LYY0.DE vs. IQQ0.DE
LYY0.DE (Amundi MSCI All Country World UCITS ETF EUR Acc) and IQQ0.DE (iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc)) are both Global Equities funds - LYY0.DE tracks the MSCI All Country World (ACWI) while IQQ0.DE tracks the MSCI World Minimum Volatility. Both are passively managed. Over the past 10 years, LYY0.DE returned 12.25%/yr vs 6.81%/yr for IQQ0.DE. A 0.72 correlation means they provide meaningful diversification when combined. LYY0.DE charges 0.45%/yr vs 0.30%/yr for IQQ0.DE.
Performance
LYY0.DE vs. IQQ0.DE - Performance Comparison
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Returns By Period
In the year-to-date period, LYY0.DE achieves a 12.53% return, which is significantly higher than IQQ0.DE's 1.59% return. Over the past 10 years, LYY0.DE has outperformed IQQ0.DE with an annualized return of 12.25%, while IQQ0.DE has yielded a comparatively lower 6.81% annualized return.
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%
IQQ0.DE
- 1D
- -0.02%
- 1M
- 1.81%
- YTD
- 1.59%
- 6M
- 1.63%
- 1Y
- 0.25%
- 3Y*
- 6.35%
- 5Y*
- 6.14%
- 10Y*
- 6.81%
LYY0.DE vs. IQQ0.DE - 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% |
IQQ0.DE iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) | 1.59% | -1.26% | 17.64% | 3.73% | -4.34% | 24.26% | -6.77% | 26.17% | 2.03% | 3.11% |
Correlation
The correlation between LYY0.DE and IQQ0.DE is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.51 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.62 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.73 |
Correlation (All Time) Calculated using the full available price history since Feb 13, 2013 | 0.72 |
Over the past year, the correlation between LYY0.DE and IQQ0.DE has dropped to 0.32 - well below their long-term average of 0.72, suggesting their price drivers have been diverging.
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Return for Risk
LYY0.DE vs. IQQ0.DE — Risk / Return Rank
LYY0.DE
IQQ0.DE
LYY0.DE vs. IQQ0.DE - 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 iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) (IQQ0.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.
| LYY0.DE | IQQ0.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.33 | ||
| Sortino ratioReturn per unit of downside risk | +3.19 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.00 | +0.43 |
| Calmar ratioReturn relative to maximum drawdown | 4.01 | -0.05 | +4.07 |
| Martin ratioReturn relative to average drawdown | 16.14 | -0.12 | +16.26 |
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 | IQQ0.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.29 | -0.04 | +2.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.86 | 0.60 | +0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.81 | 0.58 | +0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.84 | 0.76 | +0.08 |
Drawdowns
LYY0.DE vs. IQQ0.DE - Drawdown Comparison
The maximum LYY0.DE drawdown since its inception was -33.27%, which is greater than IQQ0.DE's maximum drawdown of -28.65%. Use the drawdown chart below to compare losses from any high point for LYY0.DE and IQQ0.DE.
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Drawdown Indicators
| LYY0.DE | IQQ0.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.27% | -28.65% | -4.62% |
Max Drawdown (1Y)Largest decline over 1 year | -6.54% | -5.22% | -1.32% |
Max Drawdown (3Y)Largest decline over 3 years | -21.28% | -12.82% | -8.46% |
Max Drawdown (5Y)Largest decline over 5 years | -21.28% | -12.82% | -8.46% |
Max Drawdown (10Y)Largest decline over 10 years | -33.27% | -28.65% | -4.62% |
Current DrawdownCurrent decline from peak | -0.65% | -6.65% | +6.00% |
Average DrawdownAverage peak-to-trough decline | -4.50% | -4.54% | +0.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.63% | 2.44% | -0.81% |
Volatility
LYY0.DE vs. IQQ0.DE - Volatility Comparison
Amundi MSCI All Country World UCITS ETF EUR Acc (LYY0.DE) has a higher volatility of 3.10% compared to iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) (IQQ0.DE) at 2.53%. This indicates that LYY0.DE's price experiences larger fluctuations and is considered to be riskier than IQQ0.DE 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 | IQQ0.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.10% | 2.53% | +0.57% |
Volatility (6M)Calculated over the trailing 6-month period | 8.23% | 5.36% | +2.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.45% | 7.78% | +3.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.93% | 10.08% | +3.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.00% | 11.62% | +3.38% |
LYY0.DE vs. IQQ0.DE - Expense Ratio Comparison
LYY0.DE has a 0.45% expense ratio, which is higher than IQQ0.DE's 0.30% expense ratio.
Dividends
LYY0.DE vs. IQQ0.DE - Dividend Comparison
Neither LYY0.DE nor IQQ0.DE has paid dividends to shareholders.
Frequently Asked Questions
LYY0.DE and IQQ0.DE have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IQQ0.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IQQ0.DE is cheaper with a 0.30% expense ratio, compared with 0.45% for LYY0.DE.
LYY0.DE tracks MSCI All Country World (ACWI), while IQQ0.DE tracks MSCI World Minimum Volatility. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.45% for LYY0.DE and 0.30% for IQQ0.DE.
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