | -8.43% |
Max Drawdown (3Y)Largest decline over 3 years | -29.64% | -23.30% | -6.34% |
Max Drawdown (5Y)Largest decline over 5 years | -29.64% | -23.30% | -6.34% |
Max Drawdown (10Y)Largest decline over 10 years | -31.83% | -33.66% | +1.83% |
Current DrawdownCurrent decline from peak | -2.70% | -0.46% | -2.24% |
Average DrawdownAverage peak-to-trough decline | -5.69% | -4.00% | -1.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.91% | 2.01% | +3.90% |
Volatility
LYPG.DE vs. AUM5.DE - Volatility Comparison
Amundi MSCI World Information Technology UCITS ETF EUR Acc (LYPG.DE) has a higher volatility of 7.17% compared to Amundi S&P 500 UCITS ETF EUR (AUM5.DE) at 2.63%. This indicates that LYPG.DE's price experiences larger fluctuations and is considered to be riskier than AUM5.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LYPG.DE | AUM5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.17% | 2.63% | +4.54% |
Volatility (6M)Calculated over the trailing 6-month period | 15.06% | 7.61% | +7.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.52% | 11.64% | +8.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.56% | 15.19% | +7.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.45% | 16.07% | +5.38% |
LYPG.DE vs. AUM5.DE - Expense Ratio Comparison
LYPG.DE has a 0.30% expense ratio, which is higher than AUM5.DE's 0.15% expense ratio.
Dividends
LYPG.DE vs. AUM5.DE - Dividend Comparison
Neither LYPG.DE nor AUM5.DE has paid dividends to shareholders.
Frequently Asked Questions
LYPG.DE and AUM5.DE have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, AUM5.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
AUM5.DE is cheaper with a 0.15% expense ratio, compared with 0.30% for LYPG.DE.
LYPG.DE is categorized as Technology Equities, while AUM5.DE is S&P 500. LYPG.DE tracks MSCI World Information Technology, while AUM5.DE tracks S&P 500 Index. Their fees differ too: 0.30% for LYPG.DE and 0.15% for AUM5.DE.
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