LYYA.DE vs. FGEQ.DE
LYYA.DE (Amundi MSCI World II UCITS ETF Dist) and FGEQ.DE (Fidelity Global Quality Income UCITS ETF Inc) are both Global Equities funds - LYYA.DE tracks the MSCI World while FGEQ.DE tracks the Fidelity Global Quality Income index. Both are passively managed. Over the past 5 years, LYYA.DE returned 12.92%/yr vs 11.69%/yr for FGEQ.DE. Their correlation of 0.94 suggests significant overlap in exposure. LYYA.DE charges 0.30%/yr vs 0.40%/yr for FGEQ.DE.
Performance
LYYA.DE vs. FGEQ.DE - Performance Comparison
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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 FGEQ.DE slightly lower at 10.59%.
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%
FGEQ.DE
- 1D
- -0.06%
- 1M
- 3.00%
- YTD
- 10.59%
- 6M
- 10.31%
- 1Y
- 23.46%
- 3Y*
- 14.55%
- 5Y*
- 11.69%
- 10Y*
- —
LYYA.DE vs. FGEQ.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% | 3.39% |
FGEQ.DE Fidelity Global Quality Income UCITS ETF Inc | 10.59% | 7.21% | 17.89% | 14.06% | -6.11% | 32.67% | -0.32% | 31.45% | -3.70% | 3.71% |
Correlation
The correlation between LYYA.DE and FGEQ.DE is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.89 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.89 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Apr 4, 2017 | 0.94 |
The correlation between LYYA.DE and FGEQ.DE has been stable across timeframes, ranging from 0.89 to 0.94 - a consistent structural relationship.
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Return for Risk
LYYA.DE vs. FGEQ.DE — Risk / Return Rank
LYYA.DE
FGEQ.DE
LYYA.DE vs. FGEQ.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 Fidelity Global Quality Income UCITS ETF Inc (FGEQ.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 | FGEQ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.18 | ||
| Sortino ratioReturn per unit of downside risk | -0.25 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.43 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.60 | 4.06 | -0.47 |
| Martin ratioReturn relative to average drawdown | 14.40 | 16.40 | -2.00 |
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 | FGEQ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.13 | 2.31 | -0.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.90 | 0.89 | +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 | 0.74 | -0.21 |
Drawdowns
LYYA.DE vs. FGEQ.DE - Drawdown Comparison
The maximum LYYA.DE drawdown since its inception was -54.50%, which is greater than FGEQ.DE's maximum drawdown of -34.40%. Use the drawdown chart below to compare losses from any high point for LYYA.DE and FGEQ.DE.
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Drawdown Indicators
| LYYA.DE | FGEQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.50% | -34.40% | -20.10% |
Max Drawdown (1Y)Largest decline over 1 year | -6.58% | -5.80% | -0.78% |
Max Drawdown (3Y)Largest decline over 3 years | -21.64% | -19.87% | -1.77% |
Max Drawdown (5Y)Largest decline over 5 years | -21.64% | -19.87% | -1.77% |
Max Drawdown (10Y)Largest decline over 10 years | -33.90% | — | — |
Current DrawdownCurrent decline from peak | -0.36% | -0.12% | -0.24% |
Average DrawdownAverage peak-to-trough decline | -9.82% | -3.85% | -5.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.65% | 1.44% | +0.21% |
Volatility
LYYA.DE vs. FGEQ.DE - Volatility Comparison
Amundi MSCI World II UCITS ETF Dist (LYYA.DE) has a higher volatility of 2.64% compared to Fidelity Global Quality Income UCITS ETF Inc (FGEQ.DE) at 2.36%. This indicates that LYYA.DE's price experiences larger fluctuations and is considered to be riskier than FGEQ.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 | FGEQ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.64% | 2.36% | +0.28% |
Volatility (6M)Calculated over the trailing 6-month period | 7.75% | 7.37% | +0.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.10% | 10.19% | +0.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.17% | 13.04% | +1.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.13% | 14.76% | +0.37% |
LYYA.DE vs. FGEQ.DE - Expense Ratio Comparison
LYYA.DE has a 0.30% expense ratio, which is lower than FGEQ.DE's 0.40% expense ratio.
Dividends
LYYA.DE vs. FGEQ.DE - Dividend Comparison
LYYA.DE's dividend yield for the trailing twelve months is around 1.14%, less than FGEQ.DE's 1.80% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FGEQ.DE Fidelity Global Quality Income UCITS ETF Inc | 1.80% | 1.90% | 2.24% | 2.77% | 2.81% | 2.13% | 2.29% | 2.11% | 2.41% | 1.51% | 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 FGEQ.DE have a correlation of 0.89, 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 0.40% for FGEQ.DE.
LYYA.DE tracks MSCI World, while FGEQ.DE tracks Fidelity Global Quality Income index. They also come from different issuers: Amundi and Fidelity. Their fees differ too: 0.30% for LYYA.DE and 0.40% for FGEQ.DE.
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