LYYB.DE vs. WEBG.DE

Last updated Jun 5, 2026

LYYB.DE (Amundi MSCI USA ESG Climate Net Zero Ambition CTB UCITS ETF Dist) and WEBG.DE (Amundi Prime All Country World UCITS ETF Dist) are both exchange-traded funds - LYYB.DE is a Large Cap Blend Equities fund tracking the MSCI USA ESG Broad Select, while WEBG.DE is a Global Equities fund tracking the Solactive GBS Global Markets Large & Mid Cap Index. Both are passively managed. Over the past year, LYYB.DE returned 23.05% vs 26.64% for WEBG.DE. Their correlation of 0.95 suggests significant overlap in exposure. LYYB.DE charges 0.09%/yr vs 0.07%/yr for WEBG.DE.

Performance

LYYB.DE vs. WEBG.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi MSCI USA ESG Climate Net Zero Ambition CTB UCITS ETF Dist (LYYB.DE) and Amundi Prime All Country World UCITS ETF Dist (WEBG.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LYYB.DE achieves a 10.39% return, which is significantly lower than WEBG.DE's 12.80% 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%

WEBG.DE

• 1D: -0.23%
• 1M: 3.70%
• YTD: 12.80%
• 6M: 12.74%
• 1Y: 26.64%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

LYYB.DE vs. WEBG.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024
LYYB.DE Amundi MSCI USA ESG Climate Net Zero Ambition CTB UCITS ETF Dist	10.39%	2.83%	21.40%
WEBG.DE Amundi Prime All Country World UCITS ETF Dist	12.80%	9.19%	16.33%

Correlation

The correlation between LYYB.DE and WEBG.DE is 0.95 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.95
Correlation (All Time) Calculated using the full available price history since Mar 18, 2024	0.95

The correlation between LYYB.DE and WEBG.DE has been stable across timeframes, ranging from 0.95 to 0.95 - a consistent structural relationship.

Return for Risk

LYYB.DE vs. WEBG.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LYYB.DE

LYYB.DE Risk / Return Rank: 57
LYYB.DE Sharpe Ratio Rank: 58
LYYB.DE Sortino Ratio Rank: 56
LYYB.DE Omega Ratio Rank: 59
LYYB.DE Calmar Ratio Rank: 57
LYYB.DE Martin Ratio Rank: 55

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

LYYB.DE vs. WEBG.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 Amundi Prime All Country World UCITS ETF Dist (WEBG.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	WEBG.DE	Difference
Sharpe ratio: Return per unit of total volatility	1.93	2.33	-0.39
Sortino ratio: Return per unit of downside risk	2.64	3.26	-0.62
Omega ratio: Gain probability vs. loss probability	1.36	1.44	-0.08
Calmar ratio: Return relative to maximum drawdown	2.79	4.11	-1.32
Martin ratio: Return relative to average drawdown	9.46	16.53	-7.07
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LYYB.DE vs. WEBG.DE - Sharpe Ratio Comparison

The current LYYB.DE Sharpe Ratio is 1.93, which is comparable to the WEBG.DE Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of LYYB.DE and WEBG.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	LYYB.DE	WEBG.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.93	2.33	-0.39
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.83	—	—
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	1.24	-0.62

Drawdowns

LYYB.DE vs. WEBG.DE - Drawdown Comparison

The maximum LYYB.DE drawdown since its inception was -53.38%, which is greater than WEBG.DE's maximum drawdown of -21.31%. Use the drawdown chart below to compare losses from any high point for LYYB.DE and WEBG.DE.

Drawdown Indicators

	LYYB.DE	WEBG.DE	Difference
Max Drawdown Largest peak-to-trough decline	-53.38%	-21.31%	-32.07%
Max Drawdown (1Y) Largest decline over 1 year	-8.32%	-6.50%	-1.82%
Max Drawdown (3Y) Largest decline over 3 years	-24.11%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-24.11%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-34.12%	—	—
Current Drawdown Current decline from peak	-0.38%	-0.63%	+0.25%
Average Drawdown Average peak-to-trough decline	-9.21%	-2.81%	-6.40%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.45%	1.62%	+0.83%

Volatility

LYYB.DE vs. WEBG.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 Amundi Prime All Country World UCITS ETF Dist (WEBG.DE) has a volatility of 3.10%. This indicates that LYYB.DE experiences smaller price fluctuations and is considered to be less risky than WEBG.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LYYB.DE	WEBG.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.66%	3.10%	-0.44%
Volatility (6M) Calculated over the trailing 6-month period	7.84%	8.28%	-0.44%
Volatility (1Y) Calculated over the trailing 1-year period	11.99%	11.48%	+0.51%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.62%	14.15%	+1.47%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.31%	14.15%	+2.16%

LYYB.DE vs. WEBG.DE - Expense Ratio Comparison

LYYB.DE has a 0.09% expense ratio, which is higher than WEBG.DE's 0.07% expense ratio. However, 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. WEBG.DE - Dividend Comparison

LYYB.DE's dividend yield for the trailing twelve months is around 0.81%, while WEBG.DE has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
WEBG.DE Amundi Prime All Country World UCITS ETF Dist	1.22%	1.32%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both LYYB.DE and WEBG.DE in my portfolio?

With a correlation of 0.95, LYYB.DE and WEBG.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.

Which ETF is better, LYYB.DE or WEBG.DE?

On fees, WEBG.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, LYYB.DE or WEBG.DE?

WEBG.DE is cheaper with a 0.07% expense ratio, compared with 0.09% for LYYB.DE.

What is the main difference between LYYB.DE and WEBG.DE?

LYYB.DE is categorized as Large Cap Blend Equities, while WEBG.DE is Global Equities. LYYB.DE tracks MSCI USA ESG Broad Select, while WEBG.DE tracks Solactive GBS Global Markets Large & Mid Cap Index. Their fees differ too: 0.09% for LYYB.DE and 0.07% for WEBG.DE.