LYQK.DE vs. WEBG.DE

Last updated Jul 4, 2026

LYQK.DE (Amundi German Bund Daily (-2x) Inverse UCITS ETF (Acc)) and WEBG.DE (Amundi Prime All Country World UCITS ETF Dist) are both exchange-traded funds - LYQK.DE is a Inverse Bonds fund tracking the Solactive Bund Daily (-2x) Inverse 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, LYQK.DE returned 4.29% vs 25.99% for WEBG.DE. At a correlation of -0.09, they often move in opposite directions. LYQK.DE charges 0.20%/yr vs 0.07%/yr for WEBG.DE.

Performance

LYQK.DE vs. WEBG.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi German Bund Daily (-2x) Inverse UCITS ETF (Acc) (LYQK.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, LYQK.DE achieves a 0.41% return, which is significantly lower than WEBG.DE's 13.52% return.

LYQK.DE

• 1D: 0.61%
• 1M: -1.58%
• 6M: -0.25%
• YTD: 0.41%
• 1Y: 4.29%
• 3Y*: 4.23%
• 5Y*: 10.16%
• 10Y*: 1.97%

WEBG.DE

• 1D: 0.00%
• 1M: 0.41%
• 6M: 13.58%
• YTD: 13.52%
• 1Y: 25.99%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

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

	2026 (YTD)	2025	2024
LYQK.DE Amundi German Bund Daily (-2x) Inverse UCITS ETF (Acc)	0.41%	7.07%	5.81%
WEBG.DE Amundi Prime All Country World UCITS ETF Dist	13.52%	9.19%	6.71%

Correlation

The correlation between LYQK.DE and WEBG.DE is -0.26, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.26
Correlation (All Time) Calculated using the full available price history since Mar 11, 2024	-0.09

The correlation between LYQK.DE and WEBG.DE shifts across timeframes, from -0.26 (1 year) to -0.09 (all time), reflecting how their relationship changes across market environments.

Return for Risk

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

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

LYQK.DE

LYQK.DE Risk / Return Rank: 18
LYQK.DE Sharpe Ratio Rank: 17
LYQK.DE Sortino Ratio Rank: 15
LYQK.DE Omega Ratio Rank: 15
LYQK.DE Calmar Ratio Rank: 20
LYQK.DE Martin Ratio Rank: 20

WEBG.DE

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

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

This table presents a comparison of risk-adjusted performance metrics for Amundi German Bund Daily (-2x) Inverse UCITS ETF (Acc) (LYQK.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.

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.

	LYQK.DE	WEBG.DE	Difference
Sharpe ratio: Return per unit of total volatility	0.47	1.07	-0.59
Sortino ratio: Return per unit of downside risk	0.74	1.71	-0.96
Omega ratio: Gain probability vs. loss probability	1.09	1.36	-0.27
Calmar ratio: Return relative to maximum drawdown	0.80	1.65	-0.85
Martin ratio: Return relative to average drawdown	2.12	2.93	-0.81

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

The current LYQK.DE Sharpe Ratio is 0.47, which is lower than the WEBG.DE Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of LYQK.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.

Drawdowns

LYQK.DE vs. WEBG.DE - Drawdown Comparison

The maximum LYQK.DE drawdown since its inception was -74.12%, 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 LYQK.DE and WEBG.DE.

Drawdown Indicators

	LYQK.DE	WEBG.DE	Difference
Max Drawdown Largest peak-to-trough decline	-74.12%	-21.31%	-52.81%
Max Drawdown (1Y) Largest decline over 1 year	-5.35%	-15.74%	+10.39%
Max Drawdown (3Y) Largest decline over 3 years	-14.86%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-19.26%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-33.02%	—	—
Current Drawdown Current decline from peak	-55.73%	-1.30%	-54.43%
Average Drawdown Average peak-to-trough decline	-54.30%	-5.93%	-48.37%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.02%	8.88%	-6.86%

Volatility

LYQK.DE vs. WEBG.DE - Volatility Comparison

The current volatility for Amundi German Bund Daily (-2x) Inverse UCITS ETF (Acc) (LYQK.DE) is 2.11%, while Amundi Prime All Country World UCITS ETF Dist (WEBG.DE) has a volatility of 3.76%. This indicates that LYQK.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

	LYQK.DE	WEBG.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.11%	3.76%	-1.65%
Volatility (6M) Calculated over the trailing 6-month period	7.34%	8.89%	-1.55%
Volatility (1Y) Calculated over the trailing 1-year period	9.05%	24.40%	-15.35%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.97%	20.64%	-5.67%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.26%	20.64%	-8.38%

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

LYQK.DE has a 0.20% expense ratio, which is higher than WEBG.DE's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

LYQK.DE vs. WEBG.DE - Dividend Comparison

Neither LYQK.DE nor WEBG.DE has paid dividends to shareholders.

Position	TTM	2025
LYQK.DE Amundi German Bund Daily (-2x) Inverse UCITS ETF (Acc)	0.00%	0.00%
WEBG.DE Amundi Prime All Country World UCITS ETF Dist	1.22%	1.32%

Frequently Asked Questions

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

LYQK.DE and WEBG.DE have a correlation of -0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, LYQK.DE or WEBG.DE?

On fees, WEBG.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

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

WEBG.DE is cheaper with a 0.07% expense ratio, compared with 0.20% for LYQK.DE.

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

LYQK.DE is categorized as Inverse Bonds, while WEBG.DE is Global Equities. LYQK.DE tracks Solactive Bund Daily (-2x) Inverse Index, while WEBG.DE tracks Solactive GBS Global Markets Large & Mid Cap Index. Their fees differ too: 0.20% for LYQK.DE and 0.07% for WEBG.DE.