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LYYA.DE vs. SPGP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LYYA.DE vs. SPGP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi MSCI World II UCITS ETF Dist (LYYA.DE) and iShares Gold Producers UCITS ETF (SPGP.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

LYYA.DE is traded in EUR, while SPGP.L is traded in GBp. To make them comparable, the SPGP.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 higher than SPGP.L's -4.78% return. Both investments have delivered pretty close results over the past 10 years, with LYYA.DE having a 12.98% annualized return and SPGP.L not far behind at 12.85%.


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%

SPGP.L

1D
5.41%
1M
-15.79%
YTD
-4.78%
6M
-3.26%
1Y
50.06%
3Y*
35.96%
5Y*
18.31%
10Y*
12.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LYYA.DE vs. SPGP.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
SPGP.L
iShares Gold Producers UCITS ETF
-4.78%125.03%18.26%5.91%-5.58%-3.24%12.95%49.98%-5.55%-6.63%

Correlation

The correlation between LYYA.DE and SPGP.L is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.31

Correlation (3Y)
Calculated over the trailing 3-year period

0.23

Correlation (5Y)
Calculated over the trailing 5-year period

0.20

Correlation (10Y)
Calculated over the trailing 10-year period

0.12

Correlation (All Time)
Calculated using the full available price history since Sep 16, 2011

0.12

The correlation between LYYA.DE and SPGP.L shifts across timeframes, from 0.12 (10 years) to 0.31 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

LYYA.DE vs. SPGP.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LYYA.DE
LYYA.DE Risk / Return Rank: 7777
Overall Rank
LYYA.DE Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
LYYA.DE Sortino Ratio Rank: 7474
Sortino Ratio Rank
LYYA.DE Omega Ratio Rank: 7575
Omega Ratio Rank
LYYA.DE Calmar Ratio Rank: 7979
Calmar Ratio Rank
LYYA.DE Martin Ratio Rank: 8383
Martin Ratio Rank

SPGP.L
SPGP.L Risk / Return Rank: 3737
Overall Rank
SPGP.L Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
SPGP.L Sortino Ratio Rank: 3737
Sortino Ratio Rank
SPGP.L Omega Ratio Rank: 3838
Omega Ratio Rank
SPGP.L Calmar Ratio Rank: 3535
Calmar Ratio Rank
SPGP.L Martin Ratio Rank: 3333
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

LYYA.DE vs. SPGP.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 Gold Producers UCITS ETF (SPGP.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.DESPGP.LDifference
Sharpe ratioReturn per unit of total volatility

+0.86

Sortino ratioReturn per unit of downside risk

+1.20

Omega ratioGain probability vs. loss probability

1.38

1.22

+0.17

Calmar ratioReturn relative to maximum drawdown

3.62

1.53

+2.09

Martin ratioReturn relative to average drawdown

14.54

4.33

+10.21

LYYA.DE vs. SPGP.L - Sharpe Ratio Comparison

The current LYYA.DE Sharpe Ratio is 2.06, which is higher than the SPGP.L Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of LYYA.DE and SPGP.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

LYYA.DE vs. SPGP.L - Drawdown Comparison

The maximum LYYA.DE drawdown since its inception was -54.50%, smaller than the maximum SPGP.L drawdown of -84.03%. Use the drawdown chart below to compare losses from any high point for LYYA.DE and SPGP.L.


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Drawdown Indicators


LYYA.DESPGP.LDifference

Max Drawdown

Largest peak-to-trough decline

-54.50%

-84.03%

+29.53%

Max Drawdown (1Y)

Largest decline over 1 year

-6.43%

-32.60%

+26.17%

Max Drawdown (3Y)

Largest decline over 3 years

-21.64%

-32.60%

+10.96%

Max Drawdown (5Y)

Largest decline over 5 years

-21.64%

-38.61%

+16.97%

Max Drawdown (10Y)

Largest decline over 10 years

-33.90%

-45.65%

+11.75%

Current Drawdown

Current decline from peak

-1.18%

-28.36%

+27.18%

Average Drawdown

Average peak-to-trough decline

-9.84%

-59.22%

+49.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.60%

11.50%

-9.90%

Volatility

LYYA.DE vs. SPGP.L - Volatility Comparison

The current volatility for Amundi MSCI World II UCITS ETF Dist (LYYA.DE) is 3.12%, while iShares Gold Producers UCITS ETF (SPGP.L) has a volatility of 13.20%. This indicates that LYYA.DE experiences smaller price fluctuations and is considered to be less risky than SPGP.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.DESPGP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.12%

13.20%

-10.08%

Volatility (6M)

Calculated over the trailing 6-month period

8.05%

33.60%

-25.55%

Volatility (1Y)

Calculated over the trailing 1-year period

11.32%

41.48%

-30.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.19%

35.46%

-21.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.13%

33.89%

-18.76%

LYYA.DE vs. SPGP.L - Expense Ratio Comparison

LYYA.DE has a 0.30% expense ratio, which is lower than SPGP.L's 0.55% expense ratio.


Dividends

LYYA.DE vs. SPGP.L - Dividend Comparison

LYYA.DE's dividend yield for the trailing twelve months is around 1.14%, while SPGP.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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%
SPGP.L
iShares Gold Producers 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%

Frequently Asked Questions


LYYA.DE and SPGP.L have a correlation of 0.31, 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 0.55% for SPGP.L.

LYYA.DE is categorized as Global Equities, while SPGP.L is Precious Metals. LYYA.DE tracks MSCI World, while SPGP.L tracks EMIX Global Mining Global Gold TR USD. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.30% for LYYA.DE and 0.55% for SPGP.L.

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