LYPG.DE vs. GXLK.L
LYPG.DE (Amundi MSCI World Information Technology UCITS ETF EUR Acc) and GXLK.L (SPDR S&P US Technology Select Sector UCITS ETF) are both Technology Equities funds - LYPG.DE tracks the MSCI World Information Technology while GXLK.L tracks the MSCI World/Information Tech NR USD. Both are passively managed. Over the past 10 years, LYPG.DE returned 22.32%/yr vs 19.09%/yr for GXLK.L. A 0.71 correlation means they provide meaningful diversification when combined. LYPG.DE charges 0.30%/yr vs 0.15%/yr for GXLK.L.
Performance
LYPG.DE vs. GXLK.L - Performance Comparison
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Different Trading Currencies
LYPG.DE is traded in EUR, while GXLK.L is traded in GBP. To make them comparable, the GXLK.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 19.31% return, which is significantly higher than GXLK.L's 17.23% return. Over the past 10 years, LYPG.DE has outperformed GXLK.L with an annualized return of 22.32%, while GXLK.L has yielded a comparatively lower 19.09% 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%
GXLK.L
- 1D
- 0.00%
- 1M
- -5.08%
- 6M
- 19.56%
- YTD
- 17.23%
- 1Y
- 29.98%
- 3Y*
- 22.84%
- 5Y*
- 10.95%
- 10Y*
- 19.09%
- ALL TIME*
- 16.62%
LYPG.DE vs. GXLK.L - 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% |
GXLK.L SPDR S&P US Technology Select Sector UCITS ETF | 17.23% | 9.84% | 30.75% | 51.46% | -43.80% | 42.94% | 35.59% | 59.14% | -3.02% | 28.62% |
Correlation
The correlation between LYPG.DE and GXLK.L is 0.95 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.95 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.95 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.88 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.73 |
Correlation (All Time) Calculated using the full available price history since Jul 7, 2015 | 0.71 |
Over the past year, LYPG.DE and GXLK.L have become more correlated (0.95) than their long-term average of 0.71, meaning their price movements have been converging.
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Return for Risk
LYPG.DE vs. GXLK.L — Risk / Return Rank
LYPG.DE
GXLK.L
LYPG.DE vs. GXLK.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 SPDR S&P US Technology Select Sector UCITS ETF (GXLK.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.
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 | GXLK.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.05 | ||
| Sortino ratioReturn per unit of downside risk | +0.06 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.24 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.01 | 1.91 | +0.10 |
| Martin ratioReturn relative to average drawdown | 5.01 | 4.68 | +0.33 |
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Drawdowns
LYPG.DE vs. GXLK.L - Drawdown Comparison
The maximum LYPG.DE drawdown since its inception was -31.83%, smaller than the maximum GXLK.L drawdown of -44.73%. Use the drawdown chart below to compare losses from any high point for LYPG.DE and GXLK.L.
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Drawdown Indicators
| LYPG.DE | GXLK.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.83% | -44.73% | +12.90% |
Max Drawdown (1Y)Largest decline over 1 year | -15.58% | -15.74% | +0.16% |
Max Drawdown (3Y)Largest decline over 3 years | -29.64% | -30.29% | +0.65% |
Max Drawdown (5Y)Largest decline over 5 years | -29.64% | -44.73% | +15.09% |
Max Drawdown (10Y)Largest decline over 10 years | -31.83% | -44.73% | +12.90% |
Current DrawdownCurrent decline from peak | -7.13% | -8.58% | +1.45% |
Average DrawdownAverage peak-to-trough decline | -5.66% | -10.29% | +4.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.28% | 6.42% | -0.14% |
Volatility
LYPG.DE vs. GXLK.L - Volatility Comparison
Amundi MSCI World Information Technology UCITS ETF EUR Acc (LYPG.DE) and SPDR S&P US Technology Select Sector UCITS ETF (GXLK.L) have volatilities of 7.51% and 7.48%, 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
| LYPG.DE | GXLK.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.51% | 7.48% | +0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 16.75% | 16.51% | +0.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.90% | 21.80% | +0.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.85% | 25.12% | -2.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.57% | 25.61% | -4.04% |
LYPG.DE vs. GXLK.L - Expense Ratio Comparison
LYPG.DE has a 0.30% expense ratio, which is higher than GXLK.L's 0.15% expense ratio.
Dividends
LYPG.DE vs. GXLK.L - Dividend Comparison
Neither LYPG.DE nor GXLK.L has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.95, LYPG.DE and GXLK.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.
On fees, GXLK.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
GXLK.L is cheaper with a 0.15% expense ratio, compared with 0.30% for LYPG.DE.
LYPG.DE tracks MSCI World Information Technology, while GXLK.L tracks MSCI World/Information Tech NR USD. They also come from different issuers: Amundi and State Street. Their fees differ too: 0.30% for LYPG.DE and 0.15% for GXLK.L.
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