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LYPG.DE vs. VOOL.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LYPG.DE vs. VOOL.DE - 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 Amundi S&P 500 VIX Futures Enhanced Roll UCITS ETF Acc (VOOL.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LYPG.DE achieves a 17.85% return, which is significantly higher than VOOL.DE's -3.23% return. Over the past 10 years, LYPG.DE has outperformed VOOL.DE with an annualized return of 22.34%, while VOOL.DE has yielded a comparatively lower -25.88% annualized return.


LYPG.DE

1D
-1.68%
1M
-3.57%
6M
17.06%
YTD
17.85%
1Y
28.97%
3Y*
25.65%
5Y*
18.22%
10Y*
22.34%

VOOL.DE

1D
2.08%
1M
-3.16%
6M
-3.15%
YTD
-3.23%
1Y
-21.43%
3Y*
-23.73%
5Y*
-27.65%
10Y*
-25.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LYPG.DE vs. VOOL.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LYPG.DE
Amundi MSCI World Information Technology UCITS ETF EUR Acc
17.85%9.20%41.03%49.19%-28.32%41.72%30.66%51.20%0.61%20.65%
VOOL.DE
Amundi S&P 500 VIX Futures Enhanced Roll UCITS ETF Acc
-3.23%-25.96%-26.27%-52.36%-7.72%-38.81%42.40%-35.35%30.62%-63.77%

Correlation

The correlation between LYPG.DE and VOOL.DE is -0.44, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.44

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

-0.49

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

-0.54

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

-0.53

Correlation (All Time)
Calculated using the full available price history since Dec 17, 2012

-0.49

The correlation between LYPG.DE and VOOL.DE has been stable across timeframes, ranging from -0.54 to -0.44 - a consistent structural relationship.

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Return for Risk

LYPG.DE vs. VOOL.DE — 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: 4343
Overall Rank
LYPG.DE Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
LYPG.DE Sortino Ratio Rank: 4444
Sortino Ratio Rank
LYPG.DE Omega Ratio Rank: 4242
Omega Ratio Rank
LYPG.DE Calmar Ratio Rank: 4646
Calmar Ratio Rank
LYPG.DE Martin Ratio Rank: 3838
Martin Ratio Rank

VOOL.DE
VOOL.DE Risk / Return Rank: 22
Overall Rank
VOOL.DE Sharpe Ratio Rank: 33
Sharpe Ratio Rank
VOOL.DE Sortino Ratio Rank: 33
Sortino Ratio Rank
VOOL.DE Omega Ratio Rank: 33
Omega Ratio Rank
VOOL.DE Calmar Ratio Rank: 11
Calmar Ratio Rank
VOOL.DE Martin Ratio Rank: 11
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. VOOL.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 VIX Futures Enhanced Roll UCITS ETF Acc (VOOL.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.

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.DEVOOL.DEDifference
Sharpe ratioReturn per unit of total volatility

+2.12

Sortino ratioReturn per unit of downside risk

+2.88

Omega ratioGain probability vs. loss probability

1.23

0.87

+0.35

Calmar ratioReturn relative to maximum drawdown

1.85

-0.89

+2.74

Martin ratioReturn relative to average drawdown

4.61

-1.46

+6.07

LYPG.DE vs. VOOL.DE - Sharpe Ratio Comparison

The current LYPG.DE Sharpe Ratio is 1.32, which is higher than the VOOL.DE Sharpe Ratio of -0.80. The chart below compares the historical Sharpe Ratios of LYPG.DE and VOOL.DE, 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. VOOL.DE - Drawdown Comparison

The maximum LYPG.DE drawdown since its inception was -31.83%, smaller than the maximum VOOL.DE drawdown of -98.74%. Use the drawdown chart below to compare losses from any high point for LYPG.DE and VOOL.DE.


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Drawdown Indicators


LYPG.DEVOOL.DEDifference

Max Drawdown

Largest peak-to-trough decline

-31.83%

-98.74%

+66.91%

Max Drawdown (1Y)

Largest decline over 1 year

-15.58%

-24.05%

+8.47%

Max Drawdown (3Y)

Largest decline over 3 years

-29.64%

-63.75%

+34.11%

Max Drawdown (5Y)

Largest decline over 5 years

-29.64%

-83.01%

+53.37%

Max Drawdown (10Y)

Largest decline over 10 years

-31.83%

-95.24%

+63.41%

Current Drawdown

Current decline from peak

-8.27%

-98.72%

+90.45%

Average Drawdown

Average peak-to-trough decline

-5.66%

-83.46%

+77.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.26%

14.65%

-8.39%

Volatility

LYPG.DE vs. VOOL.DE - Volatility Comparison

Amundi MSCI World Information Technology UCITS ETF EUR Acc (LYPG.DE) has a higher volatility of 7.39% compared to Amundi S&P 500 VIX Futures Enhanced Roll UCITS ETF Acc (VOOL.DE) at 4.29%. This indicates that LYPG.DE's price experiences larger fluctuations and is considered to be riskier than VOOL.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.DEVOOL.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.39%

4.29%

+3.10%

Volatility (6M)

Calculated over the trailing 6-month period

16.74%

20.71%

-3.97%

Volatility (1Y)

Calculated over the trailing 1-year period

22.05%

26.69%

-4.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.86%

39.99%

-17.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.57%

43.08%

-21.51%

LYPG.DE vs. VOOL.DE - Expense Ratio Comparison

LYPG.DE has a 0.30% expense ratio, which is lower than VOOL.DE's 0.60% expense ratio.


Dividends

LYPG.DE vs. VOOL.DE - Dividend Comparison

Neither LYPG.DE nor VOOL.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


LYPG.DE and VOOL.DE have a correlation of -0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, LYPG.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LYPG.DE is cheaper with a 0.30% expense ratio, compared with 0.60% for VOOL.DE.

LYPG.DE is categorized as Technology Equities, while VOOL.DE is Volatility. LYPG.DE tracks MSCI World Information Technology, while VOOL.DE tracks S&P 500 VIX Futures Roll Enhanced TR. Their fees differ too: 0.30% for LYPG.DE and 0.60% for VOOL.DE.

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