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LYYA.DE vs. AMEL.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LYYA.DE vs. AMEL.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi MSCI World II UCITS ETF Dist (LYYA.DE) and Amundi MSCI Emerging Markets Latin America UCITS ETF EUR (AMEL.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with LYYA.DE having a 10.86% return and AMEL.DE slightly lower at 10.83%. Over the past 10 years, LYYA.DE has outperformed AMEL.DE with an annualized return of 12.81%, while AMEL.DE has yielded a comparatively lower 7.43% 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%

AMEL.DE

1D
-0.86%
1M
-7.35%
YTD
10.83%
6M
10.61%
1Y
34.11%
3Y*
10.77%
5Y*
9.48%
10Y*
7.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LYYA.DE vs. AMEL.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
AMEL.DE
Amundi MSCI Emerging Markets Latin America UCITS ETF EUR
10.83%38.06%-22.22%28.09%16.34%-3.21%-21.29%20.69%-3.27%8.15%

Correlation

The correlation between LYYA.DE and AMEL.DE is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.46

Correlation (3Y)
Calculated over the trailing 3-year period

0.42

Correlation (5Y)
Calculated over the trailing 5-year period

0.44

Correlation (10Y)
Calculated over the trailing 10-year period

0.50

Correlation (All Time)
Calculated using the full available price history since Dec 1, 2011

0.55

The correlation between LYYA.DE and AMEL.DE shifts across timeframes, from 0.42 (3 years) to 0.55 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

LYYA.DE vs. AMEL.DE — Risk / Return Rank

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

LYYA.DE
LYYA.DE Risk / Return Rank: 7070
Overall Rank
LYYA.DE Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
LYYA.DE Sortino Ratio Rank: 6666
Sortino Ratio Rank
LYYA.DE Omega Ratio Rank: 6868
Omega Ratio Rank
LYYA.DE Calmar Ratio Rank: 7373
Calmar Ratio Rank
LYYA.DE Martin Ratio Rank: 7676
Martin Ratio Rank

AMEL.DE
AMEL.DE Risk / Return Rank: 5757
Overall Rank
AMEL.DE Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
AMEL.DE Sortino Ratio Rank: 5555
Sortino Ratio Rank
AMEL.DE Omega Ratio Rank: 5353
Omega Ratio Rank
AMEL.DE Calmar Ratio Rank: 6565
Calmar Ratio Rank
AMEL.DE Martin Ratio Rank: 5656
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.

LYYA.DE vs. AMEL.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 Emerging Markets Latin America UCITS ETF EUR (AMEL.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.DEAMEL.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.23

Sortino ratioReturn per unit of downside risk

+0.39

Omega ratioGain probability vs. loss probability

1.40

1.33

+0.08

Calmar ratioReturn relative to maximum drawdown

3.60

3.16

+0.43

Martin ratioReturn relative to average drawdown

14.40

9.66

+4.74

LYYA.DE vs. AMEL.DE - Sharpe Ratio Comparison

The current LYYA.DE Sharpe Ratio is 2.13, which is comparable to the AMEL.DE Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of LYYA.DE and AMEL.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


LYYA.DEAMEL.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.13

1.90

+0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.90

0.45

+0.45

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.84

0.29

+0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.12

+0.41

Drawdowns

LYYA.DE vs. AMEL.DE - Drawdown Comparison

The maximum LYYA.DE drawdown since its inception was -54.50%, roughly equal to the maximum AMEL.DE drawdown of -52.69%. Use the drawdown chart below to compare losses from any high point for LYYA.DE and AMEL.DE.


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Drawdown Indicators


LYYA.DEAMEL.DEDifference

Max Drawdown

Largest peak-to-trough decline

-54.50%

-52.69%

-1.81%

Max Drawdown (1Y)

Largest decline over 1 year

-6.58%

-10.86%

+4.28%

Max Drawdown (3Y)

Largest decline over 3 years

-21.64%

-25.38%

+3.74%

Max Drawdown (5Y)

Largest decline over 5 years

-21.64%

-25.38%

+3.74%

Max Drawdown (10Y)

Largest decline over 10 years

-33.90%

-51.31%

+17.41%

Current Drawdown

Current decline from peak

-0.36%

-10.86%

+10.50%

Average Drawdown

Average peak-to-trough decline

-9.82%

-17.89%

+8.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.65%

3.57%

-1.92%

Volatility

LYYA.DE vs. AMEL.DE - Volatility Comparison

The current volatility for Amundi MSCI World II UCITS ETF Dist (LYYA.DE) is 2.64%, while Amundi MSCI Emerging Markets Latin America UCITS ETF EUR (AMEL.DE) has a volatility of 5.32%. This indicates that LYYA.DE experiences smaller price fluctuations and is considered to be less risky than AMEL.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.DEAMEL.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.64%

5.32%

-2.68%

Volatility (6M)

Calculated over the trailing 6-month period

7.75%

15.30%

-7.55%

Volatility (1Y)

Calculated over the trailing 1-year period

11.10%

18.10%

-7.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.17%

20.90%

-6.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.13%

25.27%

-10.14%

LYYA.DE vs. AMEL.DE - Expense Ratio Comparison

LYYA.DE has a 0.30% expense ratio, which is higher than AMEL.DE's 0.20% expense ratio.


Dividends

LYYA.DE vs. AMEL.DE - Dividend Comparison

LYYA.DE's dividend yield for the trailing twelve months is around 1.14%, while AMEL.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
AMEL.DE
Amundi MSCI Emerging Markets Latin America 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 AMEL.DE have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, AMEL.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

AMEL.DE is cheaper with a 0.20% expense ratio, compared with 0.30% for LYYA.DE.

LYYA.DE is categorized as Global Equities, while AMEL.DE is Latin America Equities. LYYA.DE tracks MSCI World, while AMEL.DE tracks MSCI Emerging Markets Latin America. Their fees differ too: 0.30% for LYYA.DE and 0.20% for AMEL.DE.

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