LYYA.DE vs. XIEE.DE
LYYA.DE (Amundi MSCI World II UCITS ETF Dist) and XIEE.DE (Xtrackers MSCI Europe UCITS ETF) are both exchange-traded funds - LYYA.DE is a Global Equities fund tracking the MSCI World, while XIEE.DE is a Europe Equities fund tracking the MSCI Europe. Both are passively managed. Over the past 10 years, LYYA.DE returned 12.98%/yr vs 10.02%/yr for XIEE.DE. A 0.76 correlation means they provide meaningful diversification when combined. LYYA.DE charges 0.30%/yr vs 0.12%/yr for XIEE.DE.
Performance
LYYA.DE vs. XIEE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, LYYA.DE achieves a 9.94% return, which is significantly higher than XIEE.DE's 9.31% return. Over the past 10 years, LYYA.DE has outperformed XIEE.DE with an annualized return of 12.98%, while XIEE.DE has yielded a comparatively lower 10.02% annualized 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%
XIEE.DE
- 1D
- 1.84%
- 1M
- 4.98%
- YTD
- 9.31%
- 6M
- 11.06%
- 1Y
- 18.17%
- 3Y*
- 14.01%
- 5Y*
- 10.04%
- 10Y*
- 10.02%
LYYA.DE vs. XIEE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LYYA.DE Amundi MSCI World II UCITS ETF Dist | 9.94% | 7.88% | 26.02% | 20.23% | -13.67% | 32.82% | 5.50% | 31.13% | -5.06% | 7.74% |
XIEE.DE Xtrackers MSCI Europe UCITS ETF | 9.31% | 20.33% | 8.08% | 15.72% | -9.15% | 24.96% | -3.13% | 27.82% | -10.98% | 10.20% |
Correlation
The correlation between LYYA.DE and XIEE.DE is 0.63, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.63 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.68 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.75 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Sep 30, 2015 | 0.76 |
The correlation between LYYA.DE and XIEE.DE shifts across timeframes, from 0.63 (1 year) to 0.76 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
LYYA.DE vs. XIEE.DE — Risk / Return Rank
LYYA.DE
XIEE.DE
LYYA.DE vs. XIEE.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 Xtrackers MSCI Europe UCITS ETF (XIEE.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.
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 | XIEE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.74 | ||
| Sortino ratioReturn per unit of downside risk | +0.98 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.25 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 3.62 | 1.80 | +1.82 |
| Martin ratioReturn relative to average drawdown | 14.54 | 7.32 | +7.22 |
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Drawdowns
LYYA.DE vs. XIEE.DE - Drawdown Comparison
The maximum LYYA.DE drawdown since its inception was -54.50%, which is greater than XIEE.DE's maximum drawdown of -35.52%. Use the drawdown chart below to compare losses from any high point for LYYA.DE and XIEE.DE.
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Drawdown Indicators
| LYYA.DE | XIEE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.50% | -35.52% | -18.98% |
Max Drawdown (1Y)Largest decline over 1 year | -6.43% | -10.03% | +3.60% |
Max Drawdown (3Y)Largest decline over 3 years | -21.64% | -16.52% | -5.12% |
Max Drawdown (5Y)Largest decline over 5 years | -21.64% | -19.30% | -2.34% |
Max Drawdown (10Y)Largest decline over 10 years | -33.90% | -35.52% | +1.62% |
Current DrawdownCurrent decline from peak | -1.18% | 0.00% | -1.18% |
Average DrawdownAverage peak-to-trough decline | -9.84% | -7.24% | -2.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.60% | 2.48% | -0.88% |
Volatility
LYYA.DE vs. XIEE.DE - Volatility Comparison
The current volatility for Amundi MSCI World II UCITS ETF Dist (LYYA.DE) is 3.12%, while Xtrackers MSCI Europe UCITS ETF (XIEE.DE) has a volatility of 4.10%. This indicates that LYYA.DE experiences smaller price fluctuations and is considered to be less risky than XIEE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LYYA.DE | XIEE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.12% | 4.10% | -0.98% |
Volatility (6M)Calculated over the trailing 6-month period | 8.05% | 11.65% | -3.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.32% | 13.69% | -2.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.19% | 14.30% | -0.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.13% | 17.60% | -2.47% |
LYYA.DE vs. XIEE.DE - Expense Ratio Comparison
LYYA.DE has a 0.30% expense ratio, which is higher than XIEE.DE's 0.12% expense ratio.
Dividends
LYYA.DE vs. XIEE.DE - Dividend Comparison
LYYA.DE's dividend yield for the trailing twelve months is around 1.14%, less than XIEE.DE's 2.39% 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% |
XIEE.DE Xtrackers MSCI Europe UCITS ETF | 2.39% | 2.49% | 3.26% | 2.85% | 5.70% | 1.50% | 3.74% | 0.30% | 3.19% | 0.92% | 0.09% | 0.00% |
Frequently Asked Questions
LYYA.DE and XIEE.DE have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XIEE.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XIEE.DE is cheaper with a 0.12% expense ratio, compared with 0.30% for LYYA.DE.
LYYA.DE is categorized as Global Equities, while XIEE.DE is Europe Equities. LYYA.DE tracks MSCI World, while XIEE.DE tracks MSCI Europe. They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.30% for LYYA.DE and 0.12% for XIEE.DE.
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