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LYSX.DE vs. LYY0.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LYSX.DE vs. LYY0.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi EURO STOXX 50 II UCITS ETF Acc (LYSX.DE) and Amundi MSCI All Country World UCITS ETF EUR Acc (LYY0.DE). The values are adjusted to include any dividend payments, if applicable.

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LYSX.DE vs. LYY0.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LYSX.DE
Amundi EURO STOXX 50 II UCITS ETF Acc
-1.42%22.03%11.00%22.54%-8.86%23.39%-2.89%29.99%-12.14%9.97%
LYY0.DE
Amundi MSCI All Country World UCITS ETF EUR Acc
-0.57%8.83%24.54%18.29%-14.00%28.74%5.38%29.90%-5.99%8.81%

Returns By Period

In the year-to-date period, LYSX.DE achieves a -1.42% return, which is significantly lower than LYY0.DE's -0.57% return. Over the past 10 years, LYSX.DE has underperformed LYY0.DE with an annualized return of 9.89%, while LYY0.DE has yielded a comparatively higher 11.24% annualized return.


LYSX.DE

1D
-0.61%
1M
-1.21%
YTD
-1.42%
6M
1.56%
1Y
10.45%
3Y*
12.94%
5Y*
10.68%
10Y*
9.89%

LYY0.DE

1D
-0.09%
1M
-1.99%
YTD
-0.57%
6M
2.51%
1Y
13.47%
3Y*
14.80%
5Y*
9.86%
10Y*
11.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LYSX.DE vs. LYY0.DE - Expense Ratio Comparison

LYSX.DE has a 0.20% expense ratio, which is lower than LYY0.DE's 0.45% expense ratio.


Return for Risk

LYSX.DE vs. LYY0.DE — Risk / Return Rank

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

LYSX.DE
LYSX.DE Risk / Return Rank: 3434
Overall Rank
LYSX.DE Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
LYSX.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
LYSX.DE Omega Ratio Rank: 2727
Omega Ratio Rank
LYSX.DE Calmar Ratio Rank: 4242
Calmar Ratio Rank
LYSX.DE Martin Ratio Rank: 4242
Martin Ratio Rank

LYY0.DE
LYY0.DE Risk / Return Rank: 5959
Overall Rank
LYY0.DE Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
LYY0.DE Sortino Ratio Rank: 3939
Sortino Ratio Rank
LYY0.DE Omega Ratio Rank: 4343
Omega Ratio Rank
LYY0.DE Calmar Ratio Rank: 8484
Calmar Ratio Rank
LYY0.DE Martin Ratio Rank: 8484
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.

LYSX.DE vs. LYY0.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi EURO STOXX 50 II UCITS ETF Acc (LYSX.DE) and Amundi MSCI All Country World UCITS ETF EUR Acc (LYY0.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.


LYSX.DELYY0.DEDifference

Sharpe ratio

Return per unit of total volatility

0.60

0.84

-0.24

Sortino ratio

Return per unit of downside risk

0.91

1.20

-0.29

Omega ratio

Gain probability vs. loss probability

1.12

1.18

-0.06

Calmar ratio

Return relative to maximum drawdown

1.34

2.91

-1.57

Martin ratio

Return relative to average drawdown

4.92

11.27

-6.36

LYSX.DE vs. LYY0.DE - Sharpe Ratio Comparison

The current LYSX.DE Sharpe Ratio is 0.60, which is comparable to the LYY0.DE Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of LYSX.DE and LYY0.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


LYSX.DELYY0.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.60

0.84

-0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.70

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.74

-0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.78

-0.47

Correlation

The correlation between LYSX.DE and LYY0.DE is 0.70, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

LYSX.DE vs. LYY0.DE - Dividend Comparison

Neither LYSX.DE nor LYY0.DE has paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
LYSX.DE
Amundi EURO STOXX 50 II UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%0.00%2.19%3.26%3.89%3.19%3.71%3.85%
LYY0.DE
Amundi MSCI All Country World UCITS ETF EUR Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

LYSX.DE vs. LYY0.DE - Drawdown Comparison

The maximum LYSX.DE drawdown since its inception was -57.63%, which is greater than LYY0.DE's maximum drawdown of -33.27%. Use the drawdown chart below to compare losses from any high point for LYSX.DE and LYY0.DE.


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Drawdown Indicators


LYSX.DELYY0.DEDifference

Max Drawdown

Largest peak-to-trough decline

-57.63%

-33.27%

-24.36%

Max Drawdown (1Y)

Largest decline over 1 year

-10.87%

-8.90%

-1.97%

Max Drawdown (5Y)

Largest decline over 5 years

-23.32%

-21.28%

-2.04%

Max Drawdown (10Y)

Largest decline over 10 years

-38.38%

-33.27%

-5.11%

Current Drawdown

Current decline from peak

-7.60%

-4.03%

-3.57%

Average Drawdown

Average peak-to-trough decline

-13.23%

-4.55%

-8.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.97%

1.69%

+1.28%

Volatility

LYSX.DE vs. LYY0.DE - Volatility Comparison

Amundi EURO STOXX 50 II UCITS ETF Acc (LYSX.DE) has a higher volatility of 6.28% compared to Amundi MSCI All Country World UCITS ETF EUR Acc (LYY0.DE) at 4.49%. This indicates that LYSX.DE's price experiences larger fluctuations and is considered to be riskier than LYY0.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LYSX.DELYY0.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.28%

4.49%

+1.79%

Volatility (6M)

Calculated over the trailing 6-month period

10.92%

8.54%

+2.38%

Volatility (1Y)

Calculated over the trailing 1-year period

17.35%

15.90%

+1.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.21%

13.89%

+3.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.17%

15.09%

+3.08%