LYYA.DE vs. EL4X.DE
LYYA.DE (Amundi MSCI World II UCITS ETF Dist) and EL4X.DE (Deka DAXplus Maximum Dividend UCITS ETF) are both exchange-traded funds - LYYA.DE is a Global Equities fund tracking the MSCI World, while EL4X.DE is a Europe Equities fund tracking the DAXplus® Maximum Dividend. Both are passively managed. Over the past 10 years, LYYA.DE returned 12.81%/yr vs 2.29%/yr for EL4X.DE. A 0.70 correlation means they provide meaningful diversification when combined. Both charge a 0.30% expense ratio.
Performance
LYYA.DE vs. EL4X.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 EL4X.DE's 6.17% return. Over the past 10 years, LYYA.DE has outperformed EL4X.DE with an annualized return of 12.81%, while EL4X.DE has yielded a comparatively lower 2.29% 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%
EL4X.DE
- 1D
- 0.59%
- 1M
- -2.49%
- YTD
- 6.17%
- 6M
- 9.60%
- 1Y
- 6.36%
- 3Y*
- 9.31%
- 5Y*
- 2.45%
- 10Y*
- 2.29%
LYYA.DE vs. EL4X.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% |
EL4X.DE Deka DAXplus Maximum Dividend UCITS ETF | 6.17% | 14.14% | -1.45% | 26.38% | -20.06% | 9.02% | -2.95% | 11.71% | -18.87% | 5.70% |
Correlation
The correlation between LYYA.DE and EL4X.DE is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.58 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.54 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.61 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.66 |
Correlation (All Time) Calculated using the full available price history since Apr 17, 2009 | 0.70 |
The correlation between LYYA.DE and EL4X.DE shifts across timeframes, from 0.54 (3 years) to 0.70 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
LYYA.DE vs. EL4X.DE — Risk / Return Rank
LYYA.DE
EL4X.DE
LYYA.DE vs. EL4X.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 Deka DAXplus Maximum Dividend UCITS ETF (EL4X.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 | EL4X.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.69 | ||
| Sortino ratioReturn per unit of downside risk | +2.27 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.09 | +0.31 |
| Calmar ratioReturn relative to maximum drawdown | 3.60 | 0.68 | +2.91 |
| Martin ratioReturn relative to average drawdown | 14.40 | 1.48 | +12.92 |
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 | EL4X.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.13 | 0.44 | +1.69 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.90 | 0.14 | +0.76 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.84 | 0.13 | +0.72 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.29 | +0.24 |
Drawdowns
LYYA.DE vs. EL4X.DE - Drawdown Comparison
The maximum LYYA.DE drawdown since its inception was -54.50%, roughly equal to the maximum EL4X.DE drawdown of -52.91%. Use the drawdown chart below to compare losses from any high point for LYYA.DE and EL4X.DE.
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Drawdown Indicators
| LYYA.DE | EL4X.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.50% | -52.91% | -1.59% |
Max Drawdown (1Y)Largest decline over 1 year | -6.58% | -9.87% | +3.29% |
Max Drawdown (3Y)Largest decline over 3 years | -21.64% | -16.60% | -5.04% |
Max Drawdown (5Y)Largest decline over 5 years | -21.64% | -34.51% | +12.87% |
Max Drawdown (10Y)Largest decline over 10 years | -33.90% | -52.91% | +19.01% |
Current DrawdownCurrent decline from peak | -0.36% | -2.74% | +2.38% |
Average DrawdownAverage peak-to-trough decline | -9.82% | -12.17% | +2.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.65% | 4.56% | -2.91% |
Volatility
LYYA.DE vs. EL4X.DE - Volatility Comparison
The current volatility for Amundi MSCI World II UCITS ETF Dist (LYYA.DE) is 2.64%, while Deka DAXplus Maximum Dividend UCITS ETF (EL4X.DE) has a volatility of 4.54%. This indicates that LYYA.DE experiences smaller price fluctuations and is considered to be less risky than EL4X.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 | EL4X.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.64% | 4.54% | -1.90% |
Volatility (6M)Calculated over the trailing 6-month period | 7.75% | 11.68% | -3.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.10% | 15.25% | -4.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.17% | 16.85% | -2.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.13% | 18.23% | -3.10% |
LYYA.DE vs. EL4X.DE - Expense Ratio Comparison
Both LYYA.DE and EL4X.DE have an expense ratio of 0.30%.
Dividends
LYYA.DE vs. EL4X.DE - Dividend Comparison
LYYA.DE's dividend yield for the trailing twelve months is around 1.14%, less than EL4X.DE's 4.73% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EL4X.DE Deka DAXplus Maximum Dividend UCITS ETF | 4.73% | 5.11% | 7.17% | 5.99% | 8.64% | 3.83% | 2.89% | 6.66% | 8.48% | 7.17% | 7.37% | 5.62% |
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 EL4X.DE have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.30% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
LYYA.DE and EL4X.DE have the same expense ratio: 0.30% per year.
LYYA.DE is categorized as Global Equities, while EL4X.DE is Europe Equities. LYYA.DE tracks MSCI World, while EL4X.DE tracks DAXplus® Maximum Dividend. They also come from different issuers: Amundi and Deka.
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