LYYA.DE vs. AUM5.DE
LYYA.DE (Amundi MSCI World II UCITS ETF Dist) and AUM5.DE (Amundi S&P 500 UCITS ETF EUR) are both exchange-traded funds - LYYA.DE is a Global Equities fund tracking the MSCI World, while AUM5.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, LYYA.DE returned 12.81%/yr vs 15.11%/yr for AUM5.DE. Their correlation of 0.94 suggests significant overlap in exposure. LYYA.DE charges 0.30%/yr vs 0.15%/yr for AUM5.DE.
Performance
LYYA.DE vs. AUM5.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with LYYA.DE having a 10.86% return and AUM5.DE slightly higher at 11.38%. Over the past 10 years, LYYA.DE has underperformed AUM5.DE with an annualized return of 12.81%, while AUM5.DE has yielded a comparatively higher 15.11% 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%
AUM5.DE
- 1D
- -0.16%
- 1M
- 4.40%
- YTD
- 11.38%
- 6M
- 10.89%
- 1Y
- 25.63%
- 3Y*
- 18.95%
- 5Y*
- 14.88%
- 10Y*
- 15.11%
LYYA.DE vs. AUM5.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% |
AUM5.DE Amundi S&P 500 UCITS ETF EUR | 11.38% | 4.80% | 32.39% | 22.64% | -14.14% | 40.96% | 7.10% | 34.94% | -1.01% | 6.82% |
Correlation
The correlation between LYYA.DE and AUM5.DE is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.96 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.96 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.97 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.97 |
Correlation (All Time) Calculated using the full available price history since Sep 15, 2010 | 0.94 |
The correlation between LYYA.DE and AUM5.DE has been stable across timeframes, ranging from 0.94 to 0.97 - a consistent structural relationship.
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Return for Risk
LYYA.DE vs. AUM5.DE — Risk / Return Rank
LYYA.DE
AUM5.DE
LYYA.DE vs. AUM5.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 S&P 500 UCITS ETF EUR (AUM5.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 | AUM5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.06 | ||
| Sortino ratioReturn per unit of downside risk | -0.02 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.41 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.60 | 3.57 | +0.02 |
| Martin ratioReturn relative to average drawdown | 14.40 | 12.74 | +1.66 |
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 | AUM5.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.13 | 2.20 | -0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.90 | 0.97 | -0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.84 | 0.93 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.96 | -0.43 |
Drawdowns
LYYA.DE vs. AUM5.DE - Drawdown Comparison
The maximum LYYA.DE drawdown since its inception was -54.50%, which is greater than AUM5.DE's maximum drawdown of -33.66%. Use the drawdown chart below to compare losses from any high point for LYYA.DE and AUM5.DE.
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Drawdown Indicators
| LYYA.DE | AUM5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.50% | -33.66% | -20.84% |
Max Drawdown (1Y)Largest decline over 1 year | -6.58% | -7.15% | +0.57% |
Max Drawdown (3Y)Largest decline over 3 years | -21.64% | -23.30% | +1.66% |
Max Drawdown (5Y)Largest decline over 5 years | -21.64% | -23.30% | +1.66% |
Max Drawdown (10Y)Largest decline over 10 years | -33.90% | -33.66% | -0.24% |
Current DrawdownCurrent decline from peak | -0.36% | -0.46% | +0.10% |
Average DrawdownAverage peak-to-trough decline | -9.82% | -4.00% | -5.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.65% | 2.01% | -0.36% |
Volatility
LYYA.DE vs. AUM5.DE - Volatility Comparison
Amundi MSCI World II UCITS ETF Dist (LYYA.DE) and Amundi S&P 500 UCITS ETF EUR (AUM5.DE) have volatilities of 2.64% and 2.63%, 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
| LYYA.DE | AUM5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.64% | 2.63% | +0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 7.75% | 7.61% | +0.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.10% | 11.64% | -0.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.17% | 15.19% | -1.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.13% | 16.07% | -0.94% |
LYYA.DE vs. AUM5.DE - Expense Ratio Comparison
LYYA.DE has a 0.30% expense ratio, which is higher than AUM5.DE's 0.15% expense ratio.
Dividends
LYYA.DE vs. AUM5.DE - Dividend Comparison
LYYA.DE's dividend yield for the trailing twelve months is around 1.14%, while AUM5.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AUM5.DE Amundi S&P 500 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
With a correlation of 0.96, LYYA.DE and AUM5.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, AUM5.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
AUM5.DE is cheaper with a 0.15% expense ratio, compared with 0.30% for LYYA.DE.
LYYA.DE is categorized as Global Equities, while AUM5.DE is S&P 500. LYYA.DE tracks MSCI World, while AUM5.DE tracks S&P 500 Index. Their fees differ too: 0.30% for LYYA.DE and 0.15% for AUM5.DE.
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