LYPG.DE vs. XNNV.DE

Last updated Jun 5, 2026

LYPG.DE (Amundi MSCI World Information Technology UCITS ETF EUR Acc) and XNNV.DE (Xtrackers MSCI Innovation UCITS ETF 1C) are both Technology Equities funds - LYPG.DE tracks the MSCI World Information Technology while XNNV.DE tracks the MSCI ACWI IMI Innovation Select ESG Screened 200. Both are passively managed. Over the past 3 years, LYPG.DE returned 28.91%/yr vs 13.35%/yr for XNNV.DE. Their correlation of 0.82 suggests significant overlap in exposure. Both charge a 0.30% expense ratio.

Performance

LYPG.DE vs. XNNV.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 Xtrackers MSCI Innovation UCITS ETF 1C (XNNV.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 XNNV.DE's 5.08% 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%

XNNV.DE

• 1D: 1.03%
• 1M: 5.50%
• YTD: 5.08%
• 6M: 3.47%
• 1Y: 15.03%
• 3Y*: 13.35%
• 5Y*: —
• 10Y*: —

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

LYPG.DE vs. XNNV.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%	-11.23%
XNNV.DE Xtrackers MSCI Innovation UCITS ETF 1C	5.08%	2.05%	29.19%	29.66%	-13.17%

Correlation

The correlation between LYPG.DE and XNNV.DE is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.76
Correlation (3Y) Calculated over the trailing 3-year period	0.81
Correlation (All Time) Calculated using the full available price history since Jul 20, 2022	0.82

The correlation between LYPG.DE and XNNV.DE has been stable across timeframes, ranging from 0.76 to 0.82 - a consistent structural relationship.

Return for Risk

LYPG.DE vs. XNNV.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

XNNV.DE

XNNV.DE Risk / Return Rank: 26
XNNV.DE Sharpe Ratio Rank: 29
XNNV.DE Sortino Ratio Rank: 28
XNNV.DE Omega Ratio Rank: 27
XNNV.DE Calmar Ratio Rank: 23
XNNV.DE Martin Ratio Rank: 23

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. XNNV.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 Xtrackers MSCI Innovation UCITS ETF 1C (XNNV.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	XNNV.DE	Difference
Sharpe ratio: Return per unit of total volatility	2.35	1.03	+1.32
Sortino ratio: Return per unit of downside risk	3.06	1.48	+1.58
Omega ratio: Gain probability vs. loss probability	1.38	1.18	+0.20
Calmar ratio: Return relative to maximum drawdown	3.09	1.01	+2.09
Martin ratio: Return relative to average drawdown	8.18	2.80	+5.37
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. XNNV.DE - Sharpe Ratio Comparison

The current LYPG.DE Sharpe Ratio is 2.35, which is higher than the XNNV.DE Sharpe Ratio of 1.03. The chart below compares the historical Sharpe Ratios of LYPG.DE and XNNV.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	XNNV.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.35	1.03	+1.32
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	0.67	+0.35

Drawdowns

LYPG.DE vs. XNNV.DE - Drawdown Comparison

The maximum LYPG.DE drawdown since its inception was -31.83%, which is greater than XNNV.DE's maximum drawdown of -25.90%. Use the drawdown chart below to compare losses from any high point for LYPG.DE and XNNV.DE.

Drawdown Indicators

	LYPG.DE	XNNV.DE	Difference
Max Drawdown Largest peak-to-trough decline	-31.83%	-25.90%	-5.93%
Max Drawdown (1Y) Largest decline over 1 year	-15.58%	-15.02%	-0.56%
Max Drawdown (3Y) Largest decline over 3 years	-29.64%	-25.90%	-3.74%
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%	-0.91%	-1.79%
Average Drawdown Average peak-to-trough decline	-5.69%	-6.64%	+0.95%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.91%	5.41%	+0.50%

Volatility

LYPG.DE vs. XNNV.DE - Volatility Comparison

Amundi MSCI World Information Technology UCITS ETF EUR Acc (LYPG.DE) has a higher volatility of 7.17% compared to Xtrackers MSCI Innovation UCITS ETF 1C (XNNV.DE) at 3.84%. This indicates that LYPG.DE's price experiences larger fluctuations and is considered to be riskier than XNNV.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LYPG.DE	XNNV.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.17%	3.84%	+3.33%
Volatility (6M) Calculated over the trailing 6-month period	15.06%	10.61%	+4.45%
Volatility (1Y) Calculated over the trailing 1-year period	20.52%	14.72%	+5.80%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.56%	18.07%	+4.49%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.45%	18.07%	+3.38%

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

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

Dividends

LYPG.DE vs. XNNV.DE - Dividend Comparison

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

Tickers have no history of dividend payments

Frequently Asked Questions

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

LYPG.DE and XNNV.DE have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

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 XNNV.DE?

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

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

LYPG.DE tracks MSCI World Information Technology, while XNNV.DE tracks MSCI ACWI IMI Innovation Select ESG Screened 200. They also come from different issuers: Amundi and Xtrackers.