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LYYA.DE vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between LYYA.DE and VOO is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

LYYA.DE vs. VOO - 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 Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
7.04%
10.98%
LYYA.DE
VOO

Key characteristics

Sharpe Ratio

LYYA.DE:

2.14

VOO:

1.88

Sortino Ratio

LYYA.DE:

2.92

VOO:

2.53

Omega Ratio

LYYA.DE:

1.43

VOO:

1.35

Calmar Ratio

LYYA.DE:

3.02

VOO:

2.81

Martin Ratio

LYYA.DE:

14.14

VOO:

11.78

Ulcer Index

LYYA.DE:

1.75%

VOO:

2.02%

Daily Std Dev

LYYA.DE:

11.61%

VOO:

12.67%

Max Drawdown

LYYA.DE:

-54.50%

VOO:

-33.99%

Current Drawdown

LYYA.DE:

-0.22%

VOO:

0.00%

Returns By Period

The year-to-date returns for both investments are quite close, with LYYA.DE having a 4.54% return and VOO slightly higher at 4.61%. Over the past 10 years, LYYA.DE has underperformed VOO with an annualized return of 11.01%, while VOO has yielded a comparatively higher 13.30% annualized return.


LYYA.DE

YTD

4.54%

1M

1.88%

6M

14.79%

1Y

25.15%

5Y*

12.68%

10Y*

11.01%

VOO

YTD

4.61%

1M

2.59%

6M

10.08%

1Y

25.10%

5Y*

14.79%

10Y*

13.30%

*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. VOO - Expense Ratio Comparison

LYYA.DE has a 0.30% expense ratio, which is higher than VOO's 0.03% 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 VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

LYYA.DE vs. VOO — 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 8686
Overall Rank
The Sharpe Ratio Rank of LYYA.DE is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of LYYA.DE is 8484
Sortino Ratio Rank
The Omega Ratio Rank of LYYA.DE is 8888
Omega Ratio Rank
The Calmar Ratio Rank of LYYA.DE is 8282
Calmar Ratio Rank
The Martin Ratio Rank of LYYA.DE is 8888
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 7878
Overall Rank
The Sharpe Ratio Rank of VOO is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 7575
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 7777
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7878
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8181
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. VOO - 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 Vanguard S&P 500 ETF (VOO). 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 market0.002.004.001.591.81
The chart of Sortino ratio for LYYA.DE, currently valued at 2.21, compared to the broader market-2.000.002.004.006.008.0010.0012.002.212.43
The chart of Omega ratio for LYYA.DE, currently valued at 1.30, compared to the broader market0.501.001.502.002.503.001.301.34
The chart of Calmar ratio for LYYA.DE, currently valued at 2.29, compared to the broader market0.005.0010.0015.0020.002.292.67
The chart of Martin ratio for LYYA.DE, currently valued at 8.69, compared to the broader market0.0020.0040.0060.0080.00100.008.6911.13
LYYA.DE
VOO

The current LYYA.DE Sharpe Ratio is 2.14, which is comparable to the VOO Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of LYYA.DE and VOO, 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
1.81
LYYA.DE
VOO

Dividends

LYYA.DE vs. VOO - Dividend Comparison

LYYA.DE's dividend yield for the trailing twelve months is around 1.56%, more than VOO's 1.19% yield.


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%
VOO
Vanguard S&P 500 ETF
1.19%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

LYYA.DE vs. VOO - Drawdown Comparison

The maximum LYYA.DE drawdown since its inception was -54.50%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for LYYA.DE and VOO. For additional features, visit the drawdowns tool.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.05%
0
LYYA.DE
VOO

Volatility

LYYA.DE vs. VOO - Volatility Comparison

The current volatility for Amundi MSCI World II UCITS ETF Dist (LYYA.DE) is 2.75%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.01%. This indicates that LYYA.DE experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
2.75%
3.01%
LYYA.DE
VOO
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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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