LYY7.DE vs. SPYL.DE
Compare and contrast key facts about Amundi Dax III UCITS ETF Acc (LYY7.DE) and State Street SPDR S&P 500 UCITS ETF USD Acc (SPYL.DE).
LYY7.DE and SPYL.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. LYY7.DE is a passively managed fund by Amundi that tracks the performance of the DAX®. It was launched on Jun 1, 2006. SPYL.DE is a passively managed fund by State Street that tracks the performance of the S&P 500. It was launched on Aug 1, 2025. Both LYY7.DE and SPYL.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
LYY7.DE vs. SPYL.DE - Performance Comparison
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LYY7.DE vs. SPYL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
LYY7.DE Amundi Dax III UCITS ETF Acc | -5.76% | 22.58% | 18.16% | 12.24% |
SPYL.DE State Street SPDR S&P 500 UCITS ETF USD Acc | -2.78% | 4.71% | 32.33% | 9.54% |
Returns By Period
In the year-to-date period, LYY7.DE achieves a -5.76% return, which is significantly lower than SPYL.DE's -2.78% return.
LYY7.DE
- 1D
- -0.78%
- 1M
- -2.85%
- YTD
- -5.76%
- 6M
- -5.48%
- 1Y
- 2.73%
- 3Y*
- 13.46%
- 5Y*
- 8.29%
- 10Y*
- 8.37%
SPYL.DE
- 1D
- 0.22%
- 1M
- -2.52%
- YTD
- -2.78%
- 6M
- -0.07%
- 1Y
- 10.48%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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LYY7.DE vs. SPYL.DE - Expense Ratio Comparison
LYY7.DE has a 0.15% expense ratio, which is higher than SPYL.DE's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
LYY7.DE vs. SPYL.DE — Risk / Return Rank
LYY7.DE
SPYL.DE
LYY7.DE vs. SPYL.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 State Street SPDR S&P 500 UCITS ETF USD Acc (SPYL.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 | SPYL.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.15 | 0.61 | -0.45 |
Sortino ratioReturn per unit of downside risk | 0.33 | 0.92 | -0.59 |
Omega ratioGain probability vs. loss probability | 1.04 | 1.14 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 0.48 | 2.38 | -1.89 |
Martin ratioReturn relative to average drawdown | 1.68 | 8.06 | -6.38 |
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 | SPYL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.15 | 0.61 | -0.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 1.17 | -0.84 |
Correlation
The correlation between LYY7.DE and SPYL.DE is 0.55, 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
LYY7.DE vs. SPYL.DE - Dividend Comparison
Neither LYY7.DE nor SPYL.DE has paid dividends to shareholders.
Drawdowns
LYY7.DE vs. SPYL.DE - Drawdown Comparison
The maximum LYY7.DE drawdown since its inception was -55.24%, which is greater than SPYL.DE's maximum drawdown of -23.27%. Use the drawdown chart below to compare losses from any high point for LYY7.DE and SPYL.DE.
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Drawdown Indicators
| LYY7.DE | SPYL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.24% | -23.27% | -31.97% |
Max Drawdown (1Y)Largest decline over 1 year | -12.31% | -8.34% | -3.97% |
Max Drawdown (5Y)Largest decline over 5 years | -26.71% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -38.74% | — | — |
Current DrawdownCurrent decline from peak | -9.11% | -5.00% | -4.11% |
Average DrawdownAverage peak-to-trough decline | -11.43% | -3.41% | -8.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.54% | 2.10% | +1.44% |
Volatility
LYY7.DE vs. SPYL.DE - Volatility Comparison
Amundi Dax III UCITS ETF Acc (LYY7.DE) has a higher volatility of 6.69% compared to State Street SPDR S&P 500 UCITS ETF USD Acc (SPYL.DE) at 3.59%. This indicates that LYY7.DE's price experiences larger fluctuations and is considered to be riskier than SPYL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LYY7.DE | SPYL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.69% | 3.59% | +3.10% |
Volatility (6M)Calculated over the trailing 6-month period | 11.35% | 8.59% | +2.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.57% | 17.20% | +0.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.95% | 14.87% | +2.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.30% | 14.87% | +3.43% |