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

Performance

LYPG.DE vs. HMCA.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 HSBC MSCI CHINA A UCITS ETF (HMCA.L). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)20252024202320222021202020192018
LYPG.DE
Amundi MSCI World Information Technology UCITS ETF EUR Acc
-6.86%9.20%41.03%49.19%-28.32%41.72%30.66%51.20%-13.85%
HMCA.L
HSBC MSCI CHINA A UCITS ETF
0.76%11.25%18.95%-16.85%-21.39%10.95%31.51%38.46%-13.10%
Different Trading Currencies

LYPG.DE is traded in EUR, while HMCA.L is traded in GBP. To make them comparable, the HMCA.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 -6.86% return, which is significantly lower than HMCA.L's 0.76% return.


LYPG.DE

1D
0.20%
1M
-1.51%
YTD
-6.86%
6M
-6.39%
1Y
19.71%
3Y*
21.70%
5Y*
15.16%
10Y*
20.12%

HMCA.L

1D
0.74%
1M
-1.60%
YTD
0.76%
6M
1.41%
1Y
17.15%
3Y*
2.54%
5Y*
-0.92%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

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


Return for Risk

LYPG.DE vs. HMCA.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: 4545
Overall Rank
LYPG.DE Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
LYPG.DE Sortino Ratio Rank: 4040
Sortino Ratio Rank
LYPG.DE Omega Ratio Rank: 3737
Omega Ratio Rank
LYPG.DE Calmar Ratio Rank: 6464
Calmar Ratio Rank
LYPG.DE Martin Ratio Rank: 4545
Martin Ratio Rank

HMCA.L
HMCA.L Risk / Return Rank: 7474
Overall Rank
HMCA.L Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
HMCA.L Sortino Ratio Rank: 6969
Sortino Ratio Rank
HMCA.L Omega Ratio Rank: 6565
Omega Ratio Rank
HMCA.L Calmar Ratio Rank: 8989
Calmar Ratio Rank
HMCA.L Martin Ratio Rank: 7272
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. HMCA.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 HSBC MSCI CHINA A UCITS ETF (HMCA.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.DEHMCA.LDifference

Sharpe ratio

Return per unit of total volatility

0.79

1.00

-0.21

Sortino ratio

Return per unit of downside risk

1.22

1.37

-0.16

Omega ratio

Gain probability vs. loss probability

1.16

1.19

-0.03

Calmar ratio

Return relative to maximum drawdown

1.88

2.02

-0.13

Martin ratio

Return relative to average drawdown

5.12

5.73

-0.61

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

The current LYPG.DE Sharpe Ratio is 0.79, which is comparable to the HMCA.L Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of LYPG.DE and HMCA.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


LYPG.DEHMCA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.79

1.00

-0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

-0.04

+0.71

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.94

Sharpe Ratio (All Time)

Calculated using the full available price history

0.92

0.24

+0.68

Correlation

The correlation between LYPG.DE and HMCA.L is 0.29, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

LYPG.DE vs. HMCA.L - Dividend Comparison

LYPG.DE has not paid dividends to shareholders, while HMCA.L's dividend yield for the trailing twelve months is around 1.85%.


TTM20252024202320222021202020192018
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%
HMCA.L
HSBC MSCI CHINA A UCITS ETF
1.85%1.76%1.97%2.20%1.76%1.09%0.88%1.78%0.29%

Drawdowns

LYPG.DE vs. HMCA.L - Drawdown Comparison

The maximum LYPG.DE drawdown since its inception was -31.83%, smaller than the maximum HMCA.L drawdown of -43.27%. Use the drawdown chart below to compare losses from any high point for LYPG.DE and HMCA.L.


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Drawdown Indicators


LYPG.DEHMCA.LDifference

Max Drawdown

Largest peak-to-trough decline

-31.83%

-44.23%

+12.40%

Max Drawdown (1Y)

Largest decline over 1 year

-15.58%

-9.21%

-6.37%

Max Drawdown (5Y)

Largest decline over 5 years

-29.64%

-41.62%

+11.98%

Max Drawdown (10Y)

Largest decline over 10 years

-31.83%

Current Drawdown

Current decline from peak

-12.53%

-16.96%

+4.43%

Average Drawdown

Average peak-to-trough decline

-5.72%

-18.09%

+12.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.73%

2.72%

+3.01%

Volatility

LYPG.DE vs. HMCA.L - Volatility Comparison

Amundi MSCI World Information Technology UCITS ETF EUR Acc (LYPG.DE) has a higher volatility of 5.58% compared to HSBC MSCI CHINA A UCITS ETF (HMCA.L) at 4.83%. This indicates that LYPG.DE's price experiences larger fluctuations and is considered to be riskier than HMCA.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.DEHMCA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.58%

4.83%

+0.75%

Volatility (6M)

Calculated over the trailing 6-month period

15.27%

11.15%

+4.12%

Volatility (1Y)

Calculated over the trailing 1-year period

24.91%

16.94%

+7.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.37%

21.53%

+0.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.34%

23.31%

-1.97%