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LYPG.DE vs. EQQQ.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LYPG.DE vs. EQQQ.L - 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 Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

LYPG.DE is traded in EUR, while EQQQ.L is traded in GBp. To make them comparable, the EQQQ.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, LYPG.DE achieves a 25.00% return, which is significantly higher than EQQQ.L's 18.44% return. Over the past 10 years, LYPG.DE has outperformed EQQQ.L with an annualized return of 23.74%, while EQQQ.L has yielded a comparatively lower 21.13% annualized return.


LYPG.DE

1D
-2.08%
1M
9.94%
YTD
25.00%
6M
22.07%
1Y
47.35%
3Y*
28.91%
5Y*
22.18%
10Y*
23.74%

EQQQ.L

1D
-0.24%
1M
3.84%
YTD
18.44%
6M
16.46%
1Y
34.42%
3Y*
24.16%
5Y*
18.07%
10Y*
21.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LYPG.DE vs. EQQQ.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
EQQQ.L
Invesco EQQQ NASDAQ-100 UCITS ETF
18.44%5.72%34.75%50.93%-29.38%38.02%35.54%42.19%3.35%15.39%

Correlation

The correlation between LYPG.DE and EQQQ.L is 0.91, 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

0.91

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

0.92

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

0.92

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

0.90

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

0.89

The correlation between LYPG.DE and EQQQ.L has been stable across timeframes, ranging from 0.89 to 0.92 - a consistent structural relationship.

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Return for Risk

LYPG.DE vs. EQQQ.L — 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: 6464
Overall Rank
LYPG.DE Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
LYPG.DE Sortino Ratio Rank: 6868
Sortino Ratio Rank
LYPG.DE Omega Ratio Rank: 6464
Omega Ratio Rank
LYPG.DE Calmar Ratio Rank: 6363
Calmar Ratio Rank
LYPG.DE Martin Ratio Rank: 4949
Martin Ratio Rank

EQQQ.L
EQQQ.L Risk / Return Rank: 7878
Overall Rank
EQQQ.L Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
EQQQ.L Sortino Ratio Rank: 8484
Sortino Ratio Rank
EQQQ.L Omega Ratio Rank: 8383
Omega Ratio Rank
EQQQ.L Calmar Ratio Rank: 7575
Calmar Ratio Rank
EQQQ.L Martin Ratio Rank: 6262
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.

LYPG.DE vs. EQQQ.L - 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 Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.L). 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.DEEQQQ.LDifference
Sharpe ratioReturn per unit of total volatility

+0.14

Sortino ratioReturn per unit of downside risk

+0.09

Omega ratioGain probability vs. loss probability

1.38

1.38

0.00

Calmar ratioReturn relative to maximum drawdown

3.09

3.39

-0.30

Martin ratioReturn relative to average drawdown

8.18

10.12

-1.94

LYPG.DE vs. EQQQ.L - Sharpe Ratio Comparison

The current LYPG.DE Sharpe Ratio is 2.35, which is comparable to the EQQQ.L Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of LYPG.DE and EQQQ.L, 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


LYPG.DEEQQQ.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.35

2.21

+0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.97

0.91

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.10

1.07

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

1.02

0.10

+0.92

Drawdowns

LYPG.DE vs. EQQQ.L - Drawdown Comparison

The maximum LYPG.DE drawdown since its inception was -31.83%, smaller than the maximum EQQQ.L drawdown of -70.77%. Use the drawdown chart below to compare losses from any high point for LYPG.DE and EQQQ.L.


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Drawdown Indicators


LYPG.DEEQQQ.LDifference

Max Drawdown

Largest peak-to-trough decline

-31.83%

-70.77%

+38.94%

Max Drawdown (1Y)

Largest decline over 1 year

-15.58%

-10.10%

-5.48%

Max Drawdown (3Y)

Largest decline over 3 years

-29.64%

-26.02%

-3.62%

Max Drawdown (5Y)

Largest decline over 5 years

-29.64%

-31.44%

+1.80%

Max Drawdown (10Y)

Largest decline over 10 years

-31.83%

-31.44%

-0.39%

Current Drawdown

Current decline from peak

-2.70%

-2.76%

+0.06%

Average Drawdown

Average peak-to-trough decline

-5.69%

-14.52%

+8.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.91%

3.39%

+2.52%

Volatility

LYPG.DE vs. EQQQ.L - Volatility Comparison

Amundi MSCI World Information Technology UCITS ETF EUR Acc (LYPG.DE) has a higher volatility of 7.17% compared to Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.L) at 4.36%. This indicates that LYPG.DE's price experiences larger fluctuations and is considered to be riskier than EQQQ.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LYPG.DEEQQQ.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.17%

4.36%

+2.81%

Volatility (6M)

Calculated over the trailing 6-month period

15.06%

10.86%

+4.20%

Volatility (1Y)

Calculated over the trailing 1-year period

20.52%

15.52%

+5.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.56%

19.83%

+2.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.45%

19.75%

+1.70%

LYPG.DE vs. EQQQ.L - Expense Ratio Comparison

Both LYPG.DE and EQQQ.L have an expense ratio of 0.30%.


Dividends

LYPG.DE vs. EQQQ.L - Dividend Comparison

LYPG.DE has not paid dividends to shareholders, while EQQQ.L's dividend yield for the trailing twelve months is around 0.23%.


PositionTTM20252024202320222021202020192018201720162015
EQQQ.L
Invesco EQQQ NASDAQ-100 UCITS ETF
0.23%0.29%0.38%0.39%0.56%0.25%0.41%0.56%0.63%0.67%0.77%0.72%
LYPG.DE
Amundi MSCI World Information Technology 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%

Frequently Asked Questions


With a correlation of 0.91, LYPG.DE and EQQQ.L 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.

Both ETFs have the same 0.30% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

LYPG.DE and EQQQ.L have the same expense ratio: 0.30% per year.

LYPG.DE is categorized as Technology Equities, while EQQQ.L is Nasdaq-100. LYPG.DE tracks MSCI World Information Technology, while EQQQ.L tracks NASDAQ-100 Index. They also come from different issuers: Amundi and Invesco.

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