LYYA.DE vs. IS3S.DE
LYYA.DE (Amundi MSCI World II UCITS ETF Dist) and IS3S.DE (iShares Edge MSCI World Value Factor UCITS ETF) are both Global Equities funds - LYYA.DE tracks the MSCI World while IS3S.DE tracks the MSCI World Enhanced Value. Both are passively managed. Over the past 10 years, LYYA.DE returned 12.81%/yr vs 12.60%/yr for IS3S.DE. Their correlation of 0.88 suggests significant overlap in exposure. Both charge a 0.30% expense ratio.
Performance
LYYA.DE vs. IS3S.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 lower than IS3S.DE's 35.27% return. Both investments have delivered pretty close results over the past 10 years, with LYYA.DE having a 12.81% annualized return and IS3S.DE not far behind at 12.60%.
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%
IS3S.DE
- 1D
- -0.83%
- 1M
- 11.04%
- YTD
- 35.27%
- 6M
- 38.20%
- 1Y
- 63.38%
- 3Y*
- 26.82%
- 5Y*
- 17.35%
- 10Y*
- 12.60%
LYYA.DE vs. IS3S.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% |
IS3S.DE iShares Edge MSCI World Value Factor UCITS ETF | 35.27% | 25.13% | 11.36% | 15.62% | -4.81% | 30.38% | -12.53% | 22.01% | -10.34% | 7.66% |
Correlation
The correlation between LYYA.DE and IS3S.DE is 0.79, 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 | 0.79 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since Oct 8, 2014 | 0.88 |
The correlation between LYYA.DE and IS3S.DE has been stable across timeframes, ranging from 0.78 to 0.88 - a consistent structural relationship.
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Return for Risk
LYYA.DE vs. IS3S.DE — Risk / Return Rank
LYYA.DE
IS3S.DE
LYYA.DE vs. IS3S.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 iShares Edge MSCI World Value Factor UCITS ETF (IS3S.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 | IS3S.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.40 | ||
| Sortino ratioReturn per unit of downside risk | -3.15 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.83 | -0.43 |
| Calmar ratioReturn relative to maximum drawdown | 3.60 | 10.36 | -6.76 |
| Martin ratioReturn relative to average drawdown | 14.40 | 39.01 | -24.60 |
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 | IS3S.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.13 | 4.53 | -2.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.90 | 1.24 | -0.34 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.84 | 0.79 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.68 | -0.15 |
Drawdowns
LYYA.DE vs. IS3S.DE - Drawdown Comparison
The maximum LYYA.DE drawdown since its inception was -54.50%, which is greater than IS3S.DE's maximum drawdown of -35.18%. Use the drawdown chart below to compare losses from any high point for LYYA.DE and IS3S.DE.
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Drawdown Indicators
| LYYA.DE | IS3S.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.50% | -35.18% | -19.32% |
Max Drawdown (1Y)Largest decline over 1 year | -6.58% | -6.09% | -0.49% |
Max Drawdown (3Y)Largest decline over 3 years | -21.64% | -17.80% | -3.84% |
Max Drawdown (5Y)Largest decline over 5 years | -21.64% | -17.80% | -3.84% |
Max Drawdown (10Y)Largest decline over 10 years | -33.90% | -35.18% | +1.28% |
Current DrawdownCurrent decline from peak | -0.36% | -0.83% | +0.47% |
Average DrawdownAverage peak-to-trough decline | -9.82% | -5.82% | -4.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.65% | 1.62% | +0.03% |
Volatility
LYYA.DE vs. IS3S.DE - Volatility Comparison
The current volatility for Amundi MSCI World II UCITS ETF Dist (LYYA.DE) is 2.64%, while iShares Edge MSCI World Value Factor UCITS ETF (IS3S.DE) has a volatility of 5.62%. This indicates that LYYA.DE experiences smaller price fluctuations and is considered to be less risky than IS3S.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 | IS3S.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.64% | 5.62% | -2.98% |
Volatility (6M)Calculated over the trailing 6-month period | 7.75% | 11.32% | -3.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.10% | 13.93% | -2.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.17% | 13.85% | +0.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.13% | 15.76% | -0.63% |
LYYA.DE vs. IS3S.DE - Expense Ratio Comparison
Both LYYA.DE and IS3S.DE have an expense ratio of 0.30%.
Dividends
LYYA.DE vs. IS3S.DE - Dividend Comparison
LYYA.DE's dividend yield for the trailing twelve months is around 1.14%, while IS3S.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IS3S.DE iShares Edge MSCI World Value Factor 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
LYYA.DE and IS3S.DE have a correlation of 0.79, 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 IS3S.DE have the same expense ratio: 0.30% per year.
LYYA.DE tracks MSCI World, while IS3S.DE tracks MSCI World Enhanced Value. They also come from different issuers: Amundi and iShares.
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