LYYA.DE vs. IWMO.MI
LYYA.DE (Amundi MSCI World II UCITS ETF Dist) and IWMO.MI (iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)) are both exchange-traded funds - LYYA.DE is a Global Equities fund tracking the MSCI World, while IWMO.MI is a Momentum fund tracking the MSCI World Momentum Index. Both are passively managed. Over the past 10 years, LYYA.DE returned 12.81%/yr vs 15.31%/yr for IWMO.MI. Their correlation of 0.81 suggests significant overlap in exposure. LYYA.DE charges 0.30%/yr vs 0.25%/yr for IWMO.MI.
Performance
LYYA.DE vs. IWMO.MI - 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 IWMO.MI's 22.51% return. Over the past 10 years, LYYA.DE has underperformed IWMO.MI with an annualized return of 12.81%, while IWMO.MI has yielded a comparatively higher 15.31% annualized return.
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%
IWMO.MI
- 1D
- -0.90%
- 1M
- 6.80%
- YTD
- 22.51%
- 6M
- 23.59%
- 1Y
- 31.43%
- 3Y*
- 26.15%
- 5Y*
- 14.68%
- 10Y*
- 15.31%
LYYA.DE vs. IWMO.MI - 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% |
IWMO.MI iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) | 22.51% | 8.04% | 39.23% | 7.91% | -13.96% | 24.82% | 17.08% | 31.14% | 0.40% | 16.05% |
Correlation
The correlation between LYYA.DE and IWMO.MI is 0.83, 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 | 0.83 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.87 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.85 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Feb 18, 2015 | 0.81 |
The correlation between LYYA.DE and IWMO.MI has been stable across timeframes, ranging from 0.81 to 0.87 - a consistent structural relationship.
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Return for Risk
LYYA.DE vs. IWMO.MI — Risk / Return Rank
LYYA.DE
IWMO.MI
LYYA.DE vs. IWMO.MI - 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 Momentum Factor UCITS ETF (Acc) (IWMO.MI). 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 | IWMO.MI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.26 | ||
| Sortino ratioReturn per unit of downside risk | +0.18 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.34 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 3.60 | 3.50 | +0.10 |
| Martin ratioReturn relative to average drawdown | 14.40 | 13.36 | +1.04 |
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 | IWMO.MI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.13 | 1.87 | +0.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.90 | 0.84 | +0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.84 | 0.90 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.80 | -0.27 |
Drawdowns
LYYA.DE vs. IWMO.MI - Drawdown Comparison
The maximum LYYA.DE drawdown since its inception was -54.50%, which is greater than IWMO.MI's maximum drawdown of -31.03%. Use the drawdown chart below to compare losses from any high point for LYYA.DE and IWMO.MI.
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Drawdown Indicators
| LYYA.DE | IWMO.MI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.50% | -31.03% | -23.47% |
Max Drawdown (1Y)Largest decline over 1 year | -6.58% | -9.04% | +2.46% |
Max Drawdown (3Y)Largest decline over 3 years | -21.64% | -23.45% | +1.81% |
Max Drawdown (5Y)Largest decline over 5 years | -21.64% | -23.45% | +1.81% |
Max Drawdown (10Y)Largest decline over 10 years | -33.90% | -31.03% | -2.87% |
Current DrawdownCurrent decline from peak | -0.36% | -0.90% | +0.54% |
Average DrawdownAverage peak-to-trough decline | -9.82% | -5.88% | -3.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.65% | 2.37% | -0.72% |
Volatility
LYYA.DE vs. IWMO.MI - Volatility Comparison
The current volatility for Amundi MSCI World II UCITS ETF Dist (LYYA.DE) is 2.64%, while iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) (IWMO.MI) has a volatility of 5.79%. This indicates that LYYA.DE experiences smaller price fluctuations and is considered to be less risky than IWMO.MI 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 | IWMO.MI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.64% | 5.79% | -3.15% |
Volatility (6M)Calculated over the trailing 6-month period | 7.75% | 14.18% | -6.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.10% | 16.87% | -5.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.17% | 17.29% | -3.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.13% | 17.60% | -2.47% |
LYYA.DE vs. IWMO.MI - Expense Ratio Comparison
LYYA.DE has a 0.30% expense ratio, which is higher than IWMO.MI's 0.25% expense ratio.
Dividends
LYYA.DE vs. IWMO.MI - Dividend Comparison
LYYA.DE's dividend yield for the trailing twelve months is around 1.14%, while IWMO.MI has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IWMO.MI iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) | 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 IWMO.MI have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IWMO.MI is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IWMO.MI is cheaper with a 0.25% expense ratio, compared with 0.30% for LYYA.DE.
LYYA.DE is categorized as Global Equities, while IWMO.MI is Momentum. LYYA.DE tracks MSCI World, while IWMO.MI tracks MSCI World Momentum Index. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.30% for LYYA.DE and 0.25% for IWMO.MI.
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