LYYA.DE vs. UEEH.DE
LYYA.DE (Amundi MSCI World II UCITS ETF Dist) and UEEH.DE (iShares Edge MSCI World Minimum Volatility UCITS ETF USD Dist) are both Global Equities funds - LYYA.DE tracks the MSCI World while UEEH.DE tracks the MSCI World Minimum Volatility. Both are passively managed. Over the past 5 years, LYYA.DE returned 12.92%/yr vs 5.98%/yr for UEEH.DE. A 0.68 correlation means they provide meaningful diversification when combined. Both charge a 0.30% expense ratio.
Performance
LYYA.DE vs. UEEH.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 higher than UEEH.DE's 1.54% 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%
UEEH.DE
- 1D
- -0.04%
- 1M
- 1.86%
- YTD
- 1.54%
- 6M
- 1.53%
- 1Y
- 0.02%
- 3Y*
- 6.19%
- 5Y*
- 5.98%
- 10Y*
- —
LYYA.DE vs. UEEH.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
LYYA.DE Amundi MSCI World II UCITS ETF Dist | 10.86% | 7.87% | 26.02% | 20.23% | -13.67% | 32.82% | 8.70% |
UEEH.DE iShares Edge MSCI World Minimum Volatility UCITS ETF USD Dist | 1.54% | -1.55% | 17.56% | 3.56% | -4.40% | 23.98% | 0.94% |
Correlation
The correlation between LYYA.DE and UEEH.DE is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.54 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.65 |
Correlation (All Time) Calculated using the full available price history since Aug 24, 2020 | 0.68 |
Over the past year, the correlation between LYYA.DE and UEEH.DE has dropped to 0.35 - well below their long-term average of 0.68, suggesting their price drivers have been diverging.
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Return for Risk
LYYA.DE vs. UEEH.DE — Risk / Return Rank
LYYA.DE
UEEH.DE
LYYA.DE vs. UEEH.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 Minimum Volatility UCITS ETF USD Dist (UEEH.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 | UEEH.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.20 | ||
| Sortino ratioReturn per unit of downside risk | +3.03 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.00 | +0.41 |
| Calmar ratioReturn relative to maximum drawdown | 3.60 | -0.10 | +3.69 |
| Martin ratioReturn relative to average drawdown | 14.40 | -0.22 | +14.62 |
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 | UEEH.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.13 | -0.07 | +2.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.90 | 0.59 | +0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.84 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.65 | -0.12 |
Drawdowns
LYYA.DE vs. UEEH.DE - Drawdown Comparison
The maximum LYYA.DE drawdown since its inception was -54.50%, which is greater than UEEH.DE's maximum drawdown of -12.82%. Use the drawdown chart below to compare losses from any high point for LYYA.DE and UEEH.DE.
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Drawdown Indicators
| LYYA.DE | UEEH.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.50% | -12.82% | -41.68% |
Max Drawdown (1Y)Largest decline over 1 year | -6.58% | -5.49% | -1.09% |
Max Drawdown (3Y)Largest decline over 3 years | -21.64% | -12.82% | -8.82% |
Max Drawdown (5Y)Largest decline over 5 years | -21.64% | -12.82% | -8.82% |
Max Drawdown (10Y)Largest decline over 10 years | -33.90% | — | — |
Current DrawdownCurrent decline from peak | -0.36% | -6.93% | +6.57% |
Average DrawdownAverage peak-to-trough decline | -9.82% | -4.41% | -5.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.65% | 2.52% | -0.87% |
Volatility
LYYA.DE vs. UEEH.DE - Volatility Comparison
Amundi MSCI World II UCITS ETF Dist (LYYA.DE) and iShares Edge MSCI World Minimum Volatility UCITS ETF USD Dist (UEEH.DE) have volatilities of 2.64% and 2.62%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LYYA.DE | UEEH.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.64% | 2.62% | +0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 7.75% | 5.56% | +2.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.10% | 7.88% | +3.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.17% | 10.11% | +4.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.13% | 10.26% | +4.87% |
LYYA.DE vs. UEEH.DE - Expense Ratio Comparison
Both LYYA.DE and UEEH.DE have an expense ratio of 0.30%.
Dividends
LYYA.DE vs. UEEH.DE - Dividend Comparison
LYYA.DE's dividend yield for the trailing twelve months is around 1.14%, less than UEEH.DE's 1.45% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
UEEH.DE iShares Edge MSCI World Minimum Volatility UCITS ETF USD Dist | 1.45% | 1.49% | 1.59% | 1.76% | 1.70% | 1.37% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
LYYA.DE and UEEH.DE have a correlation of 0.35, 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 UEEH.DE have the same expense ratio: 0.30% per year.
LYYA.DE tracks MSCI World, while UEEH.DE tracks MSCI World Minimum Volatility. They also come from different issuers: Amundi and iShares.
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