LYY0.DE vs. ACWL.L
LYY0.DE (Amundi MSCI All Country World UCITS ETF EUR Acc) and ACWL.L (Lyxor MSCI All Country World UCITS ETF) are both Global Equities funds from Amundi - LYY0.DE tracks the MSCI All Country World (ACWI) while ACWL.L tracks the MSCI ACWI NR USD. Both are passively managed. Over the past 10 years, LYY0.DE returned 12.25%/yr vs 12.46%/yr for ACWL.L. At a 0.28 correlation, their price movements are largely independent. Both charge a 0.45% expense ratio.
Performance
LYY0.DE vs. ACWL.L - Performance Comparison
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Different Trading Currencies
LYY0.DE is traded in EUR, while ACWL.L is traded in GBp. To make them comparable, the ACWL.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, LYY0.DE achieves a 12.53% return, which is significantly lower than ACWL.L's 13.24% return. Both investments have delivered pretty close results over the past 10 years, with LYY0.DE having a 12.25% annualized return and ACWL.L not far ahead at 12.46%.
LYY0.DE
- 1D
- -0.25%
- 1M
- 3.72%
- YTD
- 12.53%
- 6M
- 12.76%
- 1Y
- 26.11%
- 3Y*
- 17.75%
- 5Y*
- 12.16%
- 10Y*
- 12.25%
ACWL.L
- 1D
- -0.27%
- 1M
- 3.78%
- YTD
- 13.24%
- 6M
- 12.72%
- 1Y
- 26.24%
- 3Y*
- 17.69%
- 5Y*
- 12.26%
- 10Y*
- 12.46%
LYY0.DE vs. ACWL.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LYY0.DE Amundi MSCI All Country World UCITS ETF EUR Acc | 12.53% | 8.83% | 24.54% | 18.29% | -14.00% | 28.74% | 5.38% | 29.90% | -5.99% | 8.81% |
ACWL.L Lyxor MSCI All Country World UCITS ETF | 13.24% | 7.94% | 26.05% | 12.87% | -10.49% | 29.29% | 4.12% | 21.96% | 2.52% | 6.31% |
Correlation
The correlation between LYY0.DE and ACWL.L is 0.80, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.80 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.60 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.45 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Feb 3, 2015 | 0.28 |
Over the past year, LYY0.DE and ACWL.L have become more correlated (0.80) than their long-term average of 0.28, meaning their price movements have been converging.
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Return for Risk
LYY0.DE vs. ACWL.L — Risk / Return Rank
LYY0.DE
ACWL.L
LYY0.DE vs. ACWL.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI All Country World UCITS ETF EUR Acc (LYY0.DE) and Lyxor MSCI All Country World UCITS ETF (ACWL.L). 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.
| LYY0.DE | ACWL.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.17 | ||
| Sortino ratioReturn per unit of downside risk | -0.15 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.45 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 4.01 | 3.86 | +0.15 |
| Martin ratioReturn relative to average drawdown | 16.14 | 16.23 | -0.09 |
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
| LYY0.DE | ACWL.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.29 | 2.47 | -0.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.86 | 1.66 | -0.79 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.81 | 2.16 | -1.35 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.84 | 1.83 | -0.99 |
Drawdowns
LYY0.DE vs. ACWL.L - Drawdown Comparison
The maximum LYY0.DE drawdown since its inception was -33.27%, which is greater than ACWL.L's maximum drawdown of -21.44%. Use the drawdown chart below to compare losses from any high point for LYY0.DE and ACWL.L.
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Drawdown Indicators
| LYY0.DE | ACWL.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.27% | -21.44% | -11.83% |
Max Drawdown (1Y)Largest decline over 1 year | -6.54% | -6.80% | +0.26% |
Max Drawdown (3Y)Largest decline over 3 years | -21.28% | -20.75% | -0.53% |
Max Drawdown (5Y)Largest decline over 5 years | -21.28% | -20.75% | -0.53% |
Max Drawdown (10Y)Largest decline over 10 years | -33.27% | -21.44% | -11.83% |
Current DrawdownCurrent decline from peak | -0.65% | -0.38% | -0.27% |
Average DrawdownAverage peak-to-trough decline | -4.50% | -3.15% | -1.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.63% | 1.62% | +0.01% |
Volatility
LYY0.DE vs. ACWL.L - Volatility Comparison
Amundi MSCI All Country World UCITS ETF EUR Acc (LYY0.DE) has a higher volatility of 3.10% compared to Lyxor MSCI All Country World UCITS ETF (ACWL.L) at 2.61%. This indicates that LYY0.DE's price experiences larger fluctuations and is considered to be riskier than ACWL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LYY0.DE | ACWL.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.10% | 2.61% | +0.49% |
Volatility (6M)Calculated over the trailing 6-month period | 8.23% | 7.41% | +0.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.45% | 10.65% | +0.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.93% | 18.66% | -4.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.00% | 25.08% | -10.08% |
LYY0.DE vs. ACWL.L - Expense Ratio Comparison
Both LYY0.DE and ACWL.L have an expense ratio of 0.45%.
Dividends
LYY0.DE vs. ACWL.L - Dividend Comparison
Neither LYY0.DE nor ACWL.L has paid dividends to shareholders.
Frequently Asked Questions
LYY0.DE and ACWL.L have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.45% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
LYY0.DE and ACWL.L have the same expense ratio: 0.45% per year.
LYY0.DE tracks MSCI All Country World (ACWI), while ACWL.L tracks MSCI ACWI NR USD.
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