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LYQ7.DE vs. IWMO.MI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LYQ7.DE vs. IWMO.MI - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Euro Government Inflation-Linked Bond UCITS ETF Acc (LYQ7.DE) and iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) (IWMO.MI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LYQ7.DE achieves a 3.12% return, which is significantly lower than IWMO.MI's 22.51% return. Over the past 10 years, LYQ7.DE has underperformed IWMO.MI with an annualized return of 1.60%, while IWMO.MI has yielded a comparatively higher 15.31% annualized return.


LYQ7.DE

1D
-0.08%
1M
-0.07%
YTD
3.12%
6M
2.80%
1Y
3.39%
3Y*
1.98%
5Y*
0.72%
10Y*
1.60%

IWMO.MI

1D
-0.90%
1M
6.80%
YTD
22.51%
6M
23.59%
1Y
31.43%
3Y*
26.15%
5Y*
14.68%
10Y*
15.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LYQ7.DE vs. IWMO.MI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LYQ7.DE
Amundi Euro Government Inflation-Linked Bond UCITS ETF Acc
3.12%0.95%-0.33%5.62%-9.46%6.28%2.86%6.52%-1.49%1.03%
IWMO.MI
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)
22.51%8.04%39.23%7.91%-13.96%24.82%17.08%31.14%0.40%16.05%

Correlation

The correlation between LYQ7.DE and IWMO.MI is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.19

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

0.13

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

0.11

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

0.10

Correlation (All Time)
Calculated using the full available price history since Feb 18, 2015

0.10

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Return for Risk

LYQ7.DE vs. IWMO.MI — Risk / Return Rank

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

LYQ7.DE
LYQ7.DE Risk / Return Rank: 2727
Overall Rank
LYQ7.DE Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
LYQ7.DE Sortino Ratio Rank: 2424
Sortino Ratio Rank
LYQ7.DE Omega Ratio Rank: 2323
Omega Ratio Rank
LYQ7.DE Calmar Ratio Rank: 3232
Calmar Ratio Rank
LYQ7.DE Martin Ratio Rank: 2929
Martin Ratio Rank

IWMO.MI
IWMO.MI Risk / Return Rank: 6363
Overall Rank
IWMO.MI Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
IWMO.MI Sortino Ratio Rank: 6161
Sortino Ratio Rank
IWMO.MI Omega Ratio Rank: 5757
Omega Ratio Rank
IWMO.MI Calmar Ratio Rank: 7171
Calmar Ratio Rank
IWMO.MI Martin Ratio Rank: 7272
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.

LYQ7.DE vs. IWMO.MI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Euro Government Inflation-Linked Bond UCITS ETF Acc (LYQ7.DE) and iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) (IWMO.MI). 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.


LYQ7.DEIWMO.MIDifference
Sharpe ratioReturn per unit of total volatility

-1.03

Sortino ratioReturn per unit of downside risk

-1.57

Omega ratioGain probability vs. loss probability

1.15

1.34

-0.19

Calmar ratioReturn relative to maximum drawdown

1.56

3.50

-1.94

Martin ratioReturn relative to average drawdown

4.16

13.36

-9.20

LYQ7.DE vs. IWMO.MI - Sharpe Ratio Comparison

The current LYQ7.DE Sharpe Ratio is 0.84, which is lower than the IWMO.MI Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of LYQ7.DE and IWMO.MI, 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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Sharpe Ratios by Period


LYQ7.DEIWMO.MIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

1.87

-1.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.11

0.84

-0.74

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

0.90

-0.63

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.80

-0.33

Drawdowns

LYQ7.DE vs. IWMO.MI - Drawdown Comparison

The maximum LYQ7.DE drawdown since its inception was -16.09%, smaller than the maximum IWMO.MI drawdown of -31.03%. Use the drawdown chart below to compare losses from any high point for LYQ7.DE and IWMO.MI.


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Drawdown Indicators


LYQ7.DEIWMO.MIDifference

Max Drawdown

Largest peak-to-trough decline

-16.09%

-31.03%

+14.94%

Max Drawdown (1Y)

Largest decline over 1 year

-2.04%

-9.04%

+7.00%

Max Drawdown (3Y)

Largest decline over 3 years

-5.53%

-23.45%

+17.92%

Max Drawdown (5Y)

Largest decline over 5 years

-16.09%

-23.45%

+7.36%

Max Drawdown (10Y)

Largest decline over 10 years

-16.09%

-31.03%

+14.94%

Current Drawdown

Current decline from peak

-5.60%

-0.90%

-4.70%

Average Drawdown

Average peak-to-trough decline

-3.72%

-5.88%

+2.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.77%

2.37%

-1.60%

Volatility

LYQ7.DE vs. IWMO.MI - Volatility Comparison

The current volatility for Amundi Euro Government Inflation-Linked Bond UCITS ETF Acc (LYQ7.DE) is 1.19%, while iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) (IWMO.MI) has a volatility of 5.79%. This indicates that LYQ7.DE experiences smaller price fluctuations and is considered to be less risky than IWMO.MI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LYQ7.DEIWMO.MIDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.19%

5.79%

-4.60%

Volatility (6M)

Calculated over the trailing 6-month period

2.97%

14.18%

-11.21%

Volatility (1Y)

Calculated over the trailing 1-year period

3.77%

16.87%

-13.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.69%

17.29%

-10.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.82%

17.60%

-11.78%

LYQ7.DE vs. IWMO.MI - Expense Ratio Comparison

LYQ7.DE has a 0.09% expense ratio, which is lower than IWMO.MI's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

LYQ7.DE vs. IWMO.MI - Dividend Comparison

Neither LYQ7.DE nor IWMO.MI has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


LYQ7.DE and IWMO.MI have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, LYQ7.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LYQ7.DE is cheaper with a 0.09% expense ratio, compared with 0.25% for IWMO.MI.

LYQ7.DE is categorized as Inflation-Protected Bonds, while IWMO.MI is Momentum. LYQ7.DE tracks Bloomberg Euro Government Inflation-Linked Bond Index, while IWMO.MI tracks MSCI World Momentum Index. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.09% for LYQ7.DE and 0.25% for IWMO.MI.

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