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LYY0.DE vs. SPYY.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between LYY0.DE and SPYY.DE is 0.89, 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.


-0.50.00.51.00.9

Performance

LYY0.DE vs. SPYY.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 SPDR MSCI ACWI UCITS ETF (SPYY.DE). The values are adjusted to include any dividend payments, if applicable.

0.00%2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
9.14%
9.22%
LYY0.DE
SPYY.DE

Key characteristics

Sharpe Ratio

LYY0.DE:

2.13

SPYY.DE:

2.13

Sortino Ratio

LYY0.DE:

2.89

SPYY.DE:

2.88

Omega Ratio

LYY0.DE:

1.42

SPYY.DE:

1.42

Calmar Ratio

LYY0.DE:

2.90

SPYY.DE:

2.87

Martin Ratio

LYY0.DE:

13.43

SPYY.DE:

13.45

Ulcer Index

LYY0.DE:

1.78%

SPYY.DE:

1.80%

Daily Std Dev

LYY0.DE:

11.30%

SPYY.DE:

11.40%

Max Drawdown

LYY0.DE:

-33.27%

SPYY.DE:

-33.49%

Current Drawdown

LYY0.DE:

-0.25%

SPYY.DE:

-0.25%

Returns By Period

The year-to-date returns for both investments are quite close, with LYY0.DE having a 4.58% return and SPYY.DE slightly higher at 4.60%. Both investments have delivered pretty close results over the past 10 years, with LYY0.DE having a 10.42% annualized return and SPYY.DE not far ahead at 10.64%.


LYY0.DE

YTD

4.58%

1M

4.28%

6M

16.67%

1Y

23.95%

5Y*

11.13%

10Y*

10.42%

SPYY.DE

YTD

4.60%

1M

4.30%

6M

16.76%

1Y

24.17%

5Y*

11.16%

10Y*

10.64%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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

LYY0.DE has a 0.45% expense ratio, which is higher than SPYY.DE's 0.40% expense ratio.


LYY0.DE
Amundi MSCI All Country World UCITS ETF EUR Acc
Expense ratio chart for LYY0.DE: current value at 0.45% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.45%
Expense ratio chart for SPYY.DE: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%

Risk-Adjusted Performance

LYY0.DE vs. SPYY.DE — Risk-Adjusted Performance Rank

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

LYY0.DE
The Risk-Adjusted Performance Rank of LYY0.DE is 8585
Overall Rank
The Sharpe Ratio Rank of LYY0.DE is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of LYY0.DE is 8484
Sortino Ratio Rank
The Omega Ratio Rank of LYY0.DE is 8888
Omega Ratio Rank
The Calmar Ratio Rank of LYY0.DE is 8181
Calmar Ratio Rank
The Martin Ratio Rank of LYY0.DE is 8686
Martin Ratio Rank

SPYY.DE
The Risk-Adjusted Performance Rank of SPYY.DE is 8585
Overall Rank
The Sharpe Ratio Rank of SPYY.DE is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of SPYY.DE is 8484
Sortino Ratio Rank
The Omega Ratio Rank of SPYY.DE is 8888
Omega Ratio Rank
The Calmar Ratio Rank of SPYY.DE is 8080
Calmar Ratio Rank
The Martin Ratio Rank of SPYY.DE is 8787
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

LYY0.DE vs. SPYY.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI All Country World UCITS ETF EUR Acc (LYY0.DE) and SPDR MSCI ACWI UCITS ETF (SPYY.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.


Sharpe ratio
The chart of Sharpe ratio for LYY0.DE, currently valued at 1.68, compared to the broader market0.002.004.001.681.69
The chart of Sortino ratio for LYY0.DE, currently valued at 2.34, compared to the broader market0.005.0010.002.342.36
The chart of Omega ratio for LYY0.DE, currently valued at 1.30, compared to the broader market0.501.001.502.002.503.001.301.31
The chart of Calmar ratio for LYY0.DE, currently valued at 2.46, compared to the broader market0.005.0010.0015.0020.002.462.43
The chart of Martin ratio for LYY0.DE, currently valued at 9.81, compared to the broader market0.0020.0040.0060.0080.00100.009.819.83
LYY0.DE
SPYY.DE

The current LYY0.DE Sharpe Ratio is 2.13, which is comparable to the SPYY.DE Sharpe Ratio of 2.13. The chart below compares the historical Sharpe Ratios of LYY0.DE and SPYY.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.


Rolling 12-month Sharpe Ratio1.502.002.503.00SeptemberOctoberNovemberDecember2025February
1.68
1.69
LYY0.DE
SPYY.DE

Dividends

LYY0.DE vs. SPYY.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

LYY0.DE vs. SPYY.DE - Drawdown Comparison

The maximum LYY0.DE drawdown since its inception was -33.27%, roughly equal to the maximum SPYY.DE drawdown of -33.49%. Use the drawdown chart below to compare losses from any high point for LYY0.DE and SPYY.DE. For additional features, visit the drawdowns tool.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.74%
-0.74%
LYY0.DE
SPYY.DE

Volatility

LYY0.DE vs. SPYY.DE - Volatility Comparison

Amundi MSCI All Country World UCITS ETF EUR Acc (LYY0.DE) and SPDR MSCI ACWI UCITS ETF (SPYY.DE) have volatilities of 4.03% and 3.99%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
4.03%
3.99%
LYY0.DE
SPYY.DE
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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