LYYA.DE vs. ZPRG.DE
LYYA.DE (Amundi MSCI World II UCITS ETF Dist) and ZPRG.DE (SPDR S&P Global Dividend Aristocrats UCITS) are both exchange-traded funds - LYYA.DE is a Global Equities fund tracking the MSCI World, while ZPRG.DE is a Global Equity Income fund tracking the S&P Global Dividend Aristocrats Quality Income Index. Both are passively managed. Over the past 10 years, LYYA.DE returned 12.81%/yr vs 6.11%/yr for ZPRG.DE. A 0.77 correlation means they provide meaningful diversification when combined. LYYA.DE charges 0.30%/yr vs 0.45%/yr for ZPRG.DE.
Performance
LYYA.DE vs. ZPRG.DE - Performance Comparison
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Returns By Period
In the year-to-date period, LYYA.DE achieves a 10.86% return, which is significantly higher than ZPRG.DE's 7.13% return. Over the past 10 years, LYYA.DE has outperformed ZPRG.DE with an annualized return of 12.81%, while ZPRG.DE has yielded a comparatively lower 6.11% annualized return.
LYYA.DE
- 1D
- -0.04%
- 1M
- 3.66%
- YTD
- 10.86%
- 6M
- 11.02%
- 1Y
- 23.70%
- 3Y*
- 17.57%
- 5Y*
- 12.92%
- 10Y*
- 12.81%
ZPRG.DE
- 1D
- 0.45%
- 1M
- -1.12%
- YTD
- 7.13%
- 6M
- 7.56%
- 1Y
- 15.53%
- 3Y*
- 11.58%
- 5Y*
- 6.51%
- 10Y*
- 6.11%
LYYA.DE vs. ZPRG.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LYYA.DE Amundi MSCI World II UCITS ETF Dist | 10.86% | 7.87% | 26.02% | 20.23% | -13.67% | 32.82% | 5.50% | 31.13% | -5.06% | 7.74% |
ZPRG.DE SPDR S&P Global Dividend Aristocrats UCITS | 7.13% | 5.03% | 13.19% | 3.49% | -1.17% | 25.19% | -17.51% | 23.62% | -5.27% | 4.22% |
Correlation
The correlation between LYYA.DE and ZPRG.DE is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.47 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.56 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.65 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.73 |
Correlation (All Time) Calculated using the full available price history since May 20, 2013 | 0.77 |
Over the past year, the correlation between LYYA.DE and ZPRG.DE has dropped to 0.47 - well below their long-term average of 0.77, suggesting their price drivers have been diverging.
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Return for Risk
LYYA.DE vs. ZPRG.DE — Risk / Return Rank
LYYA.DE
ZPRG.DE
LYYA.DE vs. ZPRG.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 SPDR S&P Global Dividend Aristocrats UCITS (ZPRG.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.
| LYYA.DE | ZPRG.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.52 | ||
| Sortino ratioReturn per unit of downside risk | +0.68 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.27 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 3.60 | 2.78 | +0.81 |
| Martin ratioReturn relative to average drawdown | 14.40 | 8.86 | +5.54 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| LYYA.DE | ZPRG.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.13 | 1.61 | +0.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.90 | 0.52 | +0.38 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.84 | 0.41 | +0.43 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.45 | +0.08 |
Drawdowns
LYYA.DE vs. ZPRG.DE - Drawdown Comparison
The maximum LYYA.DE drawdown since its inception was -54.50%, which is greater than ZPRG.DE's maximum drawdown of -42.08%. Use the drawdown chart below to compare losses from any high point for LYYA.DE and ZPRG.DE.
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Drawdown Indicators
| LYYA.DE | ZPRG.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.50% | -42.08% | -12.42% |
Max Drawdown (1Y)Largest decline over 1 year | -6.58% | -5.42% | -1.16% |
Max Drawdown (3Y)Largest decline over 3 years | -21.64% | -17.07% | -4.57% |
Max Drawdown (5Y)Largest decline over 5 years | -21.64% | -18.50% | -3.14% |
Max Drawdown (10Y)Largest decline over 10 years | -33.90% | -42.08% | +8.18% |
Current DrawdownCurrent decline from peak | -0.36% | -1.47% | +1.11% |
Average DrawdownAverage peak-to-trough decline | -9.82% | -6.63% | -3.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.65% | 1.71% | -0.06% |
Volatility
LYYA.DE vs. ZPRG.DE - Volatility Comparison
The current volatility for Amundi MSCI World II UCITS ETF Dist (LYYA.DE) is 2.64%, while SPDR S&P Global Dividend Aristocrats UCITS (ZPRG.DE) has a volatility of 2.82%. This indicates that LYYA.DE experiences smaller price fluctuations and is considered to be less risky than ZPRG.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 | ZPRG.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.64% | 2.82% | -0.18% |
Volatility (6M)Calculated over the trailing 6-month period | 7.75% | 6.56% | +1.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.10% | 9.38% | +1.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.17% | 12.39% | +1.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.13% | 14.93% | +0.20% |
LYYA.DE vs. ZPRG.DE - Expense Ratio Comparison
LYYA.DE has a 0.30% expense ratio, which is lower than ZPRG.DE's 0.45% expense ratio.
Dividends
LYYA.DE vs. ZPRG.DE - Dividend Comparison
LYYA.DE's dividend yield for the trailing twelve months is around 1.14%, less than ZPRG.DE's 3.89% 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% |
ZPRG.DE SPDR S&P Global Dividend Aristocrats UCITS | 3.89% | 4.25% | 3.73% | 4.22% | 4.49% | 3.57% | 3.98% | 3.44% | 3.95% | 3.36% | 3.62% | 3.80% |
Frequently Asked Questions
LYYA.DE and ZPRG.DE have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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.
LYYA.DE is cheaper with a 0.30% expense ratio, compared with 0.45% for ZPRG.DE.
LYYA.DE is categorized as Global Equities, while ZPRG.DE is Global Equity Income. LYYA.DE tracks MSCI World, while ZPRG.DE tracks S&P Global Dividend Aristocrats Quality Income Index. They also come from different issuers: Amundi and State Street. Their fees differ too: 0.30% for LYYA.DE and 0.45% for ZPRG.DE.
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