LYYA.DE vs. WREE.L

Last updated Jun 13, 2026

LYYA.DE (Amundi MSCI World II UCITS ETF Dist) and WREE.L (WisdomTree Strategic Metals and Rare Earths Miners UCITS ETF USD Acc) are both exchange-traded funds - LYYA.DE is a Global Equities fund tracking the MSCI World, while WREE.L is a Commodity Producers Equities fund tracking the WisdomTree Strategic Metals and Rare Earths Miners Index. Both are passively managed. Over the past year, LYYA.DE returned 23.39% vs 86.67% for WREE.L. At a 0.40 correlation, their price movements are largely independent. LYYA.DE charges 0.30%/yr vs 0.50%/yr for WREE.L.

Performance

LYYA.DE vs. WREE.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 WisdomTree Strategic Metals and Rare Earths Miners UCITS ETF USD Acc (WREE.L). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

LYYA.DE is traded in EUR, while WREE.L is traded in GBp. To make them comparable, the WREE.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 WREE.L's 9.09% return.

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%

WREE.L

• 1D: 0.00%
• 1M: -17.59%
• YTD: 9.09%
• 6M: 18.63%
• 1Y: 86.67%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

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

	2026 (YTD)	2025	2024
LYYA.DE Amundi MSCI World II UCITS ETF Dist	9.94%	7.88%	17.68%
WREE.L WisdomTree Strategic Metals and Rare Earths Miners UCITS ETF USD Acc	9.09%	89.88%	7,665.82%

Correlation

The correlation between LYYA.DE and WREE.L is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.42
Correlation (All Time) Calculated using the full available price history since Apr 22, 2024	0.40

Return for Risk

LYYA.DE vs. WREE.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: 77
LYYA.DE Sharpe Ratio Rank: 73
LYYA.DE Sortino Ratio Rank: 74
LYYA.DE Omega Ratio Rank: 75
LYYA.DE Calmar Ratio Rank: 79
LYYA.DE Martin Ratio Rank: 83

WREE.L

WREE.L Risk / Return Rank: 59
WREE.L Sharpe Ratio Rank: 52
WREE.L Sortino Ratio Rank: 51
WREE.L Omega Ratio Rank: 69
WREE.L Calmar Ratio Rank: 74
WREE.L Martin Ratio Rank: 51

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. WREE.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 WisdomTree Strategic Metals and Rare Earths Miners UCITS ETF USD Acc (WREE.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.DE	WREE.L	Difference
Sharpe ratio: Return per unit of total volatility	2.06	1.54	+0.53
Sortino ratio: Return per unit of downside risk	2.89	2.17	+0.73
Omega ratio: Gain probability vs. loss probability	1.38	1.35	+0.04
Calmar ratio: Return relative to maximum drawdown	3.62	3.15	+0.47
Martin ratio: Return relative to average drawdown	14.54	7.47	+7.07

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

The current LYYA.DE Sharpe Ratio is 2.06, which is higher than the WREE.L Sharpe Ratio of 1.54. The chart below compares the historical Sharpe Ratios of LYYA.DE and WREE.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.

Drawdowns

LYYA.DE vs. WREE.L - Drawdown Comparison

The maximum LYYA.DE drawdown since its inception was -54.50%, which is greater than WREE.L's maximum drawdown of -27.54%. Use the drawdown chart below to compare losses from any high point for LYYA.DE and WREE.L.

Drawdown Indicators

	LYYA.DE	WREE.L	Difference
Max Drawdown Largest peak-to-trough decline	-54.50%	-27.54%	-26.96%
Max Drawdown (1Y) Largest decline over 1 year	-6.43%	-27.54%	+21.11%
Max Drawdown (3Y) Largest decline over 3 years	-21.64%	—	—
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	-1.18%	-19.06%	+17.88%
Average Drawdown Average peak-to-trough decline	-9.84%	-9.51%	-0.33%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.60%	11.61%	-10.01%

Volatility

LYYA.DE vs. WREE.L - Volatility Comparison

The current volatility for Amundi MSCI World II UCITS ETF Dist (LYYA.DE) is 3.12%, while WisdomTree Strategic Metals and Rare Earths Miners UCITS ETF USD Acc (WREE.L) has a volatility of 13.00%. This indicates that LYYA.DE experiences smaller price fluctuations and is considered to be less risky than WREE.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LYYA.DE	WREE.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.12%	13.00%	-9.88%
Volatility (6M) Calculated over the trailing 6-month period	8.05%	31.00%	-22.95%
Volatility (1Y) Calculated over the trailing 1-year period	11.32%	56.35%	-45.03%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.19%	5,417.76%	-5,403.57%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.13%	5,417.76%	-5,402.63%

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

LYYA.DE has a 0.30% expense ratio, which is lower than WREE.L's 0.50% expense ratio.

Dividends

LYYA.DE vs. WREE.L - Dividend Comparison

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

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%
WREE.L WisdomTree Strategic Metals and Rare Earths Miners 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%

Frequently Asked Questions

Can I hold both LYYA.DE and WREE.L in my portfolio?

LYYA.DE and WREE.L have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, LYYA.DE or WREE.L?

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.

Which ETF is cheaper, LYYA.DE or WREE.L?

LYYA.DE is cheaper with a 0.30% expense ratio, compared with 0.50% for WREE.L.

What is the main difference between LYYA.DE and WREE.L?

LYYA.DE is categorized as Global Equities, while WREE.L is Commodity Producers Equities. LYYA.DE tracks MSCI World, while WREE.L tracks WisdomTree Strategic Metals and Rare Earths Miners Index. They also come from different issuers: Amundi and WisdomTree. Their fees differ too: 0.30% for LYYA.DE and 0.50% for WREE.L.