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LYYA.DE vs. D5BK.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LYYA.DE vs. D5BK.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 Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C (D5BK.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LYYA.DE achieves a 9.94% return, which is significantly higher than D5BK.DE's 1.25% return. Over the past 10 years, LYYA.DE has outperformed D5BK.DE with an annualized return of 12.98%, while D5BK.DE has yielded a comparatively lower 0.42% annualized return.


LYYA.DE

1D
1.68%
1M
2.06%
YTD
9.94%
6M
11.38%
1Y
23.39%
3Y*
16.79%
5Y*
12.49%
10Y*
12.98%

D5BK.DE

1D
1.84%
1M
2.19%
YTD
1.25%
6M
4.38%
1Y
-0.90%
3Y*
7.63%
5Y*
-4.66%
10Y*
0.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LYYA.DE vs. D5BK.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LYYA.DE
Amundi MSCI World II UCITS ETF Dist
9.94%7.88%26.02%20.23%-13.67%32.82%5.50%31.13%-5.06%7.74%
D5BK.DE
Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C
1.25%5.96%-4.03%15.92%-36.47%16.81%-10.27%29.66%-8.93%12.62%

Correlation

The correlation between LYYA.DE and D5BK.DE is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.34

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

0.36

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

0.46

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

0.47

Correlation (All Time)
Calculated using the full available price history since Mar 25, 2010

0.55

Over the past year, the correlation between LYYA.DE and D5BK.DE has dropped to 0.34 - well below their long-term average of 0.55, suggesting their price drivers have been diverging.

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Return for Risk

LYYA.DE vs. D5BK.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: 7777
Overall Rank
LYYA.DE Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
LYYA.DE Sortino Ratio Rank: 7474
Sortino Ratio Rank
LYYA.DE Omega Ratio Rank: 7575
Omega Ratio Rank
LYYA.DE Calmar Ratio Rank: 7979
Calmar Ratio Rank
LYYA.DE Martin Ratio Rank: 8383
Martin Ratio Rank

D5BK.DE
D5BK.DE Risk / Return Rank: 99
Overall Rank
D5BK.DE Sharpe Ratio Rank: 99
Sharpe Ratio Rank
D5BK.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
D5BK.DE Omega Ratio Rank: 88
Omega Ratio Rank
D5BK.DE Calmar Ratio Rank: 99
Calmar Ratio Rank
D5BK.DE Martin Ratio Rank: 99
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. D5BK.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 Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C (D5BK.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


LYYA.DED5BK.DEDifference
Sharpe ratioReturn per unit of total volatility

+2.12

Sortino ratioReturn per unit of downside risk

+2.86

Omega ratioGain probability vs. loss probability

1.38

1.00

+0.38

Calmar ratioReturn relative to maximum drawdown

3.62

-0.06

+3.68

Martin ratioReturn relative to average drawdown

14.54

-0.14

+14.68

LYYA.DE vs. D5BK.DE - Sharpe Ratio Comparison

The current LYYA.DE Sharpe Ratio is 2.06, which is higher than the D5BK.DE Sharpe Ratio of -0.06. The chart below compares the historical Sharpe Ratios of LYYA.DE and D5BK.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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Drawdowns

LYYA.DE vs. D5BK.DE - Drawdown Comparison

The maximum LYYA.DE drawdown since its inception was -54.50%, which is greater than D5BK.DE's maximum drawdown of -46.42%. Use the drawdown chart below to compare losses from any high point for LYYA.DE and D5BK.DE.


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Drawdown Indicators


LYYA.DED5BK.DEDifference

Max Drawdown

Largest peak-to-trough decline

-54.50%

-46.42%

-8.08%

Max Drawdown (1Y)

Largest decline over 1 year

-6.43%

-15.59%

+9.16%

Max Drawdown (3Y)

Largest decline over 3 years

-21.64%

-21.63%

-0.01%

Max Drawdown (5Y)

Largest decline over 5 years

-21.64%

-46.42%

+24.78%

Max Drawdown (10Y)

Largest decline over 10 years

-33.90%

-46.42%

+12.52%

Current Drawdown

Current decline from peak

-1.18%

-26.88%

+25.70%

Average Drawdown

Average peak-to-trough decline

-9.84%

-13.25%

+3.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.60%

6.27%

-4.67%

Volatility

LYYA.DE vs. D5BK.DE - Volatility Comparison

The current volatility for Amundi MSCI World II UCITS ETF Dist (LYYA.DE) is 3.12%, while Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C (D5BK.DE) has a volatility of 5.11%. This indicates that LYYA.DE experiences smaller price fluctuations and is considered to be less risky than D5BK.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.DED5BK.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.12%

5.11%

-1.99%

Volatility (6M)

Calculated over the trailing 6-month period

8.05%

13.34%

-5.29%

Volatility (1Y)

Calculated over the trailing 1-year period

11.32%

15.97%

-4.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.19%

21.54%

-7.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.13%

19.94%

-4.81%

LYYA.DE vs. D5BK.DE - Expense Ratio Comparison

LYYA.DE has a 0.30% expense ratio, which is lower than D5BK.DE's 0.33% expense ratio.


Dividends

LYYA.DE vs. D5BK.DE - Dividend Comparison

LYYA.DE's dividend yield for the trailing twelve months is around 1.14%, while D5BK.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
D5BK.DE
Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C
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 D5BK.DE have a correlation of 0.34, 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 0.33% for D5BK.DE.

LYYA.DE is categorized as Global Equities, while D5BK.DE is REIT. LYYA.DE tracks MSCI World, while D5BK.DE tracks FTSE EPRA/NAREIT Developed Europe. They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.30% for LYYA.DE and 0.33% for D5BK.DE.

Portfolio Optimizer

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