LYYB.DE vs. FTGU.DE
LYYB.DE (Amundi MSCI USA ESG Climate Net Zero Ambition CTB UCITS ETF Dist) and FTGU.DE (First Trust US Large Cap Core AlphaDEX UCITS ETF Class A USD) are both Large Cap Blend Equities funds - LYYB.DE tracks the MSCI USA ESG Broad Select while FTGU.DE tracks the Nasdaq AlphaDEX Large Cap Core NTR Index. Both are passively managed. Over the past 5 years, LYYB.DE returned 11.76%/yr vs 11.35%/yr for FTGU.DE. Their correlation of 0.88 suggests significant overlap in exposure. LYYB.DE charges 0.09%/yr vs 0.65%/yr for FTGU.DE.
Performance
LYYB.DE vs. FTGU.DE - Performance Comparison
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Returns By Period
In the year-to-date period, LYYB.DE achieves a 11.42% return, which is significantly lower than FTGU.DE's 16.54% return.
LYYB.DE
- 1D
- 0.37%
- 1M
- 0.63%
- 6M
- 11.30%
- YTD
- 11.42%
- 1Y
- 21.08%
- 3Y*
- 16.91%
- 5Y*
- 11.76%
- 10Y*
- 13.66%
- ALL TIME*
- 10.89%
FTGU.DE
- 1D
- 0.05%
- 1M
- -1.34%
- 6M
- 13.22%
- YTD
- 16.54%
- 1Y
- 24.95%
- 3Y*
- 15.95%
- 5Y*
- 11.35%
- 10Y*
- —
- ALL TIME*
- 11.88%
LYYB.DE vs. FTGU.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LYYB.DE Amundi MSCI USA ESG Climate Net Zero Ambition CTB UCITS ETF Dist | 11.42% | 2.83% | 31.27% | 22.21% | -17.02% | 38.79% | 9.55% | 34.69% | -1.22% | 4.86% |
FTGU.DE First Trust US Large Cap Core AlphaDEX UCITS ETF Class A USD | 16.54% | 2.82% | 23.34% | 10.92% | -7.47% | 38.46% | 2.87% | 29.47% | -6.78% | 7.36% |
Correlation
The correlation between LYYB.DE and FTGU.DE is 0.76, 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 | 0.76 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.81 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since May 17, 2017 | 0.88 |
The correlation between LYYB.DE and FTGU.DE shifts across timeframes, from 0.76 (1 year) to 0.88 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
LYYB.DE vs. FTGU.DE — Risk / Return Rank
LYYB.DE
FTGU.DE
LYYB.DE vs. FTGU.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI USA ESG Climate Net Zero Ambition CTB UCITS ETF Dist (LYYB.DE) and First Trust US Large Cap Core AlphaDEX UCITS ETF Class A USD (FTGU.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.
| LYYB.DE | FTGU.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.37 | ||
| Sortino ratioReturn per unit of downside risk | -0.54 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.37 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.52 | 6.72 | -4.19 |
| Martin ratioReturn relative to average drawdown | 8.51 | 17.20 | -8.69 |
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Drawdowns
LYYB.DE vs. FTGU.DE - Drawdown Comparison
The maximum LYYB.DE drawdown since its inception was -53.38%, smaller than the maximum FTGU.DE drawdown of -99.98%. Use the drawdown chart below to compare losses from any high point for LYYB.DE and FTGU.DE.
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Drawdown Indicators
| LYYB.DE | FTGU.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.38% | -99.98% | +46.60% |
Max Drawdown (1Y)Largest decline over 1 year | -8.32% | -3.70% | -4.62% |
Max Drawdown (3Y)Largest decline over 3 years | -24.11% | -24.38% | +0.27% |
Max Drawdown (5Y)Largest decline over 5 years | -24.11% | -24.38% | +0.27% |
Max Drawdown (10Y)Largest decline over 10 years | -34.12% | — | — |
Current DrawdownCurrent decline from peak | -1.02% | -3.16% | +2.14% |
Average DrawdownAverage peak-to-trough decline | -9.09% | -5.12% | -3.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.47% | 1.45% | +1.02% |
Volatility
LYYB.DE vs. FTGU.DE - Volatility Comparison
The current volatility for Amundi MSCI USA ESG Climate Net Zero Ambition CTB UCITS ETF Dist (LYYB.DE) is 3.08%, while First Trust US Large Cap Core AlphaDEX UCITS ETF Class A USD (FTGU.DE) has a volatility of 3.74%. This indicates that LYYB.DE experiences smaller price fluctuations and is considered to be less risky than FTGU.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LYYB.DE | FTGU.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.08% | 3.74% | -0.66% |
Volatility (6M)Calculated over the trailing 6-month period | 8.03% | 8.05% | -0.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.04% | 11.78% | +0.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.64% | 15.44% | +0.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.31% | 132,474.49% | -132,458.18% |
LYYB.DE vs. FTGU.DE - Expense Ratio Comparison
LYYB.DE has a 0.09% expense ratio, which is lower than FTGU.DE's 0.65% expense ratio.
Dividends
LYYB.DE vs. FTGU.DE - Dividend Comparison
LYYB.DE's dividend yield for the trailing twelve months is around 0.81%, while FTGU.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTGU.DE First Trust US Large Cap Core AlphaDEX UCITS ETF Class A USD | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
LYYB.DE Amundi MSCI USA ESG Climate Net Zero Ambition CTB UCITS ETF Dist | 0.81% | 0.99% | 0.78% | 0.00% | 1.12% | 0.95% | 1.31% | 1.14% | 1.81% | 1.64% | 1.87% | 2.03% |
Frequently Asked Questions
LYYB.DE and FTGU.DE have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, LYYB.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
LYYB.DE is cheaper with a 0.09% expense ratio, compared with 0.65% for FTGU.DE.
LYYB.DE tracks MSCI USA ESG Broad Select, while FTGU.DE tracks Nasdaq AlphaDEX Large Cap Core NTR Index. They also come from different issuers: Amundi and First Trust. Their fees differ too: 0.09% for LYYB.DE and 0.65% for FTGU.DE.
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