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LYYA.DE vs. WPEA.PA
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LYYA.DE vs. WPEA.PA - 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 MSCI World Swap PEA UCITS ETF (WPEA.PA). The values are adjusted to include any dividend payments, if applicable.

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LYYA.DE vs. WPEA.PA - Yearly Performance Comparison


2026 (YTD)20252024
LYYA.DE
Amundi MSCI World II UCITS ETF Dist
-1.30%7.87%14.26%
WPEA.PA
iShares MSCI World Swap PEA UCITS ETF
-1.14%6.89%14.51%

Returns By Period

In the year-to-date period, LYYA.DE achieves a -1.30% return, which is significantly lower than WPEA.PA's -1.14% return.


LYYA.DE

1D
-0.03%
1M
-2.02%
YTD
-1.30%
6M
1.77%
1Y
12.15%
3Y*
15.01%
5Y*
10.85%
10Y*
11.89%

WPEA.PA

1D
0.03%
1M
-2.01%
YTD
-1.14%
6M
1.70%
1Y
12.05%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LYYA.DE vs. WPEA.PA - Expense Ratio Comparison

LYYA.DE has a 0.30% expense ratio, which is higher than WPEA.PA's 0.25% expense ratio.


Return for Risk

LYYA.DE vs. WPEA.PA — 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: 5555
Overall Rank
LYYA.DE Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
LYYA.DE Sortino Ratio Rank: 3535
Sortino Ratio Rank
LYYA.DE Omega Ratio Rank: 3838
Omega Ratio Rank
LYYA.DE Calmar Ratio Rank: 8181
Calmar Ratio Rank
LYYA.DE Martin Ratio Rank: 8282
Martin Ratio Rank

WPEA.PA
WPEA.PA Risk / Return Rank: 5959
Overall Rank
WPEA.PA Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
WPEA.PA Sortino Ratio Rank: 3434
Sortino Ratio Rank
WPEA.PA Omega Ratio Rank: 3838
Omega Ratio Rank
WPEA.PA Calmar Ratio Rank: 9494
Calmar Ratio Rank
WPEA.PA Martin Ratio Rank: 9494
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. WPEA.PA - 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 MSCI World Swap PEA UCITS ETF (WPEA.PA). 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.DEWPEA.PADifference

Sharpe ratio

Return per unit of total volatility

0.75

0.75

0.00

Sortino ratio

Return per unit of downside risk

1.09

1.09

0.00

Omega ratio

Gain probability vs. loss probability

1.17

1.17

0.00

Calmar ratio

Return relative to maximum drawdown

2.74

4.18

-1.44

Martin ratio

Return relative to average drawdown

10.55

15.99

-5.45

LYYA.DE vs. WPEA.PA - Sharpe Ratio Comparison

The current LYYA.DE Sharpe Ratio is 0.75, which is comparable to the WPEA.PA Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of LYYA.DE and WPEA.PA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


LYYA.DEWPEA.PADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.75

0.75

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.66

-0.17

Correlation

The correlation between LYYA.DE and WPEA.PA is 0.98, 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.


Dividends

LYYA.DE vs. WPEA.PA - Dividend Comparison

LYYA.DE's dividend yield for the trailing twelve months is around 1.28%, while WPEA.PA has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
LYYA.DE
Amundi MSCI World II UCITS ETF Dist
1.28%1.26%1.63%1.35%1.95%1.31%1.58%1.49%2.36%2.05%2.33%2.55%
WPEA.PA
iShares MSCI World Swap PEA 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%

Drawdowns

LYYA.DE vs. WPEA.PA - Drawdown Comparison

The maximum LYYA.DE drawdown since its inception was -54.50%, which is greater than WPEA.PA's maximum drawdown of -21.59%. Use the drawdown chart below to compare losses from any high point for LYYA.DE and WPEA.PA.


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Drawdown Indicators


LYYA.DEWPEA.PADifference

Max Drawdown

Largest peak-to-trough decline

-54.50%

-21.59%

-32.91%

Max Drawdown (1Y)

Largest decline over 1 year

-8.76%

-8.90%

+0.14%

Max Drawdown (5Y)

Largest decline over 5 years

-21.64%

Max Drawdown (10Y)

Largest decline over 10 years

-33.90%

Current Drawdown

Current decline from peak

-3.97%

-4.04%

+0.07%

Average Drawdown

Average peak-to-trough decline

-9.90%

-3.23%

-6.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.71%

1.71%

0.00%

Volatility

LYYA.DE vs. WPEA.PA - Volatility Comparison

Amundi MSCI World II UCITS ETF Dist (LYYA.DE) and iShares MSCI World Swap PEA UCITS ETF (WPEA.PA) have volatilities of 4.23% and 4.12%, 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.DEWPEA.PADifference

Volatility (1M)

Calculated over the trailing 1-month period

4.23%

4.12%

+0.11%

Volatility (6M)

Calculated over the trailing 6-month period

8.37%

8.25%

+0.12%

Volatility (1Y)

Calculated over the trailing 1-year period

16.04%

15.84%

+0.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.18%

14.86%

-0.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.18%

14.86%

+0.32%