LYYA.DE vs. IBZL.L
LYYA.DE (Amundi MSCI World II UCITS ETF Dist) and IBZL.L (iShares MSCI Brazil UCITS ETF (Dist)) are both exchange-traded funds - LYYA.DE is a Global Equities fund tracking the MSCI World, while IBZL.L is a Latin America Equities fund tracking the MSCI Brazil NR USD. Both are passively managed. Over the past 10 years, LYYA.DE returned 12.98%/yr vs 7.62%/yr for IBZL.L. A 0.51 correlation means they provide meaningful diversification when combined. LYYA.DE charges 0.30%/yr vs 0.74%/yr for IBZL.L.
Performance
LYYA.DE vs. IBZL.L - Performance Comparison
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Different Trading Currencies
LYYA.DE is traded in EUR, while IBZL.L is traded in GBp. To make them comparable, the IBZL.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, LYYA.DE achieves a 9.94% return, which is significantly lower than IBZL.L's 12.57% return. Over the past 10 years, LYYA.DE has outperformed IBZL.L with an annualized return of 12.98%, while IBZL.L has yielded a comparatively lower 7.62% 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%
IBZL.L
- 1D
- 4.24%
- 1M
- -6.10%
- YTD
- 12.57%
- 6M
- 12.19%
- 1Y
- 31.62%
- 3Y*
- 6.37%
- 5Y*
- 6.58%
- 10Y*
- 7.62%
LYYA.DE vs. IBZL.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
IBZL.L iShares MSCI Brazil UCITS ETF (Dist) | 12.57% | 28.87% | -23.67% | 26.35% | 21.77% | -15.53% | -21.72% | 21.77% | 1.42% | 9.80% |
Correlation
The correlation between LYYA.DE and IBZL.L is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.36 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.38 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.41 |
Correlation (All Time) Calculated using the full available price history since Sep 5, 2007 | 0.51 |
The correlation between LYYA.DE and IBZL.L shifts across timeframes, from 0.36 (3 years) to 0.51 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
LYYA.DE vs. IBZL.L — Risk / Return Rank
LYYA.DE
IBZL.L
LYYA.DE vs. IBZL.L - 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 iShares MSCI Brazil UCITS ETF (Dist) (IBZL.L). 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.DE | IBZL.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.63 | ||
| Sortino ratioReturn per unit of downside risk | +0.86 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.25 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 3.62 | 1.72 | +1.90 |
| Martin ratioReturn relative to average drawdown | 14.54 | 5.73 | +8.81 |
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Drawdowns
LYYA.DE vs. IBZL.L - Drawdown Comparison
The maximum LYYA.DE drawdown since its inception was -54.50%, smaller than the maximum IBZL.L drawdown of -69.25%. Use the drawdown chart below to compare losses from any high point for LYYA.DE and IBZL.L.
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Drawdown Indicators
| LYYA.DE | IBZL.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.50% | -69.25% | +14.75% |
Max Drawdown (1Y)Largest decline over 1 year | -6.43% | -18.34% | +11.91% |
Max Drawdown (3Y)Largest decline over 3 years | -21.64% | -27.09% | +5.45% |
Max Drawdown (5Y)Largest decline over 5 years | -21.64% | -27.73% | +6.09% |
Max Drawdown (10Y)Largest decline over 10 years | -33.90% | -52.26% | +18.36% |
Current DrawdownCurrent decline from peak | -1.18% | -14.43% | +13.25% |
Average DrawdownAverage peak-to-trough decline | -9.84% | -30.04% | +20.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.60% | 5.50% | -3.90% |
Volatility
LYYA.DE vs. IBZL.L - Volatility Comparison
The current volatility for Amundi MSCI World II UCITS ETF Dist (LYYA.DE) is 3.12%, while iShares MSCI Brazil UCITS ETF (Dist) (IBZL.L) has a volatility of 7.25%. This indicates that LYYA.DE experiences smaller price fluctuations and is considered to be less risky than IBZL.L 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 | IBZL.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.12% | 7.25% | -4.13% |
Volatility (6M)Calculated over the trailing 6-month period | 8.05% | 17.80% | -9.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.32% | 21.99% | -10.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.19% | 26.78% | -12.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.13% | 31.74% | -16.61% |
LYYA.DE vs. IBZL.L - Expense Ratio Comparison
LYYA.DE has a 0.30% expense ratio, which is lower than IBZL.L's 0.74% expense ratio.
Dividends
LYYA.DE vs. IBZL.L - Dividend Comparison
LYYA.DE's dividend yield for the trailing twelve months is around 1.14%, less than IBZL.L's 3.26% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IBZL.L iShares MSCI Brazil UCITS ETF (Dist) | 3.26% | 4.32% | 6.46% | 5.44% | 13.60% | 6.32% | 1.92% | 2.53% | 2.45% | 1.46% | 1.64% | 3.54% |
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 IBZL.L have a correlation of 0.40, 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 0.74% for IBZL.L.
LYYA.DE is categorized as Global Equities, while IBZL.L is Latin America Equities. LYYA.DE tracks MSCI World, while IBZL.L tracks MSCI Brazil NR USD. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.30% for LYYA.DE and 0.74% for IBZL.L.
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