LYY7.DE vs. EXS2.DE
LYY7.DE (Amundi Dax III UCITS ETF Acc) and EXS2.DE (iShares TecDAX UCITS ETF (DE)) are both Europe Equities funds - LYY7.DE tracks the DAX® while EXS2.DE tracks the TecDAX®. Both are passively managed. Over the past 10 years, LYY7.DE returned 8.86%/yr vs 9.01%/yr for EXS2.DE. A 0.77 correlation means they provide meaningful diversification when combined. LYY7.DE charges 0.15%/yr vs 0.51%/yr for EXS2.DE.
Performance
LYY7.DE vs. EXS2.DE - Performance Comparison
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Returns By Period
In the year-to-date period, LYY7.DE achieves a 1.32% return, which is significantly lower than EXS2.DE's 15.70% return. Both investments have delivered pretty close results over the past 10 years, with LYY7.DE having a 8.86% annualized return and EXS2.DE not far ahead at 9.01%.
LYY7.DE
- 1D
- 0.49%
- 1M
- -0.07%
- YTD
- 1.32%
- 6M
- 3.35%
- 1Y
- 1.98%
- 3Y*
- 15.46%
- 5Y*
- 9.09%
- 10Y*
- 8.86%
EXS2.DE
- 1D
- 0.52%
- 1M
- 10.24%
- YTD
- 15.70%
- 6M
- 16.12%
- 1Y
- 5.55%
- 3Y*
- 8.54%
- 5Y*
- 3.72%
- 10Y*
- 9.01%
LYY7.DE vs. EXS2.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LYY7.DE Amundi Dax III UCITS ETF Acc | 1.32% | 22.58% | 18.16% | 19.56% | -12.88% | 15.21% | 3.01% | 24.70% | -18.55% | 12.11% |
EXS2.DE iShares TecDAX UCITS ETF (DE) | 15.70% | 5.33% | 1.63% | 13.54% | -26.00% | 21.07% | 6.12% | 22.25% | -3.77% | 39.90% |
Correlation
The correlation between LYY7.DE and EXS2.DE 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 | 0.82 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.80 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.77 |
Correlation (All Time) Calculated using the full available price history since Jun 29, 2006 | 0.77 |
The correlation between LYY7.DE and EXS2.DE has been stable across timeframes, ranging from 0.77 to 0.82 - a consistent structural relationship.
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Return for Risk
LYY7.DE vs. EXS2.DE — Risk / Return Rank
LYY7.DE
EXS2.DE
LYY7.DE vs. EXS2.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi Dax III UCITS ETF Acc (LYY7.DE) and iShares TecDAX UCITS ETF (DE) (EXS2.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.
| LYY7.DE | EXS2.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.22 | ||
| Sortino ratioReturn per unit of downside risk | -0.33 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.07 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 0.18 | 0.40 | -0.22 |
| Martin ratioReturn relative to average drawdown | 0.56 | 0.80 | -0.24 |
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
| LYY7.DE | EXS2.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.14 | 0.36 | -0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.20 | +0.33 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 0.46 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.14 | +0.21 |
Drawdowns
LYY7.DE vs. EXS2.DE - Drawdown Comparison
The maximum LYY7.DE drawdown since its inception was -55.24%, smaller than the maximum EXS2.DE drawdown of -84.49%. Use the drawdown chart below to compare losses from any high point for LYY7.DE and EXS2.DE.
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Drawdown Indicators
| LYY7.DE | EXS2.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.24% | -84.49% | +29.25% |
Max Drawdown (1Y)Largest decline over 1 year | -12.31% | -16.12% | +3.81% |
Max Drawdown (3Y)Largest decline over 3 years | -15.92% | -17.93% | +2.01% |
Max Drawdown (5Y)Largest decline over 5 years | -26.71% | -34.97% | +8.26% |
Max Drawdown (10Y)Largest decline over 10 years | -38.74% | -34.97% | -3.77% |
Current DrawdownCurrent decline from peak | -2.28% | -0.81% | -1.47% |
Average DrawdownAverage peak-to-trough decline | -11.37% | -39.46% | +28.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.99% | 8.07% | -4.08% |
Volatility
LYY7.DE vs. EXS2.DE - Volatility Comparison
Amundi Dax III UCITS ETF Acc (LYY7.DE) and iShares TecDAX UCITS ETF (DE) (EXS2.DE) have volatilities of 5.09% and 5.29%, 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.
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Volatility by Period
| LYY7.DE | EXS2.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.09% | 5.29% | -0.20% |
Volatility (6M)Calculated over the trailing 6-month period | 12.96% | 14.25% | -1.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.09% | 17.83% | -1.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.18% | 18.80% | -1.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.35% | 19.47% | -1.12% |
LYY7.DE vs. EXS2.DE - Expense Ratio Comparison
LYY7.DE has a 0.15% expense ratio, which is lower than EXS2.DE's 0.51% expense ratio.
Dividends
LYY7.DE vs. EXS2.DE - Dividend Comparison
Neither LYY7.DE nor EXS2.DE has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXS2.DE iShares TecDAX UCITS ETF (DE) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.04% | 0.15% | 0.25% | 0.36% |
LYY7.DE Amundi Dax III UCITS ETF 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% |
Frequently Asked Questions
LYY7.DE and EXS2.DE 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.
On fees, LYY7.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
LYY7.DE is cheaper with a 0.15% expense ratio, compared with 0.51% for EXS2.DE.
LYY7.DE tracks DAX®, while EXS2.DE tracks TecDAX®. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.15% for LYY7.DE and 0.51% for EXS2.DE.
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