LYYA.DE vs. 18MK.DE
LYYA.DE (Amundi MSCI World II UCITS ETF Dist) and 18MK.DE (Amundi MSCI India UCITS ETF EUR) are both exchange-traded funds - LYYA.DE is a Global Equities fund tracking the MSCI World, while 18MK.DE is a Asia Pacific Equities fund tracking the MSCI India. Both are passively managed. Over the past 10 years, LYYA.DE returned 12.81%/yr vs 6.21%/yr for 18MK.DE. A 0.56 correlation means they provide meaningful diversification when combined. LYYA.DE charges 0.30%/yr vs 0.80%/yr for 18MK.DE.
Performance
LYYA.DE vs. 18MK.DE - Performance Comparison
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Returns By Period
In the year-to-date period, LYYA.DE achieves a 10.86% return, which is significantly higher than 18MK.DE's -11.57% return. Over the past 10 years, LYYA.DE has outperformed 18MK.DE with an annualized return of 12.81%, while 18MK.DE has yielded a comparatively lower 6.21% annualized return.
LYYA.DE
- 1D
- -0.04%
- 1M
- 3.66%
- YTD
- 10.86%
- 6M
- 11.02%
- 1Y
- 23.70%
- 3Y*
- 17.57%
- 5Y*
- 12.92%
- 10Y*
- 12.81%
18MK.DE
- 1D
- 0.68%
- 1M
- -3.98%
- YTD
- -11.57%
- 6M
- -13.20%
- 1Y
- -15.27%
- 3Y*
- 1.67%
- 5Y*
- 3.55%
- 10Y*
- 6.21%
LYYA.DE vs. 18MK.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LYYA.DE Amundi MSCI World II UCITS ETF Dist | 10.86% | 7.87% | 26.02% | 20.23% | -13.67% | 32.82% | 5.50% | 31.13% | -5.06% | 7.74% |
18MK.DE Amundi MSCI India UCITS ETF EUR | -11.57% | -10.32% | 16.35% | 14.11% | -2.28% | 33.62% | 2.72% | 9.58% | -4.91% | 20.20% |
Correlation
The correlation between LYYA.DE and 18MK.DE is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.49 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.43 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.45 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.52 |
Correlation (All Time) Calculated using the full available price history since Feb 25, 2010 | 0.56 |
The correlation between LYYA.DE and 18MK.DE shifts across timeframes, from 0.43 (3 years) to 0.56 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
LYYA.DE vs. 18MK.DE — Risk / Return Rank
LYYA.DE
18MK.DE
LYYA.DE vs. 18MK.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI World II UCITS ETF Dist (LYYA.DE) and Amundi MSCI India UCITS ETF EUR (18MK.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.
| LYYA.DE | 18MK.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.02 | ||
| Sortino ratioReturn per unit of downside risk | +4.22 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 0.87 | +0.54 |
| Calmar ratioReturn relative to maximum drawdown | 3.60 | -0.72 | +4.32 |
| Martin ratioReturn relative to average drawdown | 14.40 | -1.54 | +15.95 |
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
| LYYA.DE | 18MK.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.13 | -0.89 | +3.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.90 | 0.21 | +0.69 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.84 | 0.30 | +0.54 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.25 | +0.29 |
Drawdowns
LYYA.DE vs. 18MK.DE - Drawdown Comparison
The maximum LYYA.DE drawdown since its inception was -54.50%, which is greater than 18MK.DE's maximum drawdown of -42.41%. Use the drawdown chart below to compare losses from any high point for LYYA.DE and 18MK.DE.
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Drawdown Indicators
| LYYA.DE | 18MK.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.50% | -42.41% | -12.09% |
Max Drawdown (1Y)Largest decline over 1 year | -6.58% | -20.43% | +13.85% |
Max Drawdown (3Y)Largest decline over 3 years | -21.64% | -29.72% | +8.08% |
Max Drawdown (5Y)Largest decline over 5 years | -21.64% | -29.72% | +8.08% |
Max Drawdown (10Y)Largest decline over 10 years | -33.90% | -41.56% | +7.66% |
Current DrawdownCurrent decline from peak | -0.36% | -26.69% | +26.33% |
Average DrawdownAverage peak-to-trough decline | -9.82% | -12.59% | +2.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.65% | 9.60% | -7.95% |
Volatility
LYYA.DE vs. 18MK.DE - Volatility Comparison
The current volatility for Amundi MSCI World II UCITS ETF Dist (LYYA.DE) is 2.64%, while Amundi MSCI India UCITS ETF EUR (18MK.DE) has a volatility of 5.23%. This indicates that LYYA.DE experiences smaller price fluctuations and is considered to be less risky than 18MK.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LYYA.DE | 18MK.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.64% | 5.23% | -2.59% |
Volatility (6M)Calculated over the trailing 6-month period | 7.75% | 13.99% | -6.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.10% | 16.62% | -5.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.17% | 16.58% | -2.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.13% | 20.29% | -5.16% |
LYYA.DE vs. 18MK.DE - Expense Ratio Comparison
LYYA.DE has a 0.30% expense ratio, which is lower than 18MK.DE's 0.80% expense ratio.
Dividends
LYYA.DE vs. 18MK.DE - Dividend Comparison
LYYA.DE's dividend yield for the trailing twelve months is around 1.14%, while 18MK.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
18MK.DE Amundi MSCI India UCITS ETF EUR | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
LYYA.DE Amundi MSCI World II UCITS ETF Dist | 1.14% | 1.26% | 1.63% | 1.35% | 1.95% | 1.31% | 1.58% | 1.49% | 2.36% | 2.05% | 2.33% | 2.55% |
Frequently Asked Questions
LYYA.DE and 18MK.DE have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, LYYA.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
LYYA.DE is cheaper with a 0.30% expense ratio, compared with 0.80% for 18MK.DE.
LYYA.DE is categorized as Global Equities, while 18MK.DE is Asia Pacific Equities. LYYA.DE tracks MSCI World, while 18MK.DE tracks MSCI India. Their fees differ too: 0.30% for LYYA.DE and 0.80% for 18MK.DE.
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