LYYA.DE vs. ETLQ.DE
LYYA.DE (Amundi MSCI World II UCITS ETF Dist) and ETLQ.DE (L&G Global Equity UCITS ETF) are both Global Equities funds - LYYA.DE tracks the MSCI World while ETLQ.DE tracks the Solactive Core Developed Markets Large & Mid Cap. Both are passively managed. Over the past 5 years, LYYA.DE returned 12.92%/yr vs 13.10%/yr for ETLQ.DE. With a 0.98 correlation, they move nearly in lockstep. LYYA.DE charges 0.30%/yr vs 0.10%/yr for ETLQ.DE.
Performance
LYYA.DE vs. ETLQ.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 ETLQ.DE slightly higher at 10.88%.
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%
ETLQ.DE
- 1D
- 0.00%
- 1M
- 3.89%
- YTD
- 10.88%
- 6M
- 10.99%
- 1Y
- 23.85%
- 3Y*
- 17.73%
- 5Y*
- 13.10%
- 10Y*
- —
LYYA.DE vs. ETLQ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
LYYA.DE Amundi MSCI World II UCITS ETF Dist | 10.86% | 7.87% | 26.02% | 20.23% | -13.67% | 32.82% | 5.50% | 24.47% |
ETLQ.DE L&G Global Equity UCITS ETF | 10.88% | 8.14% | 26.10% | 20.83% | -13.64% | 32.63% | 5.63% | 24.59% |
Correlation
The correlation between LYYA.DE and ETLQ.DE is 0.99 - 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 | 0.99 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.99 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.99 |
Correlation (All Time) Calculated using the full available price history since Jan 17, 2019 | 0.98 |
The correlation between LYYA.DE and ETLQ.DE has been stable across timeframes, ranging from 0.98 to 0.99 - a consistent structural relationship.
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Return for Risk
LYYA.DE vs. ETLQ.DE — Risk / Return Rank
LYYA.DE
ETLQ.DE
LYYA.DE vs. ETLQ.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 L&G Global Equity UCITS ETF (ETLQ.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 | ETLQ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 0.00 | ||
| Sortino ratioReturn per unit of downside risk | +0.01 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.39 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.60 | 3.56 | +0.03 |
| Martin ratioReturn relative to average drawdown | 14.40 | 14.23 | +0.17 |
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 | ETLQ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.13 | 2.13 | 0.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.90 | 0.92 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.84 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.93 | -0.40 |
Drawdowns
LYYA.DE vs. ETLQ.DE - Drawdown Comparison
The maximum LYYA.DE drawdown since its inception was -54.50%, which is greater than ETLQ.DE's maximum drawdown of -33.38%. Use the drawdown chart below to compare losses from any high point for LYYA.DE and ETLQ.DE.
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Drawdown Indicators
| LYYA.DE | ETLQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.50% | -33.38% | -21.12% |
Max Drawdown (1Y)Largest decline over 1 year | -6.58% | -6.68% | +0.10% |
Max Drawdown (3Y)Largest decline over 3 years | -21.64% | -21.58% | -0.06% |
Max Drawdown (5Y)Largest decline over 5 years | -21.64% | -21.58% | -0.06% |
Max Drawdown (10Y)Largest decline over 10 years | -33.90% | — | — |
Current DrawdownCurrent decline from peak | -0.36% | -0.34% | -0.02% |
Average DrawdownAverage peak-to-trough decline | -9.82% | -4.33% | -5.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.65% | 1.68% | -0.03% |
Volatility
LYYA.DE vs. ETLQ.DE - Volatility Comparison
Amundi MSCI World II UCITS ETF Dist (LYYA.DE) and L&G Global Equity UCITS ETF (ETLQ.DE) have volatilities of 2.64% and 2.68%, 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 | ETLQ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.64% | 2.68% | -0.04% |
Volatility (6M)Calculated over the trailing 6-month period | 7.75% | 7.77% | -0.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.10% | 11.18% | -0.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.17% | 14.06% | +0.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.13% | 15.74% | -0.61% |
LYYA.DE vs. ETLQ.DE - Expense Ratio Comparison
LYYA.DE has a 0.30% expense ratio, which is higher than ETLQ.DE's 0.10% expense ratio.
Dividends
LYYA.DE vs. ETLQ.DE - Dividend Comparison
LYYA.DE's dividend yield for the trailing twelve months is around 1.14%, while ETLQ.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ETLQ.DE L&G Global Equity UCITS ETF | 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 0.99, LYYA.DE and ETLQ.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, ETLQ.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ETLQ.DE is cheaper with a 0.10% expense ratio, compared with 0.30% for LYYA.DE.
LYYA.DE tracks MSCI World, while ETLQ.DE tracks Solactive Core Developed Markets Large & Mid Cap. They also come from different issuers: Amundi and Legal & General. Their fees differ too: 0.30% for LYYA.DE and 0.10% for ETLQ.DE.
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