LYPG.DE vs. WELU.DE

Last updated Jun 5, 2026

LYPG.DE (Amundi MSCI World Information Technology UCITS ETF EUR Acc) and WELU.DE (Amundi S&P Global Information Technology ESG UCITS ETF EUR Acc) are both Technology Equities funds from Amundi - LYPG.DE tracks the MSCI World Information Technology while WELU.DE tracks the S&P Developed Ex-Korea LargeMidCap Sustainability Enhanced Information Technology. Both are passively managed. Over the past 3 years, LYPG.DE returned 28.91%/yr vs 27.35%/yr for WELU.DE. With a 0.98 correlation, they move nearly in lockstep. LYPG.DE charges 0.30%/yr vs 0.18%/yr for WELU.DE.

Performance

LYPG.DE vs. WELU.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 Global Information Technology ESG UCITS ETF EUR Acc (WELU.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LYPG.DE achieves a 25.00% return, which is significantly higher than WELU.DE's 21.54% return.

LYPG.DE

• 1D: -2.08%
• 1M: 12.62%
• YTD: 25.00%
• 6M: 23.20%
• 1Y: 47.39%
• 3Y*: 28.91%
• 5Y*: 22.18%
• 10Y*: 23.74%

WELU.DE

• 1D: -1.73%
• 1M: 11.36%
• YTD: 21.54%
• 6M: 19.44%
• 1Y: 43.16%
• 3Y*: 27.35%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

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

	2026 (YTD)	2025	2024	2023	2022
LYPG.DE Amundi MSCI World Information Technology UCITS ETF EUR Acc	25.00%	9.20%	41.03%	49.19%	-4.33%
WELU.DE Amundi S&P Global Information Technology ESG UCITS ETF EUR Acc	21.54%	9.54%	38.64%	57.43%	0.20%

Correlation

The correlation between LYPG.DE and WELU.DE is 0.99 - 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	0.99
Correlation (3Y) Calculated over the trailing 3-year period	0.99
Correlation (All Time) Calculated using the full available price history since Oct 12, 2022	0.98

The correlation between LYPG.DE and WELU.DE has been stable across timeframes, ranging from 0.98 to 0.99 - a consistent structural relationship.

Return for Risk

LYPG.DE vs. WELU.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: 64
LYPG.DE Sharpe Ratio Rank: 74
LYPG.DE Sortino Ratio Rank: 68
LYPG.DE Omega Ratio Rank: 64
LYPG.DE Calmar Ratio Rank: 63
LYPG.DE Martin Ratio Rank: 49

WELU.DE

WELU.DE Risk / Return Rank: 57
WELU.DE Sharpe Ratio Rank: 66
WELU.DE Sortino Ratio Rank: 61
WELU.DE Omega Ratio Rank: 59
WELU.DE Calmar Ratio Rank: 55
WELU.DE Martin Ratio Rank: 44

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. WELU.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 Global Information Technology ESG UCITS ETF EUR Acc (WELU.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.

	LYPG.DE	WELU.DE	Difference
Sharpe ratio: Return per unit of total volatility	2.35	2.15	+0.20
Sortino ratio: Return per unit of downside risk	3.06	2.83	+0.23
Omega ratio: Gain probability vs. loss probability	1.38	1.35	+0.03
Calmar ratio: Return relative to maximum drawdown	3.09	2.70	+0.39
Martin ratio: Return relative to average drawdown	8.18	6.94	+1.24
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current LYPG.DE Sharpe Ratio is 2.35, which is comparable to the WELU.DE Sharpe Ratio of 2.15. The chart below compares the historical Sharpe Ratios of LYPG.DE and WELU.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.

Sharpe Ratios by Period

	LYPG.DE	WELU.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.35	2.15	+0.20
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.97	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	1.10	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.02	1.52	-0.50

Drawdowns

LYPG.DE vs. WELU.DE - Drawdown Comparison

The maximum LYPG.DE drawdown since its inception was -31.83%, which is greater than WELU.DE's maximum drawdown of -28.67%. Use the drawdown chart below to compare losses from any high point for LYPG.DE and WELU.DE.

Drawdown Indicators

	LYPG.DE	WELU.DE	Difference
Max Drawdown Largest peak-to-trough decline	-31.83%	-28.67%	-3.16%
Max Drawdown (1Y) Largest decline over 1 year	-15.58%	-16.26%	+0.68%
Max Drawdown (3Y) Largest decline over 3 years	-29.64%	-28.67%	-0.97%
Max Drawdown (5Y) Largest decline over 5 years	-29.64%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-31.83%	—	—
Current Drawdown Current decline from peak	-2.70%	-2.65%	-0.05%
Average Drawdown Average peak-to-trough decline	-5.69%	-4.74%	-0.95%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.91%	6.35%	-0.44%

Volatility

LYPG.DE vs. WELU.DE - Volatility Comparison

Amundi MSCI World Information Technology UCITS ETF EUR Acc (LYPG.DE) has a higher volatility of 7.17% compared to Amundi S&P Global Information Technology ESG UCITS ETF EUR Acc (WELU.DE) at 6.70%. This indicates that LYPG.DE's price experiences larger fluctuations and is considered to be riskier than WELU.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LYPG.DE	WELU.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.17%	6.70%	+0.47%
Volatility (6M) Calculated over the trailing 6-month period	15.06%	14.75%	+0.31%
Volatility (1Y) Calculated over the trailing 1-year period	20.52%	20.41%	+0.11%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.56%	22.28%	+0.28%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.45%	22.28%	-0.83%

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

LYPG.DE has a 0.30% expense ratio, which is higher than WELU.DE's 0.18% expense ratio.

Dividends

LYPG.DE vs. WELU.DE - Dividend Comparison

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

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both LYPG.DE and WELU.DE in my portfolio?

With a correlation of 0.99, LYPG.DE and WELU.DE 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.

Which ETF is better, LYPG.DE or WELU.DE?

On fees, WELU.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, LYPG.DE or WELU.DE?

WELU.DE is cheaper with a 0.18% expense ratio, compared with 0.30% for LYPG.DE.

What is the main difference between LYPG.DE and WELU.DE?

LYPG.DE tracks MSCI World Information Technology, while WELU.DE tracks S&P Developed Ex-Korea LargeMidCap Sustainability Enhanced Information Technology. Their fees differ too: 0.30% for LYPG.DE and 0.18% for WELU.DE.