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LYYA.DE vs. SWDA.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between LYYA.DE and SWDA.L is 0.85, 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.


-0.50.00.51.00.9

Performance

LYYA.DE vs. SWDA.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 Core MSCI World UCITS ETF USD (Acc) (SWDA.L). The values are adjusted to include any dividend payments, if applicable.

-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%SeptemberOctoberNovemberDecember2025February
6.30%
6.70%
LYYA.DE
SWDA.L

Key characteristics

Sharpe Ratio

LYYA.DE:

2.14

SWDA.L:

1.74

Sortino Ratio

LYYA.DE:

2.92

SWDA.L:

2.48

Omega Ratio

LYYA.DE:

1.43

SWDA.L:

1.33

Calmar Ratio

LYYA.DE:

3.02

SWDA.L:

2.99

Martin Ratio

LYYA.DE:

14.14

SWDA.L:

12.81

Ulcer Index

LYYA.DE:

1.75%

SWDA.L:

1.42%

Daily Std Dev

LYYA.DE:

11.61%

SWDA.L:

10.49%

Max Drawdown

LYYA.DE:

-54.50%

SWDA.L:

-25.58%

Current Drawdown

LYYA.DE:

-0.22%

SWDA.L:

-1.57%

Returns By Period

In the year-to-date period, LYYA.DE achieves a 4.54% return, which is significantly higher than SWDA.L's 3.15% return. Over the past 10 years, LYYA.DE has underperformed SWDA.L with an annualized return of 10.97%, while SWDA.L has yielded a comparatively higher 12.30% annualized return.


LYYA.DE

YTD

4.54%

1M

1.01%

6M

14.81%

1Y

23.07%

5Y*

12.68%

10Y*

10.97%

SWDA.L

YTD

3.15%

1M

-1.57%

6M

11.63%

1Y

18.37%

5Y*

12.34%

10Y*

12.30%

*Annualized

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. SWDA.L - Expense Ratio Comparison

LYYA.DE has a 0.30% expense ratio, which is higher than SWDA.L's 0.20% expense ratio.


LYYA.DE
Amundi MSCI World II UCITS ETF Dist
Expense ratio chart for LYYA.DE: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%
Expense ratio chart for SWDA.L: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%

Risk-Adjusted Performance

LYYA.DE vs. SWDA.L — Risk-Adjusted Performance Rank

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

LYYA.DE
The Risk-Adjusted Performance Rank of LYYA.DE is 8787
Overall Rank
The Sharpe Ratio Rank of LYYA.DE is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of LYYA.DE is 8585
Sortino Ratio Rank
The Omega Ratio Rank of LYYA.DE is 8888
Omega Ratio Rank
The Calmar Ratio Rank of LYYA.DE is 8383
Calmar Ratio Rank
The Martin Ratio Rank of LYYA.DE is 8888
Martin Ratio Rank

SWDA.L
The Risk-Adjusted Performance Rank of SWDA.L is 7979
Overall Rank
The Sharpe Ratio Rank of SWDA.L is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of SWDA.L is 7676
Sortino Ratio Rank
The Omega Ratio Rank of SWDA.L is 7777
Omega Ratio Rank
The Calmar Ratio Rank of SWDA.L is 8383
Calmar Ratio Rank
The Martin Ratio Rank of SWDA.L is 8686
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

LYYA.DE vs. SWDA.L - 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 Core MSCI World UCITS ETF USD (Acc) (SWDA.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.


Sharpe ratio
The chart of Sharpe ratio for LYYA.DE, currently valued at 1.59, compared to the broader market0.002.004.001.591.62
The chart of Sortino ratio for LYYA.DE, currently valued at 2.21, compared to the broader market0.005.0010.002.212.26
The chart of Omega ratio for LYYA.DE, currently valued at 1.30, compared to the broader market0.501.001.502.002.503.001.301.29
The chart of Calmar ratio for LYYA.DE, currently valued at 2.29, compared to the broader market0.005.0010.0015.002.292.42
The chart of Martin ratio for LYYA.DE, currently valued at 8.75, compared to the broader market0.0020.0040.0060.0080.00100.008.759.20
LYYA.DE
SWDA.L

The current LYYA.DE Sharpe Ratio is 2.14, which is comparable to the SWDA.L Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of LYYA.DE and SWDA.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50SeptemberOctoberNovemberDecember2025February
1.59
1.62
LYYA.DE
SWDA.L

Dividends

LYYA.DE vs. SWDA.L - Dividend Comparison

LYYA.DE's dividend yield for the trailing twelve months is around 1.56%, while SWDA.L has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
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%
SWDA.L
iShares Core MSCI World UCITS ETF USD (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%

Drawdowns

LYYA.DE vs. SWDA.L - Drawdown Comparison

The maximum LYYA.DE drawdown since its inception was -54.50%, which is greater than SWDA.L's maximum drawdown of -25.58%. Use the drawdown chart below to compare losses from any high point for LYYA.DE and SWDA.L. For additional features, visit the drawdowns tool.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.05%
-0.98%
LYYA.DE
SWDA.L

Volatility

LYYA.DE vs. SWDA.L - Volatility Comparison

The current volatility for Amundi MSCI World II UCITS ETF Dist (LYYA.DE) is 2.67%, while iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.L) has a volatility of 2.99%. This indicates that LYYA.DE experiences smaller price fluctuations and is considered to be less risky than SWDA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%SeptemberOctoberNovemberDecember2025February
2.67%
2.99%
LYYA.DE
SWDA.L
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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