MJMT.DE vs. LYPG.DE
MJMT.DE (Amundi MSCI Europe Momentum Factor UCITS ETF EUR) and LYPG.DE (Amundi MSCI World Information Technology UCITS ETF EUR Acc) are both exchange-traded funds - MJMT.DE is a Momentum fund tracking the MSCI Europe Momentum Index, while LYPG.DE is a Technology Equities fund tracking the MSCI World Information Technology. Both are passively managed. Over the past 5 years, MJMT.DE returned 11.41%/yr vs 22.18%/yr for LYPG.DE. A 0.63 correlation means they provide meaningful diversification when combined. MJMT.DE charges 0.23%/yr vs 0.30%/yr for LYPG.DE.
Performance
MJMT.DE vs. LYPG.DE - Performance Comparison
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Returns By Period
In the year-to-date period, MJMT.DE achieves a 8.02% return, which is significantly lower than LYPG.DE's 25.00% return.
MJMT.DE
- 1D
- 0.03%
- 1M
- 1.15%
- YTD
- 8.02%
- 6M
- 12.09%
- 1Y
- 17.13%
- 3Y*
- 20.41%
- 5Y*
- 11.41%
- 10Y*
- —
LYPG.DE
- 1D
- -2.08%
- 1M
- 12.62%
- YTD
- 25.00%
- 6M
- 23.20%
- 1Y
- 47.39%
- 3Y*
- 28.91%
- 5Y*
- 22.18%
- 10Y*
- 23.74%
MJMT.DE vs. LYPG.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MJMT.DE Amundi MSCI Europe Momentum Factor UCITS ETF EUR | 8.02% | 27.24% | 19.93% | 13.04% | -15.57% | 22.09% | 10.97% | 31.75% | -10.54% | 11.30% |
LYPG.DE Amundi MSCI World Information Technology UCITS ETF EUR Acc | 25.00% | 9.20% | 41.03% | 49.19% | -28.32% | 41.72% | 30.66% | 51.20% | 0.61% | 20.65% |
Correlation
The correlation between MJMT.DE and LYPG.DE is 0.50, 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 | 0.50 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.51 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.55 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2016 | 0.63 |
The correlation between MJMT.DE and LYPG.DE shifts across timeframes, from 0.50 (1 year) to 0.63 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
MJMT.DE vs. LYPG.DE — Risk / Return Rank
MJMT.DE
LYPG.DE
MJMT.DE vs. LYPG.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI Europe Momentum Factor UCITS ETF EUR (MJMT.DE) and Amundi MSCI World Information Technology UCITS ETF EUR Acc (LYPG.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.
| MJMT.DE | LYPG.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.32 | ||
| Sortino ratioReturn per unit of downside risk | -1.46 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.38 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 1.51 | 3.09 | -1.58 |
| Martin ratioReturn relative to average drawdown | 5.64 | 8.18 | -2.54 |
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
| MJMT.DE | LYPG.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.03 | 2.35 | -1.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.97 | -0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.10 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.70 | 1.02 | -0.32 |
Drawdowns
MJMT.DE vs. LYPG.DE - Drawdown Comparison
The maximum MJMT.DE drawdown since its inception was -31.35%, roughly equal to the maximum LYPG.DE drawdown of -31.83%. Use the drawdown chart below to compare losses from any high point for MJMT.DE and LYPG.DE.
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Drawdown Indicators
| MJMT.DE | LYPG.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.35% | -31.83% | +0.48% |
Max Drawdown (1Y)Largest decline over 1 year | -11.56% | -15.58% | +4.02% |
Max Drawdown (3Y)Largest decline over 3 years | -15.62% | -29.64% | +14.02% |
Max Drawdown (5Y)Largest decline over 5 years | -23.84% | -29.64% | +5.80% |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.83% | — |
Current DrawdownCurrent decline from peak | -1.36% | -2.70% | +1.34% |
Average DrawdownAverage peak-to-trough decline | -5.33% | -5.69% | +0.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.10% | 5.91% | -2.81% |
Volatility
MJMT.DE vs. LYPG.DE - Volatility Comparison
The current volatility for Amundi MSCI Europe Momentum Factor UCITS ETF EUR (MJMT.DE) is 4.49%, while Amundi MSCI World Information Technology UCITS ETF EUR Acc (LYPG.DE) has a volatility of 7.17%. This indicates that MJMT.DE experiences smaller price fluctuations and is considered to be less risky than LYPG.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MJMT.DE | LYPG.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.49% | 7.17% | -2.68% |
Volatility (6M)Calculated over the trailing 6-month period | 14.45% | 15.06% | -0.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.95% | 20.52% | -3.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.32% | 22.56% | -6.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.24% | 21.45% | -5.21% |
MJMT.DE vs. LYPG.DE - Expense Ratio Comparison
MJMT.DE has a 0.23% expense ratio, which is lower than LYPG.DE's 0.30% expense ratio.
Dividends
MJMT.DE vs. LYPG.DE - Dividend Comparison
Neither MJMT.DE nor LYPG.DE has paid dividends to shareholders.
Frequently Asked Questions
MJMT.DE and LYPG.DE have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, MJMT.DE is cheaper at 0.23% per year. The better choice depends on whether you care most about return, fees, risk, or income.
MJMT.DE is cheaper with a 0.23% expense ratio, compared with 0.30% for LYPG.DE.
MJMT.DE is categorized as Momentum, while LYPG.DE is Technology Equities. MJMT.DE tracks MSCI Europe Momentum Index, while LYPG.DE tracks MSCI World Information Technology. Their fees differ too: 0.23% for MJMT.DE and 0.30% for LYPG.DE.
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