LYQ7.DE vs. IWMO.MI
LYQ7.DE (Amundi Euro Government Inflation-Linked Bond UCITS ETF Acc) and IWMO.MI (iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)) are both exchange-traded funds - LYQ7.DE is a Inflation-Protected Bonds fund tracking the Bloomberg Euro Government Inflation-Linked Bond Index, while IWMO.MI is a Momentum fund tracking the MSCI World Momentum Index. Both are passively managed. Over the past 10 years, LYQ7.DE returned 1.60%/yr vs 15.31%/yr for IWMO.MI. At a 0.10 correlation, their price movements are largely independent. LYQ7.DE charges 0.09%/yr vs 0.25%/yr for IWMO.MI.
Performance
LYQ7.DE vs. IWMO.MI - Performance Comparison
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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%
LYQ7.DE vs. IWMO.MI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
LYQ7.DE
IWMO.MI
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.DE | IWMO.MI | Difference | |
|---|---|---|---|
| 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 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| LYQ7.DE | IWMO.MI | Difference | |
|---|---|---|---|
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.DE | IWMO.MI | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -5.60% | -0.90% | -4.70% |
Average DrawdownAverage peak-to-trough decline | -3.72% | -5.88% | +2.16% |
Ulcer IndexDepth 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.DE | IWMO.MI | Difference | |
|---|---|---|---|
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.
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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