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

Performance

LYPG.DE vs. XRSG.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 Xtrackers Russell 2000 UCITS ETF 1C (XRSG.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 XRSG.L is traded in GBp. To make them comparable, the XRSG.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 lower than XRSG.L's 22.39% return. Over the past 10 years, LYPG.DE has outperformed XRSG.L with an annualized return of 22.32%, while XRSG.L has yielded a comparatively lower 9.84% 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%

XRSG.L

1D
0.31%
1M
-0.09%
6M
14.75%
YTD
22.39%
1Y
35.57%
3Y*
14.59%
5Y*
7.54%
10Y*
9.84%
ALL TIME*
4.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LYPG.DE vs. XRSG.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%
XRSG.L
Xtrackers Russell 2000 UCITS ETF 1C
22.39%-0.81%17.19%14.54%-16.04%22.94%9.52%28.31%-8.76%0.28%

Correlation

The correlation between LYPG.DE and XRSG.L is 0.57, 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

0.57

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

0.53

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

0.59

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

0.61

Correlation (All Time)
Calculated using the full available price history since Mar 6, 2015

0.63

The correlation between LYPG.DE and XRSG.L shifts across timeframes, from 0.53 (3 years) to 0.63 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

LYPG.DE vs. XRSG.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

XRSG.L
XRSG.L Risk / Return Rank: 8181
Overall Rank
XRSG.L Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
XRSG.L Sortino Ratio Rank: 8080
Sortino Ratio Rank
XRSG.L Omega Ratio Rank: 7474
Omega Ratio Rank
XRSG.L Calmar Ratio Rank: 8888
Calmar Ratio Rank
XRSG.L Martin Ratio Rank: 7979
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. XRSG.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 Xtrackers Russell 2000 UCITS ETF 1C (XRSG.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.DEXRSG.LDifference
Sharpe ratioReturn per unit of total volatility

-0.61

Sortino ratioReturn per unit of downside risk

-0.86

Omega ratioGain probability vs. loss probability

1.24

1.34

-0.10

Calmar ratioReturn relative to maximum drawdown

2.01

4.19

-2.18

Martin ratioReturn relative to average drawdown

5.01

12.10

-7.10

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

The current LYPG.DE Sharpe Ratio is 1.44, which is comparable to the XRSG.L Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of LYPG.DE and XRSG.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. XRSG.L - Drawdown Comparison

The maximum LYPG.DE drawdown since its inception was -31.83%, smaller than the maximum XRSG.L drawdown of -51.98%. Use the drawdown chart below to compare losses from any high point for LYPG.DE and XRSG.L.


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Drawdown Indicators


LYPG.DEXRSG.LDifference

Max Drawdown

Largest peak-to-trough decline

-31.83%

-51.98%

+20.15%

Max Drawdown (1Y)

Largest decline over 1 year

-15.58%

-8.45%

-7.13%

Max Drawdown (3Y)

Largest decline over 3 years

-29.64%

-31.91%

+2.27%

Max Drawdown (5Y)

Largest decline over 5 years

-29.64%

-31.91%

+2.27%

Max Drawdown (10Y)

Largest decline over 10 years

-31.83%

-40.64%

+8.81%

Current Drawdown

Current decline from peak

-7.13%

-2.95%

-4.18%

Average Drawdown

Average peak-to-trough decline

-5.66%

-18.89%

+13.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.28%

2.93%

+3.35%

Volatility

LYPG.DE vs. XRSG.L - Volatility Comparison

Amundi MSCI World Information Technology UCITS ETF EUR Acc (LYPG.DE) has a higher volatility of 7.51% compared to Xtrackers Russell 2000 UCITS ETF 1C (XRSG.L) at 4.53%. This indicates that LYPG.DE's price experiences larger fluctuations and is considered to be riskier than XRSG.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.DEXRSG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.51%

4.53%

+2.98%

Volatility (6M)

Calculated over the trailing 6-month period

16.75%

12.30%

+4.45%

Volatility (1Y)

Calculated over the trailing 1-year period

21.90%

17.38%

+4.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.85%

24.32%

-1.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.57%

23.33%

-1.76%

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

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


Dividends

LYPG.DE vs. XRSG.L - Dividend Comparison

Neither LYPG.DE nor XRSG.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


LYPG.DE and XRSG.L have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

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

LYPG.DE is categorized as Technology Equities, while XRSG.L is Small Cap Blend Equities. LYPG.DE tracks MSCI World Information Technology, while XRSG.L tracks Russell 2000 TR USD. They also come from different issuers: Amundi and Xtrackers.

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