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

Performance

LYPG.DE vs. VHYL.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 Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing (VHYL.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 VHYL.L is traded in GBP. To make them comparable, the VHYL.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 VHYL.L's 16.14% return. Over the past 10 years, LYPG.DE has outperformed VHYL.L with an annualized return of 22.32%, while VHYL.L has yielded a comparatively lower 9.48% 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%

VHYL.L

1D
-0.14%
1M
1.87%
6M
12.25%
YTD
16.14%
1Y
28.06%
3Y*
16.52%
5Y*
12.31%
10Y*
9.48%
ALL TIME*
9.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
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%
VHYL.L
Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing
16.14%12.06%16.59%7.48%0.49%26.99%-8.77%24.44%-7.74%4.51%

Correlation

The correlation between LYPG.DE and VHYL.L is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.31

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

0.39

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

0.45

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

0.54

Correlation (All Time)
Calculated using the full available price history since May 21, 2013

0.60

Over the past year, the correlation between LYPG.DE and VHYL.L has dropped to 0.31 - well below their long-term average of 0.60, suggesting their price drivers have been diverging.

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Return for Risk

LYPG.DE vs. VHYL.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: 5151
Overall Rank
LYPG.DE Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
LYPG.DE Sortino Ratio Rank: 5353
Sortino Ratio Rank
LYPG.DE Omega Ratio Rank: 5151
Omega Ratio Rank
LYPG.DE Calmar Ratio Rank: 5353
Calmar Ratio Rank
LYPG.DE Martin Ratio Rank: 4242
Martin Ratio Rank

VHYL.L
VHYL.L Risk / Return Rank: 9292
Overall Rank
VHYL.L Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
VHYL.L Sortino Ratio Rank: 9494
Sortino Ratio Rank
VHYL.L Omega Ratio Rank: 9595
Omega Ratio Rank
VHYL.L Calmar Ratio Rank: 8787
Calmar Ratio Rank
VHYL.L Martin Ratio Rank: 8686
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. VHYL.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 Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing (VHYL.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.DEVHYL.LDifference
Sharpe ratioReturn per unit of total volatility

-1.69

Sortino ratioReturn per unit of downside risk

-2.34

Omega ratioGain probability vs. loss probability

1.24

1.61

-0.37

Calmar ratioReturn relative to maximum drawdown

2.01

4.81

-2.80

Martin ratioReturn relative to average drawdown

5.01

18.56

-13.55

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

The current LYPG.DE Sharpe Ratio is 1.44, which is lower than the VHYL.L Sharpe Ratio of 3.13. The chart below compares the historical Sharpe Ratios of LYPG.DE and VHYL.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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Drawdowns

LYPG.DE vs. VHYL.L - Drawdown Comparison

The maximum LYPG.DE drawdown since its inception was -31.83%, smaller than the maximum VHYL.L drawdown of -34.06%. Use the drawdown chart below to compare losses from any high point for LYPG.DE and VHYL.L.


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Drawdown Indicators


LYPG.DEVHYL.LDifference

Max Drawdown

Largest peak-to-trough decline

-31.83%

-34.06%

+2.23%

Max Drawdown (1Y)

Largest decline over 1 year

-15.58%

-5.80%

-9.78%

Max Drawdown (3Y)

Largest decline over 3 years

-29.64%

-15.73%

-13.91%

Max Drawdown (5Y)

Largest decline over 5 years

-29.64%

-15.73%

-13.91%

Max Drawdown (10Y)

Largest decline over 10 years

-31.83%

-34.06%

+2.23%

Current Drawdown

Current decline from peak

-7.13%

-0.30%

-6.83%

Average Drawdown

Average peak-to-trough decline

-5.66%

-4.35%

-1.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.28%

1.51%

+4.77%

Volatility

LYPG.DE vs. VHYL.L - Volatility Comparison

Amundi MSCI World Information Technology UCITS ETF EUR Acc (LYPG.DE) has a higher volatility of 7.51% compared to Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing (VHYL.L) at 1.83%. This indicates that LYPG.DE's price experiences larger fluctuations and is considered to be riskier than VHYL.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.DEVHYL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.51%

1.83%

+5.68%

Volatility (6M)

Calculated over the trailing 6-month period

16.75%

6.89%

+9.86%

Volatility (1Y)

Calculated over the trailing 1-year period

21.90%

8.95%

+12.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.85%

11.43%

+11.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.57%

13.64%

+7.93%

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

LYPG.DE has a 0.30% expense ratio, which is higher than VHYL.L's 0.29% expense ratio.


Dividends

LYPG.DE vs. VHYL.L - Dividend Comparison

LYPG.DE has not paid dividends to shareholders, while VHYL.L's dividend yield for the trailing twelve months is around 2.53%.


PositionTTM20252024202320222021202020192018201720162015
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%
VHYL.L
Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing
2.53%2.79%3.08%3.37%3.67%3.08%3.28%3.34%3.63%3.09%2.88%3.20%

Frequently Asked Questions


LYPG.DE and VHYL.L have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VHYL.L is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VHYL.L is cheaper with a 0.29% expense ratio, compared with 0.30% for LYPG.DE.

LYPG.DE is categorized as Technology Equities, while VHYL.L is Dividend. LYPG.DE tracks MSCI World Information Technology, while VHYL.L tracks FTSE All-World High Dividend Yield Index. They also come from different issuers: Amundi and Vanguard. Their fees differ too: 0.30% for LYPG.DE and 0.29% for VHYL.L.

Portfolio Optimizer

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