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LYYA.DE vs. XWD1.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between LYYA.DE and XWD1.L is 0.91, 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.


-0.50.00.51.00.9

Performance

LYYA.DE vs. XWD1.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 Xtrackers MSCI World Swap UCITS ETF 1D (XWD1.L). The values are adjusted to include any dividend payments, if applicable.

0.00%2.00%4.00%6.00%8.00%10.00%12.00%SeptemberOctoberNovemberDecember2025February
10.28%
11.24%
LYYA.DE
XWD1.L

Key characteristics

Sharpe Ratio

LYYA.DE:

2.14

XWD1.L:

1.75

Sortino Ratio

LYYA.DE:

2.92

XWD1.L:

2.39

Omega Ratio

LYYA.DE:

1.43

XWD1.L:

1.32

Calmar Ratio

LYYA.DE:

3.02

XWD1.L:

2.64

Martin Ratio

LYYA.DE:

14.14

XWD1.L:

10.42

Ulcer Index

LYYA.DE:

1.75%

XWD1.L:

2.00%

Daily Std Dev

LYYA.DE:

11.61%

XWD1.L:

11.97%

Max Drawdown

LYYA.DE:

-54.50%

XWD1.L:

-16.12%

Current Drawdown

LYYA.DE:

-0.22%

XWD1.L:

-0.51%

Returns By Period

In the year-to-date period, LYYA.DE achieves a 4.54% return, which is significantly higher than XWD1.L's 3.36% return.


LYYA.DE

YTD

4.54%

1M

3.98%

6M

17.67%

1Y

23.63%

5Y*

12.36%

10Y*

11.19%

XWD1.L

YTD

3.36%

1M

5.10%

6M

11.24%

1Y

19.11%

5Y*

N/A

10Y*

N/A

*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. XWD1.L - Expense Ratio Comparison

LYYA.DE has a 0.30% expense ratio, which is higher than XWD1.L's 0.19% 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 XWD1.L: current value at 0.19% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.19%

Risk-Adjusted Performance

LYYA.DE vs. XWD1.L — 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 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of LYYA.DE is 8585
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

XWD1.L
The Risk-Adjusted Performance Rank of XWD1.L is 7474
Overall Rank
The Sharpe Ratio Rank of XWD1.L is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of XWD1.L is 7171
Sortino Ratio Rank
The Omega Ratio Rank of XWD1.L is 7272
Omega Ratio Rank
The Calmar Ratio Rank of XWD1.L is 7676
Calmar Ratio Rank
The Martin Ratio Rank of XWD1.L is 7777
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. XWD1.L - 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 Xtrackers MSCI World Swap UCITS ETF 1D (XWD1.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.


Sharpe ratio
The chart of Sharpe ratio for LYYA.DE, currently valued at 1.56, compared to the broader market0.002.004.001.561.59
The chart of Sortino ratio for LYYA.DE, currently valued at 2.20, compared to the broader market0.005.0010.002.202.20
The chart of Omega ratio for LYYA.DE, currently valued at 1.29, compared to the broader market0.501.001.502.002.503.001.291.29
The chart of Calmar ratio for LYYA.DE, currently valued at 2.34, compared to the broader market0.005.0010.0015.0020.002.342.40
The chart of Martin ratio for LYYA.DE, currently valued at 8.87, compared to the broader market0.0020.0040.0060.0080.00100.00120.008.879.45
LYYA.DE
XWD1.L

The current LYYA.DE Sharpe Ratio is 2.14, which is comparable to the XWD1.L Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of LYYA.DE and XWD1.L, 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
1.56
1.59
LYYA.DE
XWD1.L

Dividends

LYYA.DE vs. XWD1.L - Dividend Comparison

LYYA.DE's dividend yield for the trailing twelve months is around 1.56%, less than XWD1.L's 1.73% 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%
XWD1.L
Xtrackers MSCI World Swap UCITS ETF 1D
1.73%1.78%1.81%0.91%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

LYYA.DE vs. XWD1.L - Drawdown Comparison

The maximum LYYA.DE drawdown since its inception was -54.50%, which is greater than XWD1.L's maximum drawdown of -16.12%. Use the drawdown chart below to compare losses from any high point for LYYA.DE and XWD1.L. For additional features, visit the drawdowns tool.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.80%
-0.51%
LYYA.DE
XWD1.L

Volatility

LYYA.DE vs. XWD1.L - Volatility Comparison

Amundi MSCI World II UCITS ETF Dist (LYYA.DE) has a higher volatility of 4.07% compared to Xtrackers MSCI World Swap UCITS ETF 1D (XWD1.L) at 3.67%. This indicates that LYYA.DE's price experiences larger fluctuations and is considered to be riskier than XWD1.L 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
4.07%
3.67%
LYYA.DE
XWD1.L
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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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