LYYB.DE vs. XDEQ.DE
LYYB.DE (Amundi MSCI USA ESG Climate Net Zero Ambition CTB UCITS ETF Dist) and XDEQ.DE (Xtrackers MSCI World Quality Factor UCITS ETF 1C) are both exchange-traded funds - LYYB.DE is a Large Cap Blend Equities fund tracking the MSCI USA ESG Broad Select, while XDEQ.DE is a Global Equities fund tracking the MSCI ACWI NR USD. Both are passively managed. Over the past 10 years, LYYB.DE returned 14.30%/yr vs 12.38%/yr for XDEQ.DE. Their correlation of 0.85 suggests significant overlap in exposure. LYYB.DE charges 0.09%/yr vs 0.25%/yr for XDEQ.DE.
Performance
LYYB.DE vs. XDEQ.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 higher than XDEQ.DE's 9.48% return. Over the past 10 years, LYYB.DE has outperformed XDEQ.DE with an annualized return of 14.30%, while XDEQ.DE has yielded a comparatively lower 12.38% annualized 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%
XDEQ.DE
- 1D
- 0.79%
- 1M
- 3.10%
- YTD
- 9.48%
- 6M
- 9.63%
- 1Y
- 19.01%
- 3Y*
- 15.18%
- 5Y*
- 11.42%
- 10Y*
- 12.38%
LYYB.DE vs. XDEQ.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 | 10.39% | 2.83% | 31.27% | 22.21% | -17.02% | 38.79% | 9.55% | 34.69% | -1.22% | 6.95% |
XDEQ.DE Xtrackers MSCI World Quality Factor UCITS ETF 1C | 9.48% | 2.87% | 23.81% | 21.83% | -14.94% | 34.64% | 4.47% | 34.18% | -3.32% | 7.04% |
Correlation
The correlation between LYYB.DE and XDEQ.DE is 0.90, 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 | 0.90 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.90 |
Correlation (All Time) Calculated using the full available price history since Oct 1, 2014 | 0.85 |
The correlation between LYYB.DE and XDEQ.DE has been stable across timeframes, ranging from 0.85 to 0.94 - a consistent structural relationship.
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Return for Risk
LYYB.DE vs. XDEQ.DE — Risk / Return Rank
LYYB.DE
XDEQ.DE
LYYB.DE vs. XDEQ.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 Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.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 | XDEQ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.15 | ||
| Sortino ratioReturn per unit of downside risk | +0.08 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.34 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.79 | 3.04 | -0.26 |
| Martin ratioReturn relative to average drawdown | 9.46 | 12.17 | -2.71 |
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 | XDEQ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.93 | 1.78 | +0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.83 | 0.80 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.87 | 0.85 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 0.80 | -0.18 |
Drawdowns
LYYB.DE vs. XDEQ.DE - Drawdown Comparison
The maximum LYYB.DE drawdown since its inception was -53.38%, which is greater than XDEQ.DE's maximum drawdown of -32.16%. Use the drawdown chart below to compare losses from any high point for LYYB.DE and XDEQ.DE.
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Drawdown Indicators
| LYYB.DE | XDEQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.38% | -32.16% | -21.22% |
Max Drawdown (1Y)Largest decline over 1 year | -8.32% | -6.22% | -2.10% |
Max Drawdown (3Y)Largest decline over 3 years | -24.11% | -20.59% | -3.52% |
Max Drawdown (5Y)Largest decline over 5 years | -24.11% | -20.59% | -3.52% |
Max Drawdown (10Y)Largest decline over 10 years | -34.12% | -32.16% | -1.96% |
Current DrawdownCurrent decline from peak | -0.38% | 0.00% | -0.38% |
Average DrawdownAverage peak-to-trough decline | -9.21% | -4.75% | -4.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.45% | 1.56% | +0.89% |
Volatility
LYYB.DE vs. XDEQ.DE - Volatility Comparison
Amundi MSCI USA ESG Climate Net Zero Ambition CTB UCITS ETF Dist (LYYB.DE) has a higher volatility of 2.66% compared to Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.DE) at 2.36%. This indicates that LYYB.DE's price experiences larger fluctuations and is considered to be riskier than XDEQ.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 | XDEQ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.66% | 2.36% | +0.30% |
Volatility (6M)Calculated over the trailing 6-month period | 7.84% | 7.32% | +0.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.99% | 10.64% | +1.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.62% | 14.12% | +1.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.31% | 15.35% | +0.96% |
LYYB.DE vs. XDEQ.DE - Expense Ratio Comparison
LYYB.DE has a 0.09% expense ratio, which is lower than XDEQ.DE's 0.25% 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. XDEQ.DE - Dividend Comparison
LYYB.DE's dividend yield for the trailing twelve months is around 0.81%, while XDEQ.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% |
XDEQ.DE Xtrackers MSCI World Quality Factor UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
LYYB.DE and XDEQ.DE have a correlation of 0.90, 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 0.25% for XDEQ.DE.
LYYB.DE is categorized as Large Cap Blend Equities, while XDEQ.DE is Global Equities. LYYB.DE tracks MSCI USA ESG Broad Select, while XDEQ.DE tracks MSCI ACWI NR USD. They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.09% for LYYB.DE and 0.25% for XDEQ.DE.
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