LYPG.DE vs. WTCH.AS

Last updated Jun 5, 2026

LYPG.DE (Amundi MSCI World Information Technology UCITS ETF EUR Acc) and WTCH.AS (SPDR MSCI World Technology UCITS ETF) are both Technology Equities funds - LYPG.DE tracks the MSCI World Information Technology while WTCH.AS tracks the MSCI World/Information Tech NR USD. Both are passively managed. Over the past 10 years, LYPG.DE returned 23.74%/yr vs 23.98%/yr for WTCH.AS. With a 0.97 correlation, they move nearly in lockstep. Both charge a 0.30% expense ratio.

Performance

LYPG.DE vs. WTCH.AS - 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 SPDR MSCI World Technology UCITS ETF (WTCH.AS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both investments are quite close, with LYPG.DE having a 25.00% return and WTCH.AS slightly higher at 25.44%. Both investments have delivered pretty close results over the past 10 years, with LYPG.DE having a 23.74% annualized return and WTCH.AS not far ahead at 23.98%.

LYPG.DE

• 1D: -2.08%
• 1M: 9.94%
• YTD: 25.00%
• 6M: 22.07%
• 1Y: 47.35%
• 3Y*: 28.91%
• 5Y*: 22.18%
• 10Y*: 23.74%

WTCH.AS

• 1D: -1.95%
• 1M: 10.13%
• YTD: 25.44%
• 6M: 22.27%
• 1Y: 47.64%
• 3Y*: 29.25%
• 5Y*: 22.49%
• 10Y*: 23.98%

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

LYPG.DE vs. WTCH.AS - 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	25.00%	9.20%	41.03%	49.19%	-28.32%	41.72%	30.66%	51.20%	0.61%	20.65%
WTCH.AS SPDR MSCI World Technology UCITS ETF	25.44%	8.41%	43.39%	49.09%	-27.66%	40.88%	31.79%	49.43%	1.91%	21.26%

Correlation

The correlation between LYPG.DE and WTCH.AS 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 (5Y) Calculated over the trailing 5-year period	0.99
Correlation (10Y) Calculated over the trailing 10-year period	0.97
Correlation (All Time) Calculated using the full available price history since May 5, 2016	0.97

The correlation between LYPG.DE and WTCH.AS has been stable across timeframes, ranging from 0.97 to 0.99 - a consistent structural relationship.

Return for Risk

LYPG.DE vs. WTCH.AS — 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

WTCH.AS

WTCH.AS Risk / Return Rank: 64
WTCH.AS Sharpe Ratio Rank: 74
WTCH.AS Sortino Ratio Rank: 68
WTCH.AS Omega Ratio Rank: 65
WTCH.AS Calmar Ratio Rank: 63
WTCH.AS Martin Ratio Rank: 49

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. WTCH.AS - 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 MSCI World Technology UCITS ETF (WTCH.AS). 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	WTCH.AS	Difference
Sharpe ratio: Return per unit of total volatility	2.35	2.37	-0.02
Sortino ratio: Return per unit of downside risk	3.06	3.09	-0.03
Omega ratio: Gain probability vs. loss probability	1.38	1.39	-0.01
Calmar ratio: Return relative to maximum drawdown	3.09	3.06	+0.03
Martin ratio: Return relative to average drawdown	8.18	8.10	+0.07
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. WTCH.AS - Sharpe Ratio Comparison

The current LYPG.DE Sharpe Ratio is 2.35, which is comparable to the WTCH.AS Sharpe Ratio of 2.37. The chart below compares the historical Sharpe Ratios of LYPG.DE and WTCH.AS, 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	WTCH.AS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.35	2.37	-0.02
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.97	0.99	-0.01
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	1.10	1.11	-0.01
Sharpe Ratio (All Time) Calculated using the full available price history	1.02	1.15	-0.13

Drawdowns

LYPG.DE vs. WTCH.AS - Drawdown Comparison

The maximum LYPG.DE drawdown since its inception was -31.83%, roughly equal to the maximum WTCH.AS drawdown of -31.28%. Use the drawdown chart below to compare losses from any high point for LYPG.DE and WTCH.AS.

Drawdown Indicators

	LYPG.DE	WTCH.AS	Difference
Max Drawdown Largest peak-to-trough decline	-31.83%	-31.28%	-0.55%
Max Drawdown (1Y) Largest decline over 1 year	-15.58%	-15.67%	+0.09%
Max Drawdown (3Y) Largest decline over 3 years	-29.64%	-30.06%	+0.42%
Max Drawdown (5Y) Largest decline over 5 years	-29.64%	-30.06%	+0.42%
Max Drawdown (10Y) Largest decline over 10 years	-31.83%	-31.28%	-0.55%
Current Drawdown Current decline from peak	-2.70%	-2.46%	-0.24%
Average Drawdown Average peak-to-trough decline	-5.69%	-5.89%	+0.20%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.91%	5.96%	-0.05%

Volatility

LYPG.DE vs. WTCH.AS - Volatility Comparison

Amundi MSCI World Information Technology UCITS ETF EUR Acc (LYPG.DE) and SPDR MSCI World Technology UCITS ETF (WTCH.AS) have volatilities of 7.17% and 7.02%, 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.

Volatility by Period

	LYPG.DE	WTCH.AS	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.17%	7.02%	+0.15%
Volatility (6M) Calculated over the trailing 6-month period	15.06%	14.82%	+0.24%
Volatility (1Y) Calculated over the trailing 1-year period	20.52%	20.28%	+0.24%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.56%	22.45%	+0.11%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.45%	21.39%	+0.06%

LYPG.DE vs. WTCH.AS - Expense Ratio Comparison

Both LYPG.DE and WTCH.AS have an expense ratio of 0.30%.

Dividends

LYPG.DE vs. WTCH.AS - Dividend Comparison

Neither LYPG.DE nor WTCH.AS has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

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

With a correlation of 0.99, LYPG.DE and WTCH.AS 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 WTCH.AS?

Both ETFs have the same 0.30% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, LYPG.DE or WTCH.AS?

LYPG.DE and WTCH.AS have the same expense ratio: 0.30% per year.

What is the main difference between LYPG.DE and WTCH.AS?

LYPG.DE tracks MSCI World Information Technology, while WTCH.AS tracks MSCI World/Information Tech NR USD. They also come from different issuers: Amundi and State Street.