LYPS.DE vs. WEBG.DE

Last updated Jun 5, 2026

LYPS.DE (Amundi S&P 500 II UCITS ETF EUR Dist) and WEBG.DE (Amundi Prime All Country World UCITS ETF Dist) are both exchange-traded funds - LYPS.DE is a S&P 500 fund tracking the S&P 500 Index, while WEBG.DE is a Global Equities fund tracking the Solactive GBS Global Markets Large & Mid Cap Index. Both are passively managed. Over the past year, LYPS.DE returned 25.66% vs 26.64% for WEBG.DE. Their correlation of 0.95 suggests significant overlap in exposure. Both charge a 0.07% expense ratio.

Performance

LYPS.DE vs. WEBG.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi S&P 500 II UCITS ETF EUR Dist (LYPS.DE) and Amundi Prime All Country World UCITS ETF Dist (WEBG.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LYPS.DE achieves a 11.42% return, which is significantly lower than WEBG.DE's 12.80% return.

LYPS.DE

• 1D: -0.17%
• 1M: 4.38%
• YTD: 11.42%
• 6M: 10.87%
• 1Y: 25.66%
• 3Y*: 19.02%
• 5Y*: 14.95%
• 10Y*: 15.17%

WEBG.DE

• 1D: -0.23%
• 1M: 3.70%
• YTD: 12.80%
• 6M: 12.74%
• 1Y: 26.64%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

LYPS.DE vs. WEBG.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024
LYPS.DE Amundi S&P 500 II UCITS ETF EUR Dist	11.42%	4.89%	21.74%
WEBG.DE Amundi Prime All Country World UCITS ETF Dist	12.80%	9.19%	16.33%

Correlation

The correlation between LYPS.DE and WEBG.DE is 0.96 - 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	0.96
Correlation (All Time) Calculated using the full available price history since Mar 18, 2024	0.95

The correlation between LYPS.DE and WEBG.DE has been stable across timeframes, ranging from 0.95 to 0.96 - a consistent structural relationship.

Return for Risk

LYPS.DE vs. WEBG.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LYPS.DE

LYPS.DE Risk / Return Rank: 69
LYPS.DE Sharpe Ratio Rank: 68
LYPS.DE Sortino Ratio Rank: 66
LYPS.DE Omega Ratio Rank: 70
LYPS.DE Calmar Ratio Rank: 73
LYPS.DE Martin Ratio Rank: 70

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.

LYPS.DE vs. WEBG.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi S&P 500 II UCITS ETF EUR Dist (LYPS.DE) and Amundi Prime All Country World UCITS ETF Dist (WEBG.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.

	LYPS.DE	WEBG.DE	Difference
Sharpe ratio: Return per unit of total volatility	2.21	2.33	-0.11
Sortino ratio: Return per unit of downside risk	3.01	3.26	-0.25
Omega ratio: Gain probability vs. loss probability	1.41	1.44	-0.02
Calmar ratio: Return relative to maximum drawdown	3.60	4.11	-0.51
Martin ratio: Return relative to average drawdown	12.84	16.53	-3.69
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LYPS.DE vs. WEBG.DE - Sharpe Ratio Comparison

The current LYPS.DE Sharpe Ratio is 2.21, which is comparable to the WEBG.DE Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of LYPS.DE and WEBG.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

	LYPS.DE	WEBG.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.21	2.33	-0.11
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.97	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.94	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.98	1.24	-0.27

Drawdowns

LYPS.DE vs. WEBG.DE - Drawdown Comparison

The maximum LYPS.DE drawdown since its inception was -33.81%, which is greater than WEBG.DE's maximum drawdown of -21.31%. Use the drawdown chart below to compare losses from any high point for LYPS.DE and WEBG.DE.

Drawdown Indicators

	LYPS.DE	WEBG.DE	Difference
Max Drawdown Largest peak-to-trough decline	-33.81%	-21.31%	-12.50%
Max Drawdown (1Y) Largest decline over 1 year	-7.12%	-6.50%	-0.62%
Max Drawdown (3Y) Largest decline over 3 years	-23.37%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-23.37%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-33.81%	—	—
Current Drawdown Current decline from peak	-0.48%	-0.63%	+0.15%
Average Drawdown Average peak-to-trough decline	-4.01%	-2.81%	-1.20%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.00%	1.62%	+0.38%

Volatility

LYPS.DE vs. WEBG.DE - Volatility Comparison

The current volatility for Amundi S&P 500 II UCITS ETF EUR Dist (LYPS.DE) is 2.63%, while Amundi Prime All Country World UCITS ETF Dist (WEBG.DE) has a volatility of 3.10%. This indicates that LYPS.DE experiences smaller price fluctuations and is considered to be less risky than WEBG.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LYPS.DE	WEBG.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.63%	3.10%	-0.47%
Volatility (6M) Calculated over the trailing 6-month period	7.58%	8.28%	-0.70%
Volatility (1Y) Calculated over the trailing 1-year period	11.58%	11.48%	+0.10%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.21%	14.15%	+1.06%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.10%	14.15%	+1.95%

LYPS.DE vs. WEBG.DE - Expense Ratio Comparison

Both LYPS.DE and WEBG.DE have an expense ratio of 0.07%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

Dividends

LYPS.DE vs. WEBG.DE - Dividend Comparison

LYPS.DE's dividend yield for the trailing twelve months is around 0.90%, while WEBG.DE has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
LYPS.DE Amundi S&P 500 II UCITS ETF EUR Dist	0.90%	1.00%	1.21%	1.04%	2.11%	1.09%	1.54%	1.63%	1.93%	1.75%	1.88%	2.02%
WEBG.DE Amundi Prime All Country World UCITS ETF Dist	1.22%	1.32%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both LYPS.DE and WEBG.DE in my portfolio?

With a correlation of 0.96, LYPS.DE and WEBG.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, LYPS.DE or WEBG.DE?

Both ETFs have the same 0.07% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, LYPS.DE or WEBG.DE?

LYPS.DE and WEBG.DE have the same expense ratio: 0.07% per year.

What is the main difference between LYPS.DE and WEBG.DE?

LYPS.DE is categorized as S&P 500, while WEBG.DE is Global Equities. LYPS.DE tracks S&P 500 Index, while WEBG.DE tracks Solactive GBS Global Markets Large & Mid Cap Index.