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

Performance

LYY0.DE vs. PRAM.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi MSCI All Country World UCITS ETF EUR Acc (LYY0.DE) and Amundi Prime Emerging Markets UCITS ETF DR (C) (PRAM.DE). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)20252024202320222021
LYY0.DE
Amundi MSCI All Country World UCITS ETF EUR Acc
-0.47%8.83%24.54%18.29%-14.00%9.57%
PRAM.DE
Amundi Prime Emerging Markets UCITS ETF DR (C)
6.47%17.03%13.52%7.05%-12.45%1.12%

Returns By Period

In the year-to-date period, LYY0.DE achieves a -0.47% return, which is significantly lower than PRAM.DE's 6.47% return.


LYY0.DE

1D
2.19%
1M
-3.37%
YTD
-0.47%
6M
3.09%
1Y
13.50%
3Y*
14.86%
5Y*
9.88%
10Y*
11.25%

PRAM.DE

1D
3.41%
1M
-5.29%
YTD
6.47%
6M
9.51%
1Y
25.11%
3Y*
14.17%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

LYY0.DE has a 0.45% expense ratio, which is higher than PRAM.DE's 0.10% expense ratio.


Return for Risk

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

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

LYY0.DE
LYY0.DE Risk / Return Rank: 4949
Overall Rank
LYY0.DE Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
LYY0.DE Sortino Ratio Rank: 4040
Sortino Ratio Rank
LYY0.DE Omega Ratio Rank: 4545
Omega Ratio Rank
LYY0.DE Calmar Ratio Rank: 5555
Calmar Ratio Rank
LYY0.DE Martin Ratio Rank: 6363
Martin Ratio Rank

PRAM.DE
PRAM.DE Risk / Return Rank: 7272
Overall Rank
PRAM.DE Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
PRAM.DE Sortino Ratio Rank: 7070
Sortino Ratio Rank
PRAM.DE Omega Ratio Rank: 6666
Omega Ratio Rank
PRAM.DE Calmar Ratio Rank: 8181
Calmar Ratio Rank
PRAM.DE Martin Ratio Rank: 7373
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.

LYY0.DE vs. PRAM.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 Amundi Prime Emerging Markets UCITS ETF DR (C) (PRAM.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.DEPRAM.DEDifference

Sharpe ratio

Return per unit of total volatility

0.85

1.35

-0.51

Sortino ratio

Return per unit of downside risk

1.20

1.85

-0.64

Omega ratio

Gain probability vs. loss probability

1.18

1.26

-0.08

Calmar ratio

Return relative to maximum drawdown

1.53

2.47

-0.94

Martin ratio

Return relative to average drawdown

6.83

8.26

-1.43

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

The current LYY0.DE Sharpe Ratio is 0.85, which is lower than the PRAM.DE Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of LYY0.DE and PRAM.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


LYY0.DEPRAM.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.85

1.35

-0.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

Sharpe Ratio (All Time)

Calculated using the full available price history

0.78

0.40

+0.37

Correlation

The correlation between LYY0.DE and PRAM.DE is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

LYY0.DE vs. PRAM.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

LYY0.DE vs. PRAM.DE - Drawdown Comparison

The maximum LYY0.DE drawdown since its inception was -33.27%, which is greater than PRAM.DE's maximum drawdown of -20.90%. Use the drawdown chart below to compare losses from any high point for LYY0.DE and PRAM.DE.


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Drawdown Indicators


LYY0.DEPRAM.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.27%

-20.90%

-12.37%

Max Drawdown (1Y)

Largest decline over 1 year

-13.18%

-13.38%

+0.20%

Max Drawdown (5Y)

Largest decline over 5 years

-21.28%

Max Drawdown (10Y)

Largest decline over 10 years

-33.27%

Current Drawdown

Current decline from peak

-3.93%

-7.49%

+3.56%

Average Drawdown

Average peak-to-trough decline

-4.55%

-7.96%

+3.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.99%

3.15%

-1.16%

Volatility

LYY0.DE vs. PRAM.DE - Volatility Comparison

The current volatility for Amundi MSCI All Country World UCITS ETF EUR Acc (LYY0.DE) is 4.66%, while Amundi Prime Emerging Markets UCITS ETF DR (C) (PRAM.DE) has a volatility of 7.13%. This indicates that LYY0.DE experiences smaller price fluctuations and is considered to be less risky than PRAM.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.DEPRAM.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.66%

7.13%

-2.47%

Volatility (6M)

Calculated over the trailing 6-month period

8.56%

13.28%

-4.72%

Volatility (1Y)

Calculated over the trailing 1-year period

15.92%

18.51%

-2.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.90%

16.48%

-2.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.09%

16.48%

-1.39%