LYYB.DE vs. H412.DE
LYYB.DE (Amundi MSCI USA ESG Climate Net Zero Ambition CTB UCITS ETF Dist) and H412.DE (HSBC USA Sustainable Equity UCITS ETF USD) are both Large Cap Blend Equities funds - LYYB.DE tracks the MSCI USA ESG Broad Select while H412.DE tracks the FTSE USA ESG Low Carbon Select. Both are passively managed. Over the past 5 years, LYYB.DE returned 13.05%/yr vs 13.98%/yr for H412.DE. With a 0.96 correlation, they move nearly in lockstep. LYYB.DE charges 0.09%/yr vs 0.12%/yr for H412.DE.
Performance
LYYB.DE vs. H412.DE - Performance Comparison
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Returns By Period
In the year-to-date period, LYYB.DE achieves a 10.39% return, which is significantly lower than H412.DE's 15.33% return.
LYYB.DE
- 1D
- -0.05%
- 1M
- 4.52%
- YTD
- 10.39%
- 6M
- 9.65%
- 1Y
- 23.05%
- 3Y*
- 17.52%
- 5Y*
- 13.05%
- 10Y*
- 14.30%
H412.DE
- 1D
- 0.46%
- 1M
- 7.70%
- YTD
- 15.33%
- 6M
- 15.89%
- 1Y
- 32.34%
- 3Y*
- 18.35%
- 5Y*
- 13.98%
- 10Y*
- —
LYYB.DE vs. H412.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
LYYB.DE Amundi MSCI USA ESG Climate Net Zero Ambition CTB UCITS ETF Dist | 10.39% | 2.83% | 31.27% | 22.21% | -17.02% | 38.79% | 10.21% |
H412.DE HSBC USA Sustainable Equity UCITS ETF USD | 15.33% | 6.12% | 26.73% | 17.60% | -13.13% | 39.39% | 7.92% |
Correlation
The correlation between LYYB.DE and H412.DE is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.92 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.94 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.96 |
Correlation (All Time) Calculated using the full available price history since Jul 16, 2020 | 0.96 |
The correlation between LYYB.DE and H412.DE has been stable across timeframes, ranging from 0.92 to 0.96 - a consistent structural relationship.
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Return for Risk
LYYB.DE vs. H412.DE — Risk / Return Rank
LYYB.DE
H412.DE
LYYB.DE vs. H412.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 HSBC USA Sustainable Equity UCITS ETF USD (H412.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.
| LYYB.DE | H412.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.97 | ||
| Sortino ratioReturn per unit of downside risk | -1.31 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.54 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 2.79 | 5.88 | -3.09 |
| Martin ratioReturn relative to average drawdown | 9.46 | 19.52 | -10.06 |
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
| LYYB.DE | H412.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.93 | 2.90 | -0.97 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.83 | 0.94 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.87 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 1.06 | -0.44 |
Drawdowns
LYYB.DE vs. H412.DE - Drawdown Comparison
The maximum LYYB.DE drawdown since its inception was -53.38%, which is greater than H412.DE's maximum drawdown of -24.35%. Use the drawdown chart below to compare losses from any high point for LYYB.DE and H412.DE.
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Drawdown Indicators
| LYYB.DE | H412.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.38% | -24.35% | -29.03% |
Max Drawdown (1Y)Largest decline over 1 year | -8.32% | -5.54% | -2.78% |
Max Drawdown (3Y)Largest decline over 3 years | -24.11% | -24.35% | +0.24% |
Max Drawdown (5Y)Largest decline over 5 years | -24.11% | -24.35% | +0.24% |
Max Drawdown (10Y)Largest decline over 10 years | -34.12% | — | — |
Current DrawdownCurrent decline from peak | -0.38% | 0.00% | -0.38% |
Average DrawdownAverage peak-to-trough decline | -9.21% | -4.12% | -5.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.45% | 1.67% | +0.78% |
Volatility
LYYB.DE vs. H412.DE - Volatility Comparison
The current volatility for Amundi MSCI USA ESG Climate Net Zero Ambition CTB UCITS ETF Dist (LYYB.DE) is 2.66%, while HSBC USA Sustainable Equity UCITS ETF USD (H412.DE) has a volatility of 3.27%. This indicates that LYYB.DE experiences smaller price fluctuations and is considered to be less risky than H412.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 | H412.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.66% | 3.27% | -0.61% |
Volatility (6M)Calculated over the trailing 6-month period | 7.84% | 7.70% | +0.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.99% | 11.23% | +0.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.62% | 14.70% | +0.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.31% | 14.81% | +1.50% |
LYYB.DE vs. H412.DE - Expense Ratio Comparison
LYYB.DE has a 0.09% expense ratio, which is lower than H412.DE's 0.12% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
LYYB.DE vs. H412.DE - Dividend Comparison
LYYB.DE's dividend yield for the trailing twelve months is around 0.81%, while H412.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
H412.DE HSBC USA Sustainable Equity UCITS ETF 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% | 1.88% | 2.03% |
Frequently Asked Questions
With a correlation of 0.92, LYYB.DE and H412.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
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 0.12% for H412.DE.
LYYB.DE tracks MSCI USA ESG Broad Select, while H412.DE tracks FTSE USA ESG Low Carbon Select. They also come from different issuers: Amundi and HSBC. Their fees differ too: 0.09% for LYYB.DE and 0.12% for H412.DE.
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