LYYA.DE vs. ISPA.DE
Compare and contrast key facts about Amundi MSCI World II UCITS ETF Dist (LYYA.DE) and iShares STOXX Global Select Dividend 100 UCITS ETF (DE) (ISPA.DE).
LYYA.DE and ISPA.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. LYYA.DE is a passively managed fund by Amundi that tracks the performance of the MSCI World. It was launched on Apr 26, 2006. ISPA.DE is a passively managed fund by iShares that tracks the performance of the STOXX® Global Select Dividend 100 index. It was launched on Sep 25, 2009. Both LYYA.DE and ISPA.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LYYA.DE or ISPA.DE.
Correlation
The correlation between LYYA.DE and ISPA.DE is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
LYYA.DE vs. ISPA.DE - Performance Comparison
Key characteristics
LYYA.DE:
2.14
ISPA.DE:
1.89
LYYA.DE:
2.92
ISPA.DE:
2.52
LYYA.DE:
1.43
ISPA.DE:
1.34
LYYA.DE:
3.02
ISPA.DE:
2.88
LYYA.DE:
14.14
ISPA.DE:
11.30
LYYA.DE:
1.75%
ISPA.DE:
1.70%
LYYA.DE:
11.61%
ISPA.DE:
10.22%
LYYA.DE:
-54.50%
ISPA.DE:
-38.91%
LYYA.DE:
-0.22%
ISPA.DE:
0.00%
Returns By Period
In the year-to-date period, LYYA.DE achieves a 4.54% return, which is significantly higher than ISPA.DE's 4.01% return. Over the past 10 years, LYYA.DE has outperformed ISPA.DE with an annualized return of 10.97%, while ISPA.DE has yielded a comparatively lower 5.59% annualized return.
LYYA.DE
4.54%
1.01%
14.81%
23.07%
12.68%
10.97%
ISPA.DE
4.01%
2.34%
9.63%
18.44%
5.74%
5.59%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
LYYA.DE vs. ISPA.DE - Expense Ratio Comparison
LYYA.DE has a 0.30% expense ratio, which is lower than ISPA.DE's 0.46% expense ratio.
Risk-Adjusted Performance
LYYA.DE vs. ISPA.DE — Risk-Adjusted Performance Rank
LYYA.DE
ISPA.DE
LYYA.DE vs. ISPA.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI World II UCITS ETF Dist (LYYA.DE) and iShares STOXX Global Select Dividend 100 UCITS ETF (DE) (ISPA.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.
Dividends
LYYA.DE vs. ISPA.DE - Dividend Comparison
LYYA.DE's dividend yield for the trailing twelve months is around 1.56%, less than ISPA.DE's 4.76% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LYYA.DE Amundi MSCI World II UCITS ETF Dist | 1.56% | 1.63% | 1.35% | 1.95% | 1.31% | 1.58% | 1.49% | 2.36% | 2.05% | 2.33% | 2.55% | 1.72% |
ISPA.DE iShares STOXX Global Select Dividend 100 UCITS ETF (DE) | 4.76% | 4.89% | 5.91% | 4.87% | 3.32% | 4.04% | 4.02% | 3.37% | 5.66% | 3.64% | 4.35% | 3.36% |
Drawdowns
LYYA.DE vs. ISPA.DE - Drawdown Comparison
The maximum LYYA.DE drawdown since its inception was -54.50%, which is greater than ISPA.DE's maximum drawdown of -38.91%. Use the drawdown chart below to compare losses from any high point for LYYA.DE and ISPA.DE. For additional features, visit the drawdowns tool.
Volatility
LYYA.DE vs. ISPA.DE - Volatility Comparison
Amundi MSCI World II UCITS ETF Dist (LYYA.DE) has a higher volatility of 3.17% compared to iShares STOXX Global Select Dividend 100 UCITS ETF (DE) (ISPA.DE) at 2.58%. This indicates that LYYA.DE's price experiences larger fluctuations and is considered to be riskier than ISPA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.